LTF
L&t Finance Limited
Historical option data for LTF
26 Dec 2024 04:13 PM IST
| LTF 30JAN2025 170 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 136.82 | 0.05 | 0.00 | 29.17 | 54 | 53 | 81 | |||
| 24 Dec | 138.65 | 0.05 | -0.05 | 26.87 | 13 | 11 | 26 | |||
| 23 Dec | 136.71 | 0.1 | -0.10 | 30.71 | 8 | 7 | 14 | |||
| 20 Dec | 136.48 | 0.2 | -5.00 | 33.33 | 7 | 1 | 1 | |||
| 19 Dec | 141.44 | 5.2 | 0.00 | 15.17 | 0 | 0 | 0 | |||
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| 12 Dec | 147.60 | 5.2 | 5.20 | 10.44 | 0 | 0 | 0 | |||
| 6 Nov | 147.56 | 0 | 0.00 | 7.01 | 0 | 0 | 0 | |||
| 5 Nov | 145.39 | 0 | 7.73 | 0 | 0 | 0 | ||||
For L&T Finance Limited - strike price 170 expiring on 30JAN2025
Delta for 170 CE is 0.01
Historical price for 170 CE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 29.17, the open interest changed by 53 which increased total open position to 81
On 24 Dec LTF was trading at 138.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 11 which increased total open position to 26
On 23 Dec LTF was trading at 136.71. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 30.71, the open interest changed by 7 which increased total open position to 14
On 20 Dec LTF was trading at 136.48. The strike last trading price was 0.2, which was -5.00 lower than the previous day. The implied volatity was 33.33, the open interest changed by 1 which increased total open position to 1
On 19 Dec LTF was trading at 141.44. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 15.17, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LTF was trading at 147.60. The strike last trading price was 5.2, which was 5.20 higher than the previous day. The implied volatity was 10.44, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 147.56. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 7.73, the open interest changed by 0 which decreased total open position to 0
| LTF 30JAN2025 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.08
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 136.82 | 32.5 | -2.45 | 49.88 | 66 | 65 | 90 |
| 24 Dec | 138.65 | 34.95 | -0.50 | 81.50 | 13 | 9 | 23 |
| 23 Dec | 136.71 | 35.45 | 5.15 | 74.04 | 11 | 10 | 13 |
| 20 Dec | 136.48 | 30.3 | 9.80 | - | 1 | 0 | 2 |
| 19 Dec | 141.44 | 20.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 147.60 | 20.5 | -5.60 | 24.23 | 1 | 0 | 1 |
| 6 Nov | 147.56 | 26.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 145.39 | 26.1 | - | 0 | 0 | 0 | |
For L&T Finance Limited - strike price 170 expiring on 30JAN2025
Delta for 170 PE is -0.90
Historical price for 170 PE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 32.5, which was -2.45 lower than the previous day. The implied volatity was 49.88, the open interest changed by 65 which increased total open position to 90
On 24 Dec LTF was trading at 138.65. The strike last trading price was 34.95, which was -0.50 lower than the previous day. The implied volatity was 81.50, the open interest changed by 9 which increased total open position to 23
On 23 Dec LTF was trading at 136.71. The strike last trading price was 35.45, which was 5.15 higher than the previous day. The implied volatity was 74.04, the open interest changed by 10 which increased total open position to 13
On 20 Dec LTF was trading at 136.48. The strike last trading price was 30.3, which was 9.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Dec LTF was trading at 141.44. The strike last trading price was 20.5, which was 0.00 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 12 Dec LTF was trading at 147.60. The strike last trading price was 20.5, which was -5.60 lower than the previous day. The implied volatity was 24.23, the open interest changed by 0 which decreased total open position to 1
On 6 Nov LTF was trading at 147.56. The strike last trading price was 26.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTF was trading at 145.39. The strike last trading price was 26.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
