LTF
L&T Finance Limited
Historical option data for LTF
09 Apr 2026 04:16 PM IST
| LTF 28-Apr-2026 (18d) 265 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 0.23
Theta: -0.28
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Apr | 272.18 | 14.22 | -2.74 | 39.2 | 17 | 4 | 224 | |||||||||
| 8 Apr | 275.46 | 17.04 | 10.4 | 36.38 | 224 | -12 | 221 | |||||||||
| 7 Apr | 254.56 | 6.49 | -0.9 | 41.87 | 249 | 21 | 233 | |||||||||
| 6 Apr | 255.45 | 7.05 | 3.57 | 43.94 | 542 | 13 | 207 | |||||||||
| 2 Apr | 240.35 | 3.66 | -0.71 | 41.35 | 348 | 57 | 197 | |||||||||
| 1 Apr | 244.64 | 4.31 | 0.11 | 40.27 | 501 | 39 | 142 | |||||||||
| 30 Mar | 240.20 | 4.3 | -2.6 | 43.16 | 200 | -5 | 103 | |||||||||
| 27 Mar | 251.65 | 7 | -3.35 | 37.61 | 176 | 8 | 109 | |||||||||
| 25 Mar | 261.30 | 10.2 | 4.05 | 34.15 | 179 | 72 | 101 | |||||||||
| 24 Mar | 254.80 | 6.15 | 0.15 | 29.86 | 12 | 3 | 29 | |||||||||
| 23 Mar | 247.65 | 5.9 | -3.7 | 37.33 | 43 | 14 | 27 | |||||||||
| 20 Mar | 261.20 | 9.7 | 0.7 | 30.22 | 12 | 7 | 13 | |||||||||
| 19 Mar | 256.65 | 9 | -5.5 | 31.17 | 1 | 0 | 6 | |||||||||
| 18 Mar | 268.80 | 14.5 | 6.55 | 28.75 | 9 | 0 | 6 | |||||||||
| 17 Mar | 263.15 | 7.95 | -2.55 | 21.87 | 3 | 1 | 4 | |||||||||
| 16 Mar | 260.65 | 10.5 | 0.5 | 32.68 | 4 | 3 | 4 | |||||||||
| 13 Mar | 258.00 | 10 | -30.55 | 32.2 | 1 | 0 | 0 | |||||||||
| 12 Mar | 265.50 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 266.65 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 274.05 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 266.20 | 40.55 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 6 Mar | 271.90 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 275.50 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 271.05 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 275.80 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 283.95 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 299.90 | 40.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 303.35 | 40.55 | 0 | 0 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 265 expiring on 28APR2026
Delta for 265 CE is 0.65
Historical price for 265 CE is as follows
On 9 Apr LTF was trading at 272.18. The strike last trading price was 14.22, which was -2.74 lower than the previous day. The implied volatity was 39.2, the open interest changed by 4 which increased total open position to 224
On 8 Apr LTF was trading at 275.46. The strike last trading price was 17.04, which was 10.4 higher than the previous day. The implied volatity was 36.38, the open interest changed by -12 which decreased total open position to 221
On 7 Apr LTF was trading at 254.56. The strike last trading price was 6.49, which was -0.9 lower than the previous day. The implied volatity was 41.87, the open interest changed by 21 which increased total open position to 233
On 6 Apr LTF was trading at 255.45. The strike last trading price was 7.05, which was 3.57 higher than the previous day. The implied volatity was 43.94, the open interest changed by 13 which increased total open position to 207
On 2 Apr LTF was trading at 240.35. The strike last trading price was 3.66, which was -0.71 lower than the previous day. The implied volatity was 41.35, the open interest changed by 57 which increased total open position to 197
On 1 Apr LTF was trading at 244.64. The strike last trading price was 4.31, which was 0.11 higher than the previous day. The implied volatity was 40.27, the open interest changed by 39 which increased total open position to 142
On 30 Mar LTF was trading at 240.20. The strike last trading price was 4.3, which was -2.6 lower than the previous day. The implied volatity was 43.16, the open interest changed by -5 which decreased total open position to 103
On 27 Mar LTF was trading at 251.65. The strike last trading price was 7, which was -3.35 lower than the previous day. The implied volatity was 37.61, the open interest changed by 8 which increased total open position to 109
On 25 Mar LTF was trading at 261.30. The strike last trading price was 10.2, which was 4.05 higher than the previous day. The implied volatity was 34.15, the open interest changed by 72 which increased total open position to 101
On 24 Mar LTF was trading at 254.80. The strike last trading price was 6.15, which was 0.15 higher than the previous day. The implied volatity was 29.86, the open interest changed by 3 which increased total open position to 29
