LTF
L&T Finance Limited
Historical option data for LTF
11 Apr 2025 04:12 PM IST
| LTF 24APR2025 157.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.12
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 155.46 | 3.1 | 0.3 | 32.50 | 315 | -25 | 124 | |||
| 9 Apr | 153.34 | 2.8 | -0.55 | 35.35 | 163 | 15 | 150 | |||
| 8 Apr | 154.37 | 3.4 | 1.35 | 35.97 | 219 | 18 | 136 | |||
| 7 Apr | 148.57 | 2.2 | 0.2 | 39.41 | 158 | -2 | 119 | |||
| 4 Apr | 153.72 | 2 | -0.95 | 22.54 | 154 | 30 | 121 | |||
| 3 Apr | 153.97 | 2.95 | 0.55 | 27.15 | 83 | 7 | 93 | |||
| 2 Apr | 151.88 | 2.4 | 0.25 | 27.82 | 81 | -2 | 86 | |||
| 1 Apr | 150.90 | 2.25 | -0.05 | 28.61 | 70 | 6 | 89 | |||
| 28 Mar | 153.22 | 2.25 | -1.05 | 20.82 | 145 | 46 | 83 | |||
| 27 Mar | 155.56 | 3.6 | -0.05 | 22.58 | 68 | 6 | 37 | |||
| 26 Mar | 152.95 | 3.65 | 0 | 30.30 | 7 | 0 | 30 | |||
| 25 Mar | 155.04 | 3.4 | -2.25 | 24.28 | 31 | 9 | 29 | |||
| 24 Mar | 158.57 | 5.65 | 3.85 | 24.81 | 47 | 10 | 21 | |||
| 21 Mar | 155.09 | 1.8 | -0.15 | 12.05 | 12 | -2 | 10 | |||
| 20 Mar | 149.71 | 1.95 | 0.05 | 23.68 | 11 | 2 | 9 | |||
| 19 Mar | 146.30 | 1.8 | -1.65 | 27.73 | 38 | 7 | 7 | |||
| 18 Mar | 142.62 | 3.45 | 0 | 8.49 | 0 | 0 | 0 | |||
| 17 Mar | 140.17 | 3.45 | 0 | 9.88 | 0 | 0 | 0 | |||
| 13 Mar | 138.64 | 3.45 | 0 | 10.49 | 0 | 0 | 0 | |||
| 11 Mar | 141.00 | 3.45 | 0 | 8.65 | 0 | 0 | 0 | |||
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| 10 Mar | 139.83 | 3.45 | 0 | 9.19 | 0 | 0 | 0 | |||
| 7 Mar | 141.71 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 141.09 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For L&T Finance Limited - strike price 157.5 expiring on 24APR2025
Delta for 157.5 CE is 0.45
Historical price for 157.5 CE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 3.1, which was 0.3 higher than the previous day. The implied volatity was 32.50, the open interest changed by -25 which decreased total open position to 124
On 9 Apr LTF was trading at 153.34. The strike last trading price was 2.8, which was -0.55 lower than the previous day. The implied volatity was 35.35, the open interest changed by 15 which increased total open position to 150
On 8 Apr LTF was trading at 154.37. The strike last trading price was 3.4, which was 1.35 higher than the previous day. The implied volatity was 35.97, the open interest changed by 18 which increased total open position to 136
On 7 Apr LTF was trading at 148.57. The strike last trading price was 2.2, which was 0.2 higher than the previous day. The implied volatity was 39.41, the open interest changed by -2 which decreased total open position to 119
On 4 Apr LTF was trading at 153.72. The strike last trading price was 2, which was -0.95 lower than the previous day. The implied volatity was 22.54, the open interest changed by 30 which increased total open position to 121
On 3 Apr LTF was trading at 153.97. The strike last trading price was 2.95, which was 0.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by 7 which increased total open position to 93
On 2 Apr LTF was trading at 151.88. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by -2 which decreased total open position to 86
On 1 Apr LTF was trading at 150.90. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 28.61, the open interest changed by 6 which increased total open position to 89
On 28 Mar LTF was trading at 153.22. The strike last trading price was 2.25, which was -1.05 lower than the previous day. The implied volatity was 20.82, the open interest changed by 46 which increased total open position to 83
On 27 Mar LTF was trading at 155.56. The strike last trading price was 3.6, which was -0.05 lower than the previous day. The implied volatity was 22.58, the open interest changed by 6 which increased total open position to 37
On 26 Mar LTF was trading at 152.95. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 30.30, the open interest changed by 0 which decreased total open position to 30
On 25 Mar LTF was trading at 155.04. The strike last trading price was 3.4, which was -2.25 lower than the previous day. The implied volatity was 24.28, the open interest changed by 9 which increased total open position to 29
On 24 Mar LTF was trading at 158.57. The strike last trading price was 5.65, which was 3.85 higher than the previous day. The implied volatity was 24.81, the open interest changed by 10 which increased total open position to 21
On 21 Mar LTF was trading at 155.09. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 12.05, the open interest changed by -2 which decreased total open position to 10
On 20 Mar LTF was trading at 149.71. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 9
On 19 Mar LTF was trading at 146.30. The strike last trading price was 1.8, which was -1.65 lower than the previous day. The implied volatity was 27.73, the open interest changed by 7 which increased total open position to 7
