LTF

L&T Finance Limited

303.25 -0.25 (-0.08%)

L: 302.2 H: 310.5

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Historical option data for LTF
24 Dec 2025 04:12 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LTF 27-JAN-2026 300 CE
Delta: 0.61 Vega: 0.35 Theta: -0.18 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	303.25	12.1 ₹ 27,225	-0.45 -1012.50	24.66	268 6,03,000	69 1,55,250	273 6,14,250
23 Dec	303.50	12.55 ₹ 28,237.5	-0.3 -675.00	23.86	109 2,45,250	5 11,250	204 4,59,000
22 Dec	303.35	13.3 ₹ 29,925	1.55 3487.50	26.07	132 2,97,000	33 74,250	199 4,47,750
19 Dec	300.30	11.95 ₹ 26,887.5	0.05 112.50	25.23	62 1,39,500	14 31,500	166 3,73,500
18 Dec	299.85	12.15 ₹ 27,337.5	-0.75 -1687.50	26.99	112 2,52,000	84 1,89,000	152 3,42,000
17 Dec	301.90	12.9 ₹ 29,025	-0.2 -450.00	24.99	36 81,000	4 9,000	68 1,53,000
16 Dec	300.80	13.15 ₹ 29,587.5	-1.6 -3600.00	28.49	36 81,000	6 13,500	64 1,44,000
15 Dec	305.10	14.75 ₹ 33,187.5	-2.65 -5962.50	24.75	4 9,000	-2 -4,500	59 1,32,750
12 Dec	307.85	17.4 ₹ 39,150	3.15 7087.50	25.40	13 29,250	6 13,500	60 1,35,000
11 Dec	301.70	14.25 ₹ 32,062.5	-1.6 -3600.00	26.19	4 9,000	0 0	54 1,21,500
10 Dec	303.95	15.65 ₹ 35,212.5	-2.35 -5287.50	26.67	13 29,250	3 6,750	53 1,19,250
9 Dec	307.30	18 ₹ 40,500	4.5 10125.00	26.28	30 67,500	14 31,500	50 1,12,500

8 Dec	299.30	13.5 ₹ 30,375	-3.75 -8437.50	27.10	15 33,750	0 0	35 78,750
5 Dec	309.60	17.25 ₹ 38,812.5	3.25 7312.50	17.20	3 6,750	1 2,250	34 76,500
4 Dec	300.45	14 ₹ 31,500	-1 -2250.00	25.54	10 22,500	0 0	33 74,250
3 Dec	302.80	15 ₹ 33,750	-8.25 -18562.50	23.49	2 4,500	0 0	34 76,500
2 Dec	306.05	23.25 ₹ 52,312.5	3.5 7875.00	-	0 0	0 0	0 0
1 Dec	309.15	23.25 ₹ 52,312.5	3.5 7875.00	-	0 0	3 6,750	0 0
28 Nov	312.35	23.25 ₹ 52,312.5	3.5 7875.00	28.02	5 11,250	2 4,500	33 74,250
27 Nov	308.25	19.75 ₹ 44,437.5	1.55 3487.50	23.38	13 29,250	5 11,250	29 65,250
26 Nov	307.60	18.2 ₹ 40,950	4.2 9450.00	21.93	29 65,250	11 24,750	23 51,750
25 Nov	296.90	14 ₹ 31,500	3 6750.00	26.32	13 29,250	8 18,000	11 24,750
21 Nov	288.70	11 ₹ 24,750	-4.9 -11025.00	27.27	3 6,750	1 2,250	2 4,500
19 Nov	297.65	15.9 ₹ 35,775	5.7 12825.00	27.74	1 2,250	0 0	0 0
17 Nov	299.40	10.2 ₹ 22,950	0 0.00	-	0 0	0 0	0 0
12 Nov	294.90	10.2 ₹ 22,950	0 0.00	-	0 0	0 0	0 0
11 Nov	295.05	10.2 ₹ 22,950	0 0.00	-	0 0	0 0	0 0
6 Nov	275.20	10.2 ₹ 22,950	0 0.00	4.01	0 0	0 0	0 0
3 Nov	279.70	10.2 ₹ 22,950	0 0.00	2.94	0 0	0 0	0 0

For L&T Finance Limited - strike price 300 expiring on 27JAN2026

Delta for 300 CE is 0.61

Historical price for 300 CE is as follows

On 24 Dec LTF was trading at 303.25. The strike last trading price was 12.1, which was -0.45 lower than the previous day. The implied volatity was 24.66, the open interest changed by 69 which increased total open position to 273

