LTF
L&T Finance Limited
Historical option data for LTF
29 Apr 2026 04:10 PM IST
| LTF 26-May-2026 (26d) 300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0
Theta: -0.2
Gamma: 0.01321
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 285.42 | 6.1 | -0.6200000000000001 | 35.62 | 1,021 | -13 | 950 | |||||||||
| 28 Apr | 285.78 | 6.7 | -0.75 | 36.72 | 1,232 | -30 | 966 | |||||||||
| 27 Apr | 287.79 | 7.3 | -2.160000000000001 | 36.51 | 3,620 | 717 | 993 | |||||||||
| 24 Apr | 290.05 | 9.3 | -0.6499999999999986 | 35.72 | 431 | 55 | 273 | |||||||||
| 23 Apr | 292.12 | 9.85 | -0.6500000000000004 | 35.97 | 295 | 8 | 218 | |||||||||
| 22 Apr | 294.04 | 10.65 | 1.4800000000000004 | 34.51 | 249 | 67 | 210 | |||||||||
| 21 Apr | 291.90 | 9.85 | 0.7999999999999989 | 33.96 | 247 | 25 | 142 | |||||||||
| 20 Apr | 290.15 | 8.65 | 0.7000000000000002 | 33.81 | 162 | 53 | 117 | |||||||||
| 17 Apr | 287.14 | 8 | 1.46 | 33.79 | 86 | 24 | 64 | |||||||||
| 16 Apr | 280.41 | 6.77 | 0.15999999999999925 | 36.06 | 25 | 3 | 36 | |||||||||
| 15 Apr | 281.01 | 6.64 | 2.51 | 34.54 | 39 | 16 | 34 | |||||||||
| 13 Apr | 274.04 | 4.13 | -1.0700000000000003 | 32.82 | 6 | 0 | 18 | |||||||||
| 10 Apr | 278.43 | 5.2 | 0 | - | 0 | 0 | 18 | |||||||||
| 9 Apr | 272.18 | 5.2 | -0.91 | 34.87 | 18 | 6 | 18 | |||||||||
| 8 Apr | 275.46 | 6.2 | 3.07 | 33.48 | 13 | 1 | 11 | |||||||||
| 7 Apr | 254.56 | 3.13 | 1.35 | - | 0 | 0 | 10 | |||||||||
| 6 Apr | 255.45 | 3.13 | 1.35 | 39.8 | 12 | 1 | 10 | |||||||||
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| 2 Apr | 240.35 | 1.85 | -0.15 | 39.74 | 6 | 0 | 9 | |||||||||
| 1 Apr | 244.64 | 2 | 0.2 | 38.59 | 4 | 0 | 9 | |||||||||
| 30 Mar | 240.20 | 1.8 | -2.3 | 38.96 | 2 | 0 | 9 | |||||||||
| 27 Mar | 251.65 | 4.1 | 1.9 | - | 0 | 0 | 9 | |||||||||
| 25 Mar | 261.30 | 4.1 | 1.9 | 33.9 | 7 | -3 | 9 | |||||||||
| 24 Mar | 254.80 | 2.55 | 0.8 | 32.25 | 6 | 5 | 12 | |||||||||
| 23 Mar | 247.65 | 2 | -13.6 | 33.88 | 10 | 0 | 2 | |||||||||
| 20 Mar | 261.20 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 256.65 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 268.80 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 17 Mar | 263.15 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 260.65 | 15.6 | -7.7 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 258.00 | 15.6 | -7.7 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 265.50 | 15.6 | -7.7 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 266.65 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 274.05 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 9 Mar | 266.20 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 6 Mar | 271.90 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 5 Mar | 275.50 | 15.6 | -7.7 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 271.05 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
| 2 Mar | 275.80 | 15.6 | -7.7 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 283.95 | 15.6 | -7.7 | - | 0 | 0 | 2 | |||||||||
For L&T Finance Limited - strike price 300 expiring on 26MAY2026
Delta for 300 CE is 0.34
Historical price for 300 CE is as follows
On 29 Apr LTF was trading at 285.42. The strike last trading price was 6.1, which was -0.6200000000000001 lower than the previous day. The implied volatity was 35.62, the open interest changed by -13 which decreased total open position to 950
On 28 Apr LTF was trading at 285.78. The strike last trading price was 6.7, which was -0.75 lower than the previous day. The implied volatity was 36.72, the open interest changed by -30 which decreased total open position to 966
On 27 Apr LTF was trading at 287.79. The strike last trading price was 7.3, which was -2.160000000000001 lower than the previous day. The implied volatity was 36.51, the open interest changed by 717 which increased total open position to 993
On 24 Apr LTF was trading at 290.05. The strike last trading price was 9.3, which was -0.6499999999999986 lower than the previous day. The implied volatity was 35.72, the open interest changed by 55 which increased total open position to 273
On 23 Apr LTF was trading at 292.12. The strike last trading price was 9.85, which was -0.6500000000000004 lower than the previous day. The implied volatity was 35.97, the open interest changed by 8 which increased total open position to 218
On 22 Apr LTF was trading at 294.04. The strike last trading price was 10.65, which was 1.4800000000000004 higher than the previous day. The implied volatity was 34.51, the open interest changed by 67 which increased total open position to 210
On 21 Apr LTF was trading at 291.90. The strike last trading price was 9.85, which was 0.7999999999999989 higher than the previous day. The implied volatity was 33.96, the open interest changed by 25 which increased total open position to 142
