LTF
L&t Finance Limited
Historical option data for LTF
21 Nov 2024 04:13 PM IST
| LTF 28NOV2024 152.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 137.74 | 0.25 | -0.15 | 46.80 | 60 | -1 | 162 | |||
| 20 Nov | 139.71 | 0.4 | 0.00 | 42.69 | 330 | 76 | 163 | |||
| 19 Nov | 139.71 | 0.4 | 0.05 | 42.69 | 330 | 76 | 163 | |||
| 18 Nov | 138.69 | 0.35 | 0.00 | 40.47 | 40 | 1 | 88 | |||
| 14 Nov | 137.51 | 0.35 | -0.05 | 34.70 | 17 | -1 | 84 | |||
| 13 Nov | 135.91 | 0.4 | -0.10 | 37.16 | 86 | 0 | 86 | |||
| 12 Nov | 138.57 | 0.5 | -0.25 | 34.72 | 89 | -4 | 84 | |||
| 11 Nov | 140.16 | 0.75 | -0.20 | 34.22 | 127 | -2 | 90 | |||
| 8 Nov | 140.11 | 0.95 | -0.75 | 33.71 | 186 | 18 | 94 | |||
| 7 Nov | 144.15 | 1.7 | -1.00 | 31.27 | 135 | 9 | 75 | |||
| 6 Nov | 147.56 | 2.7 | 0.05 | 29.58 | 229 | 23 | 67 | |||
| 5 Nov | 145.39 | 2.65 | 0.30 | 34.77 | 197 | 9 | 45 | |||
| 4 Nov | 142.76 | 2.35 | -1.45 | 37.60 | 133 | 21 | 35 | |||
| 1 Nov | 148.62 | 3.8 | 0.45 | 29.29 | 4 | 0 | 18 | |||
| 31 Oct | 146.00 | 3.35 | -34.20 | - | 24 | 16 | 16 | |||
| 30 Oct | 146.49 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 143.95 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 142.23 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 140.28 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 144.66 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 146.55 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 157.82 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 166.64 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 166.41 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 166.83 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 168.05 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 165.32 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 163.76 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 167.48 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 169.42 | 37.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 171.99 | 37.55 | 37.55 | - | 0 | 0 | 0 | |||
| 7 Oct | 168.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 174.96 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 181.23 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 188.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 187.90 | 0 | - | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 CE is 0.07
Historical price for 152.5 CE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 46.80, the open interest changed by -1 which decreased total open position to 162
On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.69, the open interest changed by 76 which increased total open position to 163
On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 42.69, the open interest changed by 76 which increased total open position to 163
On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.47, the open interest changed by 1 which increased total open position to 88
On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.70, the open interest changed by -1 which decreased total open position to 84
On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 37.16, the open interest changed by 0 which decreased total open position to 86
On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 34.72, the open interest changed by -4 which decreased total open position to 84
On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.75, which was -0.20 lower than the previous day. The implied volatity was 34.22, the open interest changed by -2 which decreased total open position to 90
On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 33.71, the open interest changed by 18 which increased total open position to 94
On 7 Nov LTF was trading at 144.15. The strike last trading price was 1.7, which was -1.00 lower than the previous day. The implied volatity was 31.27, the open interest changed by 9 which increased total open position to 75
On 6 Nov LTF was trading at 147.56. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 29.58, the open interest changed by 23 which increased total open position to 67
On 5 Nov LTF was trading at 145.39. The strike last trading price was 2.65, which was 0.30 higher than the previous day. The implied volatity was 34.77, the open interest changed by 9 which increased total open position to 45
On 4 Nov LTF was trading at 142.76. The strike last trading price was 2.35, which was -1.45 lower than the previous day. The implied volatity was 37.60, the open interest changed by 21 which increased total open position to 35
On 1 Nov LTF was trading at 148.62. The strike last trading price was 3.8, which was 0.45 higher than the previous day. The implied volatity was 29.29, the open interest changed by 0 which decreased total open position to 18
On 31 Oct LTF was trading at 146.00. The strike last trading price was 3.35, which was -34.20 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 37.55, 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 29 Oct LTF was trading at 143.95. The strike last trading price was 37.55, 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 28 Oct LTF was trading at 142.23. The strike last trading price was 37.55, 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 25 Oct LTF was trading at 140.28. The strike last trading price was 37.55, 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 24 Oct LTF was trading at 144.66. The strike last trading price was 37.55, 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 22 Oct LTF was trading at 146.55. The strike last trading price was 37.55, 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 21 Oct LTF was trading at 157.82. The strike last trading price was 37.55, 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 18 Oct LTF was trading at 166.64. The strike last trading price was 37.55, 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 17 Oct LTF was trading at 166.41. The strike last trading price was 37.55, 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 16 Oct LTF was trading at 166.83. The strike last trading price was 37.55, 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 15 Oct LTF was trading at 168.05. The strike last trading price was 37.55, 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 14 Oct LTF was trading at 165.32. The strike last trading price was 37.55, 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 11 Oct LTF was trading at 163.76. The strike last trading price was 37.55, 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 10 Oct LTF was trading at 167.48. The strike last trading price was 37.55, 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 37.55, 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 37.55, which was 37.55 higher 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 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 Oct LTF was trading at 174.96. 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 Oct LTF was trading at 181.23. 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 1 Oct LTF was trading at 188.12. 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 27 Sept LTF was trading at 187.90. 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 152.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.84
