LTF
L&T Finance Limited
Historical option data for LTF
27 Mar 2026 04:12 PM IST
| LTF 30-MAR-2026 270 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.02
Theta: -0.1
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 Mar | 251.65 | 0.1 | -1.75 | 38.69 | 2,193 | -340 | 914 | |||||||||
| 25 Mar | 261.30 | 1.75 | 1 | 39.21 | 3,982 | -137 | 1,272 | |||||||||
| 24 Mar | 254.80 | 0.75 | 0.1 | 37.69 | 2,119 | -38 | 1,406 | |||||||||
| 23 Mar | 247.65 | 0.6 | -1.95 | 45.15 | 2,757 | 79 | 1,453 | |||||||||
| 20 Mar | 261.20 | 2.35 | 0.4 | 31.67 | 3,384 | -104 | 1,385 | |||||||||
| 19 Mar | 256.65 | 2.15 | -3.3 | 33.12 | 2,857 | 143 | 1,478 | |||||||||
| 18 Mar | 268.80 | 5.6 | 1.8 | 26.39 | 6,414 | -473 | 1,336 | |||||||||
| 17 Mar | 263.15 | 3.7 | -1.05 | 31.28 | 5,355 | -405 | 1,800 | |||||||||
| 16 Mar | 260.65 | 4.4 | 0.05 | 40.16 | 6,858 | 1,494 | 2,171 | |||||||||
| 13 Mar | 258.00 | 4.35 | -2.75 | 38.65 | 989 | 94 | 679 | |||||||||
| 12 Mar | 265.50 | 6.9 | -0.6 | 35.67 | 1,117 | 17 | 583 | |||||||||
| 11 Mar | 266.65 | 7.2 | -4.2 | 33.91 | 1,060 | -109 | 566 | |||||||||
| 10 Mar | 274.05 | 11.75 | 3.5 | 31.94 | 786 | 13 | 677 | |||||||||
| 9 Mar | 266.20 | 8.3 | -1.8 | 35.94 | 1,552 | 337 | 669 | |||||||||
| 6 Mar | 271.90 | 10.1 | -2.6 | 29.66 | 333 | 0 | 342 | |||||||||
| 5 Mar | 275.50 | 12.75 | 2.45 | 29.02 | 1,072 | 49 | 342 | |||||||||
| 4 Mar | 271.05 | 10.5 | -4.6 | 36.49 | 1,505 | 150 | 292 | |||||||||
| 2 Mar | 275.80 | 15.2 | -3.35 | 34.91 | 289 | 76 | 142 | |||||||||
| 27 Feb | 283.95 | 16.35 | -16 | 27.27 | 110 | 20 | 62 | |||||||||
|
|
||||||||||||||||
| 26 Feb | 299.90 | 31.9 | -2.5 | 20.87 | 11 | 4 | 41 | |||||||||
| 25 Feb | 303.35 | 34.4 | 3.95 | 39.63 | 10 | 2 | 36 | |||||||||
| 24 Feb | 297.45 | 31.05 | 0.05 | 19.24 | 8 | 6 | 33 | |||||||||
| 23 Feb | 299.65 | 31 | 0.25 | 16.11 | 4 | 3 | 26 | |||||||||
| 20 Feb | 297.75 | 30.75 | -4.25 | - | 0 | 0 | 23 | |||||||||
| 19 Feb | 294.90 | 30.75 | -4.25 | 34.16 | 1 | 0 | 22 | |||||||||
| 18 Feb | 300.25 | 35 | 4.55 | 31.97 | 9 | 7 | 20 | |||||||||
| 17 Feb | 297.65 | 30.45 | 1.55 | 19.86 | 3 | 2 | 14 | |||||||||
| 16 Feb | 294.00 | 28.9 | 4.9 | 20.95 | 7 | 6 | 11 | |||||||||
| 13 Feb | 285.10 | 24 | -22.65 | - | 0 | 0 | 5 | |||||||||
| 12 Feb | 292.05 | 24 | -22.65 | - | 0 | 0 | 5 | |||||||||
| 11 Feb | 288.30 | 24 | -22.65 | 25.29 | 5 | 4 | 4 | |||||||||
| 10 Feb | 294.00 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 296.85 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 285.30 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 283.40 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 287.10 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 284.70 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 277.55 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 279.10 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 286.35 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 289.15 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 289.40 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 285.25 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 288.00 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 287.30 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 281.35 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 293.80 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 300.05 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 296.40 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 295.80 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 288.65 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 296.15 | 46.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 299.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 307.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 313.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 319.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 320.30 | 0 | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 319.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 317.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 315.95 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 270 expiring on 30MAR2026
Delta for 270 CE is 0.03
Historical price for 270 CE is as follows
On 27 Mar LTF was trading at 251.65. The strike last trading price was 0.1, which was -1.75 lower than the previous day. The implied volatity was 38.69, the open interest changed by -340 which decreased total open position to 914
On 25 Mar LTF was trading at 261.30. The strike last trading price was 1.75, which was 1 higher than the previous day. The implied volatity was 39.21, the open interest changed by -137 which decreased total open position to 1272
