LTF
L&T Finance Limited
Historical option data for LTF
05 Dec 2025 04:12 PM IST
| LTF 30-DEC-2025 292.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0.15
Theta: -0.14
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 309.60 | 20.7 | 7.35 | 21.14 | 8 | 2 | 33 | |||||||||
| 4 Dec | 300.45 | 13.35 | -1.8 | 24.26 | 6 | 1 | 31 | |||||||||
| 3 Dec | 302.80 | 15.15 | -5.5 | 22.96 | 6 | -2 | 30 | |||||||||
| 2 Dec | 306.05 | 20.65 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 309.15 | 20.65 | 2.15 | - | 0 | -2 | 0 | |||||||||
| 28 Nov | 312.35 | 20.65 | 2.15 | - | 3 | -2 | 32 | |||||||||
| 27 Nov | 308.25 | 18.5 | -0.9 | - | 57 | -18 | 35 | |||||||||
| 26 Nov | 307.60 | 19.2 | 6.55 | 19.87 | 35 | -9 | 53 | |||||||||
| 25 Nov | 296.90 | 12.8 | 2.5 | 24.49 | 62 | -9 | 63 | |||||||||
| 24 Nov | 292.55 | 10.4 | 1.4 | 24.39 | 130 | 26 | 72 | |||||||||
| 21 Nov | 288.70 | 8.95 | -2.75 | 24.25 | 64 | 36 | 45 | |||||||||
| 20 Nov | 292.30 | 11.7 | -2.65 | 26.10 | 6 | 2 | 9 | |||||||||
| 19 Nov | 297.65 | 14.35 | -2.75 | - | 0 | 3 | 0 | |||||||||
| 18 Nov | 296.50 | 14.35 | -2.75 | 25.15 | 6 | 2 | 6 | |||||||||
| 17 Nov | 299.40 | 17.1 | 4 | 26.62 | 2 | 0 | 5 | |||||||||
| 14 Nov | 294.15 | 13.1 | 0.1 | 24.85 | 2 | 0 | 3 | |||||||||
| 13 Nov | 292.20 | 13 | -5.15 | 27.14 | 1 | 0 | 2 | |||||||||
| 12 Nov | 294.90 | 18.15 | 13.6 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 295.05 | 18.15 | 13.6 | - | 0 | 1 | 0 | |||||||||
| 10 Nov | 300.90 | 18.15 | 13.6 | 22.94 | 2 | 1 | 2 | |||||||||
| 7 Nov | 303.60 | 4.55 | -4.25 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 275.20 | 4.55 | -4.25 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 4 Nov | 280.00 | 4.55 | -4.25 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 279.70 | 4.55 | -4.25 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 270.49 | 4.55 | -4.25 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 267.89 | 4.55 | -4.25 | - | 0 | 1 | 0 | |||||||||
| 29 Oct | 268.17 | 4.55 | -4.25 | 25.98 | 1 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 292.5 expiring on 30DEC2025
Delta for 292.5 CE is 0.89
Historical price for 292.5 CE is as follows
On 5 Dec LTF was trading at 309.60. The strike last trading price was 20.7, which was 7.35 higher than the previous day. The implied volatity was 21.14, the open interest changed by 2 which increased total open position to 33
On 4 Dec LTF was trading at 300.45. The strike last trading price was 13.35, which was -1.8 lower than the previous day. The implied volatity was 24.26, the open interest changed by 1 which increased total open position to 31
On 3 Dec LTF was trading at 302.80. The strike last trading price was 15.15, which was -5.5 lower than the previous day. The implied volatity was 22.96, the open interest changed by -2 which decreased total open position to 30
On 2 Dec LTF was trading at 306.05. The strike last trading price was 20.65, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LTF was trading at 309.15. The strike last trading price was 20.65, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 28 Nov LTF was trading at 312.35. The strike last trading price was 20.65, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 32
On 27 Nov LTF was trading at 308.25. The strike last trading price was 18.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 35
On 26 Nov LTF was trading at 307.60. The strike last trading price was 19.2, which was 6.55 higher than the previous day. The implied volatity was 19.87, the open interest changed by -9 which decreased total open position to 53
On 25 Nov LTF was trading at 296.90. The strike last trading price was 12.8, which was 2.5 higher than the previous day. The implied volatity was 24.49, the open interest changed by -9 which decreased total open position to 63
On 24 Nov LTF was trading at 292.55. The strike last trading price was 10.4, which was 1.4 higher than the previous day. The implied volatity was 24.39, the open interest changed by 26 which increased total open position to 72
On 21 Nov LTF was trading at 288.70. The strike last trading price was 8.95, which was -2.75 lower than the previous day. The implied volatity was 24.25, the open interest changed by 36 which increased total open position to 45
