Historical option data for LTF
22 Jun 2026 01:19 PM IST
| LTF 28-Jul-2026 (36d) 290 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.51
Vega: 0
Theta: -0.15
Gamma: 0.01589
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 287.80 | 9.65 | 0.65 (7.22%) | 27.63 | 18 | 9 | 90 | |||||||||
| 19 Jun | 286.50 | 9.15 | -1.85 (-16.82%) | 26.1 | 40 | 11 | 81 | |||||||||
| 18 Jun | 286.90 | 10.4 | -3.6 (-25.71%) | 28.94 | 83 | 49 | 71 | |||||||||
| 17 Jun | 294.15 | 14.2 | 1.2 (9.23%) | 27.11 | 11 | 8 | 22 | |||||||||
| 16 Jun | 294.25 | 13.4 | 0.4 (3.08%) | 24.94 | 9 | 4 | 13 | |||||||||
| 15 Jun | 293.25 | 13 | 10 (333.33%) | 25.6 | 8 | 7 | 9 | |||||||||
| 12 Jun | 275.95 | 3.05 | -19.95 (-86.74%) | 19.13 | 2 | 2 | 2 | |||||||||
| 11 May | 295.00 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 30 Apr | 279.73 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 290 expiring on 28JUL2026
Delta for 290 CE is 0.51
Historical price for 290 CE is as follows
On 22 Jun LTF was trading at 287.80. The strike last trading price was 9.65, which was 0.65 higher than the previous day. The implied volatity was 27.63, the open interest changed by 9 which increased total open position to 90
On 19 Jun LTF was trading at 286.50. The strike last trading price was 9.15, which was -1.85 lower than the previous day. The implied volatity was 26.1, the open interest changed by 11 which increased total open position to 81
On 18 Jun LTF was trading at 286.90. The strike last trading price was 10.4, which was -3.6 lower than the previous day. The implied volatity was 28.94, the open interest changed by 49 which increased total open position to 71
On 17 Jun LTF was trading at 294.15. The strike last trading price was 14.2, which was 1.2 higher than the previous day. The implied volatity was 27.11, the open interest changed by 8 which increased total open position to 22
On 16 Jun LTF was trading at 294.25. The strike last trading price was 13.4, which was 0.4 higher than the previous day. The implied volatity was 24.94, the open interest changed by 4 which increased total open position to 13
On 15 Jun LTF was trading at 293.25. The strike last trading price was 13, which was 10 higher than the previous day. The implied volatity was 25.6, the open interest changed by 7 which increased total open position to 9
On 12 Jun LTF was trading at 275.95. The strike last trading price was 3.05, which was -19.95 lower than the previous day. The implied volatity was 19.13, the open interest changed by 2 which increased total open position to 2
On 11 May LTF was trading at 295.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr LTF was trading at 279.73. 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 28-Jul-2026 (36d) 290 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0
Theta: -0.16
Gamma: 0.0116
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 287.80 | 14.65 | -0.95 (-6.09%) | 37.95 | 6 | 5 | 56 |
| 19 Jun | 286.50 | 15.6 | 1.45 (10.25%) | 37.85 | 18 | 6 | 51 |
| 18 Jun | 286.90 | 14 | 3.15 (29.03%) | 34.81 | 41 | 2 | 44 |
| 17 Jun | 294.15 | 10.85 | -0.5 (-4.41%) | 35.02 | 22 | -1 | 41 |
| 16 Jun | 294.25 | 11.35 | -0.9 (-7.35%) | 36.18 | 8 | 1 | 41 |
| 15 Jun | 293.25 | 12.1 | -9.6 (-44.24%) | 36.11 | 54 | 29 | 33 |
| 12 Jun | 275.95 | 21.65 | -1.63 (-7.00%) | 36.81 | 4 | 3 | 3 |
| 11 May | 295.00 | 0 | 0 | - | 0 | 10 | 10 |
| 30 Apr | 279.73 | 0 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 290 expiring on 28JUL2026
Delta for 290 PE is -0.5
Historical price for 290 PE is as follows
On 22 Jun LTF was trading at 287.80. The strike last trading price was 14.65, which was -0.95 lower than the previous day. The implied volatity was 37.95, the open interest changed by 5 which increased total open position to 56
On 19 Jun LTF was trading at 286.50. The strike last trading price was 15.6, which was 1.45 higher than the previous day. The implied volatity was 37.85, the open interest changed by 6 which increased total open position to 51
On 18 Jun LTF was trading at 286.90. The strike last trading price was 14, which was 3.15 higher than the previous day. The implied volatity was 34.81, the open interest changed by 2 which increased total open position to 44
On 17 Jun LTF was trading at 294.15. The strike last trading price was 10.85, which was -0.5 lower than the previous day. The implied volatity was 35.02, the open interest changed by -1 which decreased total open position to 41
On 16 Jun LTF was trading at 294.25. The strike last trading price was 11.35, which was -0.9 lower than the previous day. The implied volatity was 36.18, the open interest changed by 1 which increased total open position to 41
On 15 Jun LTF was trading at 293.25. The strike last trading price was 12.1, which was -9.6 lower than the previous day. The implied volatity was 36.11, the open interest changed by 29 which increased total open position to 33
On 12 Jun LTF was trading at 275.95. The strike last trading price was 21.65, which was -1.63 lower than the previous day. The implied volatity was 36.81, the open interest changed by 3 which increased total open position to 3
On 11 May LTF was trading at 295.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 30 Apr LTF was trading at 279.73. 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
