LTF
L&T Finance Limited
Historical option data for LTF
11 Apr 2025 04:12 PM IST
| LTF 24APR2025 162.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.10
Theta: -0.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 155.46 | 1.45 | 0.05 | 32.39 | 70 | -22 | 169 | |||
| 9 Apr | 153.34 | 1.4 | -0.4 | 35.18 | 68 | 18 | 191 | |||
| 8 Apr | 154.37 | 1.8 | 0.75 | 35.66 | 115 | 6 | 172 | |||
| 7 Apr | 148.57 | 1.05 | 0 | 37.39 | 72 | -16 | 173 | |||
| 4 Apr | 153.72 | 1.05 | -0.5 | 25.51 | 136 | 32 | 189 | |||
| 3 Apr | 153.97 | 1.55 | 0.3 | 28.19 | 137 | 64 | 156 | |||
| 2 Apr | 151.88 | 1.25 | 0.05 | 28.81 | 78 | -1 | 93 | |||
| 1 Apr | 150.90 | 1.2 | -0.15 | 29.63 | 95 | 17 | 99 | |||
| 28 Mar | 153.22 | 1.35 | -0.55 | 24.25 | 66 | 6 | 82 | |||
| 27 Mar | 155.56 | 1.95 | -0.05 | 23.71 | 102 | 41 | 75 | |||
| 26 Mar | 152.95 | 2 | -0.15 | 29.49 | 12 | 2 | 34 | |||
| 25 Mar | 155.04 | 2.15 | -2.05 | 26.87 | 44 | 20 | 31 | |||
| 24 Mar | 158.57 | 4.2 | 2.2 | 29.98 | 28 | 0 | 12 | |||
| 21 Mar | 155.09 | 2 | 0.9 | 22.65 | 22 | 3 | 11 | |||
| 20 Mar | 149.71 | 1.05 | -1.45 | 24.65 | 30 | 8 | 8 | |||
| 19 Mar | 146.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For L&T Finance Limited - strike price 162.5 expiring on 24APR2025
Delta for 162.5 CE is 0.26
Historical price for 162.5 CE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 32.39, the open interest changed by -22 which decreased total open position to 169
On 9 Apr LTF was trading at 153.34. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 35.18, the open interest changed by 18 which increased total open position to 191
On 8 Apr LTF was trading at 154.37. The strike last trading price was 1.8, which was 0.75 higher than the previous day. The implied volatity was 35.66, the open interest changed by 6 which increased total open position to 172
On 7 Apr LTF was trading at 148.57. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 37.39, the open interest changed by -16 which decreased total open position to 173
On 4 Apr LTF was trading at 153.72. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 25.51, the open interest changed by 32 which increased total open position to 189
On 3 Apr LTF was trading at 153.97. The strike last trading price was 1.55, which was 0.3 higher than the previous day. The implied volatity was 28.19, the open interest changed by 64 which increased total open position to 156
On 2 Apr LTF was trading at 151.88. The strike last trading price was 1.25, which was 0.05 higher than the previous day. The implied volatity was 28.81, the open interest changed by -1 which decreased total open position to 93
On 1 Apr LTF was trading at 150.90. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 29.63, the open interest changed by 17 which increased total open position to 99
On 28 Mar LTF was trading at 153.22. The strike last trading price was 1.35, which was -0.55 lower than the previous day. The implied volatity was 24.25, the open interest changed by 6 which increased total open position to 82
On 27 Mar LTF was trading at 155.56. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 23.71, the open interest changed by 41 which increased total open position to 75
On 26 Mar LTF was trading at 152.95. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 29.49, the open interest changed by 2 which increased total open position to 34
On 25 Mar LTF was trading at 155.04. The strike last trading price was 2.15, which was -2.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 20 which increased total open position to 31
On 24 Mar LTF was trading at 158.57. The strike last trading price was 4.2, which was 2.2 higher than the previous day. The implied volatity was 29.98, the open interest changed by 0 which decreased total open position to 12
On 21 Mar LTF was trading at 155.09. The strike last trading price was 2, which was 0.9 higher than the previous day. The implied volatity was 22.65, the open interest changed by 3 which increased total open position to 11
On 20 Mar LTF was trading at 149.71. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 24.65, the open interest changed by 8 which increased total open position to 8
