LTF
L&T Finance Limited
Historical option data for LTF
07 Apr 2025 04:12 PM IST
| LTF 24APR2025 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 0.13
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 7 Apr | 148.57 | 3.9 | 0.2 | 39.99 | 259 | -36 | 111 | |||
| 4 Apr | 153.72 | 3.8 | -1.4 | 18.71 | 605 | 65 | 149 | |||
| 3 Apr | 153.97 | 5.25 | 1 | 26.15 | 222 | -25 | 84 | |||
| 2 Apr | 151.88 | 4.2 | 0.3 | 25.93 | 255 | 31 | 109 | |||
| 1 Apr | 150.90 | 4 | 0.1 | 27.51 | 234 | 10 | 82 | |||
| 28 Mar | 153.22 | 3.8 | -0.4 | 15.85 | 201 | 69 | 72 | |||
| 27 Mar | 155.56 | 4.2 | -0.5 | - | 5 | 3 | 3 | |||
| 26 Mar | 152.95 | 4.7 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 155.04 | 4.7 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 158.57 | 4.7 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 155.09 | 4.7 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 149.71 | 4.7 | 0 | 1.52 | 0 | 0 | 0 | |||
| 19 Mar | 146.30 | 4.7 | 0 | 3.29 | 0 | 0 | 0 | |||
| 18 Mar | 142.62 | 4.7 | 0 | 5.59 | 0 | 0 | 0 | |||
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| 17 Mar | 140.17 | 4.7 | 0 | 7.07 | 0 | 0 | 0 | |||
| 13 Mar | 138.64 | 4.7 | 0 | 8.00 | 0 | 0 | 0 | |||
| 11 Mar | 141.00 | 4.7 | 0 | 6.08 | 0 | 0 | 0 | |||
| 10 Mar | 139.83 | 4.7 | 0 | 6.57 | 0 | 0 | 0 | |||
| 7 Mar | 141.71 | 4.7 | 0 | 5.67 | 0 | 0 | 0 | |||
| 6 Mar | 141.09 | 4.7 | 0 | 5.60 | 0 | 0 | 0 | |||
For L&T Finance Limited - strike price 152.5 expiring on 24APR2025
Delta for 152.5 CE is 0.43
Historical price for 152.5 CE is as follows
On 7 Apr LTF was trading at 148.57. The strike last trading price was 3.9, which was 0.2 higher than the previous day. The implied volatity was 39.99, the open interest changed by -36 which decreased total open position to 111
On 4 Apr LTF was trading at 153.72. The strike last trading price was 3.8, which was -1.4 lower than the previous day. The implied volatity was 18.71, the open interest changed by 65 which increased total open position to 149
On 3 Apr LTF was trading at 153.97. The strike last trading price was 5.25, which was 1 higher than the previous day. The implied volatity was 26.15, the open interest changed by -25 which decreased total open position to 84
On 2 Apr LTF was trading at 151.88. The strike last trading price was 4.2, which was 0.3 higher than the previous day. The implied volatity was 25.93, the open interest changed by 31 which increased total open position to 109
On 1 Apr LTF was trading at 150.90. The strike last trading price was 4, which was 0.1 higher than the previous day. The implied volatity was 27.51, the open interest changed by 10 which increased total open position to 82
On 28 Mar LTF was trading at 153.22. The strike last trading price was 3.8, which was -0.4 lower than the previous day. The implied volatity was 15.85, the open interest changed by 69 which increased total open position to 72
On 27 Mar LTF was trading at 155.56. The strike last trading price was 4.2, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 26 Mar LTF was trading at 152.95. The strike last trading price was 4.7, 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 4.7, 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 4.7, 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 4.7, 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 4.7, which was 0 lower than the previous day. The implied volatity was 1.52, 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 4.7, which was 0 lower than the previous day. The implied volatity was 3.29, 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 4.7, which was 0 lower than the previous day. The implied volatity was 5.59, 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 4.7, which was 0 lower than the previous day. The implied volatity was 7.07, 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 4.7, which was 0 lower than the previous day. The implied volatity was 8.00, 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 4.7, which was 0 lower than the previous day. The implied volatity was 6.08, 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 4.7, which was 0 lower than the previous day. The implied volatity was 6.57, 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 4.7, which was 0 lower than the previous day. The implied volatity was 5.67, 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 4.7, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