On 23 Dec LTF was trading at 303.50. The strike last trading price was 12.55, which was -0.3 lower than the previous day. The implied volatity was 23.86, the open interest changed by 5 which increased total open position to 204

On 22 Dec LTF was trading at 303.35. The strike last trading price was 13.3, which was 1.55 higher than the previous day. The implied volatity was 26.07, the open interest changed by 33 which increased total open position to 199

On 19 Dec LTF was trading at 300.30. The strike last trading price was 11.95, which was 0.05 higher than the previous day. The implied volatity was 25.23, the open interest changed by 14 which increased total open position to 166

On 18 Dec LTF was trading at 299.85. The strike last trading price was 12.15, which was -0.75 lower than the previous day. The implied volatity was 26.99, the open interest changed by 84 which increased total open position to 152

On 17 Dec LTF was trading at 301.90. The strike last trading price was 12.9, which was -0.2 lower than the previous day. The implied volatity was 24.99, the open interest changed by 4 which increased total open position to 68

On 16 Dec LTF was trading at 300.80. The strike last trading price was 13.15, which was -1.6 lower than the previous day. The implied volatity was 28.49, the open interest changed by 6 which increased total open position to 64

On 15 Dec LTF was trading at 305.10. The strike last trading price was 14.75, which was -2.65 lower than the previous day. The implied volatity was 24.75, the open interest changed by -2 which decreased total open position to 59

On 12 Dec LTF was trading at 307.85. The strike last trading price was 17.4, which was 3.15 higher than the previous day. The implied volatity was 25.40, the open interest changed by 6 which increased total open position to 60

On 11 Dec LTF was trading at 301.70. The strike last trading price was 14.25, which was -1.6 lower than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 54

On 10 Dec LTF was trading at 303.95. The strike last trading price was 15.65, which was -2.35 lower than the previous day. The implied volatity was 26.67, the open interest changed by 3 which increased total open position to 53

On 9 Dec LTF was trading at 307.30. The strike last trading price was 18, which was 4.5 higher than the previous day. The implied volatity was 26.28, the open interest changed by 14 which increased total open position to 50

On 8 Dec LTF was trading at 299.30. The strike last trading price was 13.5, which was -3.75 lower than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 35

On 5 Dec LTF was trading at 309.60. The strike last trading price was 17.25, which was 3.25 higher than the previous day. The implied volatity was 17.20, the open interest changed by 1 which increased total open position to 34

On 4 Dec LTF was trading at 300.45. The strike last trading price was 14, which was -1 lower than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 33

On 3 Dec LTF was trading at 302.80. The strike last trading price was 15, which was -8.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 34

On 2 Dec LTF was trading at 306.05. The strike last trading price was 23.25, which was 3.5 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 23.25, which was 3.5 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 28 Nov LTF was trading at 312.35. The strike last trading price was 23.25, which was 3.5 higher than the previous day. The implied volatity was 28.02, the open interest changed by 2 which increased total open position to 33

On 27 Nov LTF was trading at 308.25. The strike last trading price was 19.75, which was 1.55 higher than the previous day. The implied volatity was 23.38, the open interest changed by 5 which increased total open position to 29

On 26 Nov LTF was trading at 307.60. The strike last trading price was 18.2, which was 4.2 higher than the previous day. The implied volatity was 21.93, the open interest changed by 11 which increased total open position to 23

On 25 Nov LTF was trading at 296.90. The strike last trading price was 14, which was 3 higher than the previous day. The implied volatity was 26.32, the open interest changed by 8 which increased total open position to 11

On 21 Nov LTF was trading at 288.70. The strike last trading price was 11, which was -4.9 lower than the previous day. The implied volatity was 27.27, the open interest changed by 1 which increased total open position to 2

On 19 Nov LTF was trading at 297.65. The strike last trading price was 15.9, which was 5.7 higher than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 0

On 17 Nov LTF was trading at 299.40. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov LTF was trading at 294.90. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov LTF was trading at 295.05. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 6 Nov LTF was trading at 275.20. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 4.01, 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 10.2, which was 0 lower than the previous day. The implied volatity was 2.94, the open interest changed by 0 which decreased total open position to 0

