LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 137.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.08
Theta: -0.19
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 2.6 | -1.40 | 30.73 | 1,757 | 63 | 299 | |||
| 20 Nov | 139.71 | 4 | 0.00 | 34.73 | 497 | -8 | 235 | |||
| 19 Nov | 139.71 | 4 | 0.45 | 34.73 | 497 | -9 | 235 | |||
| 18 Nov | 138.69 | 3.55 | 0.15 | 31.52 | 1,500 | -1 | 243 | |||
| 14 Nov | 137.51 | 3.4 | 0.30 | 26.61 | 947 | 45 | 244 | |||
| 13 Nov | 135.91 | 3.1 | -0.90 | 29.07 | 1,036 | 79 | 201 | |||
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| 12 Nov | 138.57 | 4 | -1.40 | 28.04 | 299 | 30 | 124 | |||
| 11 Nov | 140.16 | 5.4 | -0.20 | 30.17 | 314 | 55 | 95 | |||
| 8 Nov | 140.11 | 5.6 | -3.30 | 28.46 | 71 | 0 | 39 | |||
| 7 Nov | 144.15 | 8.9 | -3.15 | 29.72 | 3 | -1 | 38 | |||
| 6 Nov | 147.56 | 12.05 | 1.20 | 31.95 | 59 | 7 | 40 | |||
| 5 Nov | 145.39 | 10.85 | 1.45 | 40.55 | 73 | 13 | 32 | |||
| 4 Nov | 142.76 | 9.4 | -41.95 | 40.24 | 47 | 18 | 18 | |||
| 1 Nov | 148.62 | 51.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 146.00 | 51.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 51.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 142.23 | 51.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 51.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 144.66 | 51.35 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 137.5 expiring on 28NOV2024
Delta for 137.5 CE is 0.54
Historical price for 137.5 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 30.73, the open interest changed by 63 which increased total open position to 299
On 20 Nov LTF was trading at 139.71. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 34.73, the open interest changed by -8 which decreased total open position to 235
On 19 Nov LTF was trading at 139.71. The strike last trading price was 4, which was 0.45 higher than the previous day. The implied volatity was 34.73, the open interest changed by -9 which decreased total open position to 235
On 18 Nov LTF was trading at 138.69. The strike last trading price was 3.55, which was 0.15 higher than the previous day. The implied volatity was 31.52, the open interest changed by -1 which decreased total open position to 243
On 14 Nov LTF was trading at 137.51. The strike last trading price was 3.4, which was 0.30 higher than the previous day. The implied volatity was 26.61, the open interest changed by 45 which increased total open position to 244
On 13 Nov LTF was trading at 135.91. The strike last trading price was 3.1, which was -0.90 lower than the previous day. The implied volatity was 29.07, the open interest changed by 79 which increased total open position to 201
On 12 Nov LTF was trading at 138.57. The strike last trading price was 4, which was -1.40 lower than the previous day. The implied volatity was 28.04, the open interest changed by 30 which increased total open position to 124
On 11 Nov LTF was trading at 140.16. The strike last trading price was 5.4, which was -0.20 lower than the previous day. The implied volatity was 30.17, the open interest changed by 55 which increased total open position to 95
On 8 Nov LTF was trading at 140.11. The strike last trading price was 5.6, which was -3.30 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 39
On 7 Nov LTF was trading at 144.15. The strike last trading price was 8.9, which was -3.15 lower than the previous day. The implied volatity was 29.72, the open interest changed by -1 which decreased total open position to 38
On 6 Nov LTF was trading at 147.56. The strike last trading price was 12.05, which was 1.20 higher than the previous day. The implied volatity was 31.95, the open interest changed by 7 which increased total open position to 40
On 5 Nov LTF was trading at 145.39. The strike last trading price was 10.85, which was 1.45 higher than the previous day. The implied volatity was 40.55, the open interest changed by 13 which increased total open position to 32
On 4 Nov LTF was trading at 142.76. The strike last trading price was 9.4, which was -41.95 lower than the previous day. The implied volatity was 40.24, the open interest changed by 18 which increased total open position to 18
On 1 Nov LTF was trading at 148.62. The strike last trading price was 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, 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 51.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 137.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.08