| LTF 24APR2025 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.13
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 7 Apr | 148.57 | 7.5 | 1.2 | 46.37 | 42 | 7 | 120 |
| 4 Apr | 153.72 | 5.9 | 1.55 | 48.17 | 174 | 3 | 113 |
| 3 Apr | 153.97 | 4.25 | -1.55 | 37.20 | 123 | 16 | 108 |
| 2 Apr | 151.88 | 5.95 | -0.35 | 42.21 | 69 | 2 | 92 |
| 1 Apr | 150.90 | 6.05 | -1.2 | 38.79 | 129 | 43 | 85 |
| 28 Mar | 153.22 | 7.5 | 1.2 | 51.47 | 61 | 15 | 42 |
| 27 Mar | 155.56 | 6 | -1.6 | 47.16 | 29 | 17 | 22 |
| 26 Mar | 152.95 | 8.5 | 2.45 | 53.64 | 7 | 4 | 4 |
| 25 Mar | 155.04 | 6.05 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 158.57 | 6.05 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 155.09 | 6.05 | -9.95 | 42.23 | 2 | 1 | 1 |
| 20 Mar | 149.71 | 16 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 146.30 | 16 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 142.62 | 16 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 140.17 | 16 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 138.64 | 16 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 141.00 | 16 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 139.83 | 16 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 141.71 | 16 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 141.09 | 16 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 152.5 expiring on 24APR2025
Delta for 152.5 PE is -0.55
Historical price for 152.5 PE is as follows
On 7 Apr LTF was trading at 148.57. The strike last trading price was 7.5, which was 1.2 higher than the previous day. The implied volatity was 46.37, the open interest changed by 7 which increased total open position to 120
On 4 Apr LTF was trading at 153.72. The strike last trading price was 5.9, which was 1.55 higher than the previous day. The implied volatity was 48.17, the open interest changed by 3 which increased total open position to 113
On 3 Apr LTF was trading at 153.97. The strike last trading price was 4.25, which was -1.55 lower than the previous day. The implied volatity was 37.20, the open interest changed by 16 which increased total open position to 108
On 2 Apr LTF was trading at 151.88. The strike last trading price was 5.95, which was -0.35 lower than the previous day. The implied volatity was 42.21, the open interest changed by 2 which increased total open position to 92
On 1 Apr LTF was trading at 150.90. The strike last trading price was 6.05, which was -1.2 lower than the previous day. The implied volatity was 38.79, the open interest changed by 43 which increased total open position to 85
On 28 Mar LTF was trading at 153.22. The strike last trading price was 7.5, which was 1.2 higher than the previous day. The implied volatity was 51.47, the open interest changed by 15 which increased total open position to 42
On 27 Mar LTF was trading at 155.56. The strike last trading price was 6, which was -1.6 lower than the previous day. The implied volatity was 47.16, the open interest changed by 17 which increased total open position to 22
On 26 Mar LTF was trading at 152.95. The strike last trading price was 8.5, which was 2.45 higher than the previous day. The implied volatity was 53.64, the open interest changed by 4 which increased total open position to 4
On 25 Mar LTF was trading at 155.04. The strike last trading price was 6.05, 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 24 Mar LTF was trading at 158.57. The strike last trading price was 6.05, 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 21 Mar LTF was trading at 155.09. The strike last trading price was 6.05, which was -9.95 lower than the previous day. The implied volatity was 42.23, the open interest changed by 1 which increased total open position to 1
On 20 Mar LTF was trading at 149.71. The strike last trading price was 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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 16, 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
