LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 12.8 | 0.55 | - | 13 | 0 | 13 | |||
| 20 Nov | 139.71 | 12.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 139.71 | 12.25 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 18 Nov | 138.69 | 12.25 | -0.60 | - | 2 | 0 | 15 | |||
| 14 Nov | 137.51 | 12.85 | 0.55 | - | 1 | 0 | 14 | |||
| 13 Nov | 135.91 | 12.3 | -2.05 | 25.18 | 30 | 13 | 15 | |||
| 12 Nov | 138.57 | 14.35 | -2.55 | 38.18 | 3 | 0 | 1 | |||
|
|
||||||||||
| 11 Nov | 140.16 | 16.9 | 0.25 | 54.64 | 2 | -1 | 1 | |||
| 8 Nov | 140.11 | 16.65 | -1.50 | 44.52 | 3 | 0 | 2 | |||
| 7 Nov | 144.15 | 18.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 18.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 145.39 | 18.15 | -1.15 | - | 2 | -1 | 1 | |||
| 4 Nov | 142.76 | 19.3 | -29.00 | 41.81 | 14 | 3 | 3 | |||
| 1 Nov | 148.62 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 146.00 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 48.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 48.3 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 125 expiring on 28NOV2024
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 12.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 20 Nov LTF was trading at 139.71. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LTF was trading at 139.71. The strike last trading price was 12.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 18 Nov LTF was trading at 138.69. The strike last trading price was 12.25, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 14 Nov LTF was trading at 137.51. The strike last trading price was 12.85, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 13 Nov LTF was trading at 135.91. The strike last trading price was 12.3, which was -2.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 13 which increased total open position to 15
On 12 Nov LTF was trading at 138.57. The strike last trading price was 14.35, which was -2.55 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 1
On 11 Nov LTF was trading at 140.16. The strike last trading price was 16.9, which was 0.25 higher than the previous day. The implied volatity was 54.64, the open interest changed by -1 which decreased total open position to 1
On 8 Nov LTF was trading at 140.11. The strike last trading price was 16.65, which was -1.50 lower than the previous day. The implied volatity was 44.52, the open interest changed by 0 which decreased total open position to 2
On 7 Nov LTF was trading at 144.15. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 147.56. The strike last trading price was 18.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. The strike last trading price was 18.15, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 1
On 4 Nov LTF was trading at 142.76. The strike last trading price was 19.3, which was -29.00 lower than the previous day. The implied volatity was 41.81, the open interest changed by 3 which increased total open position to 3
On 1 Nov LTF was trading at 148.62. The strike last trading price was 48.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTF was trading at 146.00. The strike last trading price was 48.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LTF was trading at 146.49. The strike last trading price was 48.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LTF was trading at 140.28. The strike last trading price was 48.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 125 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.02
Theta: -0.07
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 0.2 | -0.10 | 45.28 | 112 | -2 | 153 |
| 20 Nov | 139.71 | 0.3 | 0.00 | 46.84 | 136 | -16 | 160 |
| 19 Nov | 139.71 | 0.3 | 0.00 | 46.84 | 136 | -11 | 160 |
| 18 Nov | 138.69 | 0.3 | 0.00 | 43.22 | 125 | 8 | 175 |
| 14 Nov | 137.51 | 0.3 | -0.20 | 36.06 | 178 | 28 | 172 |
| 13 Nov | 135.91 | 0.5 | 0.15 | 37.06 | 558 | 18 | 144 |
| 12 Nov | 138.57 | 0.35 | 0.05 | 35.67 | 77 | 1 | 132 |
| 11 Nov | 140.16 | 0.3 | -0.05 | 36.39 | 48 | 2 | 132 |
| 8 Nov | 140.11 | 0.35 | 0.10 | 35.07 | 45 | 17 | 129 |
| 7 Nov | 144.15 | 0.25 | 0.00 | 37.77 | 25 | -4 | 111 |
| 6 Nov | 147.56 | 0.25 | -0.25 | 41.49 | 105 | 3 | 131 |
| 5 Nov | 145.39 | 0.5 | -0.25 | 43.16 | 99 | 18 | 128 |
| 4 Nov | 142.76 | 0.75 | 0.10 | 43.61 | 106 | 27 | 109 |
| 1 Nov | 148.62 | 0.65 | -0.10 | 48.70 | 20 | 12 | 82 |
| 31 Oct | 146.00 | 0.75 | -0.15 | - | 104 | 44 | 62 |
| 30 Oct | 146.49 | 0.9 | -1.05 | - | 1 | 0 | 19 |
| 25 Oct | 140.28 | 1.95 | - | 30 | 19 | 19 | |
For L&T Finance Limited - strike price 125 expiring on 28NOV2024
Delta for 125 PE is -0.05
Historical price for 125 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 45.28, the open interest changed by -2 which decreased total open position to 153
On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.84, the open interest changed by -16 which decreased total open position to 160
On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 46.84, the open interest changed by -11 which decreased total open position to 160
On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 43.22, the open interest changed by 8 which increased total open position to 175
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 36.06, the open interest changed by 28 which increased total open position to 172
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 37.06, the open interest changed by 18 which increased total open position to 144
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 35.67, the open interest changed by 1 which increased total open position to 132
On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by 2 which increased total open position to 132
On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 35.07, the open interest changed by 17 which increased total open position to 129
On 7 Nov LTF was trading at 144.15. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 37.77, the open interest changed by -4 which decreased total open position to 111
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0.25, which was -0.25 lower than the previous day. The implied volatity was 41.49, the open interest changed by 3 which increased total open position to 131
On 5 Nov LTF was trading at 145.39. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 43.16, the open interest changed by 18 which increased total open position to 128
On 4 Nov LTF was trading at 142.76. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 43.61, the open interest changed by 27 which increased total open position to 109
On 1 Nov LTF was trading at 148.62. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 48.70, the open interest changed by 12 which increased total open position to 82
On 31 Oct LTF was trading at 146.00. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LTF was trading at 146.49. The strike last trading price was 0.9, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LTF was trading at 140.28. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
