LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 132.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.05
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 6.15 | -1.75 | 33.36 | 28 | 9 | 27 | |||
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| 20 Nov | 139.71 | 7.9 | 0.00 | 41.12 | 65 | -5 | 18 | |||
| 19 Nov | 139.71 | 7.9 | 0.40 | 41.12 | 65 | -5 | 18 | |||
| 18 Nov | 138.69 | 7.5 | 1.10 | 39.39 | 53 | -21 | 28 | |||
| 14 Nov | 137.51 | 6.4 | 0.40 | 20.97 | 63 | 2 | 50 | |||
| 13 Nov | 135.91 | 6 | -1.40 | 28.19 | 221 | 36 | 48 | |||
| 12 Nov | 138.57 | 7.4 | -3.15 | 28.47 | 13 | 1 | 8 | |||
| 11 Nov | 140.16 | 10.55 | 1.45 | 47.47 | 9 | 2 | 6 | |||
| 8 Nov | 140.11 | 9.1 | -4.05 | 27.12 | 13 | -3 | 3 | |||
| 7 Nov | 144.15 | 13.15 | -3.10 | 31.41 | 9 | 4 | 7 | |||
| 6 Nov | 147.56 | 16.25 | 1.40 | 27.33 | 5 | 2 | 5 | |||
| 5 Nov | 145.39 | 14.85 | -40.20 | 42.95 | 43 | 2 | 2 | |||
| 4 Nov | 142.76 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 148.62 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 146.00 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 142.23 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 55.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 144.66 | 55.05 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 132.5 expiring on 28NOV2024
Delta for 132.5 CE is 0.82
Historical price for 132.5 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 6.15, which was -1.75 lower than the previous day. The implied volatity was 33.36, the open interest changed by 9 which increased total open position to 27
On 20 Nov LTF was trading at 139.71. The strike last trading price was 7.9, which was 0.00 lower than the previous day. The implied volatity was 41.12, the open interest changed by -5 which decreased total open position to 18
On 19 Nov LTF was trading at 139.71. The strike last trading price was 7.9, which was 0.40 higher than the previous day. The implied volatity was 41.12, the open interest changed by -5 which decreased total open position to 18
On 18 Nov LTF was trading at 138.69. The strike last trading price was 7.5, which was 1.10 higher than the previous day. The implied volatity was 39.39, the open interest changed by -21 which decreased total open position to 28
On 14 Nov LTF was trading at 137.51. The strike last trading price was 6.4, which was 0.40 higher than the previous day. The implied volatity was 20.97, the open interest changed by 2 which increased total open position to 50
On 13 Nov LTF was trading at 135.91. The strike last trading price was 6, which was -1.40 lower than the previous day. The implied volatity was 28.19, the open interest changed by 36 which increased total open position to 48
On 12 Nov LTF was trading at 138.57. The strike last trading price was 7.4, which was -3.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 8
On 11 Nov LTF was trading at 140.16. The strike last trading price was 10.55, which was 1.45 higher than the previous day. The implied volatity was 47.47, the open interest changed by 2 which increased total open position to 6
On 8 Nov LTF was trading at 140.11. The strike last trading price was 9.1, which was -4.05 lower than the previous day. The implied volatity was 27.12, the open interest changed by -3 which decreased total open position to 3
On 7 Nov LTF was trading at 144.15. The strike last trading price was 13.15, which was -3.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by 4 which increased total open position to 7
On 6 Nov LTF was trading at 147.56. The strike last trading price was 16.25, which was 1.40 higher than the previous day. The implied volatity was 27.33, the open interest changed by 2 which increased total open position to 5
On 5 Nov LTF was trading at 145.39. The strike last trading price was 14.85, which was -40.20 lower than the previous day. The implied volatity was 42.95, the open interest changed by 2 which increased total open position to 2
On 4 Nov LTF was trading at 142.76. The strike last trading price was 55.05, 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 55.05, 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 55.05, 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 55.05, 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 55.05, 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 55.05, 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 55.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 132.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.06
Theta: -0.15
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 0.95 | -0.20 | 39.05 | 519 | 32 | 190 |
| 20 Nov | 139.71 | 1.15 | 0.00 | 42.01 | 338 | -43 | 162 |
| 19 Nov | 139.71 | 1.15 | 0.20 | 42.01 | 338 | -39 | 162 |
| 18 Nov | 138.69 | 0.95 | -0.20 | 35.11 | 350 | 36 | 204 |
| 14 Nov | 137.51 | 1.15 | -0.55 | 31.54 | 236 | 30 | 170 |
| 13 Nov | 135.91 | 1.7 | 0.40 | 32.99 | 1,036 | -6 | 142 |
| 12 Nov | 138.57 | 1.3 | 0.30 | 32.07 | 298 | 21 | 148 |
| 11 Nov | 140.16 | 1 | -0.35 | 32.01 | 235 | 21 | 129 |
| 8 Nov | 140.11 | 1.35 | 0.45 | 33.81 | 339 | 23 | 106 |
| 7 Nov | 144.15 | 0.9 | 0.25 | 36.15 | 33 | 13 | 83 |
| 6 Nov | 147.56 | 0.65 | -0.55 | 37.55 | 155 | 34 | 73 |
| 5 Nov | 145.39 | 1.2 | 1.05 | 40.11 | 144 | 43 | 43 |
| 4 Nov | 142.76 | 0.15 | 0.00 | 9.67 | 0 | 0 | 0 |
| 1 Nov | 148.62 | 0.15 | 0.00 | 14.33 | 0 | 0 | 0 |
| 31 Oct | 146.00 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 146.49 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 142.23 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 0.15 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 144.66 | 0.15 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 132.5 expiring on 28NOV2024
Delta for 132.5 PE is -0.22
Historical price for 132.5 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 39.05, the open interest changed by 32 which increased total open position to 190
On 20 Nov LTF was trading at 139.71. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 42.01, the open interest changed by -43 which decreased total open position to 162
On 19 Nov LTF was trading at 139.71. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 42.01, the open interest changed by -39 which decreased total open position to 162
On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.95, which was -0.20 lower than the previous day. The implied volatity was 35.11, the open interest changed by 36 which increased total open position to 204
On 14 Nov LTF was trading at 137.51. The strike last trading price was 1.15, which was -0.55 lower than the previous day. The implied volatity was 31.54, the open interest changed by 30 which increased total open position to 170
On 13 Nov LTF was trading at 135.91. The strike last trading price was 1.7, which was 0.40 higher than the previous day. The implied volatity was 32.99, the open interest changed by -6 which decreased total open position to 142
On 12 Nov LTF was trading at 138.57. The strike last trading price was 1.3, which was 0.30 higher than the previous day. The implied volatity was 32.07, the open interest changed by 21 which increased total open position to 148
On 11 Nov LTF was trading at 140.16. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 32.01, the open interest changed by 21 which increased total open position to 129
On 8 Nov LTF was trading at 140.11. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 33.81, the open interest changed by 23 which increased total open position to 106
On 7 Nov LTF was trading at 144.15. The strike last trading price was 0.9, which was 0.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 13 which increased total open position to 83
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 37.55, the open interest changed by 34 which increased total open position to 73
On 5 Nov LTF was trading at 145.39. The strike last trading price was 1.2, which was 1.05 higher than the previous day. The implied volatity was 40.11, the open interest changed by 43 which increased total open position to 43
On 4 Nov LTF was trading at 142.76. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 9.67, 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 0.15, which was 0.00 lower than the previous day. The implied volatity was 14.33, 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 0.15, 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 0.15, 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 0.15, 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 0.15, 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 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
