LTF
L&t Finance Limited
Historical option data for LTF
14 Nov 2024 04:13 PM IST
| LTF 28NOV2024 150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 0.05
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 137.51 | 0.5 | 0.00 | 33.22 | 731 | -75 | 1,473 | |||
| 13 Nov | 135.91 | 0.5 | -0.20 | 34.78 | 1,199 | 51 | 1,551 | |||
| 12 Nov | 138.57 | 0.7 | -0.35 | 33.43 | 1,199 | 32 | 1,502 | |||
| 11 Nov | 140.16 | 1.05 | -0.15 | 33.20 | 1,146 | -12 | 1,466 | |||
| 8 Nov | 140.11 | 1.2 | -1.15 | 31.81 | 1,402 | 267 | 1,482 | |||
| 7 Nov | 144.15 | 2.35 | -1.45 | 30.93 | 1,060 | 185 | 1,218 | |||
| 6 Nov | 147.56 | 3.8 | 0.10 | 30.43 | 1,825 | 132 | 1,036 | |||
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| 5 Nov | 145.39 | 3.7 | 0.70 | 37.29 | 1,901 | -67 | 904 | |||
| 4 Nov | 142.76 | 3 | -2.05 | 37.20 | 1,467 | 263 | 980 | |||
| 1 Nov | 148.62 | 5.05 | 0.45 | 29.39 | 237 | 6 | 730 | |||
| 31 Oct | 146.00 | 4.6 | -0.45 | - | 1,999 | 377 | 719 | |||
| 30 Oct | 146.49 | 5.05 | 1.00 | - | 40 | -39 | 343 | |||
| 29 Oct | 143.95 | 4.05 | 0.25 | - | 5 | -4 | 383 | |||
| 28 Oct | 142.23 | 3.8 | -0.10 | - | 18 | -20 | 388 | |||
| 25 Oct | 140.28 | 3.9 | -1.35 | - | 548 | 197 | 408 | |||
| 24 Oct | 144.66 | 5.25 | -15.15 | - | 365 | 196 | 199 | |||
| 22 Oct | 146.55 | 20.4 | 0.00 | - | 0 | 0 | 3 | |||
| 21 Oct | 157.82 | 20.4 | 0.00 | - | 0 | 0 | 3 | |||
| 18 Oct | 166.64 | 20.4 | 0.00 | - | 3 | 0 | 3 | |||
| 17 Oct | 166.41 | 20.4 | 0.00 | - | 3 | 0 | 3 | |||
| 16 Oct | 166.83 | 20.4 | 0.00 | - | 3 | 0 | 3 | |||
| 15 Oct | 168.05 | 20.4 | 2.40 | - | 3 | 0 | 1 | |||
| 14 Oct | 165.32 | 18 | 0.00 | - | 0 | 0 | 1 | |||
| 11 Oct | 163.76 | 18 | -9.55 | - | 1 | 0 | 0 | |||
| 10 Oct | 167.48 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 169.42 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 171.99 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 168.50 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 174.96 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 181.23 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 188.12 | 27.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 187.90 | 27.55 | 27.55 | - | 0 | 0 | 0 | |||
| 26 Sept | 186.82 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 177.01 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 166.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 171.69 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 166.24 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 170.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 169.01 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 172.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 170.86 | 0 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 150 expiring on 28NOV2024
Delta for 150 CE is 0.12
Historical price for 150 CE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 33.22, the open interest changed by -75 which decreased total open position to 1473
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 34.78, the open interest changed by 51 which increased total open position to 1551
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 33.43, the open interest changed by 32 which increased total open position to 1502
On 11 Nov LTF was trading at 140.16. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 33.20, the open interest changed by -12 which decreased total open position to 1466
On 8 Nov LTF was trading at 140.11. The strike last trading price was 1.2, which was -1.15 lower than the previous day. The implied volatity was 31.81, the open interest changed by 267 which increased total open position to 1482
On 7 Nov LTF was trading at 144.15. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was 30.93, the open interest changed by 185 which increased total open position to 1218
On 6 Nov LTF was trading at 147.56. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 30.43, the open interest changed by 132 which increased total open position to 1036
On 5 Nov LTF was trading at 145.39. The strike last trading price was 3.7, which was 0.70 higher than the previous day. The implied volatity was 37.29, the open interest changed by -67 which decreased total open position to 904
On 4 Nov LTF was trading at 142.76. The strike last trading price was 3, which was -2.05 lower than the previous day. The implied volatity was 37.20, the open interest changed by 263 which increased total open position to 980
On 1 Nov LTF was trading at 148.62. The strike last trading price was 5.05, which was 0.45 higher than the previous day. The implied volatity was 29.39, the open interest changed by 6 which increased total open position to 730
