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Historical option data for LTF

29 Jun 2026 10:50 AM IST
LTF 28-Jul-2026 (27d) 300 CE
Delta: 0.57
Vega: 0
Theta: -0.23
Gamma: 0.0125
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 302.25 14.4 3.4 (30.91%) 36.6 675 17 900
25 Jun 299.00 11.45 0.45 (4.09%) 31.54 1,804 150 879
24 Jun 296.55 11.05 5.05 (84.17%) 31.96 1,279 375 730
23 Jun 286.35 5.85 -0.15 (-2.50%) 30.37 135 35 355
22 Jun 288.70 6.45 0.45 (7.50%) 28.34 106 55 318
19 Jun 286.50 6 -1 (-14.29%) 28.11 92 33 264
18 Jun 286.90 6.85 -2.15 (-23.89%) 29.89 143 106 232
17 Jun 294.15 9.3 0.3 (3.33%) 27.78 36 -4 127
16 Jun 294.25 8.75 -0.25 (-2.78%) 27.11 33 8 131
15 Jun 293.25 9.35 4.35 (87.00%) 28.82 208 59 125
12 Jun 275.95 4.65 1.65 (55.00%) 31.86 85 25 65
11 Jun 256.90 3.05 0.05 (1.67%) 36.14 1 0 40
10 Jun 260.35 3.05 0.05 (1.67%) 36.14 1 0 39
9 Jun 265.55 3.05 0.05 (1.67%) 33.97 6 -1 38
8 Jun 261.70 3.4 -1.6 (-32.00%) 35.03 9 0 39
5 Jun 268.60 5 1 (25.00%) 31.83 2 1 39
4 Jun 266.70 3.9 -0.1 (-2.50%) 33.32 5 0 38
3 Jun 267.85 3.9 -1.1 (-22.00%) 33.32 5 -2 38
2 Jun 270.70 5.05 0.05 (1.00%) 33.14 4 2 40
1 Jun 271.25 4.45 -2.55 (-36.43%) 31.17 12 0 39
29 May 286.60 6.75 -1.25 (-15.63%) 23.49 18 16 40
27 May 281.70 7.9 -1.1 (-12.22%) 30.19 2 1 24
26 May 282.70 8.6 0.6 (7.50%) 30.09 15 5 23
25 May 279.35 8 3 (60.00%) 32.04 10 0 25
22 May 270.15 5.45 0.45 (9.00%) 31.2 2 2 25
21 May 269.85 5.45 -1.55 (-22.14%) 32.38 3 3 23
20 May 275.65 7 0.4 (6.06%) 30.36 6 -2 20
19 May 277.95 6.6 -15.45 (-70.07%) 27.92 11 5 17
18 May 278.75 22.05 13.05 (145.00%) 62.18 11 11 12
15 May 280.75 9 0 (0.00%) - 0 0 1
14 May 281.30 9 0 (0.00%) 0 1 0 1
13 May 281.90 9 0 (0.00%) 0 0 0 1
12 May 280.65 9 0 (0.00%) 0 0 0 1
11 May 295.00 9 0 (0.00%) 0 0 0 1
8 May 303.40 9 0 (0.00%) - 0 0 1
7 May 303.65 9 0 (0.00%) - 0 0 1
6 May 300.30 9 0 (0.00%) - 0 0 1
5 May 290.45 9 0 (0.00%) - 0 0 1
4 May 285.65 9 0 (0.00%) - 0 0 1
30 Apr 279.73 9 -10.03 (-52.71%) 27.45 1 0 0
29 Apr 285.42 0 0 - 0 0 0


For L&T Finance Limited - strike price 300 expiring on 28JUL2026

Delta for 300 CE is 0.57

Historical price for 300 CE is as follows

On 29 Jun LTF was trading at 302.25. The strike last trading price was 14.4, which was 3.4 higher than the previous day. The implied volatity was 36.6, the open interest changed by 17 which increased total open position to 900


On 25 Jun LTF was trading at 299.00. The strike last trading price was 11.45, which was 0.45 higher than the previous day. The implied volatity was 31.54, the open interest changed by 150 which increased total open position to 879


