LTF
L&t Finance Limited
Historical option data for LTF
26 Dec 2024 04:13 PM IST
| LTF 30JAN2025 155 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.07
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 136.82 | 0.55 | 0.00 | 28.12 | 82 | 16 | 83 | |||
| 24 Dec | 138.65 | 0.55 | -0.10 | 25.09 | 30 | 8 | 66 | |||
| 23 Dec | 136.71 | 0.65 | -0.15 | 28.05 | 30 | 6 | 59 | |||
| 20 Dec | 136.48 | 0.8 | -0.65 | 29.18 | 26 | 12 | 53 | |||
| 19 Dec | 141.44 | 1.45 | -0.15 | 27.74 | 16 | 7 | 40 | |||
| 18 Dec | 141.02 | 1.6 | -0.40 | 28.10 | 25 | 0 | 33 | |||
| 17 Dec | 141.90 | 2 | -1.20 | 29.75 | 36 | 10 | 33 | |||
| 16 Dec | 147.30 | 3.2 | -0.25 | 27.06 | 14 | 7 | 22 | |||
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| 13 Dec | 146.61 | 3.45 | -0.55 | 28.13 | 9 | 2 | 15 | |||
| 12 Dec | 147.60 | 4 | -1.05 | 28.53 | 8 | 4 | 12 | |||
| 11 Dec | 150.07 | 5.05 | 0.05 | 28.60 | 7 | 2 | 7 | |||
| 10 Dec | 149.15 | 5 | 0.40 | 29.42 | 1 | 0 | 5 | |||
| 9 Dec | 148.23 | 4.6 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 148.81 | 4.6 | 0.25 | 27.77 | 6 | 0 | 4 | |||
| 5 Dec | 148.41 | 4.35 | 0.35 | 26.64 | 2 | 1 | 3 | |||
| 4 Dec | 148.14 | 4 | 1.50 | 24.98 | 1 | 0 | 2 | |||
| 3 Dec | 145.62 | 2.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 140.76 | 2.5 | -1.00 | 27.79 | 1 | 0 | 1 | |||
| 25 Nov | 140.94 | 3.5 | -6.10 | 30.95 | 2 | 1 | 1 | |||
| 21 Nov | 137.74 | 9.6 | 0.00 | 7.13 | 0 | 0 | 0 | |||
| 7 Nov | 144.15 | 9.6 | 0.00 | 3.42 | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 9.6 | 0.00 | 1.72 | 0 | 0 | 0 | |||
| 5 Nov | 145.39 | 9.6 | 0.00 | 3.60 | 0 | 0 | 0 | |||
| 4 Nov | 142.76 | 9.6 | 3.22 | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 155 expiring on 30JAN2025
Delta for 155 CE is 0.10
Historical price for 155 CE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 28.12, the open interest changed by 16 which increased total open position to 83
On 24 Dec LTF was trading at 138.65. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.09, the open interest changed by 8 which increased total open position to 66
On 23 Dec LTF was trading at 136.71. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 28.05, the open interest changed by 6 which increased total open position to 59
On 20 Dec LTF was trading at 136.48. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 29.18, the open interest changed by 12 which increased total open position to 53
On 19 Dec LTF was trading at 141.44. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 27.74, the open interest changed by 7 which increased total open position to 40
On 18 Dec LTF was trading at 141.02. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 33
On 17 Dec LTF was trading at 141.90. The strike last trading price was 2, which was -1.20 lower than the previous day. The implied volatity was 29.75, the open interest changed by 10 which increased total open position to 33
On 16 Dec LTF was trading at 147.30. The strike last trading price was 3.2, which was -0.25 lower than the previous day. The implied volatity was 27.06, the open interest changed by 7 which increased total open position to 22
On 13 Dec LTF was trading at 146.61. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 28.13, the open interest changed by 2 which increased total open position to 15
On 12 Dec LTF was trading at 147.60. The strike last trading price was 4, which was -1.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 4 which increased total open position to 12
On 11 Dec LTF was trading at 150.07. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 28.60, the open interest changed by 2 which increased total open position to 7
On 10 Dec LTF was trading at 149.15. The strike last trading price was 5, which was 0.40 higher than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 5
On 9 Dec LTF was trading at 148.23. The strike last trading price was 4.6, which was 0.00 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 6 Dec LTF was trading at 148.81. The strike last trading price was 4.6, which was 0.25 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 4
On 5 Dec LTF was trading at 148.41. The strike last trading price was 4.35, which was 0.35 higher than the previous day. The implied volatity was 26.64, the open interest changed by 1 which increased total open position to 3
On 4 Dec LTF was trading at 148.14. The strike last trading price was 4, which was 1.50 higher than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 2
On 3 Dec LTF was trading at 145.62. The strike last trading price was 2.5, which was 0.00 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 27 Nov LTF was trading at 140.76. The strike last trading price was 2.5, which was -1.00 lower than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 1
On 25 Nov LTF was trading at 140.94. The strike last trading price was 3.5, which was -6.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 1
On 21 Nov LTF was trading at 137.74. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 7.13, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 144.15. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 147.56. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 142.76. The strike last trading price was 9.6, which was lower than the previous day. The implied volatity was 3.22, the open interest changed by 0 which decreased total open position to 0
| LTF 30JAN2025 155 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.11
