LTF
L&T Finance Limited
Historical option data for LTF
11 Apr 2025 04:12 PM IST
| LTF 24APR2025 147.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.06
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 155.46 | 8.95 | 0.8 | 26.85 | 16 | 1 | 41 | |||
| 9 Apr | 153.34 | 8.15 | -0.8 | 36.06 | 37 | -5 | 40 | |||
| 8 Apr | 154.37 | 9 | 3 | 36.28 | 67 | -8 | 44 | |||
| 7 Apr | 148.57 | 6.3 | 0 | 40.33 | 84 | 8 | 51 | |||
| 4 Apr | 153.72 | 6.2 | -2.2 | - | 48 | 0 | 42 | |||
| 3 Apr | 153.97 | 8.45 | 1.4 | 23.88 | 29 | -5 | 44 | |||
| 2 Apr | 151.88 | 7 | 0.8 | 23.78 | 22 | -2 | 48 | |||
| 1 Apr | 150.90 | 6.3 | 0.05 | 23.56 | 93 | 41 | 50 | |||
| 28 Mar | 153.22 | 6.05 | -0.2 | - | 22 | 9 | 9 | |||
| 27 Mar | 155.56 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 152.95 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 155.04 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.57 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 155.09 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 149.71 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 146.30 | 6.25 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 142.62 | 6.25 | 0 | 2.50 | 0 | 0 | 0 | |||
| 17 Mar | 140.17 | 6.25 | 0 | 4.09 | 0 | 0 | 0 | |||
| 13 Mar | 138.64 | 6.25 | 0 | 5.15 | 0 | 0 | 0 | |||
| 12 Mar | 140.25 | 6.25 | 0 | 3.59 | 0 | 0 | 0 | |||
| 11 Mar | 141.00 | 6.25 | 0 | 3.18 | 0 | 0 | 0 | |||
| 10 Mar | 139.83 | 6.25 | 0 | 3.68 | 0 | 0 | 0 | |||
| 7 Mar | 141.71 | 6.25 | 0 | 2.79 | 0 | 0 | 0 | |||
| 6 Mar | 141.09 | 6.25 | 0 | 2.74 | 0 | 0 | 0 | |||
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| 5 Mar | 139.70 | 6.25 | 0 | 3.74 | 0 | 0 | 0 | |||
| 4 Mar | 138.88 | 6.25 | 0 | 4.02 | 0 | 0 | 0 | |||
| 3 Mar | 138.25 | 6.25 | 0 | 4.74 | 0 | 0 | 0 | |||
| 28 Feb | 134.73 | 6.25 | 0 | 6.09 | 0 | 0 | 0 | |||
For L&T Finance Limited - strike price 147.5 expiring on 24APR2025
Delta for 147.5 CE is 0.87
Historical price for 147.5 CE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 8.95, which was 0.8 higher than the previous day. The implied volatity was 26.85, the open interest changed by 1 which increased total open position to 41
On 9 Apr LTF was trading at 153.34. The strike last trading price was 8.15, which was -0.8 lower than the previous day. The implied volatity was 36.06, the open interest changed by -5 which decreased total open position to 40
On 8 Apr LTF was trading at 154.37. The strike last trading price was 9, which was 3 higher than the previous day. The implied volatity was 36.28, the open interest changed by -8 which decreased total open position to 44
On 7 Apr LTF was trading at 148.57. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 40.33, the open interest changed by 8 which increased total open position to 51
On 4 Apr LTF was trading at 153.72. The strike last trading price was 6.2, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 3 Apr LTF was trading at 153.97. The strike last trading price was 8.45, which was 1.4 higher than the previous day. The implied volatity was 23.88, the open interest changed by -5 which decreased total open position to 44
On 2 Apr LTF was trading at 151.88. The strike last trading price was 7, which was 0.8 higher than the previous day. The implied volatity was 23.78, the open interest changed by -2 which decreased total open position to 48
On 1 Apr LTF was trading at 150.90. The strike last trading price was 6.3, which was 0.05 higher than the previous day. The implied volatity was 23.56, the open interest changed by 41 which increased total open position to 50
On 28 Mar LTF was trading at 153.22. The strike last trading price was 6.05, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 9
On 27 Mar LTF was trading at 155.56. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar LTF was trading at 152.95. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar LTF was trading at 155.04. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar LTF was trading at 158.57. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Mar LTF was trading at 155.09. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LTF was trading at 149.71. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LTF was trading at 146.30. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LTF was trading at 142.62. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LTF was trading at 140.17. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 4.09, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LTF was trading at 138.64. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LTF was trading at 140.25. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LTF was trading at 141.00. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LTF was trading at 139.83. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LTF was trading at 141.71. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 2.79, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LTF was trading at 141.09. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LTF was trading at 139.70. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LTF was trading at 138.88. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LTF was trading at 138.25. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LTF was trading at 134.73. The strike last trading price was 6.25, which was 0 lower than the previous day. The implied volatity was 6.09, the open interest changed by 0 which decreased total open position to 0
| LTF 24APR2025 147.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 0.09
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 155.46 | 1.75 | -1.3 | 42.54 | 219 | -26 | 157 |