On 24 Jun LTF was trading at 296.55. The strike last trading price was 11.05, which was 5.05 higher than the previous day. The implied volatity was 31.96, the open interest changed by 375 which increased total open position to 730


On 23 Jun LTF was trading at 286.35. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 30.37, the open interest changed by 35 which increased total open position to 355


On 22 Jun LTF was trading at 288.70. The strike last trading price was 6.45, which was 0.45 higher than the previous day. The implied volatity was 28.34, the open interest changed by 55 which increased total open position to 318


On 19 Jun LTF was trading at 286.50. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 28.11, the open interest changed by 33 which increased total open position to 264


On 18 Jun LTF was trading at 286.90. The strike last trading price was 6.85, which was -2.15 lower than the previous day. The implied volatity was 29.89, the open interest changed by 106 which increased total open position to 232


On 17 Jun LTF was trading at 294.15. The strike last trading price was 9.3, which was 0.3 higher than the previous day. The implied volatity was 27.78, the open interest changed by -4 which decreased total open position to 127


On 16 Jun LTF was trading at 294.25. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 27.11, the open interest changed by 8 which increased total open position to 131


On 15 Jun LTF was trading at 293.25. The strike last trading price was 9.35, which was 4.35 higher than the previous day. The implied volatity was 28.82, the open interest changed by 59 which increased total open position to 125


On 12 Jun LTF was trading at 275.95. The strike last trading price was 4.65, which was 1.65 higher than the previous day. The implied volatity was 31.86, the open interest changed by 25 which increased total open position to 65


On 11 Jun LTF was trading at 256.90. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 40


On 10 Jun LTF was trading at 260.35. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 36.14, the open interest changed by 0 which decreased total open position to 39


On 9 Jun LTF was trading at 265.55. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 33.97, the open interest changed by -1 which decreased total open position to 38


On 8 Jun LTF was trading at 261.70. The strike last trading price was 3.4, which was -1.6 lower than the previous day. The implied volatity was 35.03, the open interest changed by 0 which decreased total open position to 39


On 5 Jun LTF was trading at 268.60. The strike last trading price was 5, which was 1 higher than the previous day. The implied volatity was 31.83, the open interest changed by 1 which increased total open position to 39


On 4 Jun LTF was trading at 266.70. The strike last trading price was 3.9, which was -0.1 lower than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 38


On 3 Jun LTF was trading at 267.85. The strike last trading price was 3.9, which was -1.1 lower than the previous day. The implied volatity was 33.32, the open interest changed by -2 which decreased total open position to 38


On 2 Jun LTF was trading at 270.70. The strike last trading price was 5.05, which was 0.05 higher than the previous day. The implied volatity was 33.14, the open interest changed by 2 which increased total open position to 40


On 1 Jun LTF was trading at 271.25. The strike last trading price was 4.45, which was -2.55 lower than the previous day. The implied volatity was 31.17, the open interest changed by 0 which decreased total open position to 39


On 29 May LTF was trading at 286.60. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 16 which increased total open position to 40


On 27 May LTF was trading at 281.70. The strike last trading price was 7.9, which was -1.1 lower than the previous day. The implied volatity was 30.19, the open interest changed by 1 which increased total open position to 24


On 26 May LTF was trading at 282.70. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 30.09, the open interest changed by 5 which increased total open position to 23


On 25 May LTF was trading at 279.35. The strike last trading price was 8, which was 3 higher than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 25


On 22 May LTF was trading at 270.15. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 31.2, the open interest changed by 2 which increased total open position to 25


On 21 May LTF was trading at 269.85. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 32.38, the open interest changed by 3 which increased total open position to 23


On 20 May LTF was trading at 275.65. The strike last trading price was 7, which was 0.4 higher than the previous day. The implied volatity was 30.36, the open interest changed by -2 which decreased total open position to 20


On 19 May LTF was trading at 277.95. The strike last trading price was 6.6, which was -15.45 lower than the previous day. The implied volatity was 27.92, the open interest changed by 5 which increased total open position to 17


On 18 May LTF was trading at 278.75. The strike last trading price was 22.05, which was 13.05 higher than the previous day. The implied volatity was 62.18, the open interest changed by 11 which increased total open position to 12


