LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 04:13 PM IST
| LTF 28NOV2024 140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.11
Theta: -0.12
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 137.51 | 2.35 | 0.35 | 27.92 | 2,131 | -14 | 769 | |||
| 13 Nov | 135.91 | 2 | -0.90 | 28.48 | 2,841 | 52 | 789 | |||
|
|
||||||||||
| 12 Nov | 138.57 | 2.9 | -1.10 | 29.26 | 1,028 | 122 | 738 | |||
| 11 Nov | 140.16 | 4 | -0.25 | 30.35 | 1,340 | 105 | 612 | |||
| 8 Nov | 140.11 | 4.25 | -3.05 | 29.11 | 972 | 207 | 507 | |||
| 7 Nov | 144.15 | 7.3 | -2.70 | 31.40 | 90 | 30 | 299 | |||
| 6 Nov | 147.56 | 10 | 0.85 | 31.35 | 153 | -22 | 268 | |||
| 5 Nov | 145.39 | 9.15 | 1.50 | 40.30 | 471 | 102 | 290 | |||
| 4 Nov | 142.76 | 7.65 | -3.70 | 38.65 | 154 | 67 | 186 | |||
| 1 Nov | 148.62 | 11.35 | 0.50 | 27.25 | 5 | -1 | 119 | |||
| 31 Oct | 146.00 | 10.85 | 0.70 | - | 125 | 49 | 119 | |||
| 30 Oct | 146.49 | 10.15 | 0.75 | - | 11 | -10 | 71 | |||
| 29 Oct | 143.95 | 9.4 | 0.05 | - | 1 | 0 | 82 | |||
| 28 Oct | 142.23 | 9.35 | 1.45 | - | 6 | -4 | 83 | |||
| 25 Oct | 140.28 | 7.9 | -2.60 | - | 157 | 81 | 87 | |||
| 24 Oct | 144.66 | 10.5 | - | 6 | 5 | 5 | ||||
For L&T Finance Limited - strike price 140 expiring on 28NOV2024
Delta for 140 CE is 0.43
Historical price for 140 CE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 27.92, the open interest changed by -14 which decreased total open position to 769
On 13 Nov LTF was trading at 135.91. The strike last trading price was 2, which was -0.90 lower than the previous day. The implied volatity was 28.48, the open interest changed by 52 which increased total open position to 789
On 12 Nov LTF was trading at 138.57. The strike last trading price was 2.9, which was -1.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 122 which increased total open position to 738
On 11 Nov LTF was trading at 140.16. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 30.35, the open interest changed by 105 which increased total open position to 612
On 8 Nov LTF was trading at 140.11. The strike last trading price was 4.25, which was -3.05 lower than the previous day. The implied volatity was 29.11, the open interest changed by 207 which increased total open position to 507
On 7 Nov LTF was trading at 144.15. The strike last trading price was 7.3, which was -2.70 lower than the previous day. The implied volatity was 31.40, the open interest changed by 30 which increased total open position to 299
On 6 Nov LTF was trading at 147.56. The strike last trading price was 10, which was 0.85 higher than the previous day. The implied volatity was 31.35, the open interest changed by -22 which decreased total open position to 268
On 5 Nov LTF was trading at 145.39. The strike last trading price was 9.15, which was 1.50 higher than the previous day. The implied volatity was 40.30, the open interest changed by 102 which increased total open position to 290
On 4 Nov LTF was trading at 142.76. The strike last trading price was 7.65, which was -3.70 lower than the previous day. The implied volatity was 38.65, the open interest changed by 67 which increased total open position to 186
On 1 Nov LTF was trading at 148.62. The strike last trading price was 11.35, which was 0.50 higher than the previous day. The implied volatity was 27.25, the open interest changed by -1 which decreased total open position to 119
On 31 Oct LTF was trading at 146.00. The strike last trading price was 10.85, which was 0.70 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 10.15, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LTF was trading at 143.95. The strike last trading price was 9.4, which was 0.05 higher 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 9.35, which was 1.45 higher 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 7.9, which was -2.60 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 10.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.11