On 23 Mar LTF was trading at 247.65. The strike last trading price was 5.9, which was -3.7 lower than the previous day. The implied volatity was 37.33, the open interest changed by 14 which increased total open position to 27
On 20 Mar LTF was trading at 261.20. The strike last trading price was 9.7, which was 0.7 higher than the previous day. The implied volatity was 30.22, the open interest changed by 7 which increased total open position to 13
On 19 Mar LTF was trading at 256.65. The strike last trading price was 9, which was -5.5 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 6
On 18 Mar LTF was trading at 268.80. The strike last trading price was 14.5, which was 6.55 higher than the previous day. The implied volatity was 28.75, the open interest changed by 0 which decreased total open position to 6
On 17 Mar LTF was trading at 263.15. The strike last trading price was 7.95, which was -2.55 lower than the previous day. The implied volatity was 21.87, the open interest changed by 1 which increased total open position to 4
On 16 Mar LTF was trading at 260.65. The strike last trading price was 10.5, which was 0.5 higher than the previous day. The implied volatity was 32.68, the open interest changed by 3 which increased total open position to 4
On 13 Mar LTF was trading at 258.00. The strike last trading price was 10, which was -30.55 lower than the previous day. The implied volatity was 32.2, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LTF was trading at 265.50. The strike last trading price was 40.55, 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 11 Mar LTF was trading at 266.65. The strike last trading price was 40.55, 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 Mar LTF was trading at 274.05. The strike last trading price was 40.55, 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 Mar LTF was trading at 266.20. The strike last trading price was 40.55, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LTF was trading at 271.90. The strike last trading price was 40.55, 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 5 Mar LTF was trading at 275.50. The strike last trading price was 40.55, 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 4 Mar LTF was trading at 271.05. The strike last trading price was 40.55, 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 2 Mar LTF was trading at 275.80. The strike last trading price was 40.55, 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 Feb LTF was trading at 283.95. The strike last trading price was 40.55, 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 Feb LTF was trading at 299.90. The strike last trading price was 40.55, 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 Feb LTF was trading at 303.35. The strike last trading price was 40.55, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LTF 28-Apr-2026 (18d) 265 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.23
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Apr | 272.18 | 6.19 | 0.63 | 40.05 | 202 | 37 | 158 |
| 8 Apr | 275.46 | 5.42 | -11.31 | 42.29 | 328 | 39 | 122 |
| 7 Apr | 254.56 | 16.73 | 0.62 | 47.2 | 5 | 0 | 81 |
| 6 Apr | 255.45 | 16.57 | -9.97 | 44.41 | 110 | 7 | 77 |
| 2 Apr | 240.35 | 26.16 | 4.81 | 49.05 | 14 | -1 | 73 |
| 1 Apr | 244.64 | 21.35 | -6.2 | 35.38 | 29 | -5 | 68 |
| 30 Mar | 240.20 | 27.55 | 4.1 | 49.76 | 86 | -5 | 74 |
| 27 Mar | 251.65 | 23.45 | 6.25 | 58.62 | 10 | 0 | 80 |
| 25 Mar | 261.30 | 17.1 | -6.15 | 51.47 | 98 | 65 | 80 |
| 24 Mar | 254.80 | 23.25 | -0.75 | 59.92 | 2 | 0 | 13 |
| 23 Mar | 247.65 | 24 | 9.1 | 47.27 | 4 | 0 | 9 |
| 20 Mar | 261.20 | 14.9 | 8.35 | 41.88 | 10 | 7 | 9 |
| 19 Mar | 256.65 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 18 Mar | 268.80 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 17 Mar | 263.15 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 16 Mar | 260.65 | 6.55 | 1.45 | - | 0 | 0 | 0 |
| 13 Mar | 258.00 | 6.55 | 1.45 | - | 0 | 0 | 0 |
| 12 Mar | 265.50 | 6.55 | 1.45 | - | 0 | 0 | 0 |
| 11 Mar | 266.65 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 10 Mar | 274.05 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 9 Mar | 266.20 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 6 Mar | 271.90 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 5 Mar | 275.50 | 6.55 | 1.45 | - | 0 | 0 | 0 |
| 4 Mar | 271.05 | 6.55 | 1.45 | - | 0 | 0 | 2 |
| 2 Mar | 275.80 | 6.55 | 1.45 | - | 0 | 2 | 0 |
