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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 155 CE
Delta: 0.04
Vega: 0.02
Theta: -0.06
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 137.74 0.15 -0.15 47.53 90 -7 341
20 Nov 139.71 0.3 0.00 45.10 229 -45 361
19 Nov 139.71 0.3 0.05 45.10 229 -32 361
18 Nov 138.69 0.25 0.00 42.30 204 -17 392
14 Nov 137.51 0.25 -0.05 36.22 171 -20 410
13 Nov 135.91 0.3 -0.05 38.76 331 -24 432
12 Nov 138.57 0.35 -0.15 35.84 483 -2 459
11 Nov 140.16 0.5 -0.15 34.58 616 -47 458
8 Nov 140.11 0.65 -0.55 33.92 964 32 509
7 Nov 144.15 1.2 -0.80 31.53 567 35 480
6 Nov 147.56 2 0.05 30.13 586 56 445
5 Nov 145.39 1.95 0.20 35.27 771 46 390
4 Nov 142.76 1.75 -1.20 37.32 781 107 347
1 Nov 148.62 2.95 0.30 29.38 94 29 239
31 Oct 146.00 2.65 -1.25 - 805 142 211
30 Oct 146.49 3.9 1.45 - 10 -6 70
29 Oct 143.95 2.45 0.10 - 1 0 77
28 Oct 142.23 2.35 0.00 - 0 23 0
25 Oct 140.28 2.35 -1.25 - 80 23 77
24 Oct 144.66 3.6 -12.80 - 92 53 55
22 Oct 146.55 16.4 0.00 - 0 0 2
21 Oct 157.82 16.4 0.00 - 2 0 2
18 Oct 166.64 16.4 0.00 - 2 0 2
17 Oct 166.41 16.4 0.00 - 2 0 2
16 Oct 166.83 16.4 0.00 - 2 0 2
15 Oct 168.05 16.4 -7.70 - 2 0 0
14 Oct 165.32 24.1 0.00 - 0 0 0
11 Oct 163.76 24.1 0.00 - 0 0 0
10 Oct 167.48 24.1 0.00 - 0 0 0
9 Oct 169.42 24.1 0.00 - 0 0 0
8 Oct 171.99 24.1 0.00 - 0 0 0
7 Oct 168.50 24.1 0.00 - 0 0 0
4 Oct 174.96 24.1 0.00 - 0 0 0
3 Oct 181.23 24.1 0.00 - 0 0 0
1 Oct 188.12 24.1 0.00 - 0 0 0
27 Sept 187.90 24.1 24.10 - 0 0 0
26 Sept 186.82 0 0.00 - 0 0 0
18 Sept 177.01 0 0.00 - 0 0 0
17 Sept 175.85 0 0.00 - 0 0 0
16 Sept 175.22 0 0.00 - 0 0 0
13 Sept 177.91 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 155 expiring on 28NOV2024

Delta for 155 CE is 0.04

Historical price for 155 CE is as follows

On 21 Nov LTF was trading at 137.74. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 47.53, the open interest changed by -7 which decreased total open position to 341


On 20 Nov LTF was trading at 139.71. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.10, the open interest changed by -45 which decreased total open position to 361


On 19 Nov LTF was trading at 139.71. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 45.10, the open interest changed by -32 which decreased total open position to 361


On 18 Nov LTF was trading at 138.69. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 42.30, the open interest changed by -17 which decreased total open position to 392


On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.22, the open interest changed by -20 which decreased total open position to 410


On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.76, the open interest changed by -24 which decreased total open position to 432


On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 35.84, the open interest changed by -2 which decreased total open position to 459


On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 34.58, the open interest changed by -47 which decreased total open position to 458


On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 33.92, the open interest changed by 32 which increased total open position to 509


On 7 Nov LTF was trading at 144.15. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 31.53, the open interest changed by 35 which increased total open position to 480


On 6 Nov LTF was trading at 147.56. The strike last trading price was 2, which was 0.05 higher than the previous day. The implied volatity was 30.13, the open interest changed by 56 which increased total open position to 445


On 5 Nov LTF was trading at 145.39. The strike last trading price was 1.95, which was 0.20 higher than the previous day. The implied volatity was 35.27, the open interest changed by 46 which increased total open position to 390


On 4 Nov LTF was trading at 142.76. The strike last trading price was 1.75, which was -1.20 lower than the previous day. The implied volatity was 37.32, the open interest changed by 107 which increased total open position to 347


On 1 Nov LTF was trading at 148.62. The strike last trading price was 2.95, which was 0.30 higher than the previous day. The implied volatity was 29.38, the open interest changed by 29 which increased total open position to 239


