LTF
L&T Finance Limited
Historical option data for LTF
20 Mar 2026 04:12 PM IST
| LTF 30-MAR-2026 275 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.11
Theta: -0.2
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 261.20 | 1.35 | 0.15 | 32.22 | 1,260 | 17 | 743 | |||||||||
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| 19 Mar | 256.65 | 1.3 | -2.25 | 33.86 | 1,591 | 62 | 736 | |||||||||
| 18 Mar | 268.80 | 3.65 | 1.2 | 27.73 | 2,809 | 7 | 680 | |||||||||
| 17 Mar | 263.15 | 2.3 | -0.95 | 31.4 | 1,794 | 115 | 675 | |||||||||
| 16 Mar | 260.65 | 2.95 | -0.15 | 39.54 | 2,369 | 25 | 579 | |||||||||
| 13 Mar | 258.00 | 3 | -2.25 | 38.28 | 1,445 | 162 | 595 | |||||||||
| 12 Mar | 265.50 | 4.95 | -0.55 | 35.36 | 729 | 11 | 431 | |||||||||
| 11 Mar | 266.65 | 5.4 | -3.25 | 34.64 | 797 | 65 | 421 | |||||||||
| 10 Mar | 274.05 | 9.2 | 3 | 32.91 | 796 | -52 | 352 | |||||||||
| 9 Mar | 266.20 | 6.3 | -1.45 | 36.07 | 952 | 101 | 405 | |||||||||
| 6 Mar | 271.90 | 7.7 | -2.2 | 30.07 | 469 | 38 | 303 | |||||||||
| 5 Mar | 275.50 | 10.25 | 2.2 | 30.48 | 624 | 9 | 262 | |||||||||
| 4 Mar | 271.05 | 8.2 | -4.05 | 36.19 | 762 | 133 | 256 | |||||||||
| 2 Mar | 275.80 | 12.25 | -3.4 | 34.49 | 399 | 50 | 121 | |||||||||
| 27 Feb | 283.95 | 13.1 | -17.35 | 28.33 | 124 | 47 | 70 | |||||||||
| 26 Feb | 299.90 | 30.45 | 5.3 | - | 0 | 0 | 23 | |||||||||
| 25 Feb | 303.35 | 30.45 | 5.3 | 22.07 | 20 | 7 | 23 | |||||||||
| 24 Feb | 297.45 | 25.15 | -2.1 | 12.92 | 6 | -1 | 15 | |||||||||
| 23 Feb | 299.65 | 27.25 | -1.75 | 14.44 | 15 | 12 | 15 | |||||||||
| 20 Feb | 297.75 | 29 | 14.5 | - | 0 | 0 | 3 | |||||||||
| 19 Feb | 294.90 | 29 | 14.5 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 300.25 | 29 | 14.5 | 22.91 | 1 | 0 | 2 | |||||||||
| 17 Feb | 297.65 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 16 Feb | 294.00 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 13 Feb | 285.10 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 12 Feb | 292.05 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 11 Feb | 288.30 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 10 Feb | 294.00 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 9 Feb | 296.85 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 6 Feb | 285.30 | 14.5 | -10.2 | - | 0 | 0 | 2 | |||||||||
| 5 Feb | 283.40 | 14.5 | -10.2 | 16.36 | 2 | 1 | 1 | |||||||||
| 4 Feb | 287.10 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 284.70 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 277.55 | 24.7 | 0 | 0.35 | 0 | 0 | 0 | |||||||||
| 1 Feb | 279.10 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 286.35 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 289.15 | 24.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 289.40 | 24.7 | 0 | 0 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 275 expiring on 30MAR2026
Delta for 275 CE is 0.18
Historical price for 275 CE is as follows
On 20 Mar LTF was trading at 261.20. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by 17 which increased total open position to 743
On 19 Mar LTF was trading at 256.65. The strike last trading price was 1.3, which was -2.25 lower than the previous day. The implied volatity was 33.86, the open interest changed by 62 which increased total open position to 736
On 18 Mar LTF was trading at 268.80. The strike last trading price was 3.65, which was 1.2 higher than the previous day. The implied volatity was 27.73, the open interest changed by 7 which increased total open position to 680
On 17 Mar LTF was trading at 263.15. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 31.4, the open interest changed by 115 which increased total open position to 675
On 16 Mar LTF was trading at 260.65. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 39.54, the open interest changed by 25 which increased total open position to 579
On 13 Mar LTF was trading at 258.00. The strike last trading price was 3, which was -2.25 lower than the previous day. The implied volatity was 38.28, the open interest changed by 162 which increased total open position to 595
On 12 Mar LTF was trading at 265.50. The strike last trading price was 4.95, which was -0.55 lower than the previous day. The implied volatity was 35.36, the open interest changed by 11 which increased total open position to 431
On 11 Mar LTF was trading at 266.65. The strike last trading price was 5.4, which was -3.25 lower than the previous day. The implied volatity was 34.64, the open interest changed by 65 which increased total open position to 421