Theta: -0.02
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 136.82 | 18 | -2.40 | 36.59 | 9 | 0 | 24 |
| 24 Dec | 138.65 | 20.4 | -0.35 | 61.69 | 8 | 7 | 23 |
| 23 Dec | 136.71 | 20.75 | 1.75 | 54.97 | 4 | 2 | 15 |
| 20 Dec | 136.48 | 19 | 3.40 | 40.34 | 4 | 3 | 12 |
| 19 Dec | 141.44 | 15.6 | -0.05 | 40.93 | 3 | 2 | 8 |
| 18 Dec | 141.02 | 15.65 | 2.25 | 41.83 | 6 | 3 | 7 |
| 17 Dec | 141.90 | 13.4 | 3.50 | 27.46 | 1 | 0 | 3 |
| 16 Dec | 147.30 | 9.9 | 0.90 | 30.88 | 2 | 1 | 2 |
| 13 Dec | 146.61 | 9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 147.60 | 9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 150.07 | 9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 149.15 | 9 | -6.80 | 31.47 | 1 | 0 | 0 |
| 9 Dec | 148.23 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 148.81 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 148.41 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 148.14 | 15.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 145.62 | 15.8 | 15.80 | - | 0 | 0 | 0 |
| 27 Nov | 140.76 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 140.94 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 137.74 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 144.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 147.56 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 145.39 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 142.76 | 0 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 155 expiring on 30JAN2025
Delta for 155 PE is -0.83
Historical price for 155 PE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 18, which was -2.40 lower than the previous day. The implied volatity was 36.59, the open interest changed by 0 which decreased total open position to 24
On 24 Dec LTF was trading at 138.65. The strike last trading price was 20.4, which was -0.35 lower than the previous day. The implied volatity was 61.69, the open interest changed by 7 which increased total open position to 23
On 23 Dec LTF was trading at 136.71. The strike last trading price was 20.75, which was 1.75 higher than the previous day. The implied volatity was 54.97, the open interest changed by 2 which increased total open position to 15
On 20 Dec LTF was trading at 136.48. The strike last trading price was 19, which was 3.40 higher than the previous day. The implied volatity was 40.34, the open interest changed by 3 which increased total open position to 12
On 19 Dec LTF was trading at 141.44. The strike last trading price was 15.6, which was -0.05 lower than the previous day. The implied volatity was 40.93, the open interest changed by 2 which increased total open position to 8
On 18 Dec LTF was trading at 141.02. The strike last trading price was 15.65, which was 2.25 higher than the previous day. The implied volatity was 41.83, the open interest changed by 3 which increased total open position to 7
On 17 Dec LTF was trading at 141.90. The strike last trading price was 13.4, which was 3.50 higher than the previous day. The implied volatity was 27.46, the open interest changed by 0 which decreased total open position to 3
On 16 Dec LTF was trading at 147.30. The strike last trading price was 9.9, which was 0.90 higher than the previous day. The implied volatity was 30.88, the open interest changed by 1 which increased total open position to 2
On 13 Dec LTF was trading at 146.61. The strike last trading price was 9, which was 0.00 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 12 Dec LTF was trading at 147.60. The strike last trading price was 9, which was 0.00 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 11 Dec LTF was trading at 150.07. The strike last trading price was 9, which was 0.00 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 10 Dec LTF was trading at 149.15. The strike last trading price was 9, which was -6.80 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LTF was trading at 148.23. The strike last trading price was 15.8, 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 6 Dec LTF was trading at 148.81. The strike last trading price was 15.8, 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 5 Dec LTF was trading at 148.41. The strike last trading price was 15.8, 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 4 Dec LTF was trading at 148.14. The strike last trading price was 15.8, 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 3 Dec LTF was trading at 145.62. The strike last trading price was 15.8, which was 15.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LTF was trading at 140.76. 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 0 which decreased total open position to 0
On 25 Nov LTF was trading at 140.94. 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 0 which decreased total open position to 0
On 21 Nov LTF was trading at 137.74. 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 0 which decreased total open position to 0
On 7 Nov LTF was trading at 144.15. 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 0 which decreased total open position to 0
On 6 Nov LTF was trading at 147.56. 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 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. 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 0 which decreased total open position to 0
On 4 Nov LTF was trading at 142.76. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