LTF 27JAN2026 300 PE
Delta: -0.39 Vega: 0.36 Theta: -0.11 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	303.25	7.4 ₹ 16,650	-0.45 -1012.50	27.28	298 6,70,500	4 9,000	185 4,16,250
23 Dec	303.50	7.95 ₹ 17,887.5	0.1 225.00	29.49	185 4,16,250	-15 -33,750	181 4,07,250
22 Dec	303.35	7.7 ₹ 17,325	-1.5 -3375.00	28.11	64 1,44,000	-2 -4,500	193 4,34,250
19 Dec	300.30	9.1 ₹ 20,475	-0.75 -1687.50	28.19	87 1,95,750	33 74,250	194 4,36,500
18 Dec	299.85	9.7 ₹ 21,825	0.4 900.00	28.19	64 1,44,000	4 9,000	160 3,60,000
17 Dec	301.90	9.35 ₹ 21,037.5	-0.1 -225.00	29.58	58 1,30,500	26 58,500	156 3,51,000
16 Dec	300.80	9.35 ₹ 21,037.5	1.05 2362.50	26.94	58 1,30,500	17 38,250	131 2,94,750
15 Dec	305.10	8.3 ₹ 18,675	0.7 1575.00	28.98	16 36,000	5 11,250	114 2,56,500
12 Dec	307.85	7.6 ₹ 17,100	-2.55 -5737.50	29.08	23 51,750	3 6,750	109 2,45,250
11 Dec	301.70	10.1 ₹ 22,725	0.1 225.00	29.74	16 36,000	10 22,500	105 2,36,250
10 Dec	303.95	9.95 ₹ 22,387.5	2 4500.00	29.82	55 1,23,750	-10 -22,500	98 2,20,500
9 Dec	307.30	7.9 ₹ 17,775	-3.3 -7425.00	29.00	42 94,500	18 40,500	108 2,43,000
8 Dec	299.30	11.2 ₹ 25,200	3.95 8887.50	28.89	11 24,750	9 20,250	90 2,02,500
5 Dec	309.60	7.3 ₹ 16,425	-3.3 -7425.00	28.95	4 9,000	1 2,250	81 1,82,250
4 Dec	300.45	10.6 ₹ 23,850	-2 -4500.00	27.77	1 2,250	0 0	79 1,77,750
3 Dec	302.80	12.6 ₹ 28,350	3.35 7537.50	34.39	5 11,250	2 4,500	78 1,75,500
2 Dec	306.05	9.25 ₹ 20,812.5	0.95 2137.50	29.60	5 11,250	1 2,250	75 1,68,750
1 Dec	309.15	8.3 ₹ 18,675	0.9 2025.00	29.36	12 27,000	7 15,750	74 1,66,500
28 Nov	312.35	7.4 ₹ 16,650	-1.65 -3712.50	28.57	28 63,000	18 40,500	68 1,53,000
27 Nov	308.25	9.05 ₹ 20,362.5	-1.15 -2587.50	30.43	18 40,500	13 29,250	48 1,08,000
26 Nov	307.60	10.2 ₹ 22,950	-5.1 -11475.00	31.62	42 94,500	34 76,500	35 78,750
25 Nov	296.90	15.3 ₹ 34,425	-22 -49500.00	33.40	1 2,250	0 0	0 0
21 Nov	288.70	37.3 ₹ 83,925	0 0.00	-	0 0	0 0	0 0
19 Nov	297.65	37.3 ₹ 83,925	0 0.00	0.92	0 0	0 0	0 0
17 Nov	299.40	37.3 ₹ 83,925	0 0.00	1.52	0 0	0 0	0 0
12 Nov	294.90	37.3 ₹ 83,925	0 0.00	0.18	0 0	0 0	0 0
11 Nov	295.05	37.3 ₹ 83,925	0 0.00	0.49	0 0	0 0	0 0
6 Nov	275.20	37.3 ₹ 83,925	0 0.00	-	0 0	0 0	0 0
3 Nov	279.70	37.3 ₹ 83,925	0 0.00	-	0 0	0 0	0 0

For L&T Finance Limited - strike price 300 expiring on 27JAN2026

Delta for 300 PE is -0.39

Historical price for 300 PE is as follows

On 24 Dec LTF was trading at 303.25. The strike last trading price was 7.4, which was -0.45 lower than the previous day. The implied volatity was 27.28, the open interest changed by 4 which increased total open position to 185

On 23 Dec LTF was trading at 303.50. The strike last trading price was 7.95, which was 0.1 higher than the previous day. The implied volatity was 29.49, the open interest changed by -15 which decreased total open position to 181