On 24 Mar LTF was trading at 254.80. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 37.69, the open interest changed by -38 which decreased total open position to 1406
On 23 Mar LTF was trading at 247.65. The strike last trading price was 0.6, which was -1.95 lower than the previous day. The implied volatity was 45.15, the open interest changed by 79 which increased total open position to 1453
On 20 Mar LTF was trading at 261.20. The strike last trading price was 2.35, which was 0.4 higher than the previous day. The implied volatity was 31.67, the open interest changed by -104 which decreased total open position to 1385
On 19 Mar LTF was trading at 256.65. The strike last trading price was 2.15, which was -3.3 lower than the previous day. The implied volatity was 33.12, the open interest changed by 143 which increased total open position to 1478
On 18 Mar LTF was trading at 268.80. The strike last trading price was 5.6, which was 1.8 higher than the previous day. The implied volatity was 26.39, the open interest changed by -473 which decreased total open position to 1336
On 17 Mar LTF was trading at 263.15. The strike last trading price was 3.7, which was -1.05 lower than the previous day. The implied volatity was 31.28, the open interest changed by -405 which decreased total open position to 1800
On 16 Mar LTF was trading at 260.65. The strike last trading price was 4.4, which was 0.05 higher than the previous day. The implied volatity was 40.16, the open interest changed by 1494 which increased total open position to 2171
On 13 Mar LTF was trading at 258.00. The strike last trading price was 4.35, which was -2.75 lower than the previous day. The implied volatity was 38.65, the open interest changed by 94 which increased total open position to 679
On 12 Mar LTF was trading at 265.50. The strike last trading price was 6.9, which was -0.6 lower than the previous day. The implied volatity was 35.67, the open interest changed by 17 which increased total open position to 583
On 11 Mar LTF was trading at 266.65. The strike last trading price was 7.2, which was -4.2 lower than the previous day. The implied volatity was 33.91, the open interest changed by -109 which decreased total open position to 566
On 10 Mar LTF was trading at 274.05. The strike last trading price was 11.75, which was 3.5 higher than the previous day. The implied volatity was 31.94, the open interest changed by 13 which increased total open position to 677
On 9 Mar LTF was trading at 266.20. The strike last trading price was 8.3, which was -1.8 lower than the previous day. The implied volatity was 35.94, the open interest changed by 337 which increased total open position to 669
On 6 Mar LTF was trading at 271.90. The strike last trading price was 10.1, which was -2.6 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 342
On 5 Mar LTF was trading at 275.50. The strike last trading price was 12.75, which was 2.45 higher than the previous day. The implied volatity was 29.02, the open interest changed by 49 which increased total open position to 342
On 4 Mar LTF was trading at 271.05. The strike last trading price was 10.5, which was -4.6 lower than the previous day. The implied volatity was 36.49, the open interest changed by 150 which increased total open position to 292
On 2 Mar LTF was trading at 275.80. The strike last trading price was 15.2, which was -3.35 lower than the previous day. The implied volatity was 34.91, the open interest changed by 76 which increased total open position to 142
On 27 Feb LTF was trading at 283.95. The strike last trading price was 16.35, which was -16 lower than the previous day. The implied volatity was 27.27, the open interest changed by 20 which increased total open position to 62
On 26 Feb LTF was trading at 299.90. The strike last trading price was 31.9, which was -2.5 lower than the previous day. The implied volatity was 20.87, the open interest changed by 4 which increased total open position to 41
On 25 Feb LTF was trading at 303.35. The strike last trading price was 34.4, which was 3.95 higher than the previous day. The implied volatity was 39.63, the open interest changed by 2 which increased total open position to 36
On 24 Feb LTF was trading at 297.45. The strike last trading price was 31.05, which was 0.05 higher than the previous day. The implied volatity was 19.24, the open interest changed by 6 which increased total open position to 33
On 23 Feb LTF was trading at 299.65. The strike last trading price was 31, which was 0.25 higher than the previous day. The implied volatity was 16.11, the open interest changed by 3 which increased total open position to 26