On 20 Nov LTF was trading at 292.30. The strike last trading price was 11.7, which was -2.65 lower than the previous day. The implied volatity was 26.10, the open interest changed by 2 which increased total open position to 9
On 19 Nov LTF was trading at 297.65. The strike last trading price was 14.35, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 18 Nov LTF was trading at 296.50. The strike last trading price was 14.35, which was -2.75 lower than the previous day. The implied volatity was 25.15, the open interest changed by 2 which increased total open position to 6
On 17 Nov LTF was trading at 299.40. The strike last trading price was 17.1, which was 4 higher than the previous day. The implied volatity was 26.62, the open interest changed by 0 which decreased total open position to 5
On 14 Nov LTF was trading at 294.15. The strike last trading price was 13.1, which was 0.1 higher than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 3
On 13 Nov LTF was trading at 292.20. The strike last trading price was 13, which was -5.15 lower than the previous day. The implied volatity was 27.14, the open interest changed by 0 which decreased total open position to 2
On 12 Nov LTF was trading at 294.90. The strike last trading price was 18.15, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LTF was trading at 295.05. The strike last trading price was 18.15, which was 13.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 10 Nov LTF was trading at 300.90. The strike last trading price was 18.15, which was 13.6 higher than the previous day. The implied volatity was 22.94, the open interest changed by 1 which increased total open position to 2
On 7 Nov LTF was trading at 303.60. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 275.20. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 280.00. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LTF was trading at 279.70. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTF was trading at 270.49. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct LTF was trading at 267.89. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 29 Oct LTF was trading at 268.17. The strike last trading price was 4.55, which was -4.25 lower than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 0
| LTF 30DEC2025 292.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.19
Theta: -0.08
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 309.60 | 1.7 | -2.95 | 25.42 | 409 | 66 | 158 |
| 4 Dec | 300.45 | 4.65 | 1.05 | 27.38 | 45 | 2 | 91 |
| 3 Dec | 302.80 | 3.6 | 0.85 | 26.01 | 176 | 37 | 93 |
| 2 Dec | 306.05 | 2.75 | 0.25 | 25.41 | 37 | -4 | 56 |
| 1 Dec | 309.15 | 2.5 | 0.35 | 26.26 | 15 | 6 | 59 |
| 28 Nov | 312.35 | 2.2 | -0.3 | 25.82 | 80 | -14 | 53 |
| 27 Nov | 308.25 | 2.45 | -0.7 | 24.84 | 65 | 1 | 66 |
| 26 Nov | 307.60 | 3.05 | -3 | 25.67 | 159 | 9 | 65 |
| 25 Nov | 296.90 | 5.95 | -2.55 | 24.90 | 42 | 13 | 58 |
| 24 Nov | 292.55 | 8.55 | -1.25 | 27.21 | 75 | 34 | 46 |
| 21 Nov | 288.70 | 9.8 | 1.15 | 25.47 | 6 | 0 | 12 |
| 20 Nov | 292.30 | 8.7 | 1.55 | 26.60 | 5 | 2 | 11 |
| 19 Nov | 297.65 | 7.15 | 0.4 | - | 0 | 4 | 0 |
| 18 Nov | 296.50 | 7.15 | 0.4 | 26.73 | 4 | 3 | 8 |
| 17 Nov | 299.40 | 6.75 | -2.5 | 28.30 | 1 | 0 | 4 |
| 14 Nov | 294.15 | 9.25 | -0.2 | 28.34 | 3 | 0 | 4 |
| 13 Nov | 292.20 | 9.45 | 1.45 | - | 0 | 0 | 0 |
| 12 Nov | 294.90 | 9.45 | 1.45 | - | 0 | 2 | 0 |
| 11 Nov | 295.05 | 9.45 | 1.45 | 30.00 | 5 | 2 | 4 |
| 10 Nov | 300.90 | 8 | -10 | - | 0 | 1 | 0 |
| 7 Nov | 303.60 | 8 | -10 | 32.67 | 2 | 1 | 2 |
| 6 Nov | 275.20 | 18 | -11.85 | 23.98 | 1 | 0 | 0 |
| 4 Nov | 280.00 | 29.85 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 279.70 | 29.85 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 270.49 | 29.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 267.89 | 29.85 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 268.17 | 29.85 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 292.5 expiring on 30DEC2025
Delta for 292.5 PE is -0.15
Historical price for 292.5 PE is as follows
On 5 Dec LTF was trading at 309.60. The strike last trading price was 1.7, which was -2.95 lower than the previous day. The implied volatity was 25.42, the open interest changed by 66 which increased total open position to 158
On 4 Dec LTF was trading at 300.45. The strike last trading price was 4.65, which was 1.05 higher than the previous day. The implied volatity was 27.38, the open interest changed by 2 which increased total open position to 91