| 27 Feb | 283.95 | 6.55 | 1.45 | 32.61 | 2 | 0 | 0 |
| 26 Feb | 299.90 | 5.1 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 303.35 | 5.1 | 0 | 10.17 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 265 expiring on 28APR2026
Delta for 265 PE is -0.35
Historical price for 265 PE is as follows
On 9 Apr LTF was trading at 272.18. The strike last trading price was 6.19, which was 0.63 higher than the previous day. The implied volatity was 40.05, the open interest changed by 37 which increased total open position to 158
On 8 Apr LTF was trading at 275.46. The strike last trading price was 5.42, which was -11.31 lower than the previous day. The implied volatity was 42.29, the open interest changed by 39 which increased total open position to 122
On 7 Apr LTF was trading at 254.56. The strike last trading price was 16.73, which was 0.62 higher than the previous day. The implied volatity was 47.2, the open interest changed by 0 which decreased total open position to 81
On 6 Apr LTF was trading at 255.45. The strike last trading price was 16.57, which was -9.97 lower than the previous day. The implied volatity was 44.41, the open interest changed by 7 which increased total open position to 77
On 2 Apr LTF was trading at 240.35. The strike last trading price was 26.16, which was 4.81 higher than the previous day. The implied volatity was 49.05, the open interest changed by -1 which decreased total open position to 73
On 1 Apr LTF was trading at 244.64. The strike last trading price was 21.35, which was -6.2 lower than the previous day. The implied volatity was 35.38, the open interest changed by -5 which decreased total open position to 68
On 30 Mar LTF was trading at 240.20. The strike last trading price was 27.55, which was 4.1 higher than the previous day. The implied volatity was 49.76, the open interest changed by -5 which decreased total open position to 74
On 27 Mar LTF was trading at 251.65. The strike last trading price was 23.45, which was 6.25 higher than the previous day. The implied volatity was 58.62, the open interest changed by 0 which decreased total open position to 80
On 25 Mar LTF was trading at 261.30. The strike last trading price was 17.1, which was -6.15 lower than the previous day. The implied volatity was 51.47, the open interest changed by 65 which increased total open position to 80
On 24 Mar LTF was trading at 254.80. The strike last trading price was 23.25, which was -0.75 lower than the previous day. The implied volatity was 59.92, the open interest changed by 0 which decreased total open position to 13
On 23 Mar LTF was trading at 247.65. The strike last trading price was 24, which was 9.1 higher than the previous day. The implied volatity was 47.27, the open interest changed by 0 which decreased total open position to 9
On 20 Mar LTF was trading at 261.20. The strike last trading price was 14.9, which was 8.35 higher than the previous day. The implied volatity was 41.88, the open interest changed by 7 which increased total open position to 9
On 19 Mar LTF was trading at 256.65. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar LTF was trading at 268.80. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar LTF was trading at 263.15. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar LTF was trading at 260.65. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LTF was trading at 258.00. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LTF was trading at 265.50. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LTF was trading at 266.65. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar LTF was trading at 274.05. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar LTF was trading at 266.20. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar LTF was trading at 271.90. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar LTF was trading at 275.50. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LTF was trading at 271.05. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar LTF was trading at 275.80. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Feb LTF was trading at 283.95. The strike last trading price was 6.55, which was 1.45 higher than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LTF was trading at 299.90. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LTF was trading at 303.35. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 10.17, the open interest changed by 0 which decreased total open position to 0