On 20 Apr LTF was trading at 290.15. The strike last trading price was 8.65, which was 0.7000000000000002 higher than the previous day. The implied volatity was 33.81, the open interest changed by 53 which increased total open position to 117
On 17 Apr LTF was trading at 287.14. The strike last trading price was 8, which was 1.46 higher than the previous day. The implied volatity was 33.79, the open interest changed by 24 which increased total open position to 64
On 16 Apr LTF was trading at 280.41. The strike last trading price was 6.77, which was 0.15999999999999925 higher than the previous day. The implied volatity was 36.06, the open interest changed by 3 which increased total open position to 36
On 15 Apr LTF was trading at 281.01. The strike last trading price was 6.64, which was 2.51 higher than the previous day. The implied volatity was 34.54, the open interest changed by 16 which increased total open position to 34
On 13 Apr LTF was trading at 274.04. The strike last trading price was 4.13, which was -1.0700000000000003 lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 18
On 10 Apr LTF was trading at 278.43. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 9 Apr LTF was trading at 272.18. The strike last trading price was 5.2, which was -0.91 lower than the previous day. The implied volatity was 34.87, the open interest changed by 6 which increased total open position to 18
On 8 Apr LTF was trading at 275.46. The strike last trading price was 6.2, which was 3.07 higher than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 11
On 7 Apr LTF was trading at 254.56. The strike last trading price was 3.13, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Apr LTF was trading at 255.45. The strike last trading price was 3.13, which was 1.35 higher than the previous day. The implied volatity was 39.8, the open interest changed by 1 which increased total open position to 10
On 2 Apr LTF was trading at 240.35. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 39.74, the open interest changed by 0 which decreased total open position to 9
On 1 Apr LTF was trading at 244.64. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 38.59, the open interest changed by 0 which decreased total open position to 9
On 30 Mar LTF was trading at 240.20. The strike last trading price was 1.8, which was -2.3 lower than the previous day. The implied volatity was 38.96, the open interest changed by 0 which decreased total open position to 9
On 27 Mar LTF was trading at 251.65. The strike last trading price was 4.1, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Mar LTF was trading at 261.30. The strike last trading price was 4.1, which was 1.9 higher than the previous day. The implied volatity was 33.9, the open interest changed by -3 which decreased total open position to 9
On 24 Mar LTF was trading at 254.80. The strike last trading price was 2.55, which was 0.8 higher than the previous day. The implied volatity was 32.25, the open interest changed by 5 which increased total open position to 12
On 23 Mar LTF was trading at 247.65. The strike last trading price was 2, which was -13.6 lower than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 2
On 20 Mar LTF was trading at 261.20. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar LTF was trading at 256.65. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar LTF was trading at 268.80. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar LTF was trading at 263.15. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Mar LTF was trading at 260.65. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LTF was trading at 258.00. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LTF was trading at 265.50. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LTF was trading at 266.65. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar LTF was trading at 274.05. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar LTF was trading at 266.20. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Mar LTF was trading at 271.90. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Mar LTF was trading at 275.50. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LTF was trading at 271.05. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Mar LTF was trading at 275.80. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LTF was trading at 283.95. The strike last trading price was 15.6, which was -7.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
| LTF 26-May-2026 (26d) 300 PE | |||||||
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Delta: -0.65
Vega: 0
Theta: -0.17
Gamma: 0.01287