On 31 Oct LTF was trading at 146.00. The strike last trading price was 4.6, which was -0.45 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 5.05, 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 29 Oct LTF was trading at 143.95. The strike last trading price was 4.05, which was 0.25 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 3.8, 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 25 Oct LTF was trading at 140.28. The strike last trading price was 3.9, which was -1.35 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 5.25, which was -15.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LTF was trading at 146.55. The strike last trading price was 20.4, 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 21 Oct LTF was trading at 157.82. The strike last trading price was 20.4, 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 18 Oct LTF was trading at 166.64. The strike last trading price was 20.4, 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 17 Oct LTF was trading at 166.41. The strike last trading price was 20.4, 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 16 Oct LTF was trading at 166.83. The strike last trading price was 20.4, 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 15 Oct LTF was trading at 168.05. The strike last trading price was 20.4, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LTF was trading at 165.32. The strike last trading price was 18, 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 11 Oct LTF was trading at 163.76. The strike last trading price was 18, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LTF was trading at 167.48. The strike last trading price was 27.55, 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 9 Oct LTF was trading at 169.42. The strike last trading price was 27.55, 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 8 Oct LTF was trading at 171.99. The strike last trading price was 27.55, 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 7 Oct LTF was trading at 168.50. The strike last trading price was 27.55, 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 4 Oct LTF was trading at 174.96. The strike last trading price was 27.55, 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 3 Oct LTF was trading at 181.23. The strike last trading price was 27.55, 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 1 Oct LTF was trading at 188.12. The strike last trading price was 27.55, 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 27 Sept LTF was trading at 187.90. The strike last trading price was 27.55, which was 27.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept LTF was trading at 186.82. 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 18 Sept LTF was trading at 177.01. 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 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 10 Sept LTF was trading at 171.69. 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 5 Sept LTF was trading at 170.55. 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept LTF was trading at 172.41. 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 2 Sept LTF was trading at 170.86. 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 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.07
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 137.51 | 12.3 | -1.70 | 39.47 | 21 | -8 | 315 |
| 13 Nov | 135.91 | 14 | 1.95 | 47.34 | 122 | -50 | 322 |
| 12 Nov | 138.57 | 12.05 | 1.60 | 38.41 | 43 | -3 | 372 |
| 11 Nov | 140.16 | 10.45 | -0.50 | 34.70 | 74 | -8 | 375 |
| 8 Nov | 140.11 | 10.95 | 3.55 | 38.57 | 64 | -3 | 382 |
| 7 Nov | 144.15 | 7.4 | 2.05 | 32.73 | 258 | 39 | 384 |
| 6 Nov | 147.56 | 5.35 | -1.95 | 32.11 | 244 | 14 | 345 |
| 5 Nov | 145.39 | 7.3 | -1.90 | 34.10 | 160 | -33 | 331 |
| 4 Nov | 142.76 | 9.2 | 3.10 | 37.37 | 221 | 75 | 367 |
| 1 Nov | 148.62 | 6.1 | -0.90 | 39.63 | 44 | 5 | 292 |
| 31 Oct | 146.00 | 7 | -2.55 | - | 304 | 134 | 285 |
| 30 Oct | 146.49 | 9.55 | -2.45 | - | 1 | 0 | 152 |
| 29 Oct | 143.95 | 12 | 0.00 | - | 0 | -1 | 0 |
| 28 Oct | 142.23 | 12 | 0.00 | - | 1 | 1 | 153 |
| 25 Oct | 140.28 | 12 | 2.85 | - | 42 | 9 | 152 |
| 24 Oct | 144.66 | 9.15 | 7.65 | - | 140 | 75 | 142 |
| 22 Oct | 146.55 | 1.5 | 0.00 | - | 0 | -1 | 0 |
| 21 Oct | 157.82 | 1.5 | 0.10 | - | 1 | 0 | 68 |
| 18 Oct | 166.64 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 166.41 | 1.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 166.83 | 1.4 | 0.00 | - | 0 | 10 | 0 |
| 15 Oct | 168.05 | 1.4 | -0.25 | - | 49 | 9 | 67 |
| 14 Oct | 165.32 | 1.65 | -0.60 | - | 25 | -1 | 58 |
| 11 Oct | 163.76 | 2.25 | 0.55 | - | 55 | 23 | 58 |
| 10 Oct | 167.48 | 1.7 | 0.45 | - | 57 | 10 | 35 |
| 9 Oct | 169.42 | 1.25 | -0.30 | - | 9 | 0 | 25 |
| 8 Oct | 171.99 | 1.55 | -0.40 | - | 30 | -1 | 25 |
| 7 Oct | 168.50 | 1.95 | 0.95 | - | 19 | 4 | 25 |
| 4 Oct | 174.96 | 1 | 0.35 | - | 9 | 2 | 21 |
| 3 Oct | 181.23 | 0.65 | 0.15 | - | 6 | 0 | 19 |
| 1 Oct | 188.12 | 0.5 | -0.25 | - | 12 | 0 | 18 |
| 27 Sept | 187.90 | 0.75 | -0.50 | - | 24 | 3 | 17 |
| 26 Sept | 186.82 | 1.25 | -0.55 | - | 1 | 0 | 14 |
| 18 Sept | 177.01 | 1.8 | -2.65 | - | 15 | 14 | 14 |
| 11 Sept | 166.25 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 171.69 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 166.24 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 170.55 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 169.01 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 172.41 | 4.45 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 170.86 | 4.45 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 150 expiring on 28NOV2024
Delta for 150 PE is -0.84
Historical price for 150 PE is as follows
On 14 Nov LTF was trading at 137.51. The strike last trading price was 12.3, which was -1.70 lower than the previous day. The implied volatity was 39.47, the open interest changed by -8 which decreased total open position to 315