| 9 Apr | 153.34 | 3.05 | 0.3 | 46.29 | 98 | 0 | 183 |
| 8 Apr | 154.37 | 2.8 | -2.7 | 45.19 | 232 | 35 | 188 |
| 7 Apr | 148.57 | 5.05 | 1.4 | 47.77 | 206 | 16 | 164 |
| 4 Apr | 153.72 | 3.55 | 1.05 | 46.05 | 201 | 79 | 147 |
| 3 Apr | 153.97 | 2.5 | -1 | 37.98 | 45 | -14 | 68 |
| 2 Apr | 151.88 | 3.5 | -0.45 | 40.30 | 90 | 15 | 83 |
| 1 Apr | 150.90 | 3.85 | -0.95 | 39.43 | 112 | 56 | 68 |
| 28 Mar | 153.22 | 5 | 2.35 | 49.47 | 35 | 10 | 12 |
| 27 Mar | 155.56 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 152.95 | 2.65 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 155.04 | 2.65 | 0 | 0.00 | 0 | 1 | 0 |
| 24 Mar | 158.57 | 2.65 | -0.85 | 39.95 | 2 | 0 | 1 |
| 21 Mar | 155.09 | 3.5 | -2.8 | 38.63 | 1 | 0 | 1 |
| 20 Mar | 149.71 | 6.3 | -6.35 | 43.23 | 1 | 0 | 0 |
| 19 Mar | 146.30 | 12.65 | 0 | 0.35 | 0 | 0 | 0 |
| 18 Mar | 142.62 | 12.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 140.17 | 12.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 138.64 | 12.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 140.25 | 12.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 141.00 | 12.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 139.83 | 12.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 141.71 | 12.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 141.09 | 12.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 139.70 | 12.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 138.88 | 12.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 138.25 | 12.65 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 134.73 | 12.65 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 147.5 expiring on 24APR2025
Delta for 147.5 PE is -0.23
Historical price for 147.5 PE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 1.75, which was -1.3 lower than the previous day. The implied volatity was 42.54, the open interest changed by -26 which decreased total open position to 157
On 9 Apr LTF was trading at 153.34. The strike last trading price was 3.05, which was 0.3 higher than the previous day. The implied volatity was 46.29, the open interest changed by 0 which decreased total open position to 183
On 8 Apr LTF was trading at 154.37. The strike last trading price was 2.8, which was -2.7 lower than the previous day. The implied volatity was 45.19, the open interest changed by 35 which increased total open position to 188
On 7 Apr LTF was trading at 148.57. The strike last trading price was 5.05, which was 1.4 higher than the previous day. The implied volatity was 47.77, the open interest changed by 16 which increased total open position to 164
On 4 Apr LTF was trading at 153.72. The strike last trading price was 3.55, which was 1.05 higher than the previous day. The implied volatity was 46.05, the open interest changed by 79 which increased total open position to 147
On 3 Apr LTF was trading at 153.97. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 37.98, the open interest changed by -14 which decreased total open position to 68
On 2 Apr LTF was trading at 151.88. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was 40.30, the open interest changed by 15 which increased total open position to 83
On 1 Apr LTF was trading at 150.90. The strike last trading price was 3.85, which was -0.95 lower than the previous day. The implied volatity was 39.43, the open interest changed by 56 which increased total open position to 68
On 28 Mar LTF was trading at 153.22. The strike last trading price was 5, which was 2.35 higher than the previous day. The implied volatity was 49.47, the open interest changed by 10 which increased total open position to 12
On 27 Mar LTF was trading at 155.56. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar LTF was trading at 152.95. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Mar LTF was trading at 155.04. The strike last trading price was 2.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 24 Mar LTF was trading at 158.57. The strike last trading price was 2.65, which was -0.85 lower than the previous day. The implied volatity was 39.95, the open interest changed by 0 which decreased total open position to 1
On 21 Mar LTF was trading at 155.09. The strike last trading price was 3.5, which was -2.8 lower than the previous day. The implied volatity was 38.63, the open interest changed by 0 which decreased total open position to 1
On 20 Mar LTF was trading at 149.71. The strike last trading price was 6.3, which was -6.35 lower than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LTF was trading at 146.30. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LTF was trading at 142.62. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LTF was trading at 140.17. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LTF was trading at 138.64. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LTF was trading at 140.25. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LTF was trading at 141.00. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LTF was trading at 139.83. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LTF was trading at 141.71. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LTF was trading at 141.09. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LTF was trading at 139.70. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LTF was trading at 138.88. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LTF was trading at 138.25. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LTF was trading at 134.73. The strike last trading price was 12.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
