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

155.46 2.12 (1.38%)

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Historical option data for LTF

11 Apr 2025 04:12 PM IST
LTF 24APR2025 167.5 CE
Delta: 0.14
Vega: 0.06
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 155.46 0.65 -0.05 33.37 96 23 103
9 Apr 153.34 0.7 -0.3 36.21 85 26 79
8 Apr 154.37 0.95 0.35 36.60 71 -2 52
7 Apr 148.57 0.55 0 38.82 38 1 54
4 Apr 153.72 0.55 -0.25 27.95 96 13 54
3 Apr 153.97 0.8 0.1 29.54 64 -6 41
2 Apr 151.88 0.7 0.1 30.81 47 -5 51
1 Apr 150.90 0.6 -0.2 30.40 58 12 56
28 Mar 153.22 0.75 -0.35 26.26 73 13 44
27 Mar 155.56 1.1 -0.05 25.61 25 2 31
26 Mar 152.95 1.15 -0.1 30.36 7 -2 29
25 Mar 155.04 1.15 -1.2 27.29 28 12 31
24 Mar 158.57 2.35 0.6 28.57 66 18 18
21 Mar 155.09 0 0 0.00 0 0 0


For L&T Finance Limited - strike price 167.5 expiring on 24APR2025

Delta for 167.5 CE is 0.14

Historical price for 167.5 CE is as follows

On 11 Apr LTF was trading at 155.46. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 33.37, the open interest changed by 23 which increased total open position to 103


On 9 Apr LTF was trading at 153.34. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 36.21, the open interest changed by 26 which increased total open position to 79


On 8 Apr LTF was trading at 154.37. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 36.60, the open interest changed by -2 which decreased total open position to 52


On 7 Apr LTF was trading at 148.57. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 38.82, the open interest changed by 1 which increased total open position to 54


On 4 Apr LTF was trading at 153.72. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 27.95, the open interest changed by 13 which increased total open position to 54


On 3 Apr LTF was trading at 153.97. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 29.54, the open interest changed by -6 which decreased total open position to 41


On 2 Apr LTF was trading at 151.88. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 30.81, the open interest changed by -5 which decreased total open position to 51


On 1 Apr LTF was trading at 150.90. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 30.40, the open interest changed by 12 which increased total open position to 56


On 28 Mar LTF was trading at 153.22. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 26.26, the open interest changed by 13 which increased total open position to 44


On 27 Mar LTF was trading at 155.56. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 25.61, the open interest changed by 2 which increased total open position to 31


On 26 Mar LTF was trading at 152.95. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 30.36, the open interest changed by -2 which decreased total open position to 29


On 25 Mar LTF was trading at 155.04. The strike last trading price was 1.15, which was -1.2 lower than the previous day. The implied volatity was 27.29, the open interest changed by 12 which increased total open position to 31


On 24 Mar LTF was trading at 158.57. The strike last trading price was 2.35, which was 0.6 higher than the previous day. The implied volatity was 28.57, the open interest changed by 18 which increased total open position to 18


On 21 Mar LTF was trading at 155.09. 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 167.5 PE
Delta: -0.82
Vega: 0.08
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
11 Apr 155.46 12.6 -2.45 39.67 3 0 30
9 Apr 153.34 15.05 -5.05 44.65 7 1 31
8 Apr 154.37 20.1 0 0.00 0 -1 0
7 Apr 148.57 20.1 3 62.21 1 0 31
4 Apr 153.72 17.1 2.5 62.00 16 12 32
3 Apr 153.97 14.6 -2.65 43.70 8 2 20
2 Apr 151.88 17.25 -1 52.89 5 -2 18
1 Apr 150.90 18.05 -1.3 52.19 12 7 21
28 Mar 153.22 19.55 -8.4 69.84 22 14 14
27 Mar 155.56 27.95 0 - 0 0 0
26 Mar 152.95 27.95 0 - 0 0 0
25 Mar 155.04 27.95 0 - 0 0 0
24 Mar 158.57 27.95 0 - 0 0 0
21 Mar 155.09 0 0 0.00 0 0 0


For L&T Finance Limited - strike price 167.5 expiring on 24APR2025

Delta for 167.5 PE is -0.82

Historical price for 167.5 PE is as follows

On 11 Apr LTF was trading at 155.46. The strike last trading price was 12.6, which was -2.45 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 30


On 9 Apr LTF was trading at 153.34. The strike last trading price was 15.05, which was -5.05 lower than the previous day. The implied volatity was 44.65, the open interest changed by 1 which increased total open position to 31


On 8 Apr LTF was trading at 154.37. The strike last trading price was 20.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 7 Apr LTF was trading at 148.57. The strike last trading price was 20.1, which was 3 higher than the previous day. The implied volatity was 62.21, the open interest changed by 0 which decreased total open position to 31


On 4 Apr LTF was trading at 153.72. The strike last trading price was 17.1, which was 2.5 higher than the previous day. The implied volatity was 62.00, the open interest changed by 12 which increased total open position to 32


On 3 Apr LTF was trading at 153.97. The strike last trading price was 14.6, which was -2.65 lower than the previous day. The implied volatity was 43.70, the open interest changed by 2 which increased total open position to 20


On 2 Apr LTF was trading at 151.88. The strike last trading price was 17.25, which was -1 lower than the previous day. The implied volatity was 52.89, the open interest changed by -2 which decreased total open position to 18


On 1 Apr LTF was trading at 150.90. The strike last trading price was 18.05, which was -1.3 lower than the previous day. The implied volatity was 52.19, the open interest changed by 7 which increased total open position to 21


On 28 Mar LTF was trading at 153.22. The strike last trading price was 19.55, which was -8.4 lower than the previous day. The implied volatity was 69.84, the open interest changed by 14 which increased total open position to 14


On 27 Mar LTF was trading at 155.56. The strike last trading price was 27.95, 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 26 Mar LTF was trading at 152.95. The strike last trading price was 27.95, 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 25 Mar LTF was trading at 155.04. The strike last trading price was 27.95, 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 24 Mar LTF was trading at 158.57. The strike last trading price was 27.95, 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 21 Mar LTF was trading at 155.09. 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