On 13 Nov LTF was trading at 135.91. The strike last trading price was 14, which was 1.95 higher than the previous day. The implied volatity was 47.34, the open interest changed by -50 which decreased total open position to 322
On 12 Nov LTF was trading at 138.57. The strike last trading price was 12.05, which was 1.60 higher than the previous day. The implied volatity was 38.41, the open interest changed by -3 which decreased total open position to 372
On 11 Nov LTF was trading at 140.16. The strike last trading price was 10.45, which was -0.50 lower than the previous day. The implied volatity was 34.70, the open interest changed by -8 which decreased total open position to 375
On 8 Nov LTF was trading at 140.11. The strike last trading price was 10.95, which was 3.55 higher than the previous day. The implied volatity was 38.57, the open interest changed by -3 which decreased total open position to 382
On 7 Nov LTF was trading at 144.15. The strike last trading price was 7.4, which was 2.05 higher than the previous day. The implied volatity was 32.73, the open interest changed by 39 which increased total open position to 384
On 6 Nov LTF was trading at 147.56. The strike last trading price was 5.35, which was -1.95 lower than the previous day. The implied volatity was 32.11, the open interest changed by 14 which increased total open position to 345
On 5 Nov LTF was trading at 145.39. The strike last trading price was 7.3, which was -1.90 lower than the previous day. The implied volatity was 34.10, the open interest changed by -33 which decreased total open position to 331
On 4 Nov LTF was trading at 142.76. The strike last trading price was 9.2, which was 3.10 higher than the previous day. The implied volatity was 37.37, the open interest changed by 75 which increased total open position to 367
On 1 Nov LTF was trading at 148.62. The strike last trading price was 6.1, which was -0.90 lower than the previous day. The implied volatity was 39.63, the open interest changed by 5 which increased total open position to 292
On 31 Oct LTF was trading at 146.00. The strike last trading price was 7, which was -2.55 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 9.55, which was -2.45 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 12, 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 12, 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 12, which was 2.85 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 9.15, 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 22 Oct LTF was trading at 146.55. The strike last trading price was 1.5, 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 21 Oct LTF was trading at 157.82. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LTF was trading at 166.64. The strike last trading price was 1.4, 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 17 Oct LTF was trading at 166.41. The strike last trading price was 1.4, 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 16 Oct LTF was trading at 166.83. The strike last trading price was 1.4, 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 15 Oct LTF was trading at 168.05. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LTF was trading at 165.32. The strike last trading price was 1.65, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LTF was trading at 163.76. The strike last trading price was 2.25, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LTF was trading at 167.48. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LTF was trading at 169.42. The strike last trading price was 1.25, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LTF was trading at 171.99. The strike last trading price was 1.55, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LTF was trading at 168.50. The strike last trading price was 1.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LTF was trading at 174.96. The strike last trading price was 1, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LTF was trading at 181.23. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LTF was trading at 188.12. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept LTF was trading at 187.90. The strike last trading price was 0.75, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept LTF was trading at 186.82. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept LTF was trading at 177.01. The strike last trading price was 1.8, which was -2.65 lower 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 4.45, 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 10 Sept LTF was trading at 171.69. The strike last trading price was 4.45, 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 4.45, 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 5 Sept LTF was trading at 170.55. The strike last trading price was 4.45, 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 4.45, 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 3 Sept LTF was trading at 172.41. The strike last trading price was 4.45, 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 2 Sept LTF was trading at 170.86. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
