LTF
L&t Finance Limited
Historical option data for LTF
26 Dec 2024 04:13 PM IST
| LTF 30JAN2025 175 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 | 32.56 | 3 | 2 | 42 | |||
| 24 Dec | 138.65 | 0.05 | 0.00 | 30.00 | 20 | 19 | 39 | |||
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| 23 Dec | 136.71 | 0.05 | -0.05 | 31.25 | 7 | 3 | 16 | |||
| 20 Dec | 136.48 | 0.1 | -0.10 | 33.34 | 14 | 3 | 12 | |||
| 19 Dec | 141.44 | 0.2 | 31.90 | 10 | 7 | 7 | ||||
For L&T Finance Limited - strike price 175 expiring on 30JAN2025
Delta for 175 CE is 0.01
Historical price for 175 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 32.56, the open interest changed by 2 which increased total open position to 42
On 24 Dec LTF was trading at 138.65. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 19 which increased total open position to 39
On 23 Dec LTF was trading at 136.71. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 3 which increased total open position to 16
On 20 Dec LTF was trading at 136.48. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by 3 which increased total open position to 12
On 19 Dec LTF was trading at 141.44. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was 31.90, the open interest changed by 7 which increased total open position to 7
| LTF 30JAN2025 175 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.08
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 136.82 | 37.75 | -2.05 | 58.69 | 67 | 7 | 92 |
| 24 Dec | 138.65 | 39.8 | -0.30 | 87.05 | 22 | 21 | 84 |
| 23 Dec | 136.71 | 40.1 | -0.40 | 77.51 | 20 | 5 | 48 |
| 20 Dec | 136.48 | 40.5 | 6.00 | 77.15 | 30 | 25 | 42 |
| 19 Dec | 141.44 | 34.5 | 59.75 | 18 | 15 | 15 | |
For L&T Finance Limited - strike price 175 expiring on 30JAN2025
Delta for 175 PE is -0.89
Historical price for 175 PE is as follows
On 26 Dec LTF was trading at 136.82. The strike last trading price was 37.75, which was -2.05 lower than the previous day. The implied volatity was 58.69, the open interest changed by 7 which increased total open position to 92
On 24 Dec LTF was trading at 138.65. The strike last trading price was 39.8, which was -0.30 lower than the previous day. The implied volatity was 87.05, the open interest changed by 21 which increased total open position to 84
On 23 Dec LTF was trading at 136.71. The strike last trading price was 40.1, which was -0.40 lower than the previous day. The implied volatity was 77.51, the open interest changed by 5 which increased total open position to 48
On 20 Dec LTF was trading at 136.48. The strike last trading price was 40.5, which was 6.00 higher than the previous day. The implied volatity was 77.15, the open interest changed by 25 which increased total open position to 42
On 19 Dec LTF was trading at 141.44. The strike last trading price was 34.5, which was lower than the previous day. The implied volatity was 59.75, the open interest changed by 15 which increased total open position to 15
