LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 04:13 PM IST
| LTF 28NOV2024 127.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 137.51 | 10.8 | 0.80 | - | 6 | 3 | 14 | |||
| 13 Nov | 135.91 | 10 | -1.65 | 26.55 | 39 | 8 | 11 | |||
| 12 Nov | 138.57 | 11.65 | -43.60 | 27.93 | 6 | 3 | 3 | |||
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| 11 Nov | 140.16 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 140.11 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 145.39 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 142.76 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 148.62 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 146.00 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 55.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 55.25 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 CE is -
Historical price for 127.5 CE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 10.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 14
On 13 Nov LTF was trading at 135.91. The strike last trading price was 10, which was -1.65 lower than the previous day. The implied volatity was 26.55, the open interest changed by 8 which increased total open position to 11
On 12 Nov LTF was trading at 138.57. The strike last trading price was 11.65, which was -43.60 lower than the previous day. The implied volatity was 27.93, the open interest changed by 3 which increased total open position to 3
On 11 Nov LTF was trading at 140.16. The strike last trading price was 55.25, 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 8 Nov LTF was trading at 140.11. The strike last trading price was 55.25, 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 55.25, 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 55.25, 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 55.25, 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 55.25, 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 1 Nov LTF was trading at 148.62. The strike last trading price was 55.25, 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 55.25, 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 55.25, 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 55.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 137.51 | 0.55 | -0.25 | 36.02 | 109 | -16 | 56 |
| 13 Nov | 135.91 | 0.8 | 0.25 | 36.26 | 676 | 20 | 72 |
| 12 Nov | 138.57 | 0.55 | 0.10 | 34.37 | 111 | 16 | 51 |
| 11 Nov | 140.16 | 0.45 | 0.35 | 34.90 | 74 | 35 | 35 |
| 8 Nov | 140.11 | 0.1 | 0.00 | 13.30 | 0 | 0 | 0 |
| 7 Nov | 144.15 | 0.1 | 0.00 | 15.81 | 0 | 0 | 0 |
| 6 Nov | 147.56 | 0.1 | 0.00 | 18.52 | 0 | 0 | 0 |
| 5 Nov | 145.39 | 0.1 | 0.00 | 15.91 | 0 | 0 | 0 |
| 4 Nov | 142.76 | 0.1 | 0.00 | 14.26 | 0 | 0 | 0 |
| 1 Nov | 148.62 | 0.1 | 0.00 | 18.46 | 0 | 0 | 0 |
| 31 Oct | 146.00 | 0.1 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 146.49 | 0.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 0.1 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 127.5 expiring on 28NOV2024
Delta for 127.5 PE is -0.11
Historical price for 127.5 PE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 36.02, the open interest changed by -16 which decreased total open position to 56
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 36.26, the open interest changed by 20 which increased total open position to 72
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 34.37, the open interest changed by 16 which increased total open position to 51
On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.45, which was 0.35 higher than the previous day. The implied volatity was 34.90, the open interest changed by 35 which increased total open position to 35
On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 13.30, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 15.81, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 18.52, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 15.91, 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 0.1, which was 0.00 lower than the previous day. The implied volatity was 14.26, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LTF was trading at 148.62. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 18.46, 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 0.1, 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 0.1, 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 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
