LTF
L&T Finance Limited
Historical option data for LTF
12 Mar 2026 04:12 PM IST
| LTF 30-MAR-2026 285 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.17
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 265.50 | 2.55 | -0.4 | 36.29 | 461 | 36 | 553 | |||||||||
| 11 Mar | 266.65 | 2.9 | -1.95 | 35.91 | 362 | -5 | 517 | |||||||||
| 10 Mar | 274.05 | 5 | 1.7 | 32.87 | 242 | -41 | 508 | |||||||||
| 9 Mar | 266.20 | 3.45 | -0.95 | 36.47 | 1,313 | 27 | 551 | |||||||||
| 6 Mar | 271.90 | 4.45 | -1.25 | 31.74 | 269 | 24 | 524 | |||||||||
| 5 Mar | 275.50 | 5.8 | 1.05 | 30.45 | 456 | -22 | 500 | |||||||||
| 4 Mar | 271.05 | 4.8 | -2.95 | 36.05 | 680 | 51 | 521 | |||||||||
| 2 Mar | 275.80 | 7.9 | -2.7 | 35.14 | 1,046 | 152 | 471 | |||||||||
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| 27 Feb | 283.95 | 8.75 | -11.95 | 30.19 | 1,034 | 287 | 316 | |||||||||
| 26 Feb | 299.90 | 20.7 | 1.5 | 29.64 | 2 | 0 | 28 | |||||||||
| 25 Feb | 303.35 | 19.2 | 0.3 | - | 3 | 0 | 28 | |||||||||
| 24 Feb | 297.45 | 19.2 | 0.3 | 23.68 | 3 | 2 | 27 | |||||||||
| 23 Feb | 299.65 | 18.9 | 0 | 20.04 | 8 | 6 | 25 | |||||||||
| 20 Feb | 297.75 | 18.9 | -0.85 | 24.62 | 31 | 16 | 19 | |||||||||
| 19 Feb | 294.90 | 19.75 | 4.75 | - | 0 | 0 | 3 | |||||||||
| 18 Feb | 300.25 | 19.75 | 4.75 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 297.65 | 19.75 | 4.75 | 25.64 | 3 | 1 | 2 | |||||||||
| 16 Feb | 294.00 | 15 | 2.4 | 15.74 | 2 | 1 | 2 | |||||||||
| 13 Feb | 285.10 | 12.8 | -6.5 | 27.87 | 3 | 0 | 0 | |||||||||
| 12 Feb | 292.05 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 288.30 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 294.00 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 296.85 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 285.30 | 19.3 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 5 Feb | 283.40 | 19.3 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 4 Feb | 287.10 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 284.70 | 19.3 | 0 | 1 | 0 | 0 | 0 | |||||||||
| 2 Feb | 277.55 | 19.3 | 0 | 0.76 | 0 | 0 | 0 | |||||||||
| 1 Feb | 279.10 | 19.3 | 0 | 0.94 | 0 | 0 | 0 | |||||||||
| 30 Jan | 286.35 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 289.15 | 19.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 289.40 | 19.3 | 0 | 0 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 285 expiring on 30MAR2026
Delta for 285 CE is 0.22
Historical price for 285 CE is as follows
On 12 Mar LTF was trading at 265.50. The strike last trading price was 2.55, which was -0.4 lower than the previous day. The implied volatity was 36.29, the open interest changed by 36 which increased total open position to 553
On 11 Mar LTF was trading at 266.65. The strike last trading price was 2.9, which was -1.95 lower than the previous day. The implied volatity was 35.91, the open interest changed by -5 which decreased total open position to 517
On 10 Mar LTF was trading at 274.05. The strike last trading price was 5, which was 1.7 higher than the previous day. The implied volatity was 32.87, the open interest changed by -41 which decreased total open position to 508
On 9 Mar LTF was trading at 266.20. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 36.47, the open interest changed by 27 which increased total open position to 551
On 6 Mar LTF was trading at 271.90. The strike last trading price was 4.45, which was -1.25 lower than the previous day. The implied volatity was 31.74, the open interest changed by 24 which increased total open position to 524
On 5 Mar LTF was trading at 275.50. The strike last trading price was 5.8, which was 1.05 higher than the previous day. The implied volatity was 30.45, the open interest changed by -22 which decreased total open position to 500
On 4 Mar LTF was trading at 271.05. The strike last trading price was 4.8, which was -2.95 lower than the previous day. The implied volatity was 36.05, the open interest changed by 51 which increased total open position to 521
On 2 Mar LTF was trading at 275.80. The strike last trading price was 7.9, which was -2.7 lower than the previous day. The implied volatity was 35.14, the open interest changed by 152 which increased total open position to 471
On 27 Feb LTF was trading at 283.95. The strike last trading price was 8.75, which was -11.95 lower than the previous day. The implied volatity was 30.19, the open interest changed by 287 which increased total open position to 316
On 26 Feb LTF was trading at 299.90. The strike last trading price was 20.7, which was 1.5 higher than the previous day. The implied volatity was 29.64, the open interest changed by 0 which decreased total open position to 28
On 25 Feb LTF was trading at 303.35. The strike last trading price was 19.2, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 24 Feb LTF was trading at 297.45. The strike last trading price was 19.2, which was 0.3 higher than the previous day. The implied volatity was 23.68, the open interest changed by 2 which increased total open position to 27