Vega: 0.05
Theta: -0.19
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 137.74 | 15.5 | 3.50 | 68.68 | 3 | 1 | 31 |
| 20 Nov | 139.71 | 12 | 0.00 | - | 10 | -3 | 30 |
| 19 Nov | 139.71 | 12 | -1.95 | - | 10 | -3 | 30 |
| 18 Nov | 138.69 | 13.95 | -0.95 | 37.98 | 2 | 0 | 33 |
| 14 Nov | 137.51 | 14.9 | -1.95 | 46.45 | 7 | -1 | 34 |
| 13 Nov | 135.91 | 16.85 | 3.05 | 57.50 | 6 | -2 | 35 |
| 12 Nov | 138.57 | 13.8 | 1.00 | 30.92 | 1 | 0 | 37 |
| 11 Nov | 140.16 | 12.8 | -0.25 | 38.14 | 5 | 0 | 37 |
| 8 Nov | 140.11 | 13.05 | 3.70 | 39.83 | 16 | 7 | 39 |
| 7 Nov | 144.15 | 9.35 | 2.70 | 34.25 | 48 | 4 | 32 |
| 6 Nov | 147.56 | 6.65 | -2.25 | 30.71 | 107 | 10 | 28 |
| 5 Nov | 145.39 | 8.9 | -1.95 | 33.45 | 56 | 12 | 19 |
| 4 Nov | 142.76 | 10.85 | 9.50 | 36.30 | 51 | 8 | 8 |
| 1 Nov | 148.62 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 146.00 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 146.49 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 143.95 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 142.23 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 140.28 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 144.66 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 146.55 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 157.82 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 166.64 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 166.41 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 166.83 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 168.05 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 165.32 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 163.76 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 167.48 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 169.42 | 1.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 171.99 | 1.35 | 1.35 | - | 0 | 0 | 0 |
| 7 Oct | 168.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 174.96 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 181.23 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 188.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 187.90 | 0 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 152.5 expiring on 28NOV2024
Delta for 152.5 PE is -0.84
Historical price for 152.5 PE is as follows
On 21 Nov LTF was trading at 137.74. The strike last trading price was 15.5, which was 3.50 higher than the previous day. The implied volatity was 68.68, the open interest changed by 1 which increased total open position to 31
On 20 Nov LTF was trading at 139.71. 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 -3 which decreased total open position to 30
On 19 Nov LTF was trading at 139.71. The strike last trading price was 12, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 30
On 18 Nov LTF was trading at 138.69. The strike last trading price was 13.95, which was -0.95 lower than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 33
On 14 Nov LTF was trading at 137.51. The strike last trading price was 14.9, which was -1.95 lower than the previous day. The implied volatity was 46.45, the open interest changed by -1 which decreased total open position to 34
On 13 Nov LTF was trading at 135.91. The strike last trading price was 16.85, which was 3.05 higher than the previous day. The implied volatity was 57.50, the open interest changed by -2 which decreased total open position to 35
On 12 Nov LTF was trading at 138.57. The strike last trading price was 13.8, which was 1.00 higher than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 37
On 11 Nov LTF was trading at 140.16. The strike last trading price was 12.8, which was -0.25 lower than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 37
On 8 Nov LTF was trading at 140.11. The strike last trading price was 13.05, which was 3.70 higher than the previous day. The implied volatity was 39.83, the open interest changed by 7 which increased total open position to 39
On 7 Nov LTF was trading at 144.15. The strike last trading price was 9.35, which was 2.70 higher than the previous day. The implied volatity was 34.25, the open interest changed by 4 which increased total open position to 32
On 6 Nov LTF was trading at 147.56. The strike last trading price was 6.65, which was -2.25 lower than the previous day. The implied volatity was 30.71, the open interest changed by 10 which increased total open position to 28
On 5 Nov LTF was trading at 145.39. The strike last trading price was 8.9, which was -1.95 lower than the previous day. The implied volatity was 33.45, the open interest changed by 12 which increased total open position to 19
On 4 Nov LTF was trading at 142.76. The strike last trading price was 10.85, which was 9.50 higher than the previous day. The implied volatity was 36.30, the open interest changed by 8 which increased total open position to 8
On 1 Nov LTF was trading at 148.62. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTF was trading at 146.00. The strike last trading price was 1.35, 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 30 Oct LTF was trading at 146.49. The strike last trading price was 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 22 Oct LTF was trading at 146.55. The strike last trading price was 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 1.35, 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 14 Oct LTF was trading at 165.32. The strike last trading price was 1.35, 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 1.35, 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 Oct LTF was trading at 167.48. The strike last trading price was 1.35, 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 1.35, 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 1.35, which was 1.35 higher 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 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 Oct LTF was trading at 174.96. 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 Oct LTF was trading at 181.23. 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 1 Oct LTF was trading at 188.12. 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 27 Sept LTF was trading at 187.90. 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