On 3 Dec LTF was trading at 302.80. The strike last trading price was 3.6, which was 0.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by 37 which increased total open position to 93
On 2 Dec LTF was trading at 306.05. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 25.41, the open interest changed by -4 which decreased total open position to 56
On 1 Dec LTF was trading at 309.15. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 26.26, the open interest changed by 6 which increased total open position to 59
On 28 Nov LTF was trading at 312.35. The strike last trading price was 2.2, which was -0.3 lower than the previous day. The implied volatity was 25.82, the open interest changed by -14 which decreased total open position to 53
On 27 Nov LTF was trading at 308.25. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 24.84, the open interest changed by 1 which increased total open position to 66
On 26 Nov LTF was trading at 307.60. The strike last trading price was 3.05, which was -3 lower than the previous day. The implied volatity was 25.67, the open interest changed by 9 which increased total open position to 65
On 25 Nov LTF was trading at 296.90. The strike last trading price was 5.95, which was -2.55 lower than the previous day. The implied volatity was 24.90, the open interest changed by 13 which increased total open position to 58
On 24 Nov LTF was trading at 292.55. The strike last trading price was 8.55, which was -1.25 lower than the previous day. The implied volatity was 27.21, the open interest changed by 34 which increased total open position to 46
On 21 Nov LTF was trading at 288.70. The strike last trading price was 9.8, which was 1.15 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 12
On 20 Nov LTF was trading at 292.30. The strike last trading price was 8.7, which was 1.55 higher than the previous day. The implied volatity was 26.60, the open interest changed by 2 which increased total open position to 11
On 19 Nov LTF was trading at 297.65. The strike last trading price was 7.15, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 18 Nov LTF was trading at 296.50. The strike last trading price was 7.15, which was 0.4 higher than the previous day. The implied volatity was 26.73, the open interest changed by 3 which increased total open position to 8
On 17 Nov LTF was trading at 299.40. The strike last trading price was 6.75, which was -2.5 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 4
On 14 Nov LTF was trading at 294.15. The strike last trading price was 9.25, which was -0.2 lower than the previous day. The implied volatity was 28.34, the open interest changed by 0 which decreased total open position to 4
On 13 Nov LTF was trading at 292.20. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LTF was trading at 294.90. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 11 Nov LTF was trading at 295.05. The strike last trading price was 9.45, which was 1.45 higher than the previous day. The implied volatity was 30.00, the open interest changed by 2 which increased total open position to 4
On 10 Nov LTF was trading at 300.90. The strike last trading price was 8, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov LTF was trading at 303.60. The strike last trading price was 8, which was -10 lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 2
On 6 Nov LTF was trading at 275.20. The strike last trading price was 18, which was -11.85 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 280.00. The strike last trading price was 29.85, 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 Nov LTF was trading at 279.70. The strike last trading price was 29.85, 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 31 Oct LTF was trading at 270.49. The strike last trading price was 29.85, 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 Oct LTF was trading at 267.89. The strike last trading price was 29.85, 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 Oct LTF was trading at 268.17. The strike last trading price was 29.85, 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































































































































































































































