LTF
L&T Finance Limited
Historical option data for LTF
17 Apr 2026 04:10 PM IST
| LTF 28-Apr-2026 (10d) 275 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0
Theta: -0.26
Gamma: 0.01623
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 17 Apr | 287.14 | 15.5 | 3.75 | 36.97 | 125 | -28 | 246 | |||||||||
| 16 Apr | 280.41 | 11.68 | -0.7400000000000002 | 40.79 | 92 | -3 | 274 | |||||||||
| 15 Apr | 281.01 | 12.45 | 4.1 | 42.13 | 247 | -12 | 316 | |||||||||
| 13 Apr | 274.04 | 8.48 | -2.299999999999999 | 38.71 | 520 | 39 | 325 | |||||||||
| 10 Apr | 278.43 | 10.49 | 1.8900000000000006 | 33.16 | 321 | -31 | 287 | |||||||||
| 9 Apr | 272.18 | 8.5 | -2.13 | 37.62 | 466 | 68 | 318 | |||||||||
| 8 Apr | 275.46 | 10.78 | 7.13 | 35.91 | 1,510 | 18 | 249 | |||||||||
| 7 Apr | 254.56 | 3.58 | -0.76 | 41.3 | 111 | 0 | 229 | |||||||||
| 6 Apr | 255.45 | 4 | 2.06 | 42.99 | 431 | 90 | 228 | |||||||||
| 2 Apr | 240.35 | 2.04 | -0.42 | 41.57 | 191 | -18 | 134 | |||||||||
| 1 Apr | 244.64 | 2.49 | -0.06 | 40.75 | 418 | 24 | 153 | |||||||||
| 30 Mar | 240.20 | 2.6 | -1.55 | 43.59 | 417 | 17 | 130 | |||||||||
| 27 Mar | 251.65 | 4.35 | -2.35 | 38.15 | 191 | 33 | 115 | |||||||||
| 25 Mar | 261.30 | 6.75 | -26.6 | 35.52 | 112 | 81 | 81 | |||||||||
| 24 Mar | 254.80 | 33.35 | 0 | 6.2 | 0 | 0 | 0 | |||||||||
| 23 Mar | 247.65 | 33.35 | 0 | 8.61 | 0 | 0 | 0 | |||||||||
| 20 Mar | 261.20 | 33.35 | 0 | 3.86 | 0 | 0 | 0 | |||||||||
| 19 Mar | 256.65 | 33.35 | 0 | 4.61 | 0 | 0 | 0 | |||||||||
| 18 Mar | 268.80 | 33.35 | 0 | 0.84 | 0 | 0 | 0 | |||||||||
| 17 Mar | 263.15 | 33.35 | 0 | 2.98 | 0 | 0 | 0 | |||||||||
| 16 Mar | 260.65 | 33.35 | 0 | 4.06 | 0 | 0 | 0 | |||||||||
| 13 Mar | 258.00 | 33.35 | 0 | 4.37 | 0 | 0 | 0 | |||||||||
| 12 Mar | 265.50 | 33.35 | 0 | 2.14 | 0 | 0 | 0 | |||||||||
| 11 Mar | 266.65 | 33.35 | 0 | 1.76 | 0 | 0 | 0 | |||||||||
| 10 Mar | 274.05 | 33.35 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 9 Mar | 266.20 | 33.35 | 0 | 1.59 | 0 | 0 | 0 | |||||||||
| 6 Mar | 271.90 | 33.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 275.50 | 33.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 271.05 | 33.35 | 0 | 0.86 | 0 | 0 | 0 | |||||||||
| 2 Mar | 275.80 | 33.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 283.95 | 33.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 299.90 | 33.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 303.35 | 33.35 | 0 | 0 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 275 expiring on 28APR2026
Delta for 275 CE is 0.77
Historical price for 275 CE is as follows
On 17 Apr LTF was trading at 287.14. The strike last trading price was 15.5, which was 3.75 higher than the previous day. The implied volatity was 36.97, the open interest changed by -28 which decreased total open position to 246
On 16 Apr LTF was trading at 280.41. The strike last trading price was 11.68, which was -0.7400000000000002 lower than the previous day. The implied volatity was 40.79, the open interest changed by -3 which decreased total open position to 274
On 15 Apr LTF was trading at 281.01. The strike last trading price was 12.45, which was 4.1 higher than the previous day. The implied volatity was 42.13, the open interest changed by -12 which decreased total open position to 316
On 13 Apr LTF was trading at 274.04. The strike last trading price was 8.48, which was -2.299999999999999 lower than the previous day. The implied volatity was 38.71, the open interest changed by 39 which increased total open position to 325
On 10 Apr LTF was trading at 278.43. The strike last trading price was 10.49, which was 1.8900000000000006 higher than the previous day. The implied volatity was 33.16, the open interest changed by -31 which decreased total open position to 287
On 9 Apr LTF was trading at 272.18. The strike last trading price was 8.5, which was -2.13 lower than the previous day. The implied volatity was 37.62, the open interest changed by 68 which increased total open position to 318
On 8 Apr LTF was trading at 275.46. The strike last trading price was 10.78, which was 7.13 higher than the previous day. The implied volatity was 35.91, the open interest changed by 18 which increased total open position to 249
On 7 Apr LTF was trading at 254.56. The strike last trading price was 3.58, which was -0.76 lower than the previous day. The implied volatity was 41.3, the open interest changed by 0 which decreased total open position to 229
On 6 Apr LTF was trading at 255.45. The strike last trading price was 4, which was 2.06 higher than the previous day. The implied volatity was 42.99, the open interest changed by 90 which increased total open position to 228
On 2 Apr LTF was trading at 240.35. The strike last trading price was 2.04, which was -0.42 lower than the previous day. The implied volatity was 41.57, the open interest changed by -18 which decreased total open position to 134
On 1 Apr LTF was trading at 244.64. The strike last trading price was 2.49, which was -0.06 lower than the previous day. The implied volatity was 40.75, the open interest changed by 24 which increased total open position to 153
