LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 135 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.06
Theta: -0.15
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 3.9 | -1.70 | 27.30 | 818 | 57 | 256 | |||
| 20 Nov | 139.71 | 5.6 | 0.00 | 34.51 | 298 | -48 | 199 | |||
| 19 Nov | 139.71 | 5.6 | 0.45 | 34.51 | 298 | -48 | 199 | |||
| 18 Nov | 138.69 | 5.15 | 0.30 | 31.97 | 553 | -21 | 248 | |||
| 14 Nov | 137.51 | 4.85 | 0.50 | 25.74 | 882 | -22 | 270 | |||
| 13 Nov | 135.91 | 4.35 | -1.25 | 28.22 | 2,010 | 228 | 289 | |||
| 12 Nov | 138.57 | 5.6 | -1.40 | 28.61 | 71 | 8 | 55 | |||
| 11 Nov | 140.16 | 7 | -0.30 | 29.31 | 110 | 10 | 48 | |||
| 8 Nov | 140.11 | 7.3 | -3.90 | 28.55 | 44 | -3 | 38 | |||
| 7 Nov | 144.15 | 11.2 | -2.80 | 33.36 | 6 | 2 | 41 | |||
| 6 Nov | 147.56 | 14 | 1.30 | 28.89 | 24 | -5 | 39 | |||
| 5 Nov | 145.39 | 12.7 | 1.50 | 40.82 | 64 | 15 | 43 | |||
| 4 Nov | 142.76 | 11.2 | -28.20 | 41.18 | 59 | 29 | 29 | |||
| 1 Nov | 148.62 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 146.00 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 142.23 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 39.4 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 144.66 | 39.4 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 135 expiring on 28NOV2024
Delta for 135 CE is 0.73
Historical price for 135 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 3.9, which was -1.70 lower than the previous day. The implied volatity was 27.30, the open interest changed by 57 which increased total open position to 256
On 20 Nov LTF was trading at 139.71. The strike last trading price was 5.6, which was 0.00 lower than the previous day. The implied volatity was 34.51, the open interest changed by -48 which decreased total open position to 199
On 19 Nov LTF was trading at 139.71. The strike last trading price was 5.6, which was 0.45 higher than the previous day. The implied volatity was 34.51, the open interest changed by -48 which decreased total open position to 199
On 18 Nov LTF was trading at 138.69. The strike last trading price was 5.15, which was 0.30 higher than the previous day. The implied volatity was 31.97, the open interest changed by -21 which decreased total open position to 248
On 14 Nov LTF was trading at 137.51. The strike last trading price was 4.85, which was 0.50 higher than the previous day. The implied volatity was 25.74, the open interest changed by -22 which decreased total open position to 270
On 13 Nov LTF was trading at 135.91. The strike last trading price was 4.35, which was -1.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 228 which increased total open position to 289
On 12 Nov LTF was trading at 138.57. The strike last trading price was 5.6, which was -1.40 lower than the previous day. The implied volatity was 28.61, the open interest changed by 8 which increased total open position to 55
On 11 Nov LTF was trading at 140.16. The strike last trading price was 7, which was -0.30 lower than the previous day. The implied volatity was 29.31, the open interest changed by 10 which increased total open position to 48
On 8 Nov LTF was trading at 140.11. The strike last trading price was 7.3, which was -3.90 lower than the previous day. The implied volatity was 28.55, the open interest changed by -3 which decreased total open position to 38
On 7 Nov LTF was trading at 144.15. The strike last trading price was 11.2, which was -2.80 lower than the previous day. The implied volatity was 33.36, the open interest changed by 2 which increased total open position to 41
On 6 Nov LTF was trading at 147.56. The strike last trading price was 14, which was 1.30 higher than the previous day. The implied volatity was 28.89, the open interest changed by -5 which decreased total open position to 39
On 5 Nov LTF was trading at 145.39. The strike last trading price was 12.7, which was 1.50 higher than the previous day. The implied volatity was 40.82, the open interest changed by 15 which increased total open position to 43
On 4 Nov LTF was trading at 142.76. The strike last trading price was 11.2, which was -28.20 lower than the previous day. The implied volatity was 41.18, the open interest changed by 29 which increased total open position to 29
On 1 Nov LTF was trading at 148.62. The strike last trading price was 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, 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 39.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 135 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.07