On 18 Mar LTF was trading at 142.62. The strike last trading price was 3.45, which was 0 lower than the previous day. The implied volatity was 8.49, 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 3.45, which was 0 lower than the previous day. The implied volatity was 9.88, 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 3.45, which was 0 lower than the previous day. The implied volatity was 10.49, 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 3.45, which was 0 lower than the previous day. The implied volatity was 8.65, 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 3.45, which was 0 lower than the previous day. The implied volatity was 9.19, 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 0, 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 6 Mar LTF was trading at 141.09. The strike last trading price was 0, 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
| LTF 24APR2025 157.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.12
Theta: -0.15
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 155.46 | 5.35 | -1.85 | 38.61 | 64 | 10 | 38 |
| 9 Apr | 153.34 | 7.2 | 0.4 | 40.69 | 40 | 2 | 28 |
| 8 Apr | 154.37 | 6.8 | -4.95 | 40.70 | 46 | 8 | 27 |
| 7 Apr | 148.57 | 11.55 | 2.25 | 53.14 | 13 | -4 | 21 |
| 4 Apr | 153.72 | 9.25 | 2.2 | 53.08 | 31 | -2 | 25 |
| 3 Apr | 153.97 | 6.9 | -2.05 | 37.81 | 19 | -2 | 28 |
| 2 Apr | 151.88 | 9.05 | -1.55 | 44.19 | 7 | 0 | 30 |
| 1 Apr | 150.90 | 10.85 | 0.25 | 0.00 | 0 | 9 | 0 |
| 28 Mar | 153.22 | 10.85 | 1.7 | 55.66 | 49 | 9 | 30 |
| 27 Mar | 155.56 | 9 | 0.5 | 50.51 | 23 | 7 | 20 |
| 26 Mar | 152.95 | 8.5 | 0 | 0.00 | 0 | 4 | 0 |
| 25 Mar | 155.04 | 8.5 | 2.25 | 42.15 | 11 | 1 | 10 |
| 24 Mar | 158.57 | 6.25 | -13.5 | 39.65 | 19 | 8 | 8 |
| 21 Mar | 155.09 | 19.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 149.71 | 19.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 146.30 | 19.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 142.62 | 19.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 140.17 | 19.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 138.64 | 19.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 141.00 | 19.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 139.83 | 19.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 141.71 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 141.09 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 157.5 expiring on 24APR2025
Delta for 157.5 PE is -0.54
Historical price for 157.5 PE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 5.35, which was -1.85 lower than the previous day. The implied volatity was 38.61, the open interest changed by 10 which increased total open position to 38
On 9 Apr LTF was trading at 153.34. The strike last trading price was 7.2, which was 0.4 higher than the previous day. The implied volatity was 40.69, the open interest changed by 2 which increased total open position to 28
On 8 Apr LTF was trading at 154.37. The strike last trading price was 6.8, which was -4.95 lower than the previous day. The implied volatity was 40.70, the open interest changed by 8 which increased total open position to 27
On 7 Apr LTF was trading at 148.57. The strike last trading price was 11.55, which was 2.25 higher than the previous day. The implied volatity was 53.14, the open interest changed by -4 which decreased total open position to 21
On 4 Apr LTF was trading at 153.72. The strike last trading price was 9.25, which was 2.2 higher than the previous day. The implied volatity was 53.08, the open interest changed by -2 which decreased total open position to 25
On 3 Apr LTF was trading at 153.97. The strike last trading price was 6.9, which was -2.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by -2 which decreased total open position to 28
On 2 Apr LTF was trading at 151.88. The strike last trading price was 9.05, which was -1.55 lower than the previous day. The implied volatity was 44.19, the open interest changed by 0 which decreased total open position to 30
On 1 Apr LTF was trading at 150.90. The strike last trading price was 10.85, which was 0.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 28 Mar LTF was trading at 153.22. The strike last trading price was 10.85, which was 1.7 higher than the previous day. The implied volatity was 55.66, the open interest changed by 9 which increased total open position to 30
On 27 Mar LTF was trading at 155.56. The strike last trading price was 9, which was 0.5 higher than the previous day. The implied volatity was 50.51, the open interest changed by 7 which increased total open position to 20
On 26 Mar LTF was trading at 152.95. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Mar LTF was trading at 155.04. The strike last trading price was 8.5, which was 2.25 higher than the previous day. The implied volatity was 42.15, the open interest changed by 1 which increased total open position to 10
On 24 Mar LTF was trading at 158.57. The strike last trading price was 6.25, which was -13.5 lower than the previous day. The implied volatity was 39.65, the open interest changed by 8 which increased total open position to 8
On 21 Mar LTF was trading at 155.09. The strike last trading price was 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 19.75, 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 0, 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 6 Mar LTF was trading at 141.09. The strike last trading price was 0, 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
