LTF
L&T Finance Limited
Historical option data for LTF
08 Dec 2025 04:12 PM IST
| LTF 30-DEC-2025 240 CE | ||||||||||||||||
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Delta: 0.91
Vega: 0.12
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Dec | 299.30 | 62.8 | 4.35 | 72.94 | 3 | 0 | 32 | |||||||||
| 2 Dec | 306.05 | 58.45 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 312.35 | 58.45 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 308.25 | 58.45 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 307.60 | 58.45 | 6.15 | - | 0 | 12 | 0 | |||||||||
| 25 Nov | 296.90 | 58.45 | 6.15 | - | 13 | 10 | 30 | |||||||||
| 24 Nov | 292.55 | 53.45 | -0.05 | - | 9 | 7 | 18 | |||||||||
| 21 Nov | 288.70 | 53.5 | -1.5 | 47.24 | 1 | 0 | 10 | |||||||||
| 20 Nov | 292.30 | 55 | -5 | - | 3 | 2 | 9 | |||||||||
| 19 Nov | 297.65 | 60 | 0.2 | - | 3 | 0 | 4 | |||||||||
| 18 Nov | 296.50 | 59.8 | 16.7 | 35.63 | 3 | 1 | 2 | |||||||||
| 17 Nov | 299.40 | 43.1 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 292.20 | 43.1 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 295.05 | 43.1 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 303.60 | 43.1 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 275.20 | 43.1 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 280.00 | 43.1 | 2.15 | - | 1 | 0 | 1 | |||||||||
| 3 Nov | 279.70 | 40.95 | 15.5 | - | 2 | 1 | 1 | |||||||||
| 31 Oct | 270.49 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 267.89 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 268.17 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 268.35 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 267.15 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 267.54 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Oct | 269.19 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 271.36 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 262.93 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 266.58 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 256.04 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 260.24 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 255.55 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 259.28 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 259.87 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Oct | 262.33 | 25.45 | 0 | - | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 240 expiring on 30DEC2025
Delta for 240 CE is 0.91
Historical price for 240 CE is as follows
On 8 Dec LTF was trading at 299.30. The strike last trading price was 62.8, which was 4.35 higher than the previous day. The implied volatity was 72.94, the open interest changed by 0 which decreased total open position to 32
On 2 Dec LTF was trading at 306.05. The strike last trading price was 58.45, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LTF was trading at 312.35. The strike last trading price was 58.45, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LTF was trading at 308.25. The strike last trading price was 58.45, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LTF was trading at 307.60. The strike last trading price was 58.45, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0
On 25 Nov LTF was trading at 296.90. The strike last trading price was 58.45, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 30
On 24 Nov LTF was trading at 292.55. The strike last trading price was 53.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 18
On 21 Nov LTF was trading at 288.70. The strike last trading price was 53.5, which was -1.5 lower than the previous day. The implied volatity was 47.24, the open interest changed by 0 which decreased total open position to 10
On 20 Nov LTF was trading at 292.30. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9
On 19 Nov LTF was trading at 297.65. The strike last trading price was 60, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Nov LTF was trading at 296.50. The strike last trading price was 59.8, which was 16.7 higher than the previous day. The implied volatity was 35.63, the open interest changed by 1 which increased total open position to 2