On 10 Mar LTF was trading at 274.05. The strike last trading price was 9.2, which was 3 higher than the previous day. The implied volatity was 32.91, the open interest changed by -52 which decreased total open position to 352
On 9 Mar LTF was trading at 266.20. The strike last trading price was 6.3, which was -1.45 lower than the previous day. The implied volatity was 36.07, the open interest changed by 101 which increased total open position to 405
On 6 Mar LTF was trading at 271.90. The strike last trading price was 7.7, which was -2.2 lower than the previous day. The implied volatity was 30.07, the open interest changed by 38 which increased total open position to 303
On 5 Mar LTF was trading at 275.50. The strike last trading price was 10.25, which was 2.2 higher than the previous day. The implied volatity was 30.48, the open interest changed by 9 which increased total open position to 262
On 4 Mar LTF was trading at 271.05. The strike last trading price was 8.2, which was -4.05 lower than the previous day. The implied volatity was 36.19, the open interest changed by 133 which increased total open position to 256
On 2 Mar LTF was trading at 275.80. The strike last trading price was 12.25, which was -3.4 lower than the previous day. The implied volatity was 34.49, the open interest changed by 50 which increased total open position to 121
On 27 Feb LTF was trading at 283.95. The strike last trading price was 13.1, which was -17.35 lower than the previous day. The implied volatity was 28.33, the open interest changed by 47 which increased total open position to 70
On 26 Feb LTF was trading at 299.90. The strike last trading price was 30.45, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 25 Feb LTF was trading at 303.35. The strike last trading price was 30.45, which was 5.3 higher than the previous day. The implied volatity was 22.07, the open interest changed by 7 which increased total open position to 23
On 24 Feb LTF was trading at 297.45. The strike last trading price was 25.15, which was -2.1 lower than the previous day. The implied volatity was 12.92, the open interest changed by -1 which decreased total open position to 15
On 23 Feb LTF was trading at 299.65. The strike last trading price was 27.25, which was -1.75 lower than the previous day. The implied volatity was 14.44, the open interest changed by 12 which increased total open position to 15
On 20 Feb LTF was trading at 297.75. The strike last trading price was 29, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Feb LTF was trading at 294.90. The strike last trading price was 29, which was 14.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Feb LTF was trading at 300.25. The strike last trading price was 29, which was 14.5 higher than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 2
On 17 Feb LTF was trading at 297.65. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb LTF was trading at 294.00. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb LTF was trading at 285.10. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb LTF was trading at 292.05. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb LTF was trading at 288.30. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb LTF was trading at 294.00. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb LTF was trading at 296.85. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb LTF was trading at 285.30. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb LTF was trading at 283.40. The strike last trading price was 14.5, which was -10.2 lower than the previous day. The implied volatity was 16.36, the open interest changed by 1 which increased total open position to 1
On 4 Feb LTF was trading at 287.10. The strike last trading price was 24.7, 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 24.7, 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 24.7, which was 0 lower than the previous day. The implied volatity was 0.35, 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 24.7, 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 24.7, 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 24.7, 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 24.7, 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 275 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.09
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 261.20 | 14 | -7 | 25.94 | 55 | -14 | 441 |
| 19 Mar | 256.65 | 18.45 | 7.75 | 45.48 | 73 | -20 | 455 |
| 18 Mar | 268.80 | 10.25 | -5 | 40.84 | 484 | 25 | 474 |
| 17 Mar | 263.15 | 15.35 | -3.3 | 43.34 | 20 | 1 | 450 |
| 16 Mar | 260.65 | 18.4 | -1.6 | 45.5 | 30 | -2 | 449 |
| 13 Mar | 258.00 | 19.65 | 5 | 42.31 | 55 | -26 | 452 |