On 31 Oct LTF was trading at 146.00. The strike last trading price was 2.65, which was -1.25 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 3.9, which was 1.45 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 2.45, 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 28 Oct LTF was trading at 142.23. The strike last trading price was 2.35, 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 2.35, which was -1.25 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 3.6, which was -12.80 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 16.4, 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 16.4, 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 16.4, 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 16.4, 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 16.4, 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 16.4, which was -7.70 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, 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 24.1, which was 24.10 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 17 Sept LTF was trading at 175.85. 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 16 Sept LTF was trading at 175.22. 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 13 Sept LTF was trading at 177.91. 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 155 PE
Delta: -0.94
Vega: 0.02
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 137.74 17.2 2.60 52.44 3 -2 130
20 Nov 139.71 14.6 0.00 - 20 -14 133
19 Nov 139.71 14.6 -2.40 - 20 -13 133
18 Nov 138.69 17 -1.90 54.48 5 0 148
14 Nov 137.51 18.9 0.10 72.10 1 0 147
13 Nov 135.91 18.8 2.10 55.05 15 -11 147
12 Nov 138.57 16.7 2.70 43.19 2 -1 159
11 Nov 140.16 14 -1.35 - 2 0 161
8 Nov 140.11 15.35 3.90 42.44 20 11 161
7 Nov 144.15 11.45 2.70 36.00 13 5 150
6 Nov 147.56 8.75 -2.10 33.81 119 40 144
5 Nov 145.39 10.85 -2.20 34.28 42 19 103
4 Nov 142.76 13.05 3.95 38.71 55 36 84
1 Nov 148.62 9.1 -1.90 40.80 1 0 49
31 Oct 146.00 11 -4.75 - 65 41 50
30 Oct 146.49 15.75 0.00 - 0 0 0
29 Oct 143.95 15.75 0.00 - 0 0 0
28 Oct 142.23 15.75 0.00 - 0 3 0
25 Oct 140.28 15.75 3.60 - 4 2 8
24 Oct 144.66 12.15 6.25 - 7 5 5
22 Oct 146.55 5.9 0.00 - 0 0 0
21 Oct 157.82 5.9 0.00 - 0 0 0
18 Oct 166.64 5.9 0.00 - 0 0 0
17 Oct 166.41 5.9 0.00 - 0 0 0
16 Oct 166.83 5.9 0.00 - 0 0 0
15 Oct 168.05 5.9 0.00 - 0 0 0
14 Oct 165.32 5.9 0.00 - 0 0 0
11 Oct 163.76 5.9 0.00 - 0 0 0
10 Oct 167.48 5.9 0.00 - 0 0 0
9 Oct 169.42 5.9 0.00 - 0 0 0
8 Oct 171.99 5.9 0.00 - 0 0 0
7 Oct 168.50 5.9 0.00 - 0 0 0
4 Oct 174.96 5.9 0.00 - 0 0 0
3 Oct 181.23 5.9 0.00 - 0 0 0
1 Oct 188.12 5.9 0.00 - 0 0 0
27 Sept 187.90 5.9 5.90 - 0 0 0
26 Sept 186.82 0 0.00 - 0 0 0
18 Sept 177.01 0 0.00 - 0 0 0
17 Sept 175.85 0 0.00 - 0 0 0
16 Sept 175.22 0 0.00 - 0 0 0
13 Sept 177.91 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 155 expiring on 28NOV2024

Delta for 155 PE is -0.94

Historical price for 155 PE is as follows

On 21 Nov LTF was trading at 137.74. The strike last trading price was 17.2, which was 2.60 higher than the previous day. The implied volatity was 52.44, the open interest changed by -2 which decreased total open position to 130


On 20 Nov LTF was trading at 139.71. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 133


On 19 Nov LTF was trading at 139.71. The strike last trading price was 14.6, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 133


On 18 Nov LTF was trading at 138.69. The strike last trading price was 17, which was -1.90 lower than the previous day. The implied volatity was 54.48, the open interest changed by 0 which decreased total open position to 148


On 14 Nov LTF was trading at 137.51. The strike last trading price was 18.9, which was 0.10 higher than the previous day. The implied volatity was 72.10, the open interest changed by 0 which decreased total open position to 147


On 13 Nov LTF was trading at 135.91. The strike last trading price was 18.8, which was 2.10 higher than the previous day. The implied volatity was 55.05, the open interest changed by -11 which decreased total open position to 147


On 12 Nov LTF was trading at 138.57. The strike last trading price was 16.7, which was 2.70 higher than the previous day. The implied volatity was 43.19, the open interest changed by -1 which decreased total open position to 159


On 11 Nov LTF was trading at 140.16. The strike last trading price was 14, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161


On 8 Nov LTF was trading at 140.11. The strike last trading price was 15.35, which was 3.90 higher than the previous day. The implied volatity was 42.44, the open interest changed by 11 which increased total open position to 161


On 7 Nov LTF was trading at 144.15. The strike last trading price was 11.45, which was 2.70 higher than the previous day. The implied volatity was 36.00, the open interest changed by 5 which increased total open position to 150


On 6 Nov LTF was trading at 147.56. The strike last trading price was 8.75, which was -2.10 lower than the previous day. The implied volatity was 33.81, the open interest changed by 40 which increased total open position to 144


On 5 Nov LTF was trading at 145.39. The strike last trading price was 10.85, which was -2.20 lower than the previous day. The implied volatity was 34.28, the open interest changed by 19 which increased total open position to 103


On 4 Nov LTF was trading at 142.76. The strike last trading price was 13.05, which was 3.95 higher than the previous day. The implied volatity was 38.71, the open interest changed by 36 which increased total open position to 84


On 1 Nov LTF was trading at 148.62. The strike last trading price was 9.1, which was -1.90 lower than the previous day. The implied volatity was 40.80, the open interest changed by 0 which decreased total open position to 49


On 31 Oct LTF was trading at 146.00. The strike last trading price was 11, which was -4.75 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 15.75, 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 15.75, 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 15.75, 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 15.75, which was 3.60 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 12.15, which was 6.25 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, 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 5.9, which was 5.90 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 17 Sept LTF was trading at 175.85. 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 16 Sept LTF was trading at 175.22. 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 13 Sept LTF was trading at 177.91. 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