Theta: -0.18
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 1.65 | -0.15 | 38.67 | 714 | -33 | 478 |
| 20 Nov | 139.71 | 1.8 | 0.00 | 41.39 | 803 | 34 | 512 |
| 19 Nov | 139.71 | 1.8 | 0.20 | 41.39 | 803 | 35 | 512 |
| 18 Nov | 138.69 | 1.6 | -0.25 | 34.73 | 709 | 71 | 479 |
| 14 Nov | 137.51 | 1.85 | -0.70 | 31.16 | 494 | 38 | 410 |
| 13 Nov | 135.91 | 2.55 | 0.55 | 32.52 | 2,822 | 74 | 369 |
| 12 Nov | 138.57 | 2 | 0.50 | 31.92 | 294 | 12 | 295 |
| 11 Nov | 140.16 | 1.5 | -0.45 | 30.94 | 498 | 52 | 286 |
| 8 Nov | 140.11 | 1.95 | 0.75 | 33.18 | 454 | 38 | 231 |
| 7 Nov | 144.15 | 1.2 | 0.40 | 34.42 | 430 | 30 | 194 |
| 6 Nov | 147.56 | 0.8 | -0.85 | 35.12 | 366 | -11 | 169 |
| 5 Nov | 145.39 | 1.65 | -0.70 | 38.95 | 430 | 42 | 172 |
| 4 Nov | 142.76 | 2.35 | 0.85 | 40.11 | 350 | 49 | 130 |
| 1 Nov | 148.62 | 1.5 | -0.30 | 42.38 | 21 | -2 | 80 |
| 31 Oct | 146.00 | 1.8 | 0.60 | - | 161 | 56 | 81 |
| 30 Oct | 146.49 | 1.2 | -0.80 | - | 2 | -1 | 26 |
| 28 Oct | 142.23 | 2 | -2.50 | - | 1 | 1 | 28 |
| 25 Oct | 140.28 | 4.5 | 1.95 | - | 39 | 5 | 27 |
| 24 Oct | 144.66 | 2.55 | - | 51 | 20 | 20 | |
For L&T Finance Limited - strike price 135 expiring on 28NOV2024
Delta for 135 PE is -0.33
Historical price for 135 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 38.67, the open interest changed by -33 which decreased total open position to 478
On 20 Nov LTF was trading at 139.71. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 41.39, the open interest changed by 34 which increased total open position to 512
On 19 Nov LTF was trading at 139.71. The strike last trading price was 1.8, which was 0.20 higher than the previous day. The implied volatity was 41.39, the open interest changed by 35 which increased total open position to 512
On 18 Nov LTF was trading at 138.69. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 34.73, the open interest changed by 71 which increased total open position to 479
On 14 Nov LTF was trading at 137.51. The strike last trading price was 1.85, which was -0.70 lower than the previous day. The implied volatity was 31.16, the open interest changed by 38 which increased total open position to 410
On 13 Nov LTF was trading at 135.91. The strike last trading price was 2.55, which was 0.55 higher than the previous day. The implied volatity was 32.52, the open interest changed by 74 which increased total open position to 369
On 12 Nov LTF was trading at 138.57. The strike last trading price was 2, which was 0.50 higher than the previous day. The implied volatity was 31.92, the open interest changed by 12 which increased total open position to 295
On 11 Nov LTF was trading at 140.16. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 30.94, the open interest changed by 52 which increased total open position to 286
On 8 Nov LTF was trading at 140.11. The strike last trading price was 1.95, which was 0.75 higher than the previous day. The implied volatity was 33.18, the open interest changed by 38 which increased total open position to 231
On 7 Nov LTF was trading at 144.15. The strike last trading price was 1.2, which was 0.40 higher than the previous day. The implied volatity was 34.42, the open interest changed by 30 which increased total open position to 194
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0.8, which was -0.85 lower than the previous day. The implied volatity was 35.12, the open interest changed by -11 which decreased total open position to 169
On 5 Nov LTF was trading at 145.39. The strike last trading price was 1.65, which was -0.70 lower than the previous day. The implied volatity was 38.95, the open interest changed by 42 which increased total open position to 172
On 4 Nov LTF was trading at 142.76. The strike last trading price was 2.35, which was 0.85 higher than the previous day. The implied volatity was 40.11, the open interest changed by 49 which increased total open position to 130
On 1 Nov LTF was trading at 148.62. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 42.38, the open interest changed by -2 which decreased total open position to 80
On 31 Oct LTF was trading at 146.00. The strike last trading price was 1.8, which was 0.60 higher 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 -0.80 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 2, which was -2.50 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 4.5, which was 1.95 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 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
