LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 0.04
Theta: -0.11
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 0.4 | -0.50 | 38.87 | 319 | 25 | 322 | |||
| 20 Nov | 139.71 | 0.9 | 0.00 | 40.19 | 566 | 15 | 299 | |||
| 19 Nov | 139.71 | 0.9 | 0.35 | 40.19 | 566 | 17 | 299 | |||
| 18 Nov | 138.69 | 0.55 | -0.15 | 33.62 | 510 | -8 | 283 | |||
| 14 Nov | 137.51 | 0.7 | 0.05 | 31.37 | 342 | 13 | 299 | |||
| 13 Nov | 135.91 | 0.65 | -0.35 | 32.49 | 587 | 32 | 292 | |||
| 12 Nov | 138.57 | 1 | -0.40 | 32.30 | 258 | 7 | 265 | |||
| 11 Nov | 140.16 | 1.4 | -0.30 | 31.48 | 306 | 30 | 258 | |||
| 8 Nov | 140.11 | 1.7 | -1.50 | 31.34 | 420 | 57 | 227 | |||
| 7 Nov | 144.15 | 3.2 | -1.65 | 30.65 | 301 | 18 | 173 | |||
|
|
||||||||||
| 6 Nov | 147.56 | 4.85 | 0.05 | 29.39 | 638 | -31 | 157 | |||
| 5 Nov | 145.39 | 4.8 | 0.80 | 36.89 | 507 | 71 | 188 | |||
| 4 Nov | 142.76 | 4 | -2.45 | 38.23 | 250 | 75 | 117 | |||
| 1 Nov | 148.62 | 6.45 | 0.80 | 30.44 | 20 | -4 | 42 | |||
| 31 Oct | 146.00 | 5.65 | 1.00 | - | 126 | 43 | 46 | |||
| 30 Oct | 146.49 | 4.65 | 0.00 | - | 5 | 0 | 3 | |||
| 29 Oct | 143.95 | 4.65 | 0.00 | - | 5 | 0 | 3 | |||
| 28 Oct | 142.23 | 4.65 | 0.00 | - | 5 | 0 | 3 | |||
| 25 Oct | 140.28 | 4.65 | -2.50 | - | 5 | 1 | 3 | |||
| 24 Oct | 144.66 | 7.15 | - | 3 | 2 | 2 | ||||
For L&T Finance Limited - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 CE is 0.11
Historical price for 147.5 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.4, which was -0.50 lower than the previous day. The implied volatity was 38.87, the open interest changed by 25 which increased total open position to 322
On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 40.19, the open interest changed by 15 which increased total open position to 299
On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 40.19, the open interest changed by 17 which increased total open position to 299
On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.62, the open interest changed by -8 which decreased total open position to 283
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 31.37, the open interest changed by 13 which increased total open position to 299
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 32.49, the open interest changed by 32 which increased total open position to 292
On 12 Nov LTF was trading at 138.57. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 32.30, the open interest changed by 7 which increased total open position to 265
On 11 Nov LTF was trading at 140.16. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 31.48, the open interest changed by 30 which increased total open position to 258
On 8 Nov LTF was trading at 140.11. The strike last trading price was 1.7, which was -1.50 lower than the previous day. The implied volatity was 31.34, the open interest changed by 57 which increased total open position to 227
On 7 Nov LTF was trading at 144.15. The strike last trading price was 3.2, which was -1.65 lower than the previous day. The implied volatity was 30.65, the open interest changed by 18 which increased total open position to 173
On 6 Nov LTF was trading at 147.56. The strike last trading price was 4.85, which was 0.05 higher than the previous day. The implied volatity was 29.39, the open interest changed by -31 which decreased total open position to 157
On 5 Nov LTF was trading at 145.39. The strike last trading price was 4.8, which was 0.80 higher than the previous day. The implied volatity was 36.89, the open interest changed by 71 which increased total open position to 188
On 4 Nov LTF was trading at 142.76. The strike last trading price was 4, which was -2.45 lower than the previous day. The implied volatity was 38.23, the open interest changed by 75 which increased total open position to 117
On 1 Nov LTF was trading at 148.62. The strike last trading price was 6.45, which was 0.80 higher than the previous day. The implied volatity was 30.44, the open interest changed by -4 which decreased total open position to 42
On 31 Oct LTF was trading at 146.00. The strike last trading price was 5.65, which was 1.00 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 4.65, 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 4.65, 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 4.65, 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 4.65, which was -2.50 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 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTF 28NOV2024 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.05
Theta: -0.13
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 10.25 | 1.40 | 47.89 | 7 | -2 | 70 |
| 20 Nov | 139.71 | 8.85 | 0.00 | 36.59 | 92 | -7 | 71 |
