LTF
L&T Finance Limited
Historical option data for LTF
30 Apr 2026 04:10 PM IST
| LTF 26-May-2026 (24d) 270 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0
Theta: -0.21
Gamma: 0.01244
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 279.73 | 18.1 | -6.899999999999999 | 37.97 | 48 | 16 | 51 | |||||||||
| 29 Apr | 285.42 | 25 | 4.440000000000001 | 37.83 | 9 | 1 | 34 | |||||||||
| 28 Apr | 285.78 | 20.56 | -2.3900000000000006 | 33.82 | 5 | 0 | 33 | |||||||||
| 27 Apr | 287.79 | 23 | -3.460000000000001 | 34.98 | 26 | 3 | 33 | |||||||||
| 24 Apr | 290.05 | 26.47 | 0.7699999999999996 | 34.36 | 3 | 0 | 28 | |||||||||
| 23 Apr | 292.12 | 25.7 | 0.5999999999999979 | 30.17 | 10 | 5 | 28 | |||||||||
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| 22 Apr | 294.04 | 25.1 | -3.9499999999999993 | 37.8 | 0 | 0 | 23 | |||||||||
| 21 Apr | 291.90 | 25.1 | -1 | 37.8 | 2 | 0 | 23 | |||||||||
| 20 Apr | 290.15 | 26.1 | 2.5 | 30.89 | 2 | 1 | 24 | |||||||||
| 17 Apr | 287.14 | 23.6 | 3.6000000000000014 | 32.03 | 23 | 15 | 23 | |||||||||
| 16 Apr | 280.41 | 20 | 2.210000000000001 | 35.86 | 4 | 1 | 7 | |||||||||
| 15 Apr | 281.01 | 17.8 | 0 | - | 0 | 0 | 6 | |||||||||
| 13 Apr | 274.04 | 17.8 | 0 | - | 0 | 0 | 6 | |||||||||
| 10 Apr | 278.43 | 17.8 | 0 | - | 0 | 0 | 6 | |||||||||
| 9 Apr | 272.18 | 17.8 | 7.8 | - | 0 | 3 | 0 | |||||||||
| 8 Apr | 275.46 | 17.8 | 7.8 | 30.96 | 5 | 3 | 6 | |||||||||
| 7 Apr | 254.56 | 10 | 6 | - | 0 | 0 | 3 | |||||||||
| 6 Apr | 255.45 | 10 | 6 | 40.09 | 3 | 1 | 3 | |||||||||
| 2 Apr | 240.35 | 4 | -3.8 | 31.94 | 1 | 0 | 1 | |||||||||
| 1 Apr | 244.64 | 7.8 | 2.3 | 40.97 | 5 | 0 | 6 | |||||||||
| 30 Mar | 240.20 | 5.5 | -1.1 | 37.66 | 5 | 0 | 1 | |||||||||
| 27 Mar | 251.65 | 6.6 | -34.1 | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 261.30 | 6.6 | -34.1 | - | 0 | 0 | 1 | |||||||||
| 24 Mar | 254.80 | 6.6 | -34.1 | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 247.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 261.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 256.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 268.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 263.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 260.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 258.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 265.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 266.65 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 274.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 266.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 271.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 275.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 271.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 275.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 270 expiring on 26MAY2026
Delta for 270 CE is 0.68
Historical price for 270 CE is as follows
On 30 Apr LTF was trading at 279.73. The strike last trading price was 18.1, which was -6.899999999999999 lower than the previous day. The implied volatity was 37.97, the open interest changed by 16 which increased total open position to 51
On 29 Apr LTF was trading at 285.42. The strike last trading price was 25, which was 4.440000000000001 higher than the previous day. The implied volatity was 37.83, the open interest changed by 1 which increased total open position to 34
On 28 Apr LTF was trading at 285.78. The strike last trading price was 20.56, which was -2.3900000000000006 lower than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 33
On 27 Apr LTF was trading at 287.79. The strike last trading price was 23, which was -3.460000000000001 lower than the previous day. The implied volatity was 34.98, the open interest changed by 3 which increased total open position to 33
On 24 Apr LTF was trading at 290.05. The strike last trading price was 26.47, which was 0.7699999999999996 higher than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 28
On 23 Apr LTF was trading at 292.12. The strike last trading price was 25.7, which was 0.5999999999999979 higher than the previous day. The implied volatity was 30.17, the open interest changed by 5 which increased total open position to 28
On 22 Apr LTF was trading at 294.04. The strike last trading price was 25.1, which was -3.9499999999999993 lower than the previous day. The implied volatity was 37.8, the open interest changed by 0 which decreased total open position to 23