| 12 Mar | 265.50 | 14.8 | 0.2 | 42.52 | 64 | -11 | 479 |
| 11 Mar | 266.65 | 15.15 | 5.65 | 45.6 | 231 | -12 | 490 |
| 10 Mar | 274.05 | 9.2 | -5.2 | 38.8 | 276 | 13 | 497 |
| 9 Mar | 266.20 | 14.35 | 1.85 | 41.01 | 106 | -16 | 480 |
| 6 Mar | 271.90 | 12.4 | 2.8 | 41.95 | 171 | 7 | 498 |
| 5 Mar | 275.50 | 9.5 | -4.6 | 37.96 | 538 | 198 | 491 |
| 4 Mar | 271.05 | 14.05 | 3.9 | 39.9 | 310 | -2 | 293 |
| 2 Mar | 275.80 | 9.9 | 1.95 | 37.99 | 628 | 32 | 295 |
| 27 Feb | 283.95 | 9.7 | 6.85 | 40.35 | 832 | 97 | 262 |
| 26 Feb | 299.90 | 2.85 | 0.15 | 34.5 | 73 | 3 | 163 |
| 25 Feb | 303.35 | 2.7 | -0.9 | 36.35 | 135 | -15 | 159 |
| 24 Feb | 297.45 | 3.5 | -0.15 | 36.13 | 67 | 26 | 174 |
| 23 Feb | 299.65 | 3.6 | -0.55 | 36.49 | 80 | 18 | 148 |
| 20 Feb | 297.75 | 4.3 | -1.15 | 36.34 | 100 | 33 | 124 |
| 19 Feb | 294.90 | 5.4 | 1.6 | 37.51 | 37 | 16 | 91 |
| 18 Feb | 300.25 | 3.75 | -1.25 | 35.32 | 58 | 30 | 75 |
| 17 Feb | 297.65 | 5 | -1.9 | 37.67 | 12 | -7 | 45 |
| 16 Feb | 294.00 | 6.9 | -2.4 | 41.48 | 14 | 8 | 55 |
| 13 Feb | 285.10 | 9.3 | 2.15 | 38.5 | 19 | 4 | 48 |
| 12 Feb | 292.05 | 7.6 | -0.8 | 39.85 | 19 | 17 | 45 |
| 11 Feb | 288.30 | 8.4 | -0.7 | 37.93 | 38 | 27 | 30 |
| 10 Feb | 294.00 | 9.1 | -2.45 | - | 0 | 0 | 3 |
| 9 Feb | 296.85 | 9.1 | -2.45 | - | 0 | 0 | 3 |
| 6 Feb | 285.30 | 9.1 | -2.45 | - | 0 | 0 | 3 |
| 5 Feb | 283.40 | 9.1 | -2.45 | - | 0 | 0 | 3 |
| 4 Feb | 287.10 | 9.1 | -2.45 | - | 0 | 0 | 3 |
| 3 Feb | 284.70 | 9.1 | -2.45 | 35.16 | 3 | 2 | 2 |
| 2 Feb | 277.55 | 11.55 | 0 | 2.06 | 0 | 0 | 0 |
| 1 Feb | 279.10 | 11.55 | 0 | 2.02 | 0 | 0 | 0 |
| 30 Jan | 286.35 | 11.55 | 0 | 4.15 | 0 | 0 | 0 |
| 29 Jan | 289.15 | 11.55 | 0 | 5.12 | 0 | 0 | 0 |
| 28 Jan | 289.40 | 11.55 | 0 | 5.01 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 275 expiring on 30MAR2026
Delta for 275 PE is -0.87
Historical price for 275 PE is as follows
On 20 Mar LTF was trading at 261.20. The strike last trading price was 14, which was -7 lower than the previous day. The implied volatity was 25.94, the open interest changed by -14 which decreased total open position to 441
On 19 Mar LTF was trading at 256.65. The strike last trading price was 18.45, which was 7.75 higher than the previous day. The implied volatity was 45.48, the open interest changed by -20 which decreased total open position to 455
On 18 Mar LTF was trading at 268.80. The strike last trading price was 10.25, which was -5 lower than the previous day. The implied volatity was 40.84, the open interest changed by 25 which increased total open position to 474
On 17 Mar LTF was trading at 263.15. The strike last trading price was 15.35, which was -3.3 lower than the previous day. The implied volatity was 43.34, the open interest changed by 1 which increased total open position to 450
On 16 Mar LTF was trading at 260.65. The strike last trading price was 18.4, which was -1.6 lower than the previous day. The implied volatity was 45.5, the open interest changed by -2 which decreased total open position to 449
On 13 Mar LTF was trading at 258.00. The strike last trading price was 19.65, which was 5 higher than the previous day. The implied volatity was 42.31, the open interest changed by -26 which decreased total open position to 452
On 12 Mar LTF was trading at 265.50. The strike last trading price was 14.8, which was 0.2 higher than the previous day. The implied volatity was 42.52, the open interest changed by -11 which decreased total open position to 479
On 11 Mar LTF was trading at 266.65. The strike last trading price was 15.15, which was 5.65 higher than the previous day. The implied volatity was 45.6, the open interest changed by -12 which decreased total open position to 490
On 10 Mar LTF was trading at 274.05. The strike last trading price was 9.2, which was -5.2 lower than the previous day. The implied volatity was 38.8, the open interest changed by 13 which increased total open position to 497
On 9 Mar LTF was trading at 266.20. The strike last trading price was 14.35, which was 1.85 higher than the previous day. The implied volatity was 41.01, the open interest changed by -16 which decreased total open position to 480
On 6 Mar LTF was trading at 271.90. The strike last trading price was 12.4, which was 2.8 higher than the previous day. The implied volatity was 41.95, the open interest changed by 7 which increased total open position to 498
On 5 Mar LTF was trading at 275.50. The strike last trading price was 9.5, which was -4.6 lower than the previous day. The implied volatity was 37.96, the open interest changed by 198 which increased total open position to 491