On 20 Feb LTF was trading at 297.75. The strike last trading price was 30.75, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 19 Feb LTF was trading at 294.90. The strike last trading price was 30.75, which was -4.25 lower than the previous day. The implied volatity was 34.16, the open interest changed by 0 which decreased total open position to 22
On 18 Feb LTF was trading at 300.25. The strike last trading price was 35, which was 4.55 higher than the previous day. The implied volatity was 31.97, the open interest changed by 7 which increased total open position to 20
On 17 Feb LTF was trading at 297.65. The strike last trading price was 30.45, which was 1.55 higher than the previous day. The implied volatity was 19.86, the open interest changed by 2 which increased total open position to 14
On 16 Feb LTF was trading at 294.00. The strike last trading price was 28.9, which was 4.9 higher than the previous day. The implied volatity was 20.95, the open interest changed by 6 which increased total open position to 11
On 13 Feb LTF was trading at 285.10. The strike last trading price was 24, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 12 Feb LTF was trading at 292.05. The strike last trading price was 24, which was -22.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Feb LTF was trading at 288.30. The strike last trading price was 24, which was -22.65 lower than the previous day. The implied volatity was 25.29, the open interest changed by 4 which increased total open position to 4
On 10 Feb LTF was trading at 294.00. The strike last trading price was 46.65, 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 Feb LTF was trading at 296.85. The strike last trading price was 46.65, 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 Feb LTF was trading at 285.30. The strike last trading price was 46.65, 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 Feb LTF was trading at 283.40. The strike last trading price was 46.65, 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 Feb LTF was trading at 287.10. The strike last trading price was 46.65, 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 Feb LTF was trading at 284.70. The strike last trading price was 46.65, 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 Feb LTF was trading at 277.55. The strike last trading price was 46.65, 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 1 Feb LTF was trading at 279.10. The strike last trading price was 46.65, 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 Jan LTF was trading at 286.35. The strike last trading price was 46.65, 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 Jan LTF was trading at 289.15. The strike last trading price was 46.65, 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 Jan LTF was trading at 289.40. The strike last trading price was 46.65, 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 Jan LTF was trading at 285.25. The strike last trading price was 46.65, 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 23 Jan LTF was trading at 288.00. The strike last trading price was 46.65, 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 22 Jan LTF was trading at 287.30. The strike last trading price was 46.65, 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 Jan LTF was trading at 281.35. The strike last trading price was 46.65, 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 Jan LTF was trading at 293.80. The strike last trading price was 46.65, 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 19 Jan LTF was trading at 300.05. The strike last trading price was 46.65, 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 Jan LTF was trading at 296.40. The strike last trading price was 46.65, 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 Jan LTF was trading at 295.80. The strike last trading price was 46.65, 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 Jan LTF was trading at 288.65. The strike last trading price was 46.65, 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 12 Jan LTF was trading at 296.15. The strike last trading price was 46.65, 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 Jan LTF was trading at 299.70. The strike last trading price was 0, 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 Jan LTF was trading at 307.30. The strike last trading price was 0, 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 Jan LTF was trading at 313.95. The strike last trading price was 0, 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 Jan LTF was trading at 319.35. The strike last trading price was 0, 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 Jan LTF was trading at 320.30. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LTF was trading at 319.75. The strike last trading price was 0, 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 1 Jan LTF was trading at 317.25. The strike last trading price was 0, 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 31 Dec LTF was trading at 315.95. The strike last trading price was 0, 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 30MAR2026 270 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.06