On 23 Feb LTF was trading at 299.65. The strike last trading price was 18.9, which was 0 lower than the previous day. The implied volatity was 20.04, the open interest changed by 6 which increased total open position to 25
On 20 Feb LTF was trading at 297.75. The strike last trading price was 18.9, which was -0.85 lower than the previous day. The implied volatity was 24.62, the open interest changed by 16 which increased total open position to 19
On 19 Feb LTF was trading at 294.90. The strike last trading price was 19.75, which was 4.75 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 19.75, which was 4.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb LTF was trading at 297.65. The strike last trading price was 19.75, which was 4.75 higher than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 2
On 16 Feb LTF was trading at 294.00. The strike last trading price was 15, which was 2.4 higher than the previous day. The implied volatity was 15.74, the open interest changed by 1 which increased total open position to 2
On 13 Feb LTF was trading at 285.10. The strike last trading price was 12.8, which was -6.5 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LTF was trading at 292.05. The strike last trading price was 19.3, 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 Feb LTF was trading at 288.30. The strike last trading price was 19.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LTF was trading at 294.00. The strike last trading price was 19.3, 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 19.3, 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 19.3, which was 0 lower than the previous day. The implied volatity was 0.32, 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 19.3, which was 0 lower than the previous day. The implied volatity was 0.13, 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 19.3, 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 19.3, which was 0 lower than the previous day. The implied volatity was 1, 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 19.3, which was 0 lower than the previous day. The implied volatity was 0.76, 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 19.3, which was 0 lower than the previous day. The implied volatity was 0.94, 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 19.3, 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 19.3, 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 19.3, 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 285 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.19
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 265.50 | 22.25 | -0.35 | 44.44 | 22 | 4 | 393 |
| 11 Mar | 266.65 | 22.6 | 7.1 | 48.68 | 8 | -6 | 388 |
| 10 Mar | 274.05 | 15.05 | -6.4 | 39.45 | 10 | 1 | 393 |
| 9 Mar | 266.20 | 21.45 | 5 | 42.27 | 12 | -3 | 392 |
| 6 Mar | 271.90 | 16.45 | 1.05 | 34.38 | 12 | -3 | 395 |
| 5 Mar | 275.50 | 15.5 | -5.25 | 39.88 | 22 | -16 | 398 |
| 4 Mar | 271.05 | 20.95 | 5.2 | 41.6 | 98 | -36 | 412 |
| 2 Mar | 275.80 | 15.7 | 3.35 | 39.39 | 925 | -132 | 448 |
| 27 Feb | 283.95 | 14.95 | 9.8 | 41.35 | 2,598 | 65 | 580 |
| 26 Feb | 299.90 | 5.45 | 0.75 | 35.02 | 282 | 123 | 516 |
| 25 Feb | 303.35 | 4.65 | -1.5 | 35.41 | 516 | 220 | 394 |
| 24 Feb | 297.45 | 5.85 | -0.35 | 35.18 | 46 | 13 | 174 |
| 23 Feb | 299.65 | 6.15 | -1.05 | 36.2 | 138 | 89 | 161 |
| 20 Feb | 297.75 | 7.35 | 0.25 | 36.79 | 50 | 24 | 72 |
| 19 Feb | 294.90 | 7.1 | 0.75 | 33.02 | 28 | 1 | 45 |
| 18 Feb | 300.25 | 6.45 | -1.95 | 35.51 | 51 | 28 | 43 |
| 17 Feb | 297.65 | 8.4 | -0.1 | 38.73 | 18 | 13 | 15 |
| 16 Feb | 294.00 | 8.5 | -3.5 | - | 0 | 0 | 2 |
| 13 Feb | 285.10 | 8.5 | -3.5 | - | 0 | 0 | 2 |
| 12 Feb | 292.05 | 8.5 | -3.5 | - | 0 | 0 | 2 |
| 11 Feb | 288.30 | 8.5 | -3.5 | - | 0 | 0 | 2 |
| 10 Feb | 294.00 | 8.5 | -3.5 | 33.24 | 1 | 0 | 1 |
| 9 Feb | 296.85 | 12 | -4.1 | - | 0 | 0 | 1 |
| 6 Feb | 285.30 | 12 | -4.1 | - | 0 | 0 | 1 |
| 5 Feb | 283.40 | 12 | -4.1 | - | 0 | 0 | 1 |
| 4 Feb | 287.10 | 12 | -4.1 | - | 0 | 0 | 1 |
| 3 Feb | 284.70 | 12 | -4.1 | - | 0 | 0 | 1 |
| 2 Feb | 277.55 | 12 | -4.1 | - | 0 | 0 | 1 |
| 1 Feb | 279.10 | 12 | -4.1 | - | 0 | 0 | 1 |
| 30 Jan | 286.35 | 12 | -4.1 | 32.15 | 1 | 0 | 0 |
| 29 Jan | 289.15 | 16.1 | 0 | 2.42 | 0 | 0 | 0 |
| 28 Jan | 289.40 | 16.1 | 0 | 2.48 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 285 expiring on 30MAR2026
Delta for 285 PE is -0.73
Historical price for 285 PE is as follows
On 12 Mar LTF was trading at 265.50. The strike last trading price was 22.25, which was -0.35 lower than the previous day. The implied volatity was 44.44, the open interest changed by 4 which increased total open position to 393
