LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 04:13 PM IST
| LTF 28NOV2024 142.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 0.10
Theta: -0.11
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 137.51 | 1.5 | 0.15 | 28.19 | 449 | 25 | 207 | |||
| 13 Nov | 135.91 | 1.35 | -0.60 | 29.55 | 686 | -19 | 190 | |||
| 12 Nov | 138.57 | 1.95 | -0.85 | 29.63 | 283 | 42 | 211 | |||
| 11 Nov | 140.16 | 2.8 | -0.35 | 29.94 | 471 | 11 | 167 | |||
| 8 Nov | 140.11 | 3.15 | -2.45 | 29.66 | 513 | 31 | 157 | |||
| 7 Nov | 144.15 | 5.6 | -2.45 | 30.32 | 94 | 11 | 126 | |||
| 6 Nov | 147.56 | 8.05 | 0.45 | 30.32 | 193 | -34 | 115 | |||
| 5 Nov | 145.39 | 7.6 | 1.35 | 40.00 | 440 | 111 | 150 | |||
| 4 Nov | 142.76 | 6.25 | -1.70 | 38.44 | 135 | 35 | 39 | |||
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| 1 Nov | 148.62 | 7.95 | 1.35 | 12.01 | 1 | 0 | 3 | |||
| 31 Oct | 146.00 | 6.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 146.49 | 6.6 | 0.00 | - | 0 | 0 | 3 | |||
| 29 Oct | 143.95 | 6.6 | 0.00 | - | 0 | 0 | 3 | |||
| 28 Oct | 142.23 | 6.6 | 0.00 | - | 0 | 0 | 3 | |||
| 25 Oct | 140.28 | 6.6 | -40.05 | - | 5 | 3 | 3 | |||
| 24 Oct | 144.66 | 46.65 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 142.5 expiring on 28NOV2024
Delta for 142.5 CE is 0.31
Historical price for 142.5 CE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 28.19, the open interest changed by 25 which increased total open position to 207
On 13 Nov LTF was trading at 135.91. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 29.55, the open interest changed by -19 which decreased total open position to 190
On 12 Nov LTF was trading at 138.57. The strike last trading price was 1.95, which was -0.85 lower than the previous day. The implied volatity was 29.63, the open interest changed by 42 which increased total open position to 211
On 11 Nov LTF was trading at 140.16. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 29.94, the open interest changed by 11 which increased total open position to 167
On 8 Nov LTF was trading at 140.11. The strike last trading price was 3.15, which was -2.45 lower than the previous day. The implied volatity was 29.66, the open interest changed by 31 which increased total open position to 157
On 7 Nov LTF was trading at 144.15. The strike last trading price was 5.6, which was -2.45 lower than the previous day. The implied volatity was 30.32, the open interest changed by 11 which increased total open position to 126
On 6 Nov LTF was trading at 147.56. The strike last trading price was 8.05, which was 0.45 higher than the previous day. The implied volatity was 30.32, the open interest changed by -34 which decreased total open position to 115
On 5 Nov LTF was trading at 145.39. The strike last trading price was 7.6, which was 1.35 higher than the previous day. The implied volatity was 40.00, the open interest changed by 111 which increased total open position to 150
On 4 Nov LTF was trading at 142.76. The strike last trading price was 6.25, which was -1.70 lower than the previous day. The implied volatity was 38.44, the open interest changed by 35 which increased total open position to 39
On 1 Nov LTF was trading at 148.62. The strike last trading price was 7.95, which was 1.35 higher than the previous day. The implied volatity was 12.01, the open interest changed by 0 which decreased total open position to 3
On 31 Oct LTF was trading at 146.00. The strike last trading price was 6.6, 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 6.6, 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 29 Oct LTF was trading at 143.95. The strike last trading price was 6.6, 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 6.6, 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 6.6, which was -40.05 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 46.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.10
Theta: -0.11
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 137.51 | 6.3 | -0.85 | 36.74 | 51 | -1 | 121 |
| 13 Nov | 135.91 | 7.15 | 1.30 | 35.65 | 220 | -20 | 123 |
| 12 Nov | 138.57 | 5.85 | 1.10 | 32.74 | 334 | 24 | 136 |
| 11 Nov | 140.16 | 4.75 | -0.55 | 31.14 | 395 | -3 | 113 |
| 8 Nov | 140.11 | 5.3 | 2.00 | 33.82 | 339 | 15 | 115 |
| 7 Nov | 144.15 | 3.3 | 1.10 | 32.87 | 157 | 33 | 99 |
| 6 Nov | 147.56 | 2.2 | -1.60 | 32.75 | 225 | -4 | 68 |
| 5 Nov | 145.39 | 3.8 | -1.25 | 38.08 | 465 | 11 | 72 |
| 4 Nov | 142.76 | 5.05 | 1.95 | 38.95 | 185 | 58 | 61 |
| 1 Nov | 148.62 | 3.1 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 146.00 | 3.1 | 2.55 | - | 4 | 3 | 3 |
| 30 Oct | 146.49 | 0.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 143.95 | 0.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 142.23 | 0.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 0.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 144.66 | 0.55 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 142.5 expiring on 28NOV2024
Delta for 142.5 PE is -0.64
Historical price for 142.5 PE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 6.3, which was -0.85 lower than the previous day. The implied volatity was 36.74, the open interest changed by -1 which decreased total open position to 121
On 13 Nov LTF was trading at 135.91. The strike last trading price was 7.15, which was 1.30 higher than the previous day. The implied volatity was 35.65, the open interest changed by -20 which decreased total open position to 123
On 12 Nov LTF was trading at 138.57. The strike last trading price was 5.85, which was 1.10 higher than the previous day. The implied volatity was 32.74, the open interest changed by 24 which increased total open position to 136
On 11 Nov LTF was trading at 140.16. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 31.14, the open interest changed by -3 which decreased total open position to 113
On 8 Nov LTF was trading at 140.11. The strike last trading price was 5.3, which was 2.00 higher than the previous day. The implied volatity was 33.82, the open interest changed by 15 which increased total open position to 115
On 7 Nov LTF was trading at 144.15. The strike last trading price was 3.3, which was 1.10 higher than the previous day. The implied volatity was 32.87, the open interest changed by 33 which increased total open position to 99
On 6 Nov LTF was trading at 147.56. The strike last trading price was 2.2, which was -1.60 lower than the previous day. The implied volatity was 32.75, the open interest changed by -4 which decreased total open position to 68
On 5 Nov LTF was trading at 145.39. The strike last trading price was 3.8, which was -1.25 lower than the previous day. The implied volatity was 38.08, the open interest changed by 11 which increased total open position to 72
On 4 Nov LTF was trading at 142.76. The strike last trading price was 5.05, which was 1.95 higher than the previous day. The implied volatity was 38.95, the open interest changed by 58 which increased total open position to 61
On 1 Nov LTF was trading at 148.62. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct LTF was trading at 146.00. The strike last trading price was 3.1, which was 2.55 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 0.55, 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 29 Oct LTF was trading at 143.95. The strike last trading price was 0.55, 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 0.55, 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 0.55, 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 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
