LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 09:33 AM IST
| LTF 28NOV2024 145 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 0.07
Theta: -0.09
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 136.75 | 0.9 | -0.10 | 31.80 | 85 | -18 | 760 | |||
| 13 Nov | 135.91 | 1 | -0.30 | 31.87 | 1,273 | 25 | 776 | |||
| 12 Nov | 138.57 | 1.3 | -0.70 | 29.82 | 624 | 42 | 753 | |||
|
|
||||||||||
| 11 Nov | 140.16 | 2 | -0.30 | 30.76 | 1,198 | -43 | 710 | |||
| 8 Nov | 140.11 | 2.3 | -2.05 | 30.30 | 1,397 | 46 | 753 | |||
| 7 Nov | 144.15 | 4.35 | -2.05 | 30.97 | 722 | 53 | 710 | |||
| 6 Nov | 147.56 | 6.4 | 0.35 | 30.26 | 1,713 | -576 | 659 | |||
| 5 Nov | 145.39 | 6.05 | 1.05 | 38.55 | 2,570 | 585 | 1,237 | |||
| 4 Nov | 142.76 | 5 | -2.90 | 38.07 | 908 | 214 | 652 | |||
| 1 Nov | 148.62 | 7.9 | 0.85 | 28.94 | 77 | -25 | 442 | |||
| 31 Oct | 146.00 | 7.05 | -1.10 | - | 802 | 327 | 467 | |||
| 30 Oct | 146.49 | 8.15 | 0.75 | - | 11 | -10 | 141 | |||
| 29 Oct | 143.95 | 7.4 | -0.10 | - | 1 | 0 | 152 | |||
| 28 Oct | 142.23 | 7.5 | 1.95 | - | 18 | -17 | 154 | |||
| 25 Oct | 140.28 | 5.55 | -2.10 | - | 274 | 99 | 171 | |||
| 24 Oct | 144.66 | 7.65 | 7.65 | - | 85 | 70 | 70 | |||
| 11 Sept | 166.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 166.24 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 169.01 | 0 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 145 expiring on 28NOV2024
Delta for 145 CE is 0.19
Historical price for 145 CE is as follows
On 14 Nov LTF was trading at 136.75. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 31.80, the open interest changed by -18 which decreased total open position to 760
On 13 Nov LTF was trading at 135.91. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 31.87, the open interest changed by 25 which increased total open position to 776
On 12 Nov LTF was trading at 138.57. The strike last trading price was 1.3, which was -0.70 lower than the previous day. The implied volatity was 29.82, the open interest changed by 42 which increased total open position to 753
On 11 Nov LTF was trading at 140.16. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 30.76, the open interest changed by -43 which decreased total open position to 710
On 8 Nov LTF was trading at 140.11. The strike last trading price was 2.3, which was -2.05 lower than the previous day. The implied volatity was 30.30, the open interest changed by 46 which increased total open position to 753
On 7 Nov LTF was trading at 144.15. The strike last trading price was 4.35, which was -2.05 lower than the previous day. The implied volatity was 30.97, the open interest changed by 53 which increased total open position to 710
On 6 Nov LTF was trading at 147.56. The strike last trading price was 6.4, which was 0.35 higher than the previous day. The implied volatity was 30.26, the open interest changed by -576 which decreased total open position to 659
On 5 Nov LTF was trading at 145.39. The strike last trading price was 6.05, which was 1.05 higher than the previous day. The implied volatity was 38.55, the open interest changed by 585 which increased total open position to 1237
On 4 Nov LTF was trading at 142.76. The strike last trading price was 5, which was -2.90 lower than the previous day. The implied volatity was 38.07, the open interest changed by 214 which increased total open position to 652
On 1 Nov LTF was trading at 148.62. The strike last trading price was 7.9, which was 0.85 higher than the previous day. The implied volatity was 28.94, the open interest changed by -25 which decreased total open position to 442
On 31 Oct LTF was trading at 146.00. The strike last trading price was 7.05, which was -1.10 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 8.15, 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 7.4, which was -0.10 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 7.5, 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 25 Oct LTF was trading at 140.28. The strike last trading price was 5.55, which was -2.10 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 7.65, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LTF was trading at 166.25. The strike last trading price was 0, 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 9 Sept LTF was trading at 166.24. The strike last trading price was 0, 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 4 Sept LTF was trading at 169.01. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 145 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 0.08