On 30 Mar LTF was trading at 240.20. The strike last trading price was 2.6, which was -1.55 lower than the previous day. The implied volatity was 43.59, the open interest changed by 17 which increased total open position to 130
On 27 Mar LTF was trading at 251.65. The strike last trading price was 4.35, which was -2.35 lower than the previous day. The implied volatity was 38.15, the open interest changed by 33 which increased total open position to 115
On 25 Mar LTF was trading at 261.30. The strike last trading price was 6.75, which was -26.6 lower than the previous day. The implied volatity was 35.52, the open interest changed by 81 which increased total open position to 81
On 24 Mar LTF was trading at 254.80. The strike last trading price was 33.35, which was 0 lower than the previous day. The implied volatity was 6.2, 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 33.35, which was 0 lower than the previous day. The implied volatity was 8.61, 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 33.35, which was 0 lower than the previous day. The implied volatity was 3.86, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.61, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.84, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.98, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.06, 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 33.35, which was 0 lower than the previous day. The implied volatity was 4.37, 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 33.35, which was 0 lower than the previous day. The implied volatity was 2.14, 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 33.35, which was 0 lower than the previous day. The implied volatity was 1.76, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.06, 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 33.35, which was 0 lower than the previous day. The implied volatity was 1.59, 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 33.35, 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 33.35, 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 33.35, which was 0 lower than the previous day. The implied volatity was 0.86, 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 33.35, 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 33.35, 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 33.35, 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 33.35, 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 (10d) 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0
Theta: -0.26
Gamma: 0.01542
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 287.14 | 3.26 | -2.75 | 40.96 | 546 | -59 | 315 |
| 16 Apr | 280.41 | 6.17 | -0.9199999999999999 | 43.51 | 225 | -45 | 373 |
| 15 Apr | 281.01 | 7.29 | -3.04 | 47.97 | 323 | 45 | 418 |
| 13 Apr | 274.04 | 10.24 | 2.33 | 44.8 | 323 | -52 | 380 |
| 10 Apr | 278.43 | 8.05 | -2.289999999999999 | 39.91 | 467 | 84 | 433 |
| 9 Apr | 272.18 | 10.45 | 1.18 | 38.54 | 449 | 53 | 349 |
| 8 Apr | 275.46 | 9.17 | -13.48 | 41.26 | 729 | 253 | 296 |
| 7 Apr | 254.56 | 22.65 | -11.77 | - | 0 | 0 | 43 |
| 6 Apr | 255.45 | 22.65 | -11.77 | 39.47 | 29 | 4 | 42 |
| 2 Apr | 240.35 | 34.42 | 2.94 | 50.87 | 6 | 3 | 38 |
| 1 Apr | 244.64 | 31.48 | -4.52 | 46.02 | 5 | 1 | 35 |
| 30 Mar | 240.20 | 36 | 4.75 | 52.69 | 23 | 6 | 33 |
| 27 Mar | 251.65 | 30.4 | 7 | 59.91 | 20 | 7 | 26 |
| 25 Mar | 261.30 | 23.4 | -6.1 | 52.89 | 8 | 7 | 19 |
| 24 Mar | 254.80 | 29.5 | 9 | 59.68 | 5 | 4 | 11 |
| 23 Mar | 247.65 | 20.5 | 8.15 | - | 0 | 0 | 7 |
| 20 Mar | 261.20 | 20.5 | 8.15 | 41.04 | 4 | 2 | 6 |
| 19 Mar | 256.65 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 18 Mar | 268.80 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 17 Mar | 263.15 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 16 Mar | 260.65 | 12.7 | 8.45 | - | 0 | 0 | 0 |
| 13 Mar | 258.00 | 12.7 | 8.45 | - | 0 | 0 | 0 |
| 12 Mar | 265.50 | 12.7 | 8.45 | - | 0 | 0 | 0 |
| 11 Mar | 266.65 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 10 Mar | 274.05 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 9 Mar | 266.20 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 6 Mar | 271.90 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 5 Mar | 275.50 | 12.7 | 8.45 | - | 0 | 0 | 0 |
| 4 Mar | 271.05 | 12.7 | 8.45 | - | 0 | 0 | 4 |
| 2 Mar | 275.80 | 12.7 | 8.45 | - | 0 | 3 | 0 |
| 27 Feb | 283.95 | 12.7 | 8.45 | 38.5 | 3 | 2 | 3 |
| 26 Feb | 299.90 | 4.25 | -3.5 | 30.85 | 1 | 0 | 0 |
| 25 Feb | 303.35 | 7.75 | 0 | 7.99 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 275 expiring on 28APR2026
Delta for 275 PE is -0.25
Historical price for 275 PE is as follows
On 17 Apr LTF was trading at 287.14. The strike last trading price was 3.26, which was -2.75 lower than the previous day. The implied volatity was 40.96, the open interest changed by -59 which decreased total open position to 315