On 4 Mar LTF was trading at 271.05. The strike last trading price was 14.05, which was 3.9 higher than the previous day. The implied volatity was 39.9, the open interest changed by -2 which decreased total open position to 293
On 2 Mar LTF was trading at 275.80. The strike last trading price was 9.9, which was 1.95 higher than the previous day. The implied volatity was 37.99, the open interest changed by 32 which increased total open position to 295
On 27 Feb LTF was trading at 283.95. The strike last trading price was 9.7, which was 6.85 higher than the previous day. The implied volatity was 40.35, the open interest changed by 97 which increased total open position to 262
On 26 Feb LTF was trading at 299.90. The strike last trading price was 2.85, which was 0.15 higher than the previous day. The implied volatity was 34.5, the open interest changed by 3 which increased total open position to 163
On 25 Feb LTF was trading at 303.35. The strike last trading price was 2.7, which was -0.9 lower than the previous day. The implied volatity was 36.35, the open interest changed by -15 which decreased total open position to 159
On 24 Feb LTF was trading at 297.45. The strike last trading price was 3.5, which was -0.15 lower than the previous day. The implied volatity was 36.13, the open interest changed by 26 which increased total open position to 174
On 23 Feb LTF was trading at 299.65. The strike last trading price was 3.6, which was -0.55 lower than the previous day. The implied volatity was 36.49, the open interest changed by 18 which increased total open position to 148
On 20 Feb LTF was trading at 297.75. The strike last trading price was 4.3, which was -1.15 lower than the previous day. The implied volatity was 36.34, the open interest changed by 33 which increased total open position to 124
On 19 Feb LTF was trading at 294.90. The strike last trading price was 5.4, which was 1.6 higher than the previous day. The implied volatity was 37.51, the open interest changed by 16 which increased total open position to 91
On 18 Feb LTF was trading at 300.25. The strike last trading price was 3.75, which was -1.25 lower than the previous day. The implied volatity was 35.32, the open interest changed by 30 which increased total open position to 75
On 17 Feb LTF was trading at 297.65. The strike last trading price was 5, which was -1.9 lower than the previous day. The implied volatity was 37.67, the open interest changed by -7 which decreased total open position to 45
On 16 Feb LTF was trading at 294.00. The strike last trading price was 6.9, which was -2.4 lower than the previous day. The implied volatity was 41.48, the open interest changed by 8 which increased total open position to 55
On 13 Feb LTF was trading at 285.10. The strike last trading price was 9.3, which was 2.15 higher than the previous day. The implied volatity was 38.5, the open interest changed by 4 which increased total open position to 48
On 12 Feb LTF was trading at 292.05. The strike last trading price was 7.6, which was -0.8 lower than the previous day. The implied volatity was 39.85, the open interest changed by 17 which increased total open position to 45
On 11 Feb LTF was trading at 288.30. The strike last trading price was 8.4, which was -0.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 27 which increased total open position to 30
On 10 Feb LTF was trading at 294.00. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb LTF was trading at 296.85. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb LTF was trading at 285.30. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb LTF was trading at 283.40. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb LTF was trading at 287.10. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb LTF was trading at 284.70. The strike last trading price was 9.1, which was -2.45 lower than the previous day. The implied volatity was 35.16, the open interest changed by 2 which increased total open position to 2
On 2 Feb LTF was trading at 277.55. The strike last trading price was 11.55, which was 0 lower than the previous day. The implied volatity was 2.06, 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 11.55, which was 0 lower than the previous day. The implied volatity was 2.02, 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 11.55, which was 0 lower than the previous day. The implied volatity was 4.15, 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 11.55, which was 0 lower than the previous day. The implied volatity was 5.12, 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 11.55, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