On 17 Nov LTF was trading at 299.40. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LTF was trading at 292.20. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LTF was trading at 295.05. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 303.60. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 275.20. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 280.00. The strike last trading price was 43.1, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Nov LTF was trading at 279.70. The strike last trading price was 40.95, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 31 Oct LTF was trading at 270.49. The strike last trading price was 25.45, 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 30 Oct LTF was trading at 267.89. The strike last trading price was 25.45, 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 29 Oct LTF was trading at 268.17. The strike last trading price was 25.45, 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 28 Oct LTF was trading at 268.35. The strike last trading price was 25.45, 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 27 Oct LTF was trading at 267.15. The strike last trading price was 25.45, 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 20 Oct LTF was trading at 267.54. The strike last trading price was 25.45, 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 16 Oct LTF was trading at 269.19. The strike last trading price was 25.45, 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 15 Oct LTF was trading at 271.36. The strike last trading price was 25.45, 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 14 Oct LTF was trading at 262.93. The strike last trading price was 25.45, 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 13 Oct LTF was trading at 266.58. The strike last trading price was 25.45, 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 10 Oct LTF was trading at 256.04. The strike last trading price was 25.45, 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 9 Oct LTF was trading at 260.24. The strike last trading price was 25.45, 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 8 Oct LTF was trading at 255.55. The strike last trading price was 25.45, 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 7 Oct LTF was trading at 259.28. The strike last trading price was 25.45, 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 6 Oct LTF was trading at 259.87. The strike last trading price was 25.45, 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 3 Oct LTF was trading at 262.33. The strike last trading price was 25.45, 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
| LTF 30DEC2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Dec | 299.30 | 0.1 | 0 | 40.46 | 10 | -5 | 16 |
| 2 Dec | 306.05 | 0.1 | 0 | 38.98 | 1 | 0 | 21 |
| 28 Nov | 312.35 | 0.1 | 0 | 38.51 | 5 | -2 | 21 |
| 27 Nov | 308.25 | 0.1 | 0 | 37.26 | 1 | 0 | 23 |
| 26 Nov | 307.60 | 0.1 | -0.05 | 36.23 | 13 | 6 | 23 |
| 25 Nov | 296.90 | 0.15 | -0.15 | 33.24 | 5 | 2 | 17 |
| 24 Nov | 292.55 | 0.3 | -0.1 | 34.46 | 1 | 0 | 14 |
| 21 Nov | 288.70 | 0.4 | -0.05 | 33.28 | 4 | 0 | 14 |
| 20 Nov | 292.30 | 0.45 | -0.05 | - | 0 | 0 | 0 |
| 19 Nov | 297.65 | 0.45 | -0.05 | - | 0 | 0 | 0 |
| 18 Nov | 296.50 | 0.45 | -0.05 | - | 0 | 0 | 0 |
| 17 Nov | 299.40 | 0.45 | -0.05 | - | 0 | 0 | 0 |
| 13 Nov | 292.20 | 0.45 | -0.05 | 32.64 | 1 | 0 | 14 |
| 11 Nov | 295.05 | 0.5 | -0.2 | 34.23 | 6 | 1 | 15 |
| 7 Nov | 303.60 | 0.7 | -0.5 | 38.70 | 4 | 0 | 14 |
| 6 Nov | 275.20 | 1.2 | 0.3 | 29.39 | 4 | 0 | 15 |
| 4 Nov | 280.00 | 0.9 | -0.15 | 29.08 | 9 | -1 | 15 |
| 3 Nov | 279.70 | 1.05 | -0.75 | 30.02 | 5 | 1 | 15 |
| 31 Oct | 270.49 | 1.8 | -0.05 | - | 4 | -3 | 13 |
| 30 Oct | 267.89 | 1.85 | -0.15 | 27.78 | 3 | 1 | 14 |
| 29 Oct | 268.17 | 2 | -0.1 | 28.10 | 4 | -1 | 12 |
| 28 Oct | 268.35 | 2.1 | -0.6 | 28.91 | 7 | 4 | 14 |
| 27 Oct | 267.15 | 2.7 | -0.5 | 30.07 | 5 | 4 | 9 |
| 20 Oct | 267.54 | 3.2 | -0.3 | 31.03 | 1 | 0 | 4 |
| 16 Oct | 269.19 | 3.5 | -0.6 | 32.29 | 1 | 0 | 4 |
| 15 Oct | 271.36 | 4.1 | 0 | - | 4 | 0 | 5 |
| 14 Oct | 262.93 | 4.1 | 0.1 | 30.31 | 2 | 0 | 3 |
| 13 Oct | 266.58 | 4 | -2.55 | - | 2 | 0 | 2 |
| 10 Oct | 256.04 | 6.55 | 0 | 32.19 | 1 | 0 | 1 |
| 9 Oct | 260.24 | 6.55 | -6 | - | 0 | 0 | 0 |
| 8 Oct | 255.55 | 6.55 | -6 | - | 0 | 0 | 0 |
| 7 Oct | 259.28 | 6.55 | -6 | - | 0 | 1 | 0 |
| 6 Oct | 259.87 | 6.55 | -6 | - | 1 | 0 | 0 |
| 3 Oct | 262.33 | 12.55 | 0 | 6.19 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 240 expiring on 30DEC2025
Delta for 240 PE is -0.01
Historical price for 240 PE is as follows
On 8 Dec LTF was trading at 299.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 40.46, the open interest changed by -5 which decreased total open position to 16
On 2 Dec LTF was trading at 306.05. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 21
On 28 Nov LTF was trading at 312.35. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.51, the open interest changed by -2 which decreased total open position to 21
On 27 Nov LTF was trading at 308.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 37.26, the open interest changed by 0 which decreased total open position to 23