Theta: -0.74
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 Mar | 251.65 | 19.2 | 8.45 | 79.09 | 134 | -45 | 493 |
| 25 Mar | 261.30 | 10.95 | -6.05 | 46.34 | 191 | -38 | 540 |
| 24 Mar | 254.80 | 16.95 | -6.35 | 53.85 | 151 | -69 | 577 |
| 23 Mar | 247.65 | 23.75 | 11.5 | 55.43 | 162 | -45 | 646 |
| 20 Mar | 261.20 | 12.15 | -4.65 | 41.42 | 219 | -31 | 692 |
| 19 Mar | 256.65 | 14.6 | 6.9 | 44.72 | 269 | -71 | 724 |
| 18 Mar | 268.80 | 7.25 | -4.45 | 39.42 | 1,499 | 84 | 805 |
| 17 Mar | 263.15 | 11.65 | -2.95 | 41.36 | 169 | -32 | 721 |
| 16 Mar | 260.65 | 14.7 | -1.45 | 44.6 | 547 | -17 | 724 |
| 13 Mar | 258.00 | 16.2 | 4.75 | 43.11 | 479 | -201 | 742 |
| 12 Mar | 265.50 | 11.65 | 0 | 41.98 | 576 | 125 | 942 |
| 11 Mar | 266.65 | 12.15 | 4.8 | 45.26 | 838 | -72 | 819 |
| 10 Mar | 274.05 | 6.95 | -4.75 | 38.83 | 566 | 52 | 890 |
| 9 Mar | 266.20 | 11.5 | 1.55 | 41.22 | 716 | -143 | 840 |
| 6 Mar | 271.90 | 9.75 | 2.4 | 41.46 | 607 | 119 | 984 |
| 5 Mar | 275.50 | 7.4 | -3.95 | 38.3 | 942 | 1 | 866 |
| 4 Mar | 271.05 | 11.55 | 3.6 | 40.76 | 1,347 | 85 | 864 |
| 2 Mar | 275.80 | 7.85 | 1.85 | 38.45 | 1,129 | -3 | 780 |
| 27 Feb | 283.95 | 7.5 | 5.45 | 40.22 | 2,182 | 224 | 786 |
| 26 Feb | 299.90 | 2.15 | 0.2 | 35.28 | 117 | 10 | 561 |
| 25 Feb | 303.35 | 1.9 | -1 | 36.2 | 401 | 72 | 552 |
| 24 Feb | 297.45 | 2.7 | -0.05 | 36.86 | 71 | 21 | 478 |
| 23 Feb | 299.65 | 2.75 | -0.4 | 37 | 358 | 60 | 455 |
| 20 Feb | 297.75 | 3.25 | -1 | 36.46 | 349 | 264 | 395 |
| 19 Feb | 294.90 | 4.2 | 1.3 | 37.73 | 75 | 8 | 131 |
| 18 Feb | 300.25 | 2.9 | -1.1 | 35.84 | 80 | 19 | 123 |
| 17 Feb | 297.65 | 4 | -0.4 | 38.28 | 36 | 4 | 105 |
| 16 Feb | 294.00 | 4.35 | -2.95 | 37.43 | 46 | 19 | 94 |
| 13 Feb | 285.10 | 7.3 | 1.65 | 37.89 | 28 | 3 | 76 |
| 12 Feb | 292.05 | 5.65 | -0.9 | 38.42 | 38 | 26 | 72 |
| 11 Feb | 288.30 | 6.5 | -4.5 | 37.2 | 60 | 39 | 45 |
| 10 Feb | 294.00 | 11 | 4 | - | 0 | 0 | 6 |
| 9 Feb | 296.85 | 11 | 4 | - | 0 | 0 | 6 |
| 6 Feb | 285.30 | 11 | 4 | - | 0 | 0 | 6 |
| 5 Feb | 283.40 | 11 | 4 | - | 0 | 0 | 6 |
| 4 Feb | 287.10 | 11 | 4 | - | 0 | 0 | 6 |
| 3 Feb | 284.70 | 11 | 4 | - | 0 | 0 | 6 |
| 2 Feb | 277.55 | 11 | 4 | 39.16 | 5 | 0 | 2 |
| 1 Feb | 279.10 | 7 | 2.1 | - | 0 | 0 | 2 |
| 30 Jan | 286.35 | 7 | 2.1 | 34.01 | 1 | 0 | 2 |
| 29 Jan | 289.15 | 4.9 | -1.55 | - | 0 | 0 | 0 |
| 28 Jan | 289.40 | 4.9 | -1.55 | - | 0 | 0 | 2 |
| 27 Jan | 285.25 | 4.9 | -1.55 | - | 0 | 0 | 2 |
| 23 Jan | 288.00 | 4.9 | -1.55 | - | 0 | 0 | 2 |
| 22 Jan | 287.30 | 4.9 | -1.55 | - | 0 | 0 | 2 |
| 21 Jan | 281.35 | 4.9 | -1.55 | - | 0 | 0 | 2 |
| 20 Jan | 293.80 | 4.9 | -1.55 | 31.89 | 1 | 0 | 2 |
| 19 Jan | 300.05 | 6.45 | -0.75 | 38.48 | 3 | 2 | 2 |
| 16 Jan | 296.40 | 7.2 | 0 | 7.19 | 0 | 0 | 0 |
| 14 Jan | 295.80 | 7.2 | 0 | 7 | 0 | 0 | 0 |
| 13 Jan | 288.65 | 7.2 | 0 | 5.33 | 0 | 0 | 0 |
| 12 Jan | 296.15 | 7.2 | 0 | 7.29 | 0 | 0 | 0 |
| 9 Jan | 299.70 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 307.30 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 313.95 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 319.35 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 320.30 | 0 | - | - | 0 | 0 | 0 |
| 2 Jan | 319.75 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 317.25 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 315.95 | 0 | 0 | 0 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 270 expiring on 30MAR2026
Delta for 270 PE is -0.81
Historical price for 270 PE is as follows
On 27 Mar LTF was trading at 251.65. The strike last trading price was 19.2, which was 8.45 higher than the previous day. The implied volatity was 79.09, the open interest changed by -45 which decreased total open position to 493
On 25 Mar LTF was trading at 261.30. The strike last trading price was 10.95, which was -6.05 lower than the previous day. The implied volatity was 46.34, the open interest changed by -38 which decreased total open position to 540
On 24 Mar LTF was trading at 254.80. The strike last trading price was 16.95, which was -6.35 lower than the previous day. The implied volatity was 53.85, the open interest changed by -69 which decreased total open position to 577
On 23 Mar LTF was trading at 247.65. The strike last trading price was 23.75, which was 11.5 higher than the previous day. The implied volatity was 55.43, the open interest changed by -45 which decreased total open position to 646
