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[--[65.84.65.76]--]
LTF
L&t Finance Limited

137.51 1.60 (1.18%)

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Historical option data for LTF

14 Nov 2024 04:13 PM IST
LTF 28NOV2024 160 CE
Delta: 0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 137.51 0.1 0.00 37.36 144 -55 781
13 Nov 135.91 0.1 -0.10 38.05 137 -30 836
12 Nov 138.57 0.2 -0.10 38.83 165 -52 866
11 Nov 140.16 0.3 -0.05 37.84 579 132 921
8 Nov 140.11 0.35 -0.30 35.77 794 -23 790
7 Nov 144.15 0.65 -0.35 33.27 774 26 816
6 Nov 147.56 1 0.00 30.57 946 50 800
5 Nov 145.39 1 0.05 34.86 668 32 751
4 Nov 142.76 0.95 -0.65 37.24 1,443 89 719
1 Nov 148.62 1.6 0.20 29.51 273 78 626
31 Oct 146.00 1.4 -0.90 - 1,025 297 546
30 Oct 146.49 2.3 0.75 - 10 -9 250
29 Oct 143.95 1.55 0.20 - 2 -1 260
28 Oct 142.23 1.35 -0.10 - 3 -1 262
25 Oct 140.28 1.45 -0.80 - 320 150 263
24 Oct 144.66 2.25 -18.65 - 305 116 116
23 Oct 150.16 20.9 0.00 - 0 0 0
22 Oct 146.55 20.9 0.00 - 0 0 0
21 Oct 157.82 20.9 0.00 - 0 0 0
18 Oct 166.64 20.9 0.00 - 0 0 0
17 Oct 166.41 20.9 0.00 - 0 0 0
16 Oct 166.83 20.9 0.00 - 0 0 0
15 Oct 168.05 20.9 0.00 - 0 0 0
14 Oct 165.32 20.9 0.00 - 0 0 0
11 Oct 163.76 20.9 0.00 - 0 0 0
10 Oct 167.48 20.9 0.00 - 0 0 0
9 Oct 169.42 20.9 0.00 - 0 0 0
8 Oct 171.99 20.9 0.00 - 0 0 0
7 Oct 168.50 20.9 0.00 - 0 0 0
4 Oct 174.96 20.9 0.00 - 0 0 0
3 Oct 181.23 20.9 0.00 - 0 0 0
1 Oct 188.12 20.9 0.00 - 0 0 0
27 Sept 187.90 20.9 20.90 - 0 0 0
26 Sept 186.82 0 0.00 - 0 0 0
25 Sept 187.40 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 160 expiring on 28NOV2024

Delta for 160 CE is 0.03

Historical price for 160 CE is as follows

On 14 Nov LTF was trading at 137.51. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 37.36, the open interest changed by -55 which decreased total open position to 781


On 13 Nov LTF was trading at 135.91. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 38.05, the open interest changed by -30 which decreased total open position to 836


On 12 Nov LTF was trading at 138.57. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 38.83, the open interest changed by -52 which decreased total open position to 866


On 11 Nov LTF was trading at 140.16. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.84, the open interest changed by 132 which increased total open position to 921


On 8 Nov LTF was trading at 140.11. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 35.77, the open interest changed by -23 which decreased total open position to 790


On 7 Nov LTF was trading at 144.15. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 33.27, the open interest changed by 26 which increased total open position to 816


On 6 Nov LTF was trading at 147.56. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 30.57, the open interest changed by 50 which increased total open position to 800


On 5 Nov LTF was trading at 145.39. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 34.86, the open interest changed by 32 which increased total open position to 751


On 4 Nov LTF was trading at 142.76. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 37.24, the open interest changed by 89 which increased total open position to 719


On 1 Nov LTF was trading at 148.62. The strike last trading price was 1.6, which was 0.20 higher than the previous day. The implied volatity was 29.51, the open interest changed by 78 which increased total open position to 626


