LTF
L&T Finance Limited
Historical option data for LTF
04 Mar 2026 10:47 AM IST
| LTF 30-MAR-2026 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.22
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 271.90 | 3.1 | -1.7 | 34.46 | 441 | 65 | 750 | |||||||||
| 2 Mar | 275.80 | 4.9 | -2 | 35.86 | 936 | -29 | 682 | |||||||||
| 27 Feb | 283.95 | 5.35 | -8.8 | 31.08 | 2,440 | 355 | 709 | |||||||||
| 26 Feb | 299.90 | 13.65 | -2 | 28.14 | 390 | 144 | 354 | |||||||||
| 25 Feb | 303.35 | 15.6 | 2.85 | 25.13 | 143 | -13 | 210 | |||||||||
| 24 Feb | 297.45 | 13.3 | -0.1 | 26.56 | 119 | 54 | 226 | |||||||||
| 23 Feb | 299.65 | 13 | 0.35 | 24.17 | 90 | -11 | 173 | |||||||||
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| 20 Feb | 297.75 | 12.7 | 0.45 | 25.5 | 127 | 8 | 183 | |||||||||
| 19 Feb | 294.90 | 12.15 | -3.45 | 28.06 | 183 | 155 | 175 | |||||||||
| 18 Feb | 300.25 | 15.6 | 0.9 | 28.18 | 17 | 12 | 19 | |||||||||
| 17 Feb | 297.65 | 14.7 | 3.7 | 29.24 | 9 | 0 | 6 | |||||||||
| 16 Feb | 294.00 | 11 | 1.75 | 23.07 | 4 | 0 | 7 | |||||||||
| 13 Feb | 285.10 | 9.25 | -2.75 | 30.35 | 6 | 0 | 6 | |||||||||
| 12 Feb | 292.05 | 12 | 0.2 | 27.7 | 5 | 0 | 5 | |||||||||
| 11 Feb | 288.30 | 11.8 | 0.8 | 32.69 | 8 | 1 | 5 | |||||||||
| 10 Feb | 294.00 | 11 | 3 | 22.86 | 1 | 0 | 3 | |||||||||
| 9 Feb | 296.85 | 8 | 0 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 285.30 | 8 | 0 | 24.6 | 1 | 0 | 2 | |||||||||
| 5 Feb | 283.40 | 8 | -6.8 | - | 0 | 0 | 2 | |||||||||
| 4 Feb | 287.10 | 8 | -6.8 | 22.16 | 2 | 0 | 0 | |||||||||
| 3 Feb | 284.70 | 14.8 | 0 | 1.73 | 0 | 0 | 0 | |||||||||
| 2 Feb | 277.55 | 14.8 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
| 1 Feb | 279.10 | 14.8 | 0 | 3.16 | 0 | 0 | 0 | |||||||||
| 30 Jan | 286.35 | 14.8 | 0 | 1.26 | 0 | 0 | 0 | |||||||||
| 29 Jan | 289.15 | 14.8 | 0 | 0.39 | 0 | 0 | 0 | |||||||||
| 28 Jan | 289.40 | 14.8 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 295 expiring on 30MAR2026
Delta for 295 CE is 0.22
Historical price for 295 CE is as follows
On 4 Mar LTF was trading at 271.90. The strike last trading price was 3.1, which was -1.7 lower than the previous day. The implied volatity was 34.46, the open interest changed by 65 which increased total open position to 750
On 2 Mar LTF was trading at 275.80. The strike last trading price was 4.9, which was -2 lower than the previous day. The implied volatity was 35.86, the open interest changed by -29 which decreased total open position to 682
On 27 Feb LTF was trading at 283.95. The strike last trading price was 5.35, which was -8.8 lower than the previous day. The implied volatity was 31.08, the open interest changed by 355 which increased total open position to 709
On 26 Feb LTF was trading at 299.90. The strike last trading price was 13.65, which was -2 lower than the previous day. The implied volatity was 28.14, the open interest changed by 144 which increased total open position to 354
On 25 Feb LTF was trading at 303.35. The strike last trading price was 15.6, which was 2.85 higher than the previous day. The implied volatity was 25.13, the open interest changed by -13 which decreased total open position to 210
On 24 Feb LTF was trading at 297.45. The strike last trading price was 13.3, which was -0.1 lower than the previous day. The implied volatity was 26.56, the open interest changed by 54 which increased total open position to 226
On 23 Feb LTF was trading at 299.65. The strike last trading price was 13, which was 0.35 higher than the previous day. The implied volatity was 24.17, the open interest changed by -11 which decreased total open position to 173
On 20 Feb LTF was trading at 297.75. The strike last trading price was 12.7, which was 0.45 higher than the previous day. The implied volatity was 25.5, the open interest changed by 8 which increased total open position to 183
