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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 135 CE
Delta: 0.70
Vega: 0.09
Theta: -0.11
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
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
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 0.70

Historical price for 135 CE is as follows

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
Delta: -0.33
Vega: 0.10
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
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 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