| 19 Nov | 139.71 | 8.85 | -0.45 | 36.59 | 92 | -8 | 71 |
| 18 Nov | 138.69 | 9.3 | -0.95 | 34.64 | 7 | -4 | 79 |
| 14 Nov | 137.51 | 10.25 | -1.05 | 39.71 | 14 | -1 | 83 |
| 13 Nov | 135.91 | 11.3 | 1.50 | 39.00 | 50 | -15 | 84 |
| 12 Nov | 138.57 | 9.8 | 1.75 | 35.83 | 22 | -3 | 99 |
| 11 Nov | 140.16 | 8.05 | -0.85 | 30.08 | 33 | -3 | 102 |
| 8 Nov | 140.11 | 8.9 | 3.15 | 36.78 | 88 | -8 | 107 |
| 7 Nov | 144.15 | 5.75 | 1.75 | 32.24 | 347 | 30 | 115 |
| 6 Nov | 147.56 | 4 | -1.95 | 31.67 | 321 | 16 | 87 |
| 5 Nov | 145.39 | 5.95 | -1.65 | 35.15 | 179 | 4 | 70 |
| 4 Nov | 142.76 | 7.6 | 2.60 | 37.58 | 189 | 45 | 66 |
| 1 Nov | 148.62 | 5 | -0.50 | 40.14 | 4 | 1 | 20 |
| 31 Oct | 146.00 | 5.5 | 4.65 | - | 73 | 19 | 19 |
| 30 Oct | 146.49 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 143.95 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 142.23 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 0.85 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 144.66 | 0.85 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 147.5 expiring on 28NOV2024
Delta for 147.5 PE is -0.83
Historical price for 147.5 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 10.25, which was 1.40 higher than the previous day. The implied volatity was 47.89, the open interest changed by -2 which decreased total open position to 70
On 20 Nov LTF was trading at 139.71. The strike last trading price was 8.85, which was 0.00 lower than the previous day. The implied volatity was 36.59, the open interest changed by -7 which decreased total open position to 71
On 19 Nov LTF was trading at 139.71. The strike last trading price was 8.85, which was -0.45 lower than the previous day. The implied volatity was 36.59, the open interest changed by -8 which decreased total open position to 71
On 18 Nov LTF was trading at 138.69. The strike last trading price was 9.3, which was -0.95 lower than the previous day. The implied volatity was 34.64, the open interest changed by -4 which decreased total open position to 79
On 14 Nov LTF was trading at 137.51. The strike last trading price was 10.25, which was -1.05 lower than the previous day. The implied volatity was 39.71, the open interest changed by -1 which decreased total open position to 83
On 13 Nov LTF was trading at 135.91. The strike last trading price was 11.3, which was 1.50 higher than the previous day. The implied volatity was 39.00, the open interest changed by -15 which decreased total open position to 84
On 12 Nov LTF was trading at 138.57. The strike last trading price was 9.8, which was 1.75 higher than the previous day. The implied volatity was 35.83, the open interest changed by -3 which decreased total open position to 99
On 11 Nov LTF was trading at 140.16. The strike last trading price was 8.05, which was -0.85 lower than the previous day. The implied volatity was 30.08, the open interest changed by -3 which decreased total open position to 102
On 8 Nov LTF was trading at 140.11. The strike last trading price was 8.9, which was 3.15 higher than the previous day. The implied volatity was 36.78, the open interest changed by -8 which decreased total open position to 107
On 7 Nov LTF was trading at 144.15. The strike last trading price was 5.75, which was 1.75 higher than the previous day. The implied volatity was 32.24, the open interest changed by 30 which increased total open position to 115
On 6 Nov LTF was trading at 147.56. The strike last trading price was 4, which was -1.95 lower than the previous day. The implied volatity was 31.67, the open interest changed by 16 which increased total open position to 87
On 5 Nov LTF was trading at 145.39. The strike last trading price was 5.95, which was -1.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by 4 which increased total open position to 70
On 4 Nov LTF was trading at 142.76. The strike last trading price was 7.6, which was 2.60 higher than the previous day. The implied volatity was 37.58, the open interest changed by 45 which increased total open position to 66
On 1 Nov LTF was trading at 148.62. The strike last trading price was 5, which was -0.50 lower than the previous day. The implied volatity was 40.14, the open interest changed by 1 which increased total open position to 20
On 31 Oct LTF was trading at 146.00. The strike last trading price was 5.5, which was 4.65 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 0.85, 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 0.85, 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 0.85, 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 0.85, 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 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