On 15 May LTF was trading at 280.75. The strike last trading price was 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 1


On 14 May LTF was trading at 281.30. The strike last trading price was 9, 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 1


On 13 May LTF was trading at 281.90. The strike last trading price was 9, 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 1


On 12 May LTF was trading at 280.65. The strike last trading price was 9, 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 1


On 11 May LTF was trading at 295.00. The strike last trading price was 9, 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 1


On 8 May LTF was trading at 303.40. The strike last trading price was 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 1


On 7 May LTF was trading at 303.65. The strike last trading price was 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 1


On 6 May LTF was trading at 300.30. The strike last trading price was 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 1


On 5 May LTF was trading at 290.45. The strike last trading price was 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 1


On 4 May LTF was trading at 285.65. The strike last trading price was 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 1


On 30 Apr LTF was trading at 279.73. The strike last trading price was 9, which was -10.03 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 0


On 29 Apr LTF was trading at 285.42. 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 (27d) 300 PE
Delta: -0.43
Vega: 0
Theta: -0.21
Gamma: 0.01086
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 302.25 12.55 -2.5 (-16.61%) 42.13 218 19 384
25 Jun 299.00 15.3 -0.5 (-3.16%) 43.2 919 218 366
24 Jun 296.55 15.65 -6.1 (-28.05%) 41.3 176 49 147
23 Jun 286.35 21.9 2.25 (11.45%) 40.8 39 22 98
22 Jun 288.70 19.7 -1.8 (-8.37%) 39.37 20 14 76
19 Jun 286.50 21.5 1.2 (5.91%) 39.94 26 16 61
18 Jun 286.90 20.3 4.1 (25.31%) 36.11 30 11 43
17 Jun 294.15 16.2 -0.7 (-4.14%) 35.66 16 12 33
16 Jun 294.25 16.9 -0.8 (-4.52%) 37.17 3 1 20
15 Jun 293.25 18.3 -10.8 (-37.11%) 38.48 26 14 19
12 Jun 275.95 29 -4.5 (-13.43%) 37.86 7 3 5
11 Jun 256.90 34.2 34.2 - 1 0 2
10 Jun 260.35 34.2 34.2 - 1 0 2
9 Jun 265.55 34.2 34.2 - 1 0 2
8 Jun 261.70 34.2 34.2 - 1 0 2
5 Jun 268.60 34.2 34.2 - 1 0 2
4 Jun 266.70 34.2 34.2 - 1 0 2
3 Jun 267.85 34.2 34.2 (16.72%) 38.92 1 0 2
2 Jun 270.70 33.5 4.8 (16.72%) 38.92 1 -1 2
1 Jun 271.25 28.7 -0.24 (-0.83%) 24.92 3 3 3
29 May 286.60 0 0 - 0 0 0
27 May 281.70 0 0 - 0 0 0
26 May 282.70 0 0 - 0 0 0
25 May 279.35 0 0 - 0 0 0
22 May 270.15 0 0 - 0 0 0
21 May 269.85 0 0 - 0 0 0
20 May 275.65 0 0 - 0 0 0
19 May 277.95 0 0 - 0 0 0
18 May 278.75 0 0 - 0 0 0
15 May 280.75 0 -28.94 (-100.00%) - 0 0 0
14 May 281.30 0 -28.94 (-100.00%) 0 0 0 0
13 May 281.90 0 0 (-100.00%) 0 0 0 0
12 May 280.65 0 -28.94 (-100.00%) 0 0 0 0
11 May 295.00 0 0 - 0 0 0
8 May 303.40 0 0 - 0 0 0
7 May 303.65 0 0 - 0 0 0
6 May 300.30 0 0 - 0 0 0
5 May 290.45 0 0 - 0 0 0
4 May 285.65 0 0 - 0 0 0
30 Apr 279.73 0 0 - 0 0 0
29 Apr 285.42 0 0 - 0 0 0


For L&T Finance Limited - strike price 300 expiring on 28JUL2026

Delta for 300 PE is -0.43

Historical price for 300 PE is as follows

On 29 Jun LTF was trading at 302.25. The strike last trading price was 12.55, which was -2.5 lower than the previous day. The implied volatity was 42.13, the open interest changed by 19 which increased total open position to 384