On 19 Mar LTF was trading at 146.30. 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 162.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 0.10
Theta: -0.11
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 155.46 | 8.45 | -2.7 | 37.26 | 14 | -2 | 24 |
| 9 Apr | 153.34 | 11.15 | 0.55 | 45.19 | 19 | 0 | 25 |
| 8 Apr | 154.37 | 10.6 | -5.5 | 44.88 | 9 | 3 | 26 |
| 7 Apr | 148.57 | 16.1 | 3.8 | 61.38 | 4 | 0 | 22 |
| 4 Apr | 153.72 | 12.3 | 1.8 | 52.34 | 15 | 4 | 22 |
| 3 Apr | 153.97 | 10.5 | -2.2 | 40.56 | 8 | 1 | 18 |
| 2 Apr | 151.88 | 12.7 | -0.85 | 46.40 | 3 | 0 | 17 |
| 1 Apr | 150.90 | 13.55 | -1.55 | 46.58 | 3 | -2 | 16 |
| 28 Mar | 153.22 | 15.15 | 2.2 | 63.24 | 14 | 7 | 18 |
| 27 Mar | 155.56 | 12.95 | 0.7 | 56.74 | 7 | 2 | 9 |
| 26 Mar | 152.95 | 12.25 | 0 | 0.00 | 0 | 6 | 0 |
| 25 Mar | 155.04 | 12.25 | 0.75 | 46.26 | 12 | 4 | 5 |
| 24 Mar | 158.57 | 11.5 | 0 | 0.00 | 0 | 1 | 0 |
| 21 Mar | 155.09 | 11.5 | -12.2 | 42.43 | 1 | 0 | 0 |
| 20 Mar | 149.71 | 23.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 146.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 162.5 expiring on 24APR2025
Delta for 162.5 PE is -0.71
Historical price for 162.5 PE is as follows
On 11 Apr LTF was trading at 155.46. The strike last trading price was 8.45, which was -2.7 lower than the previous day. The implied volatity was 37.26, the open interest changed by -2 which decreased total open position to 24
On 9 Apr LTF was trading at 153.34. The strike last trading price was 11.15, which was 0.55 higher than the previous day. The implied volatity was 45.19, the open interest changed by 0 which decreased total open position to 25
On 8 Apr LTF was trading at 154.37. The strike last trading price was 10.6, which was -5.5 lower than the previous day. The implied volatity was 44.88, the open interest changed by 3 which increased total open position to 26
On 7 Apr LTF was trading at 148.57. The strike last trading price was 16.1, which was 3.8 higher than the previous day. The implied volatity was 61.38, the open interest changed by 0 which decreased total open position to 22
On 4 Apr LTF was trading at 153.72. The strike last trading price was 12.3, which was 1.8 higher than the previous day. The implied volatity was 52.34, the open interest changed by 4 which increased total open position to 22
On 3 Apr LTF was trading at 153.97. The strike last trading price was 10.5, which was -2.2 lower than the previous day. The implied volatity was 40.56, the open interest changed by 1 which increased total open position to 18
On 2 Apr LTF was trading at 151.88. The strike last trading price was 12.7, which was -0.85 lower than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 17
On 1 Apr LTF was trading at 150.90. The strike last trading price was 13.55, which was -1.55 lower than the previous day. The implied volatity was 46.58, the open interest changed by -2 which decreased total open position to 16
On 28 Mar LTF was trading at 153.22. The strike last trading price was 15.15, which was 2.2 higher than the previous day. The implied volatity was 63.24, the open interest changed by 7 which increased total open position to 18
On 27 Mar LTF was trading at 155.56. The strike last trading price was 12.95, which was 0.7 higher than the previous day. The implied volatity was 56.74, the open interest changed by 2 which increased total open position to 9
On 26 Mar LTF was trading at 152.95. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 25 Mar LTF was trading at 155.04. The strike last trading price was 12.25, which was 0.75 higher than the previous day. The implied volatity was 46.26, the open interest changed by 4 which increased total open position to 5
On 24 Mar LTF was trading at 158.57. The strike last trading price was 11.5, which was 0 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 21 Mar LTF was trading at 155.09. The strike last trading price was 11.5, which was -12.2 lower than the previous day. The implied volatity was 42.43, 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 23.7, 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 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
