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[--[65.84.65.76]--]
LTF
L&t Finance Limited

137.51 1.60 (1.18%)

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Historical option data for LTF

14 Nov 2024 04:13 PM IST
LTF 28NOV2024 125 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 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: -0.07
Vega: 0.04
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.07

Historical price for 125 PE is as follows

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