On 19 Feb LTF was trading at 294.90. The strike last trading price was 12.15, which was -3.45 lower than the previous day. The implied volatity was 28.06, the open interest changed by 155 which increased total open position to 175
On 18 Feb LTF was trading at 300.25. The strike last trading price was 15.6, which was 0.9 higher than the previous day. The implied volatity was 28.18, the open interest changed by 12 which increased total open position to 19
On 17 Feb LTF was trading at 297.65. The strike last trading price was 14.7, which was 3.7 higher than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 6
On 16 Feb LTF was trading at 294.00. The strike last trading price was 11, which was 1.75 higher than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 7
On 13 Feb LTF was trading at 285.10. The strike last trading price was 9.25, which was -2.75 lower than the previous day. The implied volatity was 30.35, the open interest changed by 0 which decreased total open position to 6
On 12 Feb LTF was trading at 292.05. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was 27.7, the open interest changed by 0 which decreased total open position to 5
On 11 Feb LTF was trading at 288.30. The strike last trading price was 11.8, which was 0.8 higher than the previous day. The implied volatity was 32.69, the open interest changed by 1 which increased total open position to 5
On 10 Feb LTF was trading at 294.00. The strike last trading price was 11, which was 3 higher than the previous day. The implied volatity was 22.86, 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 8, which was 0 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 8, which was 0 lower than the previous day. The implied volatity was 24.6, 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 8, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb LTF was trading at 287.10. The strike last trading price was 8, which was -6.8 lower than the previous day. The implied volatity was 22.16, 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 14.8, which was 0 lower than the previous day. The implied volatity was 1.73, 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 14.8, which was 0 lower than the previous day. The implied volatity was 3.28, 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 14.8, which was 0 lower than the previous day. The implied volatity was 3.16, 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 14.8, which was 0 lower than the previous day. The implied volatity was 1.26, 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 14.8, which was 0 lower than the previous day. The implied volatity was 0.39, 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 14.8, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
| LTF 30MAR2026 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.7
Vega: 0.25
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 271.90 | 27.35 | 4.5 | 48.11 | 13 | -2 | 328 |
| 2 Mar | 275.80 | 22.6 | 4.15 | 40.5 | 80 | -1 | 331 |
| 27 Feb | 283.95 | 21.3 | 12.55 | 43.13 | 712 | -28 | 337 |
| 26 Feb | 299.90 | 9 | 0.95 | 34.72 | 291 | 40 | 367 |
| 25 Feb | 303.35 | 7.9 | -2.55 | 35.52 | 576 | 74 | 328 |
| 24 Feb | 297.45 | 9.7 | -0.3 | 35.54 | 138 | 51 | 254 |
| 23 Feb | 299.65 | 10 | -1.2 | 36.58 | 222 | 72 | 201 |
| 20 Feb | 297.75 | 11.65 | -1.3 | 37.6 | 131 | 54 | 129 |
| 19 Feb | 294.90 | 13.2 | 3.15 | 38.01 | 61 | 33 | 75 |
| 18 Feb | 300.25 | 10 | -2.1 | 35.13 | 50 | 29 | 42 |
| 17 Feb | 297.65 | 12 | -5 | 37.49 | 20 | 11 | 12 |
| 16 Feb | 294.00 | 17 | -4.5 | - | 0 | 0 | 1 |
| 13 Feb | 285.10 | 17 | -4.5 | - | 0 | 0 | 1 |
| 12 Feb | 292.05 | 17 | -4.5 | - | 0 | 0 | 1 |
| 11 Feb | 288.30 | 17 | -4.5 | - | 0 | 0 | 1 |
| 10 Feb | 294.00 | 17 | -4.5 | - | 0 | 0 | 1 |
| 9 Feb | 296.85 | 17 | -4.5 | - | 0 | 0 | 1 |
| 6 Feb | 285.30 | 17 | -4.5 | - | 0 | 0 | 1 |
| 5 Feb | 283.40 | 17 | -4.5 | - | 0 | 0 | 1 |