On 20 Mar LTF was trading at 261.20. The strike last trading price was 12.15, which was -4.65 lower than the previous day. The implied volatity was 41.42, the open interest changed by -31 which decreased total open position to 692
On 19 Mar LTF was trading at 256.65. The strike last trading price was 14.6, which was 6.9 higher than the previous day. The implied volatity was 44.72, the open interest changed by -71 which decreased total open position to 724
On 18 Mar LTF was trading at 268.80. The strike last trading price was 7.25, which was -4.45 lower than the previous day. The implied volatity was 39.42, the open interest changed by 84 which increased total open position to 805
On 17 Mar LTF was trading at 263.15. The strike last trading price was 11.65, which was -2.95 lower than the previous day. The implied volatity was 41.36, the open interest changed by -32 which decreased total open position to 721
On 16 Mar LTF was trading at 260.65. The strike last trading price was 14.7, which was -1.45 lower than the previous day. The implied volatity was 44.6, the open interest changed by -17 which decreased total open position to 724
On 13 Mar LTF was trading at 258.00. The strike last trading price was 16.2, which was 4.75 higher than the previous day. The implied volatity was 43.11, the open interest changed by -201 which decreased total open position to 742
On 12 Mar LTF was trading at 265.50. The strike last trading price was 11.65, which was 0 lower than the previous day. The implied volatity was 41.98, the open interest changed by 125 which increased total open position to 942
On 11 Mar LTF was trading at 266.65. The strike last trading price was 12.15, which was 4.8 higher than the previous day. The implied volatity was 45.26, the open interest changed by -72 which decreased total open position to 819
On 10 Mar LTF was trading at 274.05. The strike last trading price was 6.95, which was -4.75 lower than the previous day. The implied volatity was 38.83, the open interest changed by 52 which increased total open position to 890
On 9 Mar LTF was trading at 266.20. The strike last trading price was 11.5, which was 1.55 higher than the previous day. The implied volatity was 41.22, the open interest changed by -143 which decreased total open position to 840
On 6 Mar LTF was trading at 271.90. The strike last trading price was 9.75, which was 2.4 higher than the previous day. The implied volatity was 41.46, the open interest changed by 119 which increased total open position to 984
On 5 Mar LTF was trading at 275.50. The strike last trading price was 7.4, which was -3.95 lower than the previous day. The implied volatity was 38.3, the open interest changed by 1 which increased total open position to 866
On 4 Mar LTF was trading at 271.05. The strike last trading price was 11.55, which was 3.6 higher than the previous day. The implied volatity was 40.76, the open interest changed by 85 which increased total open position to 864
On 2 Mar LTF was trading at 275.80. The strike last trading price was 7.85, which was 1.85 higher than the previous day. The implied volatity was 38.45, the open interest changed by -3 which decreased total open position to 780
On 27 Feb LTF was trading at 283.95. The strike last trading price was 7.5, which was 5.45 higher than the previous day. The implied volatity was 40.22, the open interest changed by 224 which increased total open position to 786
On 26 Feb LTF was trading at 299.90. The strike last trading price was 2.15, which was 0.2 higher than the previous day. The implied volatity was 35.28, the open interest changed by 10 which increased total open position to 561
On 25 Feb LTF was trading at 303.35. The strike last trading price was 1.9, which was -1 lower than the previous day. The implied volatity was 36.2, the open interest changed by 72 which increased total open position to 552
On 24 Feb LTF was trading at 297.45. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 36.86, the open interest changed by 21 which increased total open position to 478
On 23 Feb LTF was trading at 299.65. The strike last trading price was 2.75, which was -0.4 lower than the previous day. The implied volatity was 37, the open interest changed by 60 which increased total open position to 455
On 20 Feb LTF was trading at 297.75. The strike last trading price was 3.25, which was -1 lower than the previous day. The implied volatity was 36.46, the open interest changed by 264 which increased total open position to 395
On 19 Feb LTF was trading at 294.90. The strike last trading price was 4.2, which was 1.3 higher than the previous day. The implied volatity was 37.73, the open interest changed by 8 which increased total open position to 131