On 21 Apr LTF was trading at 291.90. The strike last trading price was 25.1, which was -1 lower than the previous day. The implied volatity was 37.8, the open interest changed by 0 which decreased total open position to 23
On 20 Apr LTF was trading at 290.15. The strike last trading price was 26.1, which was 2.5 higher than the previous day. The implied volatity was 30.89, the open interest changed by 1 which increased total open position to 24
On 17 Apr LTF was trading at 287.14. The strike last trading price was 23.6, which was 3.6000000000000014 higher than the previous day. The implied volatity was 32.03, the open interest changed by 15 which increased total open position to 23
On 16 Apr LTF was trading at 280.41. The strike last trading price was 20, which was 2.210000000000001 higher than the previous day. The implied volatity was 35.86, the open interest changed by 1 which increased total open position to 7
On 15 Apr LTF was trading at 281.01. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr LTF was trading at 274.04. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Apr LTF was trading at 278.43. The strike last trading price was 17.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Apr LTF was trading at 272.18. The strike last trading price was 17.8, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 8 Apr LTF was trading at 275.46. The strike last trading price was 17.8, which was 7.8 higher than the previous day. The implied volatity was 30.96, the open interest changed by 3 which increased total open position to 6
On 7 Apr LTF was trading at 254.56. The strike last trading price was 10, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Apr LTF was trading at 255.45. The strike last trading price was 10, which was 6 higher than the previous day. The implied volatity was 40.09, the open interest changed by 1 which increased total open position to 3
On 2 Apr LTF was trading at 240.35. The strike last trading price was 4, which was -3.8 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 1
On 1 Apr LTF was trading at 244.64. The strike last trading price was 7.8, which was 2.3 higher than the previous day. The implied volatity was 40.97, the open interest changed by 0 which decreased total open position to 6
On 30 Mar LTF was trading at 240.20. The strike last trading price was 5.5, which was -1.1 lower than the previous day. The implied volatity was 37.66, the open interest changed by 0 which decreased total open position to 1
On 27 Mar LTF was trading at 251.65. The strike last trading price was 6.6, which was -34.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar LTF was trading at 261.30. The strike last trading price was 6.6, which was -34.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar LTF was trading at 254.80. The strike last trading price was 6.6, which was -34.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar LTF was trading at 247.65. The strike last trading price was -, 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 20 Mar LTF was trading at 261.20. The strike last trading price was -, 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 19 Mar LTF was trading at 256.65. The strike last trading price was -, 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 18 Mar LTF was trading at 268.80. The strike last trading price was -, 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 17 Mar LTF was trading at 263.15. 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 16 Mar LTF was trading at 260.65. 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 13 Mar LTF was trading at 258.00. 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 12 Mar LTF was trading at 265.50. 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 11 Mar LTF was trading at 266.65. The strike last trading price was -, 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 10 Mar LTF was trading at 274.05. The strike last trading price was -, 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 9 Mar LTF was trading at 266.20. The strike last trading price was -, 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 6 Mar LTF was trading at 271.90. 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 Mar LTF was trading at 275.50. 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 4 Mar LTF was trading at 271.05. 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 2 Mar LTF was trading at 275.80. 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