| 4 Feb | 287.10 | 17 | -4.5 | - | 0 | 0 | 1 |
| 3 Feb | 284.70 | 17 | -4.5 | - | 0 | 0 | 1 |
| 2 Feb | 277.55 | 17 | -4.5 | - | 0 | 0 | 1 |
| 1 Feb | 279.10 | 17 | -4.5 | - | 0 | 0 | 1 |
| 30 Jan | 286.35 | 17 | -4.5 | 31.98 | 1 | 0 | 0 |
| 29 Jan | 289.15 | 21.5 | 0 | 0.14 | 0 | 0 | 0 |
| 28 Jan | 289.40 | 21.5 | 0 | 0 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 295 expiring on 30MAR2026
Delta for 295 PE is -0.7
Historical price for 295 PE is as follows
On 4 Mar LTF was trading at 271.90. The strike last trading price was 27.35, which was 4.5 higher than the previous day. The implied volatity was 48.11, the open interest changed by -2 which decreased total open position to 328
On 2 Mar LTF was trading at 275.80. The strike last trading price was 22.6, which was 4.15 higher than the previous day. The implied volatity was 40.5, the open interest changed by -1 which decreased total open position to 331
On 27 Feb LTF was trading at 283.95. The strike last trading price was 21.3, which was 12.55 higher than the previous day. The implied volatity was 43.13, the open interest changed by -28 which decreased total open position to 337
On 26 Feb LTF was trading at 299.90. The strike last trading price was 9, which was 0.95 higher than the previous day. The implied volatity was 34.72, the open interest changed by 40 which increased total open position to 367
On 25 Feb LTF was trading at 303.35. The strike last trading price was 7.9, which was -2.55 lower than the previous day. The implied volatity was 35.52, the open interest changed by 74 which increased total open position to 328
On 24 Feb LTF was trading at 297.45. The strike last trading price was 9.7, which was -0.3 lower than the previous day. The implied volatity was 35.54, the open interest changed by 51 which increased total open position to 254
On 23 Feb LTF was trading at 299.65. The strike last trading price was 10, which was -1.2 lower than the previous day. The implied volatity was 36.58, the open interest changed by 72 which increased total open position to 201
On 20 Feb LTF was trading at 297.75. The strike last trading price was 11.65, which was -1.3 lower than the previous day. The implied volatity was 37.6, the open interest changed by 54 which increased total open position to 129
On 19 Feb LTF was trading at 294.90. The strike last trading price was 13.2, which was 3.15 higher than the previous day. The implied volatity was 38.01, the open interest changed by 33 which increased total open position to 75
On 18 Feb LTF was trading at 300.25. The strike last trading price was 10, which was -2.1 lower than the previous day. The implied volatity was 35.13, the open interest changed by 29 which increased total open position to 42
On 17 Feb LTF was trading at 297.65. The strike last trading price was 12, which was -5 lower than the previous day. The implied volatity was 37.49, the open interest changed by 11 which increased total open position to 12
On 16 Feb LTF was trading at 294.00. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Feb LTF was trading at 285.10. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Feb LTF was trading at 292.05. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Feb LTF was trading at 288.30. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb LTF was trading at 294.00. The strike last trading price was 17, which was -4.5 lower than the previous day. The implied volatity was -, 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 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 17, which was -4.5 lower than the previous day. The implied volatity was 31.98, 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 21.5, which was 0 lower than the previous day. The implied volatity was 0.14, 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 21.5, 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