On 18 Feb LTF was trading at 300.25. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 35.84, the open interest changed by 19 which increased total open position to 123
On 17 Feb LTF was trading at 297.65. The strike last trading price was 4, which was -0.4 lower than the previous day. The implied volatity was 38.28, the open interest changed by 4 which increased total open position to 105
On 16 Feb LTF was trading at 294.00. The strike last trading price was 4.35, which was -2.95 lower than the previous day. The implied volatity was 37.43, the open interest changed by 19 which increased total open position to 94
On 13 Feb LTF was trading at 285.10. The strike last trading price was 7.3, which was 1.65 higher than the previous day. The implied volatity was 37.89, the open interest changed by 3 which increased total open position to 76
On 12 Feb LTF was trading at 292.05. The strike last trading price was 5.65, which was -0.9 lower than the previous day. The implied volatity was 38.42, the open interest changed by 26 which increased total open position to 72
On 11 Feb LTF was trading at 288.30. The strike last trading price was 6.5, which was -4.5 lower than the previous day. The implied volatity was 37.2, the open interest changed by 39 which increased total open position to 45
On 10 Feb LTF was trading at 294.00. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Feb LTF was trading at 296.85. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb LTF was trading at 285.30. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Feb LTF was trading at 283.40. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Feb LTF was trading at 287.10. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 3 Feb LTF was trading at 284.70. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 2 Feb LTF was trading at 277.55. The strike last trading price was 11, which was 4 higher than the previous day. The implied volatity was 39.16, the open interest changed by 0 which decreased total open position to 2
On 1 Feb LTF was trading at 279.10. The strike last trading price was 7, which was 2.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan LTF was trading at 286.35. The strike last trading price was 7, which was 2.1 higher than the previous day. The implied volatity was 34.01, the open interest changed by 0 which decreased total open position to 2
On 29 Jan LTF was trading at 289.15. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LTF was trading at 289.40. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Jan LTF was trading at 285.25. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Jan LTF was trading at 288.00. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Jan LTF was trading at 287.30. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Jan LTF was trading at 281.35. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Jan LTF was trading at 293.80. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was 31.89, the open interest changed by 0 which decreased total open position to 2
On 19 Jan LTF was trading at 300.05. The strike last trading price was 6.45, which was -0.75 lower than the previous day. The implied volatity was 38.48, the open interest changed by 2 which increased total open position to 2
On 16 Jan LTF was trading at 296.40. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 7.19, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LTF was trading at 295.80. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 7, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LTF was trading at 288.65. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 5.33, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LTF was trading at 296.15. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 7.29, the open interest changed by 0 which decreased total open position to 0
On 9 Jan LTF was trading at 299.70. The strike last trading price was 0, 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 Jan LTF was trading at 307.30. The strike last trading price was 0, 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 Jan LTF was trading at 313.95. The strike last trading price was 0, 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 Jan LTF was trading at 319.35. The strike last trading price was 0, 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 Jan LTF was trading at 320.30. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LTF was trading at 319.75. The strike last trading price was 0, 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 1 Jan LTF was trading at 317.25. The strike last trading price was 0, 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 31 Dec LTF was trading at 315.95. The strike last trading price was 0, 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