| LTF 26-May-2026 (24d) 270 PE | |||||||
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Delta: -0.32
Vega: 0
Theta: -0.17
Gamma: 0.01266
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 279.73 | 6.33 | 0.8799999999999999 | 37.69 | 122 | 16 | 298 |
| 29 Apr | 285.42 | 5.34 | -0.17999999999999972 | 39.65 | 201 | 66 | 282 |
| 28 Apr | 285.78 | 5.7 | -0.08999999999999986 | 40.58 | 157 | 33 | 217 |
| 27 Apr | 287.79 | 5.82 | -1.62 | 41.74 | 343 | 46 | 183 |
| 24 Apr | 290.05 | 6.9 | -0.21999999999999975 | 46.95 | 69 | 22 | 135 |
| 23 Apr | 292.12 | 7.12 | 1.2800000000000002 | 48.08 | 24 | 6 | 112 |
| 22 Apr | 294.04 | 5.85 | 0.08000000000000007 | 45 | 70 | 11 | 105 |
| 21 Apr | 291.90 | 5.76 | -0.8600000000000003 | 41.71 | 44 | 6 | 96 |
| 20 Apr | 290.15 | 6.75 | -1.5199999999999996 | 42.98 | 43 | 1 | 90 |
| 17 Apr | 287.14 | 8.27 | -1.7300000000000004 | 43.45 | 94 | 76 | 87 |
| 16 Apr | 280.41 | 10 | -1.25 | 43.07 | 11 | 2 | 5 |
| 15 Apr | 281.01 | 11.25 | 11.25 | - | 0 | 0 | 3 |
| 13 Apr | 274.04 | 11.25 | 11.25 | - | 0 | 0 | 3 |
| 10 Apr | 278.43 | 11.25 | 11.25 | - | 0 | 0 | 3 |
| 9 Apr | 272.18 | 11.25 | -12.75 | - | 0 | 2 | 0 |
| 8 Apr | 275.46 | 11.25 | -12.75 | 40.13 | 2 | 0 | 1 |
| 7 Apr | 254.56 | 24 | 15.2 | 45.77 | 1 | 0 | 0 |
| 6 Apr | 255.45 | 8.8 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 240.35 | 8.8 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 244.64 | 8.8 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 240.20 | 8.8 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 251.65 | 8.8 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 261.30 | 8.8 | 0 | 0.07 | 0 | 0 | 0 |
| 24 Mar | 254.80 | 8.8 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 247.65 | - | - | - | 0 | 0 | 0 |
| 20 Mar | 261.20 | - | - | - | 0 | 0 | 0 |
| 19 Mar | 256.65 | - | - | - | 0 | 0 | 0 |
| 18 Mar | 268.80 | - | - | - | 0 | 0 | 0 |
| 17 Mar | 263.15 | 8.8 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 260.65 | 8.8 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 258.00 | 8.8 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 265.50 | 8.8 | 0 | 1.06 | 0 | 0 | 0 |
| 11 Mar | 266.65 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 274.05 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 266.20 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 271.90 | 8.8 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 275.50 | 8.8 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 271.05 | 8.8 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 275.80 | 8.8 | 0 | 2.9 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 270 expiring on 26MAY2026
Delta for 270 PE is -0.32
Historical price for 270 PE is as follows
On 30 Apr LTF was trading at 279.73. The strike last trading price was 6.33, which was 0.8799999999999999 higher than the previous day. The implied volatity was 37.69, the open interest changed by 16 which increased total open position to 298
On 29 Apr LTF was trading at 285.42. The strike last trading price was 5.34, which was -0.17999999999999972 lower than the previous day. The implied volatity was 39.65, the open interest changed by 66 which increased total open position to 282
On 28 Apr LTF was trading at 285.78. The strike last trading price was 5.7, which was -0.08999999999999986 lower than the previous day. The implied volatity was 40.58, the open interest changed by 33 which increased total open position to 217
On 27 Apr LTF was trading at 287.79. The strike last trading price was 5.82, which was -1.62 lower than the previous day. The implied volatity was 41.74, the open interest changed by 46 which increased total open position to 183
On 24 Apr LTF was trading at 290.05. The strike last trading price was 6.9, which was -0.21999999999999975 lower than the previous day. The implied volatity was 46.95, the open interest changed by 22 which increased total open position to 135
On 23 Apr LTF was trading at 292.12. The strike last trading price was 7.12, which was 1.2800000000000002 higher than the previous day. The implied volatity was 48.08, the open interest changed by 6 which increased total open position to 112
On 22 Apr LTF was trading at 294.04. The strike last trading price was 5.85, which was 0.08000000000000007 higher than the previous day. The implied volatity was 45, the open interest changed by 11 which increased total open position to 105