On 25 Jun LTF was trading at 299.00. The strike last trading price was 15.3, which was -0.5 lower than the previous day. The implied volatity was 43.2, the open interest changed by 218 which increased total open position to 366


On 24 Jun LTF was trading at 296.55. The strike last trading price was 15.65, which was -6.1 lower than the previous day. The implied volatity was 41.3, the open interest changed by 49 which increased total open position to 147


On 23 Jun LTF was trading at 286.35. The strike last trading price was 21.9, which was 2.25 higher than the previous day. The implied volatity was 40.8, the open interest changed by 22 which increased total open position to 98


On 22 Jun LTF was trading at 288.70. The strike last trading price was 19.7, which was -1.8 lower than the previous day. The implied volatity was 39.37, the open interest changed by 14 which increased total open position to 76


On 19 Jun LTF was trading at 286.50. The strike last trading price was 21.5, which was 1.2 higher than the previous day. The implied volatity was 39.94, the open interest changed by 16 which increased total open position to 61


On 18 Jun LTF was trading at 286.90. The strike last trading price was 20.3, which was 4.1 higher than the previous day. The implied volatity was 36.11, the open interest changed by 11 which increased total open position to 43


On 17 Jun LTF was trading at 294.15. The strike last trading price was 16.2, which was -0.7 lower than the previous day. The implied volatity was 35.66, the open interest changed by 12 which increased total open position to 33


On 16 Jun LTF was trading at 294.25. The strike last trading price was 16.9, which was -0.8 lower than the previous day. The implied volatity was 37.17, the open interest changed by 1 which increased total open position to 20


On 15 Jun LTF was trading at 293.25. The strike last trading price was 18.3, which was -10.8 lower than the previous day. The implied volatity was 38.48, the open interest changed by 14 which increased total open position to 19


On 12 Jun LTF was trading at 275.95. The strike last trading price was 29, which was -4.5 lower than the previous day. The implied volatity was 37.86, the open interest changed by 3 which increased total open position to 5


On 11 Jun LTF was trading at 256.90. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Jun LTF was trading at 260.35. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Jun LTF was trading at 265.55. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Jun LTF was trading at 261.70. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Jun LTF was trading at 268.60. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Jun LTF was trading at 266.70. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Jun LTF was trading at 267.85. The strike last trading price was 34.2, which was 34.2 higher than the previous day. The implied volatity was 38.92, the open interest changed by 0 which decreased total open position to 2


On 2 Jun LTF was trading at 270.70. The strike last trading price was 33.5, which was 4.8 higher than the previous day. The implied volatity was 38.92, the open interest changed by -1 which decreased total open position to 2


On 1 Jun LTF was trading at 271.25. The strike last trading price was 28.7, which was -0.24 lower than the previous day. The implied volatity was 24.92, the open interest changed by 3 which increased total open position to 3


On 29 May LTF was trading at 286.60. 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


On 27 May LTF was trading at 281.70. 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


On 26 May LTF was trading at 282.70. 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


On 25 May LTF was trading at 279.35. 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


On 22 May LTF was trading at 270.15. 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


On 21 May LTF was trading at 269.85. 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


On 20 May LTF was trading at 275.65. 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


On 19 May LTF was trading at 277.95. 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


On 18 May LTF was trading at 278.75. 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


On 15 May LTF was trading at 280.75. The strike last trading price was 0, which was -28.94 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May LTF was trading at 281.30. The strike last trading price was 0, which was -28.94 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May LTF was trading at 281.90. The strike last trading price was 0, 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


On 12 May LTF was trading at 280.65. The strike last trading price was 0, which was -28.94 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


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 0 which decreased total open position to 0


On 8 May LTF was trading at 303.40. 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


On 7 May LTF was trading at 303.65. 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


On 6 May LTF was trading at 300.30. 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


On 5 May LTF was trading at 290.45. 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


On 4 May LTF was trading at 285.65. 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


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


On 29 Apr LTF was trading at 285.42. 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