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 285.42 | 19.2 | -0.6999999999999993 | 36.78 | 30 | 2 | 296 |
| 28 Apr | 285.78 | 20.2 | 0.03999999999999915 | 38.98 | 116 | 31 | 294 |
| 27 Apr | 287.79 | 20 | -0.5599999999999987 | 41.47 | 424 | 156 | 263 |
| 24 Apr | 290.05 | 21.34 | 0.9299999999999997 | 50.28 | 76 | -4 | 106 |
| 23 Apr | 292.12 | 20.26 | 2.3500000000000014 | 47.41 | 72 | 49 | 109 |
| 22 Apr | 294.04 | 17.5 | -0.7600000000000016 | 43.03 | 35 | 17 | 60 |
| 21 Apr | 291.90 | 18.26 | -1.3399999999999999 | 40.16 | 17 | 4 | 39 |
| 20 Apr | 290.15 | 19.6 | -2.509999999999998 | 42.71 | 10 | 0 | 34 |
| 17 Apr | 287.14 | 22.15 | -4.300000000000001 | 41.61 | 21 | 10 | 32 |
| 16 Apr | 280.41 | 26.45 | 0.14999999999999858 | 39.62 | 5 | 1 | 19 |
| 15 Apr | 281.01 | 26.3 | -5.699999999999999 | 43.78 | 6 | 3 | 16 |
| 13 Apr | 274.04 | 32 | 3.6999999999999993 | 40.99 | 3 | 1 | 12 |
| 10 Apr | 278.43 | 28.3 | -3.099999999999998 | 38.87 | 4 | 1 | 9 |
| 9 Apr | 272.18 | 31.4 | 1.5 | 40.56 | 5 | 3 | 7 |
| 8 Apr | 275.46 | 29.9 | 9 | 44.64 | 5 | 4 | 4 |
| 7 Apr | 254.56 | 20.9 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 255.45 | 20.9 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 240.35 | 20.9 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 244.64 | 20.9 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 240.20 | 20.9 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 251.65 | 20.9 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 261.30 | 20.9 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 254.80 | 20.9 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 247.65 | 20.9 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 261.20 | 20.9 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 256.65 | 20.9 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 268.80 | 20.9 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 263.15 | 20.9 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 260.65 | 20.9 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 258.00 | 20.9 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 265.50 | 20.9 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 266.65 | 20.9 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 274.05 | 20.9 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 266.20 | 20.9 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 271.90 | 20.9 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 275.50 | 20.9 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 271.05 | 20.9 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 275.80 | 20.9 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 283.95 | 20.9 | 0 | 1.5 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 300 expiring on 26MAY2026
Delta for 300 PE is -0.65
Historical price for 300 PE is as follows
On 29 Apr LTF was trading at 285.42. The strike last trading price was 19.2, which was -0.6999999999999993 lower than the previous day. The implied volatity was 36.78, the open interest changed by 2 which increased total open position to 296
On 28 Apr LTF was trading at 285.78. The strike last trading price was 20.2, which was 0.03999999999999915 higher than the previous day. The implied volatity was 38.98, the open interest changed by 31 which increased total open position to 294
On 27 Apr LTF was trading at 287.79. The strike last trading price was 20, which was -0.5599999999999987 lower than the previous day. The implied volatity was 41.47, the open interest changed by 156 which increased total open position to 263
On 24 Apr LTF was trading at 290.05. The strike last trading price was 21.34, which was 0.9299999999999997 higher than the previous day. The implied volatity was 50.28, the open interest changed by -4 which decreased total open position to 106
On 23 Apr LTF was trading at 292.12. The strike last trading price was 20.26, which was 2.3500000000000014 higher than the previous day. The implied volatity was 47.41, the open interest changed by 49 which increased total open position to 109
On 22 Apr LTF was trading at 294.04. The strike last trading price was 17.5, which was -0.7600000000000016 lower than the previous day. The implied volatity was 43.03, the open interest changed by 17 which increased total open position to 60
On 21 Apr LTF was trading at 291.90. The strike last trading price was 18.26, which was -1.3399999999999999 lower than the previous day. The implied volatity was 40.16, the open interest changed by 4 which increased total open position to 39
On 20 Apr LTF was trading at 290.15. The strike last trading price was 19.6, which was -2.509999999999998 lower than the previous day. The implied volatity was 42.71, the open interest changed by 0 which decreased total open position to 34