On 16 Apr LTF was trading at 280.41. The strike last trading price was 6.17, which was -0.9199999999999999 lower than the previous day. The implied volatity was 43.51, the open interest changed by -45 which decreased total open position to 373
On 15 Apr LTF was trading at 281.01. The strike last trading price was 7.29, which was -3.04 lower than the previous day. The implied volatity was 47.97, the open interest changed by 45 which increased total open position to 418
On 13 Apr LTF was trading at 274.04. The strike last trading price was 10.24, which was 2.33 higher than the previous day. The implied volatity was 44.8, the open interest changed by -52 which decreased total open position to 380
On 10 Apr LTF was trading at 278.43. The strike last trading price was 8.05, which was -2.289999999999999 lower than the previous day. The implied volatity was 39.91, the open interest changed by 84 which increased total open position to 433
On 9 Apr LTF was trading at 272.18. The strike last trading price was 10.45, which was 1.18 higher than the previous day. The implied volatity was 38.54, the open interest changed by 53 which increased total open position to 349
On 8 Apr LTF was trading at 275.46. The strike last trading price was 9.17, which was -13.48 lower than the previous day. The implied volatity was 41.26, the open interest changed by 253 which increased total open position to 296
On 7 Apr LTF was trading at 254.56. The strike last trading price was 22.65, which was -11.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 6 Apr LTF was trading at 255.45. The strike last trading price was 22.65, which was -11.77 lower than the previous day. The implied volatity was 39.47, the open interest changed by 4 which increased total open position to 42
On 2 Apr LTF was trading at 240.35. The strike last trading price was 34.42, which was 2.94 higher than the previous day. The implied volatity was 50.87, the open interest changed by 3 which increased total open position to 38
On 1 Apr LTF was trading at 244.64. The strike last trading price was 31.48, which was -4.52 lower than the previous day. The implied volatity was 46.02, the open interest changed by 1 which increased total open position to 35
On 30 Mar LTF was trading at 240.20. The strike last trading price was 36, which was 4.75 higher than the previous day. The implied volatity was 52.69, the open interest changed by 6 which increased total open position to 33
On 27 Mar LTF was trading at 251.65. The strike last trading price was 30.4, which was 7 higher than the previous day. The implied volatity was 59.91, the open interest changed by 7 which increased total open position to 26
On 25 Mar LTF was trading at 261.30. The strike last trading price was 23.4, which was -6.1 lower than the previous day. The implied volatity was 52.89, the open interest changed by 7 which increased total open position to 19
On 24 Mar LTF was trading at 254.80. The strike last trading price was 29.5, which was 9 higher than the previous day. The implied volatity was 59.68, the open interest changed by 4 which increased total open position to 11
On 23 Mar LTF was trading at 247.65. The strike last trading price was 20.5, which was 8.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Mar LTF was trading at 261.20. The strike last trading price was 20.5, which was 8.15 higher than the previous day. The implied volatity was 41.04, the open interest changed by 2 which increased total open position to 6
On 19 Mar LTF was trading at 256.65. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar LTF was trading at 268.80. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar LTF was trading at 263.15. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar LTF was trading at 260.65. The strike last trading price was 12.7, which was 8.45 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 12.7, which was 8.45 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 12.7, which was 8.45 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 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar LTF was trading at 274.05. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar LTF was trading at 266.20. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar LTF was trading at 271.90. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar LTF was trading at 275.50. The strike last trading price was 12.7, which was 8.45 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 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Mar LTF was trading at 275.80. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Feb LTF was trading at 283.95. The strike last trading price was 12.7, which was 8.45 higher than the previous day. The implied volatity was 38.5, the open interest changed by 2 which increased total open position to 3
On 26 Feb LTF was trading at 299.90. The strike last trading price was 4.25, which was -3.5 lower than the previous day. The implied volatity was 30.85, 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 7.75, which was 0 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
