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[--[65.84.65.76]--]
LTF
L&T Finance Limited

137.74 -1.97 (-1.41%)

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Historical option data for LTF

21 Nov 2024 04:13 PM IST
LTF 28NOV2024 150 CE
Delta: 0.08
Vega: 0.03
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 137.74 0.3 -0.30 42.51 526 -22 1,242
20 Nov 139.71 0.6 0.00 41.43 989 -99 1,279
19 Nov 139.71 0.6 0.10 41.43 989 -84 1,279
18 Nov 138.69 0.5 0.00 38.65 927 -109 1,364
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
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 0.08

Historical price for 150 CE is as follows

On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 42.51, the open interest changed by -22 which decreased total open position to 1242


On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 41.43, the open interest changed by -99 which decreased total open position to 1279


On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 41.43, the open interest changed by -84 which decreased total open position to 1279


On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 38.65, the open interest changed by -109 which decreased total open position to 1364


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: -0.89
Vega: 0.03
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
21 Nov 137.74 12.4 1.10 46.80 25 -9 258
20 Nov 139.71 11.3 0.00 42.45 93 -34 267
19 Nov 139.71 11.3 -0.40 42.45 93 -34 267
18 Nov 138.69 11.7 -0.60 38.87 34 -15 300
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 -0.89

Historical price for 150 PE is as follows

On 21 Nov LTF was trading at 137.74. The strike last trading price was 12.4, which was 1.10 higher than the previous day. The implied volatity was 46.80, the open interest changed by -9 which decreased total open position to 258


On 20 Nov LTF was trading at 139.71. The strike last trading price was 11.3, which was 0.00 lower than the previous day. The implied volatity was 42.45, the open interest changed by -34 which decreased total open position to 267


On 19 Nov LTF was trading at 139.71. The strike last trading price was 11.3, which was -0.40 lower than the previous day. The implied volatity was 42.45, the open interest changed by -34 which decreased total open position to 267


On 18 Nov LTF was trading at 138.69. The strike last trading price was 11.7, which was -0.60 lower than the previous day. The implied volatity was 38.87, the open interest changed by -15 which decreased total open position to 300


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