On 22 Dec LTF was trading at 303.35. The strike last trading price was 7.7, which was -1.5 lower than the previous day. The implied volatity was 28.11, the open interest changed by -2 which decreased total open position to 193

On 19 Dec LTF was trading at 300.30. The strike last trading price was 9.1, which was -0.75 lower than the previous day. The implied volatity was 28.19, the open interest changed by 33 which increased total open position to 194

On 18 Dec LTF was trading at 299.85. The strike last trading price was 9.7, which was 0.4 higher than the previous day. The implied volatity was 28.19, the open interest changed by 4 which increased total open position to 160

On 17 Dec LTF was trading at 301.90. The strike last trading price was 9.35, which was -0.1 lower than the previous day. The implied volatity was 29.58, the open interest changed by 26 which increased total open position to 156

On 16 Dec LTF was trading at 300.80. The strike last trading price was 9.35, which was 1.05 higher than the previous day. The implied volatity was 26.94, the open interest changed by 17 which increased total open position to 131

On 15 Dec LTF was trading at 305.10. The strike last trading price was 8.3, which was 0.7 higher than the previous day. The implied volatity was 28.98, the open interest changed by 5 which increased total open position to 114

On 12 Dec LTF was trading at 307.85. The strike last trading price was 7.6, which was -2.55 lower than the previous day. The implied volatity was 29.08, the open interest changed by 3 which increased total open position to 109

On 11 Dec LTF was trading at 301.70. The strike last trading price was 10.1, which was 0.1 higher than the previous day. The implied volatity was 29.74, the open interest changed by 10 which increased total open position to 105

On 10 Dec LTF was trading at 303.95. The strike last trading price was 9.95, which was 2 higher than the previous day. The implied volatity was 29.82, the open interest changed by -10 which decreased total open position to 98

On 9 Dec LTF was trading at 307.30. The strike last trading price was 7.9, which was -3.3 lower than the previous day. The implied volatity was 29.00, the open interest changed by 18 which increased total open position to 108

On 8 Dec LTF was trading at 299.30. The strike last trading price was 11.2, which was 3.95 higher than the previous day. The implied volatity was 28.89, the open interest changed by 9 which increased total open position to 90

On 5 Dec LTF was trading at 309.60. The strike last trading price was 7.3, which was -3.3 lower than the previous day. The implied volatity was 28.95, the open interest changed by 1 which increased total open position to 81

On 4 Dec LTF was trading at 300.45. The strike last trading price was 10.6, which was -2 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 79

On 3 Dec LTF was trading at 302.80. The strike last trading price was 12.6, which was 3.35 higher than the previous day. The implied volatity was 34.39, the open interest changed by 2 which increased total open position to 78

On 2 Dec LTF was trading at 306.05. The strike last trading price was 9.25, which was 0.95 higher than the previous day. The implied volatity was 29.60, the open interest changed by 1 which increased total open position to 75

On 1 Dec LTF was trading at 309.15. The strike last trading price was 8.3, which was 0.9 higher than the previous day. The implied volatity was 29.36, the open interest changed by 7 which increased total open position to 74

On 28 Nov LTF was trading at 312.35. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 28.57, the open interest changed by 18 which increased total open position to 68

On 27 Nov LTF was trading at 308.25. The strike last trading price was 9.05, which was -1.15 lower than the previous day. The implied volatity was 30.43, the open interest changed by 13 which increased total open position to 48

On 26 Nov LTF was trading at 307.60. The strike last trading price was 10.2, which was -5.1 lower than the previous day. The implied volatity was 31.62, the open interest changed by 34 which increased total open position to 35

On 25 Nov LTF was trading at 296.90. The strike last trading price was 15.3, which was -22 lower than the previous day. The implied volatity was 33.40, the open interest changed by 0 which decreased total open position to 0

On 21 Nov LTF was trading at 288.70. The strike last trading price was 37.3, 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 19 Nov LTF was trading at 297.65. The strike last trading price was 37.3, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0

On 17 Nov LTF was trading at 299.40. The strike last trading price was 37.3, which was 0 lower than the previous day. The implied volatity was 1.52, 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 37.3, which was 0 lower than the previous day. The implied volatity was 0.18, 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 37.3, which was 0 lower than the previous day. The implied volatity was 0.49, 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 37.3, 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 Nov LTF was trading at 279.70. The strike last trading price was 37.3, 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

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