LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 04:13 PM IST
| LTF 28NOV2024 130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.05
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 137.51 | 8.8 | 1.10 | 25.08 | 31 | -5 | 44 | |||
| 13 Nov | 135.91 | 7.7 | -1.75 | 24.65 | 138 | 22 | 49 | |||
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| 12 Nov | 138.57 | 9.45 | -1.60 | 28.53 | 24 | 0 | 26 | |||
| 11 Nov | 140.16 | 11.05 | -0.05 | 29.01 | 21 | 4 | 26 | |||
| 8 Nov | 140.11 | 11.1 | -4.25 | 24.47 | 30 | 1 | 19 | |||
| 7 Nov | 144.15 | 15.35 | -3.70 | 30.41 | 8 | 3 | 18 | |||
| 6 Nov | 147.56 | 19.05 | 2.05 | 38.94 | 21 | -3 | 17 | |||
| 5 Nov | 145.39 | 17 | 2.00 | 44.28 | 33 | -4 | 20 | |||
| 4 Nov | 142.76 | 15 | -3.00 | 41.25 | 36 | 21 | 22 | |||
| 1 Nov | 148.62 | 18 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 146.00 | 18 | -25.80 | - | 1 | 0 | 0 | |||
| 30 Oct | 146.49 | 43.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 142.23 | 43.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 43.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 144.66 | 43.8 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 130 expiring on 28NOV2024
Delta for 130 CE is 0.91
Historical price for 130 CE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 8.8, which was 1.10 higher than the previous day. The implied volatity was 25.08, the open interest changed by -5 which decreased total open position to 44
On 13 Nov LTF was trading at 135.91. The strike last trading price was 7.7, which was -1.75 lower than the previous day. The implied volatity was 24.65, the open interest changed by 22 which increased total open position to 49
On 12 Nov LTF was trading at 138.57. The strike last trading price was 9.45, which was -1.60 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 26
On 11 Nov LTF was trading at 140.16. The strike last trading price was 11.05, which was -0.05 lower than the previous day. The implied volatity was 29.01, the open interest changed by 4 which increased total open position to 26
On 8 Nov LTF was trading at 140.11. The strike last trading price was 11.1, which was -4.25 lower than the previous day. The implied volatity was 24.47, the open interest changed by 1 which increased total open position to 19
On 7 Nov LTF was trading at 144.15. The strike last trading price was 15.35, which was -3.70 lower than the previous day. The implied volatity was 30.41, the open interest changed by 3 which increased total open position to 18
On 6 Nov LTF was trading at 147.56. The strike last trading price was 19.05, which was 2.05 higher than the previous day. The implied volatity was 38.94, the open interest changed by -3 which decreased total open position to 17
On 5 Nov LTF was trading at 145.39. The strike last trading price was 17, which was 2.00 higher than the previous day. The implied volatity was 44.28, the open interest changed by -4 which decreased total open position to 20
On 4 Nov LTF was trading at 142.76. The strike last trading price was 15, which was -3.00 lower than the previous day. The implied volatity was 41.25, the open interest changed by 21 which increased total open position to 22
On 1 Nov LTF was trading at 148.62. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct LTF was trading at 146.00. The strike last trading price was 18, which was -25.80 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 43.8, 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 28 Oct LTF was trading at 142.23. The strike last trading price was 43.8, 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 43.8, 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 24 Oct LTF was trading at 144.66. The strike last trading price was 43.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 0.07
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 137.51 | 0.8 | -0.30 | 33.88 | 442 | 21 | 330 |
| 13 Nov | 135.91 | 1.1 | 0.25 | 33.70 | 979 | -58 | 307 |
| 12 Nov | 138.57 | 0.85 | 0.20 | 33.38 | 341 | 73 | 365 |
| 11 Nov | 140.16 | 0.65 | -0.30 | 33.07 | 432 | 21 | 309 |
| 8 Nov | 140.11 | 0.95 | 0.35 | 34.98 | 533 | 76 | 286 |
| 7 Nov | 144.15 | 0.6 | 0.15 | 36.62 | 100 | -3 | 211 |
| 6 Nov | 147.56 | 0.45 | -0.40 | 38.36 | 133 | 11 | 214 |
| 5 Nov | 145.39 | 0.85 | -0.55 | 39.99 | 402 | 21 | 206 |
| 4 Nov | 142.76 | 1.4 | 0.45 | 42.29 | 312 | 81 | 184 |
| 1 Nov | 148.62 | 0.95 | -0.10 | 45.00 | 21 | 6 | 102 |
| 31 Oct | 146.00 | 1.05 | -0.15 | - | 280 | 33 | 94 |
| 30 Oct | 146.49 | 1.2 | -0.75 | - | 2 | -1 | 62 |
| 28 Oct | 142.23 | 1.95 | -0.85 | - | 2 | 0 | 65 |
| 25 Oct | 140.28 | 2.8 | 1.15 | - | 91 | 6 | 65 |
| 24 Oct | 144.66 | 1.65 | - | 84 | 57 | 57 | |
For L&T Finance Limited - strike price 130 expiring on 28NOV2024
Delta for 130 PE is -0.16
Historical price for 130 PE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 33.88, the open interest changed by 21 which increased total open position to 330
On 13 Nov LTF was trading at 135.91. The strike last trading price was 1.1, which was 0.25 higher than the previous day. The implied volatity was 33.70, the open interest changed by -58 which decreased total open position to 307
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 33.38, the open interest changed by 73 which increased total open position to 365
On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 33.07, the open interest changed by 21 which increased total open position to 309
On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 34.98, the open interest changed by 76 which increased total open position to 286
On 7 Nov LTF was trading at 144.15. The strike last trading price was 0.6, which was 0.15 higher than the previous day. The implied volatity was 36.62, the open interest changed by -3 which decreased total open position to 211
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 38.36, the open interest changed by 11 which increased total open position to 214
On 5 Nov LTF was trading at 145.39. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 39.99, the open interest changed by 21 which increased total open position to 206
On 4 Nov LTF was trading at 142.76. The strike last trading price was 1.4, which was 0.45 higher than the previous day. The implied volatity was 42.29, the open interest changed by 81 which increased total open position to 184
On 1 Nov LTF was trading at 148.62. The strike last trading price was 0.95, which was -0.10 lower than the previous day. The implied volatity was 45.00, the open interest changed by 6 which increased total open position to 102
On 31 Oct LTF was trading at 146.00. The strike last trading price was 1.05, 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 1.2, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LTF was trading at 142.23. The strike last trading price was 1.95, which was -0.85 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 2.8, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LTF was trading at 144.66. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