Theta: -0.07
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 136.75 | 9.1 | 0.00 | 36.09 | 4 | 0 | 357 |
| 13 Nov | 135.91 | 9.1 | 1.30 | 36.62 | 147 | -36 | 358 |
| 12 Nov | 138.57 | 7.8 | 1.35 | 34.83 | 117 | -13 | 397 |
| 11 Nov | 140.16 | 6.45 | -0.60 | 32.15 | 298 | -32 | 413 |
| 8 Nov | 140.11 | 7.05 | 2.70 | 35.57 | 561 | -37 | 445 |
| 7 Nov | 144.15 | 4.35 | 1.45 | 32.07 | 532 | 69 | 482 |
| 6 Nov | 147.56 | 2.9 | -1.95 | 31.46 | 1,002 | -97 | 413 |
| 5 Nov | 145.39 | 4.85 | -1.30 | 36.61 | 970 | 93 | 508 |
| 4 Nov | 142.76 | 6.15 | 2.25 | 37.66 | 563 | 95 | 413 |
| 1 Nov | 148.62 | 3.9 | -1.05 | 39.67 | 36 | -7 | 318 |
| 31 Oct | 146.00 | 4.95 | 1.45 | - | 730 | 291 | 326 |
| 30 Oct | 146.49 | 3.5 | -3.00 | - | 2 | -1 | 36 |
| 29 Oct | 143.95 | 6.5 | 0.00 | - | 0 | -1 | 0 |
| 28 Oct | 142.23 | 6.5 | -3.05 | - | 1 | 0 | 38 |
| 25 Oct | 140.28 | 9.55 | 2.95 | - | 46 | 9 | 38 |
| 24 Oct | 144.66 | 6.6 | 6.60 | - | 46 | 28 | 28 |
| 11 Sept | 166.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 166.24 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 169.01 | 0 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 145 expiring on 28NOV2024
Delta for 145 PE is -0.77
Historical price for 145 PE is as follows
On 14 Nov LTF was trading at 136.75. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 357
On 13 Nov LTF was trading at 135.91. The strike last trading price was 9.1, which was 1.30 higher than the previous day. The implied volatity was 36.62, the open interest changed by -36 which decreased total open position to 358
On 12 Nov LTF was trading at 138.57. The strike last trading price was 7.8, which was 1.35 higher than the previous day. The implied volatity was 34.83, the open interest changed by -13 which decreased total open position to 397
On 11 Nov LTF was trading at 140.16. The strike last trading price was 6.45, which was -0.60 lower than the previous day. The implied volatity was 32.15, the open interest changed by -32 which decreased total open position to 413
On 8 Nov LTF was trading at 140.11. The strike last trading price was 7.05, which was 2.70 higher than the previous day. The implied volatity was 35.57, the open interest changed by -37 which decreased total open position to 445
On 7 Nov LTF was trading at 144.15. The strike last trading price was 4.35, which was 1.45 higher than the previous day. The implied volatity was 32.07, the open interest changed by 69 which increased total open position to 482
On 6 Nov LTF was trading at 147.56. The strike last trading price was 2.9, which was -1.95 lower than the previous day. The implied volatity was 31.46, the open interest changed by -97 which decreased total open position to 413
On 5 Nov LTF was trading at 145.39. The strike last trading price was 4.85, which was -1.30 lower than the previous day. The implied volatity was 36.61, the open interest changed by 93 which increased total open position to 508
On 4 Nov LTF was trading at 142.76. The strike last trading price was 6.15, which was 2.25 higher than the previous day. The implied volatity was 37.66, the open interest changed by 95 which increased total open position to 413
On 1 Nov LTF was trading at 148.62. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 39.67, the open interest changed by -7 which decreased total open position to 318
On 31 Oct LTF was trading at 146.00. The strike last trading price was 4.95, 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 30 Oct LTF was trading at 146.49. The strike last trading price was 3.5, which was -3.00 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 6.5, 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 6.5, which was -3.05 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 9.55, which was 2.95 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 6.6, which was 6.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LTF was trading at 166.25. The strike last trading price was 0, 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 9 Sept LTF was trading at 166.24. The strike last trading price was 0, 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 4 Sept LTF was trading at 169.01. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