On 31 Oct LTF was trading at 146.00. The strike last trading price was 1.4, which was -0.90 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 2.3, which was 0.75 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 1.55, which was 0.20 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 1.35, which was -0.10 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 1.45, which was -0.80 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 2.25, which was -18.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LTF was trading at 150.16. The strike last trading price was 20.9, 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 22 Oct LTF was trading at 146.55. The strike last trading price was 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, 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 20.9, which was 20.90 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 25 Sept LTF was trading at 187.40. 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 160 PE
Delta: -0.84
Vega: 0.07
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 137.51 22.9 -1.00 69.70 6 -2 475
13 Nov 135.91 23.9 2.65 66.33 16 -13 478
12 Nov 138.57 21.25 2.55 41.98 18 -1 492
11 Nov 140.16 18.7 -0.90 - 19 -3 493
8 Nov 140.11 19.6 4.35 40.44 12 -1 496
7 Nov 144.15 15.25 2.75 30.77 16 5 498
6 Nov 147.56 12.5 -2.30 33.17 52 3 492
5 Nov 145.39 14.8 -2.20 32.65 67 6 489
4 Nov 142.76 17 3.00 36.49 62 0 483
1 Nov 148.62 14 0.00 0.00 0 180 0
31 Oct 146.00 14 -1.00 - 322 179 482
30 Oct 146.49 15 -5.40 - 1 0 304
29 Oct 143.95 20.4 0.00 - 0 0 0
28 Oct 142.23 20.4 0.00 - 0 236 0
25 Oct 140.28 20.4 4.40 - 246 235 303
24 Oct 144.66 16 -2.00 - 30 13 68
23 Oct 150.16 18 14.50 - 1 0 56
22 Oct 146.55 3.5 0.00 - 0 0 0
21 Oct 157.82 3.5 0.00 - 0 0 0
18 Oct 166.64 3.5 0.00 - 0 0 0
17 Oct 166.41 3.5 0.00 - 0 0 0
16 Oct 166.83 3.5 0.00 - 0 6 0
15 Oct 168.05 3.5 -0.50 - 64 9 59
14 Oct 165.32 4 -1.05 - 8 0 49
11 Oct 163.76 5.05 0.65 - 10 6 48
10 Oct 167.48 4.4 0.90 - 18 14 41
9 Oct 169.42 3.5 0.15 - 5 -1 28
8 Oct 171.99 3.35 -1.15 - 1 0 28
7 Oct 168.50 4.5 2.10 - 28 20 27
4 Oct 174.96 2.4 1.50 - 7 2 8
3 Oct 181.23 0.9 0.00 - 0 -1 0
1 Oct 188.12 0.9 -0.85 - 6 0 7
27 Sept 187.90 1.75 0.00 - 0 2 0
26 Sept 186.82 1.75 0.15 - 5 1 6
25 Sept 187.40 1.6 -6.05 - 1 0 4
18 Sept 177.01 7.65 0.00 - 0 0 0
17 Sept 175.85 7.65 0.00 - 0 0 0
16 Sept 175.22 7.65 0.00 - 0 0 0
13 Sept 177.91 7.65 0.00 - 0 0 0
11 Sept 166.25 7.65 0.00 - 0 0 0
10 Sept 171.69 7.65 0.00 - 0 0 0
9 Sept 166.24 7.65 0.00 - 0 0 0
5 Sept 170.55 7.65 0.00 - 0 0 0
4 Sept 169.01 7.65 0.00 - 0 0 0
3 Sept 172.41 7.65 0.00 - 0 0 0
2 Sept 170.86 7.65 - 0 0 0


For L&T Finance Limited - strike price 160 expiring on 28NOV2024

Delta for 160 PE is -0.84

Historical price for 160 PE is as follows

On 14 Nov LTF was trading at 137.51. The strike last trading price was 22.9, which was -1.00 lower than the previous day. The implied volatity was 69.70, the open interest changed by -2 which decreased total open position to 475


On 13 Nov LTF was trading at 135.91. The strike last trading price was 23.9, which was 2.65 higher than the previous day. The implied volatity was 66.33, the open interest changed by -13 which decreased total open position to 478


On 12 Nov LTF was trading at 138.57. The strike last trading price was 21.25, which was 2.55 higher than the previous day. The implied volatity was 41.98, the open interest changed by -1 which decreased total open position to 492


On 11 Nov LTF was trading at 140.16. The strike last trading price was 18.7, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 493


On 8 Nov LTF was trading at 140.11. The strike last trading price was 19.6, which was 4.35 higher than the previous day. The implied volatity was 40.44, the open interest changed by -1 which decreased total open position to 496


On 7 Nov LTF was trading at 144.15. The strike last trading price was 15.25, which was 2.75 higher than the previous day. The implied volatity was 30.77, the open interest changed by 5 which increased total open position to 498


On 6 Nov LTF was trading at 147.56. The strike last trading price was 12.5, which was -2.30 lower than the previous day. The implied volatity was 33.17, the open interest changed by 3 which increased total open position to 492


On 5 Nov LTF was trading at 145.39. The strike last trading price was 14.8, which was -2.20 lower than the previous day. The implied volatity was 32.65, the open interest changed by 6 which increased total open position to 489


On 4 Nov LTF was trading at 142.76. The strike last trading price was 17, which was 3.00 higher than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 483


On 1 Nov LTF was trading at 148.62. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 180 which increased total open position to 0


On 31 Oct LTF was trading at 146.00. The strike last trading price was 14, which was -1.00 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 15, which was -5.40 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 20.4, 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 28 Oct LTF was trading at 142.23. The strike last trading price was 20.4, 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 25 Oct LTF was trading at 140.28. The strike last trading price was 20.4, which was 4.40 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 16, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LTF was trading at 150.16. The strike last trading price was 18, which was 14.50 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, 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 3.5, which was -0.50 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 4, which was -1.05 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 5.05, which was 0.65 higher 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 4.4, which was 0.90 higher 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 3.5, which was 0.15 higher 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 3.35, which was -1.15 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 4.5, which was 2.10 higher 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 2.4, which was 1.50 higher 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 0.9, 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 0.9, which was -0.85 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 1.75, 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 26 Sept LTF was trading at 186.82. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LTF was trading at 187.40. The strike last trading price was 1.6, which was -6.05 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, 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 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to