Theta: -0.19
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 2.7 | -0.15 | 38.84 | 591 | 15 | 207 |
| 20 Nov | 139.71 | 2.85 | 0.00 | 42.65 | 695 | 47 | 202 |
| 19 Nov | 139.71 | 2.85 | 0.45 | 42.65 | 695 | 57 | 202 |
| 18 Nov | 138.69 | 2.4 | -0.45 | 32.93 | 682 | 46 | 152 |
| 14 Nov | 137.51 | 2.85 | -0.80 | 31.08 | 454 | 28 | 106 |
| 13 Nov | 135.91 | 3.65 | 0.60 | 31.91 | 923 | -25 | 77 |
| 12 Nov | 138.57 | 3.05 | 0.70 | 32.47 | 294 | -6 | 101 |
| 11 Nov | 140.16 | 2.35 | -0.50 | 31.23 | 234 | 31 | 107 |
| 8 Nov | 140.11 | 2.85 | 1.15 | 33.46 | 227 | 28 | 73 |
| 7 Nov | 144.15 | 1.7 | 0.50 | 33.65 | 106 | -12 | 45 |
| 6 Nov | 147.56 | 1.2 | -1.00 | 34.96 | 76 | 6 | 58 |
| 5 Nov | 145.39 | 2.2 | -0.85 | 38.19 | 192 | 44 | 54 |
| 4 Nov | 142.76 | 3.05 | 0.85 | 39.40 | 33 | 10 | 11 |
| 1 Nov | 148.62 | 2.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 146.00 | 2.2 | 1.90 | - | 1 | 0 | 0 |
| 30 Oct | 146.49 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 142.23 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 0.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 144.66 | 0.3 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 137.5 expiring on 28NOV2024
Delta for 137.5 PE is -0.46
Historical price for 137.5 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 38.84, the open interest changed by 15 which increased total open position to 207
On 20 Nov LTF was trading at 139.71. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 42.65, the open interest changed by 47 which increased total open position to 202
On 19 Nov LTF was trading at 139.71. The strike last trading price was 2.85, which was 0.45 higher than the previous day. The implied volatity was 42.65, the open interest changed by 57 which increased total open position to 202
On 18 Nov LTF was trading at 138.69. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 32.93, the open interest changed by 46 which increased total open position to 152
On 14 Nov LTF was trading at 137.51. The strike last trading price was 2.85, which was -0.80 lower than the previous day. The implied volatity was 31.08, the open interest changed by 28 which increased total open position to 106
On 13 Nov LTF was trading at 135.91. The strike last trading price was 3.65, which was 0.60 higher than the previous day. The implied volatity was 31.91, the open interest changed by -25 which decreased total open position to 77
On 12 Nov LTF was trading at 138.57. The strike last trading price was 3.05, which was 0.70 higher than the previous day. The implied volatity was 32.47, the open interest changed by -6 which decreased total open position to 101
On 11 Nov LTF was trading at 140.16. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 31.23, the open interest changed by 31 which increased total open position to 107
On 8 Nov LTF was trading at 140.11. The strike last trading price was 2.85, which was 1.15 higher than the previous day. The implied volatity was 33.46, the open interest changed by 28 which increased total open position to 73
On 7 Nov LTF was trading at 144.15. The strike last trading price was 1.7, which was 0.50 higher than the previous day. The implied volatity was 33.65, the open interest changed by -12 which decreased total open position to 45
On 6 Nov LTF was trading at 147.56. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 34.96, the open interest changed by 6 which increased total open position to 58
On 5 Nov LTF was trading at 145.39. The strike last trading price was 2.2, which was -0.85 lower than the previous day. The implied volatity was 38.19, the open interest changed by 44 which increased total open position to 54
On 4 Nov LTF was trading at 142.76. The strike last trading price was 3.05, which was 0.85 higher than the previous day. The implied volatity was 39.40, the open interest changed by 10 which increased total open position to 11
On 1 Nov LTF was trading at 148.62. The strike last trading price was 2.2, 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 2.2, which was 1.90 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 0.3, 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 0.3, 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 0.3, 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 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