On 11 Mar LTF was trading at 266.65. The strike last trading price was 22.6, which was 7.1 higher than the previous day. The implied volatity was 48.68, the open interest changed by -6 which decreased total open position to 388
On 10 Mar LTF was trading at 274.05. The strike last trading price was 15.05, which was -6.4 lower than the previous day. The implied volatity was 39.45, the open interest changed by 1 which increased total open position to 393
On 9 Mar LTF was trading at 266.20. The strike last trading price was 21.45, which was 5 higher than the previous day. The implied volatity was 42.27, the open interest changed by -3 which decreased total open position to 392
On 6 Mar LTF was trading at 271.90. The strike last trading price was 16.45, which was 1.05 higher than the previous day. The implied volatity was 34.38, the open interest changed by -3 which decreased total open position to 395
On 5 Mar LTF was trading at 275.50. The strike last trading price was 15.5, which was -5.25 lower than the previous day. The implied volatity was 39.88, the open interest changed by -16 which decreased total open position to 398
On 4 Mar LTF was trading at 271.05. The strike last trading price was 20.95, which was 5.2 higher than the previous day. The implied volatity was 41.6, the open interest changed by -36 which decreased total open position to 412
On 2 Mar LTF was trading at 275.80. The strike last trading price was 15.7, which was 3.35 higher than the previous day. The implied volatity was 39.39, the open interest changed by -132 which decreased total open position to 448
On 27 Feb LTF was trading at 283.95. The strike last trading price was 14.95, which was 9.8 higher than the previous day. The implied volatity was 41.35, the open interest changed by 65 which increased total open position to 580
On 26 Feb LTF was trading at 299.90. The strike last trading price was 5.45, which was 0.75 higher than the previous day. The implied volatity was 35.02, the open interest changed by 123 which increased total open position to 516
On 25 Feb LTF was trading at 303.35. The strike last trading price was 4.65, which was -1.5 lower than the previous day. The implied volatity was 35.41, the open interest changed by 220 which increased total open position to 394
On 24 Feb LTF was trading at 297.45. The strike last trading price was 5.85, which was -0.35 lower than the previous day. The implied volatity was 35.18, the open interest changed by 13 which increased total open position to 174
On 23 Feb LTF was trading at 299.65. The strike last trading price was 6.15, which was -1.05 lower than the previous day. The implied volatity was 36.2, the open interest changed by 89 which increased total open position to 161
On 20 Feb LTF was trading at 297.75. The strike last trading price was 7.35, which was 0.25 higher than the previous day. The implied volatity was 36.79, the open interest changed by 24 which increased total open position to 72
On 19 Feb LTF was trading at 294.90. The strike last trading price was 7.1, which was 0.75 higher than the previous day. The implied volatity was 33.02, the open interest changed by 1 which increased total open position to 45
On 18 Feb LTF was trading at 300.25. The strike last trading price was 6.45, which was -1.95 lower than the previous day. The implied volatity was 35.51, the open interest changed by 28 which increased total open position to 43
On 17 Feb LTF was trading at 297.65. The strike last trading price was 8.4, which was -0.1 lower than the previous day. The implied volatity was 38.73, the open interest changed by 13 which increased total open position to 15
On 16 Feb LTF was trading at 294.00. The strike last trading price was 8.5, which was -3.5 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 8.5, which was -3.5 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 8.5, which was -3.5 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 8.5, which was -3.5 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 8.5, which was -3.5 lower than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 1
On 9 Feb LTF was trading at 296.85. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Feb LTF was trading at 285.30. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb LTF was trading at 283.40. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb LTF was trading at 287.10. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb LTF was trading at 284.70. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb LTF was trading at 277.55. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb LTF was trading at 279.10. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan LTF was trading at 286.35. The strike last trading price was 12, which was -4.1 lower than the previous day. The implied volatity was 32.15, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.42, 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 16.1, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0
