`
[--[65.84.65.76]--]
LTF
L&t Finance Limited

137.51 1.60 (1.18%)

Back to Option Chain


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