Theta: -0.10
Gamma: 0.05
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 137.51 | 4.2 | -1.00 | 31.54 | 562 | 31 | 414 |
| 13 Nov | 135.91 | 5.2 | 0.95 | 32.94 | 1,191 | -69 | 382 |
| 12 Nov | 138.57 | 4.25 | 0.90 | 31.98 | 665 | 2 | 451 |
| 11 Nov | 140.16 | 3.35 | -0.65 | 30.61 | 908 | -2 | 452 |
| 8 Nov | 140.11 | 4 | 1.60 | 33.93 | 952 | 88 | 456 |
| 7 Nov | 144.15 | 2.4 | 0.75 | 33.23 | 432 | -36 | 367 |
| 6 Nov | 147.56 | 1.65 | -1.35 | 34.00 | 759 | 46 | 408 |
| 5 Nov | 145.39 | 3 | -1.00 | 38.30 | 875 | 68 | 362 |
| 4 Nov | 142.76 | 4 | 1.50 | 39.42 | 547 | 40 | 293 |
| 1 Nov | 148.62 | 2.5 | -0.60 | 41.12 | 25 | 10 | 252 |
| 31 Oct | 146.00 | 3.1 | -0.15 | - | 597 | 137 | 240 |
| 30 Oct | 146.49 | 3.25 | -1.40 | - | 3 | -2 | 104 |
| 29 Oct | 143.95 | 4.65 | -0.35 | - | 6 | -5 | 107 |
| 28 Oct | 142.23 | 5 | -1.30 | - | 8 | -5 | 113 |
| 25 Oct | 140.28 | 6.3 | 2.10 | - | 307 | 84 | 118 |
| 24 Oct | 144.66 | 4.2 | - | 49 | 33 | 33 | |
For L&T Finance Limited - strike price 140 expiring on 28NOV2024
Delta for 140 PE is -0.56
Historical price for 140 PE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 4.2, which was -1.00 lower than the previous day. The implied volatity was 31.54, the open interest changed by 31 which increased total open position to 414
On 13 Nov LTF was trading at 135.91. The strike last trading price was 5.2, which was 0.95 higher than the previous day. The implied volatity was 32.94, the open interest changed by -69 which decreased total open position to 382
On 12 Nov LTF was trading at 138.57. The strike last trading price was 4.25, which was 0.90 higher than the previous day. The implied volatity was 31.98, the open interest changed by 2 which increased total open position to 451
On 11 Nov LTF was trading at 140.16. The strike last trading price was 3.35, which was -0.65 lower than the previous day. The implied volatity was 30.61, the open interest changed by -2 which decreased total open position to 452
On 8 Nov LTF was trading at 140.11. The strike last trading price was 4, which was 1.60 higher than the previous day. The implied volatity was 33.93, the open interest changed by 88 which increased total open position to 456
On 7 Nov LTF was trading at 144.15. The strike last trading price was 2.4, which was 0.75 higher than the previous day. The implied volatity was 33.23, the open interest changed by -36 which decreased total open position to 367
On 6 Nov LTF was trading at 147.56. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 34.00, the open interest changed by 46 which increased total open position to 408
On 5 Nov LTF was trading at 145.39. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 38.30, the open interest changed by 68 which increased total open position to 362
On 4 Nov LTF was trading at 142.76. The strike last trading price was 4, which was 1.50 higher than the previous day. The implied volatity was 39.42, the open interest changed by 40 which increased total open position to 293
On 1 Nov LTF was trading at 148.62. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 41.12, the open interest changed by 10 which increased total open position to 252
On 31 Oct LTF was trading at 146.00. The strike last trading price was 3.1, 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 3.25, which was -1.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LTF was trading at 143.95. The strike last trading price was 4.65, which was -0.35 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 5, which was -1.30 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 6.3, which was 2.10 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 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