On 17 Apr LTF was trading at 287.14. The strike last trading price was 22.15, which was -4.300000000000001 lower than the previous day. The implied volatity was 41.61, the open interest changed by 10 which increased total open position to 32
On 16 Apr LTF was trading at 280.41. The strike last trading price was 26.45, which was 0.14999999999999858 higher than the previous day. The implied volatity was 39.62, the open interest changed by 1 which increased total open position to 19
On 15 Apr LTF was trading at 281.01. The strike last trading price was 26.3, which was -5.699999999999999 lower than the previous day. The implied volatity was 43.78, the open interest changed by 3 which increased total open position to 16
On 13 Apr LTF was trading at 274.04. The strike last trading price was 32, which was 3.6999999999999993 higher than the previous day. The implied volatity was 40.99, the open interest changed by 1 which increased total open position to 12
On 10 Apr LTF was trading at 278.43. The strike last trading price was 28.3, which was -3.099999999999998 lower than the previous day. The implied volatity was 38.87, the open interest changed by 1 which increased total open position to 9
On 9 Apr LTF was trading at 272.18. The strike last trading price was 31.4, which was 1.5 higher than the previous day. The implied volatity was 40.56, the open interest changed by 3 which increased total open position to 7
On 8 Apr LTF was trading at 275.46. The strike last trading price was 29.9, which was 9 higher than the previous day. The implied volatity was 44.64, the open interest changed by 4 which increased total open position to 4
On 7 Apr LTF was trading at 254.56. The strike last trading price was 20.9, 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 Apr LTF was trading at 255.45. The strike last trading price was 20.9, 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 Apr LTF was trading at 240.35. The strike last trading price was 20.9, 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 1 Apr LTF was trading at 244.64. The strike last trading price was 20.9, 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 Mar LTF was trading at 240.20. The strike last trading price was 20.9, 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 27 Mar LTF was trading at 251.65. The strike last trading price was 20.9, 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 25 Mar LTF was trading at 261.30. The strike last trading price was 20.9, 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 24 Mar LTF was trading at 254.80. The strike last trading price was 20.9, 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 23 Mar LTF was trading at 247.65. The strike last trading price was 20.9, 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 20 Mar LTF was trading at 261.20. The strike last trading price was 20.9, 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 19 Mar LTF was trading at 256.65. The strike last trading price was 20.9, 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 18 Mar LTF was trading at 268.80. The strike last trading price was 20.9, 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 17 Mar LTF was trading at 263.15. The strike last trading price was 20.9, 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 16 Mar LTF was trading at 260.65. The strike last trading price was 20.9, 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 13 Mar LTF was trading at 258.00. The strike last trading price was 20.9, 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 12 Mar LTF was trading at 265.50. The strike last trading price was 20.9, 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 Mar LTF was trading at 266.65. The strike last trading price was 20.9, 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 Mar LTF was trading at 274.05. The strike last trading price was 20.9, 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 Mar LTF was trading at 266.20. The strike last trading price was 20.9, 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 Mar LTF was trading at 271.90. The strike last trading price was 20.9, 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 5 Mar LTF was trading at 275.50. The strike last trading price was 20.9, 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 4 Mar LTF was trading at 271.05. The strike last trading price was 20.9, 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 Mar LTF was trading at 275.80. The strike last trading price was 20.9, 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 27 Feb LTF was trading at 283.95. The strike last trading price was 20.9, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0