On 26 Nov LTF was trading at 307.60. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 36.23, the open interest changed by 6 which increased total open position to 23
On 25 Nov LTF was trading at 296.90. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 33.24, the open interest changed by 2 which increased total open position to 17
On 24 Nov LTF was trading at 292.55. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 14
On 21 Nov LTF was trading at 288.70. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 33.28, the open interest changed by 0 which decreased total open position to 14
On 20 Nov LTF was trading at 292.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LTF was trading at 297.65. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LTF was trading at 296.50. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LTF was trading at 299.40. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LTF was trading at 292.20. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.64, the open interest changed by 0 which decreased total open position to 14
On 11 Nov LTF was trading at 295.05. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 34.23, the open interest changed by 1 which increased total open position to 15
On 7 Nov LTF was trading at 303.60. The strike last trading price was 0.7, which was -0.5 lower than the previous day. The implied volatity was 38.70, the open interest changed by 0 which decreased total open position to 14
On 6 Nov LTF was trading at 275.20. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 29.39, the open interest changed by 0 which decreased total open position to 15
On 4 Nov LTF was trading at 280.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 29.08, the open interest changed by -1 which decreased total open position to 15
On 3 Nov LTF was trading at 279.70. The strike last trading price was 1.05, which was -0.75 lower than the previous day. The implied volatity was 30.02, the open interest changed by 1 which increased total open position to 15
On 31 Oct LTF was trading at 270.49. The strike last trading price was 1.8, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 13
On 30 Oct LTF was trading at 267.89. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 27.78, the open interest changed by 1 which increased total open position to 14
On 29 Oct LTF was trading at 268.17. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 28.10, the open interest changed by -1 which decreased total open position to 12
On 28 Oct LTF was trading at 268.35. The strike last trading price was 2.1, which was -0.6 lower than the previous day. The implied volatity was 28.91, the open interest changed by 4 which increased total open position to 14
On 27 Oct LTF was trading at 267.15. The strike last trading price was 2.7, which was -0.5 lower than the previous day. The implied volatity was 30.07, the open interest changed by 4 which increased total open position to 9
On 20 Oct LTF was trading at 267.54. The strike last trading price was 3.2, which was -0.3 lower than the previous day. The implied volatity was 31.03, the open interest changed by 0 which decreased total open position to 4
On 16 Oct LTF was trading at 269.19. The strike last trading price was 3.5, which was -0.6 lower than the previous day. The implied volatity was 32.29, the open interest changed by 0 which decreased total open position to 4
On 15 Oct LTF was trading at 271.36. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 Oct LTF was trading at 262.93. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 3
On 13 Oct LTF was trading at 266.58. The strike last trading price was 4, which was -2.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Oct LTF was trading at 256.04. The strike last trading price was 6.55, which was 0 lower than the previous day. The implied volatity was 32.19, the open interest changed by 0 which decreased total open position to 1
On 9 Oct LTF was trading at 260.24. The strike last trading price was 6.55, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct LTF was trading at 255.55. The strike last trading price was 6.55, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Oct LTF was trading at 259.28. The strike last trading price was 6.55, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Oct LTF was trading at 259.87. The strike last trading price was 6.55, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct LTF was trading at 262.33. The strike last trading price was 12.55, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0































































































































































































