On 21 Apr LTF was trading at 291.90. The strike last trading price was 5.76, which was -0.8600000000000003 lower than the previous day. The implied volatity was 41.71, the open interest changed by 6 which increased total open position to 96
On 20 Apr LTF was trading at 290.15. The strike last trading price was 6.75, which was -1.5199999999999996 lower than the previous day. The implied volatity was 42.98, the open interest changed by 1 which increased total open position to 90
On 17 Apr LTF was trading at 287.14. The strike last trading price was 8.27, which was -1.7300000000000004 lower than the previous day. The implied volatity was 43.45, the open interest changed by 76 which increased total open position to 87
On 16 Apr LTF was trading at 280.41. The strike last trading price was 10, which was -1.25 lower than the previous day. The implied volatity was 43.07, the open interest changed by 2 which increased total open position to 5
On 15 Apr LTF was trading at 281.01. The strike last trading price was 11.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr LTF was trading at 274.04. The strike last trading price was 11.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Apr LTF was trading at 278.43. The strike last trading price was 11.25, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Apr LTF was trading at 272.18. The strike last trading price was 11.25, which was -12.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Apr LTF was trading at 275.46. The strike last trading price was 11.25, which was -12.75 lower than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 1
On 7 Apr LTF was trading at 254.56. The strike last trading price was 24, which was 15.2 higher than the previous day. The implied volatity was 45.77, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LTF was trading at 255.45. The strike last trading price was 8.8, 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 Apr LTF was trading at 240.35. The strike last trading price was 8.8, 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 Apr LTF was trading at 244.64. The strike last trading price was 8.8, 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 Mar LTF was trading at 240.20. The strike last trading price was 8.8, 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 Mar LTF was trading at 251.65. The strike last trading price was 8.8, 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 Mar LTF was trading at 261.30. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.07, the open interest changed by 0 which decreased total open position to 0
On 24 Mar LTF was trading at 254.80. The strike last trading price was 8.8, 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 Mar LTF was trading at 247.65. The strike last trading price was -, 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 20 Mar LTF was trading at 261.20. The strike last trading price was -, 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 19 Mar LTF was trading at 256.65. The strike last trading price was -, 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 18 Mar LTF was trading at 268.80. The strike last trading price was -, 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 17 Mar LTF was trading at 263.15. The strike last trading price was 8.8, 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 Mar LTF was trading at 260.65. The strike last trading price was 8.8, 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 Mar LTF was trading at 258.00. The strike last trading price was 8.8, 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 Mar LTF was trading at 265.50. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 1.06, 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 -, 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 10 Mar LTF was trading at 274.05. The strike last trading price was -, 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 9 Mar LTF was trading at 266.20. The strike last trading price was -, 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 6 Mar LTF was trading at 271.90. The strike last trading price was 8.8, 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 8.8, 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 8.8, 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 8.8, which was 0 lower than the previous day. The implied volatity was 2.9, the open interest changed by 0 which decreased total open position to 0
