LTF
L&t Finance Limited
Historical option data for LTF
26 Dec 2024 04:13 PM IST
| LTF 30JAN2025 125 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 136.82 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 138.65 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Dec | 136.71 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 136.48 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 141.44 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 141.02 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 141.90 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 147.30 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 146.61 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 147.60 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 150.07 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 149.15 | 26.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 145.62 | 26.45 | 26.45 | - | 0 | 0 | 0 | |||
| 21 Nov | 137.74 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 5 Nov | 145.39 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 142.76 | 0 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 125 expiring on 30JAN2025
Delta for 125 CE is -
Historical price for 125 CE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 26.45, 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 24 Dec LTF was trading at 138.65. The strike last trading price was 26.45, 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 23 Dec LTF was trading at 136.71. The strike last trading price was 26.45, 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 20 Dec LTF was trading at 136.48. The strike last trading price was 26.45, 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 19 Dec LTF was trading at 141.44. The strike last trading price was 26.45, 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 18 Dec LTF was trading at 141.02. The strike last trading price was 26.45, 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 17 Dec LTF was trading at 141.90. The strike last trading price was 26.45, 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 16 Dec LTF was trading at 147.30. The strike last trading price was 26.45, 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 13 Dec LTF was trading at 146.61. The strike last trading price was 26.45, 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 12 Dec LTF was trading at 147.60. The strike last trading price was 26.45, 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 11 Dec LTF was trading at 150.07. The strike last trading price was 26.45, 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 10 Dec LTF was trading at 149.15. The strike last trading price was 26.45, 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 3 Dec LTF was trading at 145.62. The strike last trading price was 26.45, which was 26.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0, 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 7 Nov LTF was trading at 144.15. The strike last trading price was 0, 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 6 Nov LTF was trading at 147.56. The strike last trading price was 0, 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 5 Nov LTF was trading at 145.39. The strike last trading price was 0, 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 4 Nov LTF was trading at 142.76. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LTF 30JAN2025 125 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.10
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 136.82 | 1.3 | -0.70 | 34.48 | 137 | 29 | 127 |
| 24 Dec | 138.65 | 2 | -0.20 | 42.45 | 59 | 28 | 97 |
| 23 Dec | 136.71 | 2.2 | -0.35 | 41.01 | 64 | 7 | 69 |
| 20 Dec | 136.48 | 2.55 | 1.40 | 41.27 | 56 | 32 | 62 |
| 19 Dec | 141.44 | 1.15 | 0.00 | 36.15 | 25 | 8 | 31 |
| 18 Dec | 141.02 | 1.15 | 0.35 | 36.05 | 11 | 2 | 23 |
| 17 Dec | 141.90 | 0.8 | 0.20 | 32.49 | 7 | 2 | 17 |
| 16 Dec | 147.30 | 0.6 | 0.10 | 36.00 | 1 | 0 | 15 |
| 13 Dec | 146.61 | 0.5 | -10.50 | 32.51 | 12 | 6 | 17 |
| 12 Dec | 147.60 | 11 | 10.30 | 106.85 | 1 | 0 | 11 |
| 11 Dec | 150.07 | 0.7 | 0.20 | 37.97 | 1 | 0 | 11 |
| 10 Dec | 149.15 | 0.5 | -0.60 | 33.81 | 1 | 0 | 12 |
| 3 Dec | 145.62 | 1.1 | 1.10 | 35.60 | 1 | 0 | 11 |
| 21 Nov | 137.74 | 0 | 0.00 | 8.27 | 0 | 0 | 0 |
| 7 Nov | 144.15 | 0 | 0.00 | 10.35 | 0 | 0 | 0 |
| 6 Nov | 147.56 | 0 | 0.00 | 11.54 | 0 | 0 | 0 |
| 5 Nov | 145.39 | 0 | 0.00 | 10.79 | 0 | 0 | 0 |
| 4 Nov | 142.76 | 0 | 9.82 | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 125 expiring on 30JAN2025
Delta for 125 PE is -0.16
Historical price for 125 PE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 34.48, the open interest changed by 29 which increased total open position to 127
On 24 Dec LTF was trading at 138.65. The strike last trading price was 2, which was -0.20 lower than the previous day. The implied volatity was 42.45, the open interest changed by 28 which increased total open position to 97
On 23 Dec LTF was trading at 136.71. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 41.01, the open interest changed by 7 which increased total open position to 69
On 20 Dec LTF was trading at 136.48. The strike last trading price was 2.55, which was 1.40 higher than the previous day. The implied volatity was 41.27, the open interest changed by 32 which increased total open position to 62
On 19 Dec LTF was trading at 141.44. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 36.15, the open interest changed by 8 which increased total open position to 31
On 18 Dec LTF was trading at 141.02. The strike last trading price was 1.15, which was 0.35 higher than the previous day. The implied volatity was 36.05, the open interest changed by 2 which increased total open position to 23
On 17 Dec LTF was trading at 141.90. The strike last trading price was 0.8, which was 0.20 higher than the previous day. The implied volatity was 32.49, the open interest changed by 2 which increased total open position to 17
On 16 Dec LTF was trading at 147.30. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 36.00, the open interest changed by 0 which decreased total open position to 15
On 13 Dec LTF was trading at 146.61. The strike last trading price was 0.5, which was -10.50 lower than the previous day. The implied volatity was 32.51, the open interest changed by 6 which increased total open position to 17
On 12 Dec LTF was trading at 147.60. The strike last trading price was 11, which was 10.30 higher than the previous day. The implied volatity was 106.85, the open interest changed by 0 which decreased total open position to 11
On 11 Dec LTF was trading at 150.07. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 37.97, the open interest changed by 0 which decreased total open position to 11
On 10 Dec LTF was trading at 149.15. The strike last trading price was 0.5, which was -0.60 lower than the previous day. The implied volatity was 33.81, the open interest changed by 0 which decreased total open position to 12
On 3 Dec LTF was trading at 145.62. The strike last trading price was 1.1, which was 1.10 higher than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 11
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.27, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 144.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 10.35, 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 0, which was 0.00 lower than the previous day. The implied volatity was 11.54, 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 0, which was 0.00 lower than the previous day. The implied volatity was 10.79, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 142.76. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 9.82, the open interest changed by 0 which decreased total open position to 0
