LTF
L&T Finance Limited
Historical option data for LTF
09 Dec 2025 04:12 PM IST
| LTF 30-DEC-2025 300 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.26
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 307.30 | 12.45 | 4.4 | 24.71 | 1,443 | -73 | 645 | |||||||||
| 8 Dec | 299.30 | 7.8 | -6.5 | 25.28 | 1,033 | 153 | 717 | |||||||||
| 5 Dec | 309.60 | 14.2 | 5.35 | 19.55 | 1,143 | 7 | 565 | |||||||||
| 4 Dec | 300.45 | 9.05 | -1.2 | 24.95 | 688 | 89 | 562 | |||||||||
| 3 Dec | 302.80 | 10.15 | -2.2 | 22.84 | 1,019 | 152 | 475 | |||||||||
| 2 Dec | 306.05 | 12.45 | -2.25 | 22.77 | 169 | 6 | 322 | |||||||||
| 1 Dec | 309.15 | 14.4 | -2.3 | 22.35 | 59 | -8 | 316 | |||||||||
| 28 Nov | 312.35 | 16.35 | 1.55 | 20.88 | 442 | -60 | 328 | |||||||||
| 27 Nov | 308.25 | 14.9 | 0.95 | 21.35 | 415 | -26 | 391 | |||||||||
| 26 Nov | 307.60 | 14.15 | 5.4 | 21.89 | 2,716 | -182 | 423 | |||||||||
| 25 Nov | 296.90 | 8.75 | 1.7 | 24.45 | 1,688 | 76 | 605 | |||||||||
| 24 Nov | 292.55 | 6.85 | 0.95 | 24.22 | 678 | 145 | 529 | |||||||||
| 21 Nov | 288.70 | 5.95 | -1.65 | 24.46 | 380 | 74 | 384 | |||||||||
| 20 Nov | 292.30 | 7.65 | -2.4 | 24.73 | 308 | 52 | 311 | |||||||||
| 19 Nov | 297.65 | 10.1 | 0.05 | 23.88 | 228 | 51 | 260 | |||||||||
| 18 Nov | 296.50 | 10.2 | -1.75 | 24.93 | 97 | 28 | 209 | |||||||||
| 17 Nov | 299.40 | 12 | 2.15 | 24.78 | 157 | 25 | 181 | |||||||||
| 14 Nov | 294.15 | 9.9 | 0.9 | 26.18 | 66 | 33 | 156 | |||||||||
| 13 Nov | 292.20 | 9 | -1.65 | 26.03 | 30 | 8 | 123 | |||||||||
| 12 Nov | 294.90 | 10.65 | -0.45 | 26.87 | 31 | -5 | 115 | |||||||||
| 11 Nov | 295.05 | 11.1 | -2.95 | 25.72 | 95 | 28 | 119 | |||||||||
| 10 Nov | 300.90 | 13.95 | -1.45 | 25.42 | 43 | -9 | 92 | |||||||||
| 7 Nov | 303.60 | 16.4 | 12.5 | 25.11 | 185 | 76 | 102 | |||||||||
| 6 Nov | 275.20 | 3.9 | -2.25 | 25.79 | 15 | 4 | 25 | |||||||||
| 4 Nov | 280.00 | 6.15 | 1.1 | 27.77 | 13 | 5 | 21 | |||||||||
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| 3 Nov | 279.70 | 5.05 | 1.45 | 24.51 | 13 | 9 | 16 | |||||||||
| 31 Oct | 270.49 | 3.6 | 0.65 | - | 2 | 1 | 6 | |||||||||
| 30 Oct | 267.89 | 2.95 | -0.2 | 25.72 | 4 | 1 | 4 | |||||||||
| 29 Oct | 268.17 | 3.15 | -0.35 | 26.32 | 2 | 1 | 2 | |||||||||
| 28 Oct | 268.35 | 3.5 | -1.65 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 267.15 | 3.5 | -1.65 | - | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 300 expiring on 30DEC2025
Delta for 300 CE is 0.70
Historical price for 300 CE is as follows
On 9 Dec LTF was trading at 307.30. The strike last trading price was 12.45, which was 4.4 higher than the previous day. The implied volatity was 24.71, the open interest changed by -73 which decreased total open position to 645
On 8 Dec LTF was trading at 299.30. The strike last trading price was 7.8, which was -6.5 lower than the previous day. The implied volatity was 25.28, the open interest changed by 153 which increased total open position to 717
On 5 Dec LTF was trading at 309.60. The strike last trading price was 14.2, which was 5.35 higher than the previous day. The implied volatity was 19.55, the open interest changed by 7 which increased total open position to 565
On 4 Dec LTF was trading at 300.45. The strike last trading price was 9.05, which was -1.2 lower than the previous day. The implied volatity was 24.95, the open interest changed by 89 which increased total open position to 562
On 3 Dec LTF was trading at 302.80. The strike last trading price was 10.15, which was -2.2 lower than the previous day. The implied volatity was 22.84, the open interest changed by 152 which increased total open position to 475
On 2 Dec LTF was trading at 306.05. The strike last trading price was 12.45, which was -2.25 lower than the previous day. The implied volatity was 22.77, the open interest changed by 6 which increased total open position to 322
On 1 Dec LTF was trading at 309.15. The strike last trading price was 14.4, which was -2.3 lower than the previous day. The implied volatity was 22.35, the open interest changed by -8 which decreased total open position to 316
On 28 Nov LTF was trading at 312.35. The strike last trading price was 16.35, which was 1.55 higher than the previous day. The implied volatity was 20.88, the open interest changed by -60 which decreased total open position to 328
On 27 Nov LTF was trading at 308.25. The strike last trading price was 14.9, which was 0.95 higher than the previous day. The implied volatity was 21.35, the open interest changed by -26 which decreased total open position to 391
On 26 Nov LTF was trading at 307.60. The strike last trading price was 14.15, which was 5.4 higher than the previous day. The implied volatity was 21.89, the open interest changed by -182 which decreased total open position to 423
On 25 Nov LTF was trading at 296.90. The strike last trading price was 8.75, which was 1.7 higher than the previous day. The implied volatity was 24.45, the open interest changed by 76 which increased total open position to 605
On 24 Nov LTF was trading at 292.55. The strike last trading price was 6.85, which was 0.95 higher than the previous day. The implied volatity was 24.22, the open interest changed by 145 which increased total open position to 529
On 21 Nov LTF was trading at 288.70. The strike last trading price was 5.95, which was -1.65 lower than the previous day. The implied volatity was 24.46, the open interest changed by 74 which increased total open position to 384
On 20 Nov LTF was trading at 292.30. The strike last trading price was 7.65, which was -2.4 lower than the previous day. The implied volatity was 24.73, the open interest changed by 52 which increased total open position to 311
On 19 Nov LTF was trading at 297.65. The strike last trading price was 10.1, which was 0.05 higher than the previous day. The implied volatity was 23.88, the open interest changed by 51 which increased total open position to 260
On 18 Nov LTF was trading at 296.50. The strike last trading price was 10.2, which was -1.75 lower than the previous day. The implied volatity was 24.93, the open interest changed by 28 which increased total open position to 209
On 17 Nov LTF was trading at 299.40. The strike last trading price was 12, which was 2.15 higher than the previous day. The implied volatity was 24.78, the open interest changed by 25 which increased total open position to 181
On 14 Nov LTF was trading at 294.15. The strike last trading price was 9.9, which was 0.9 higher than the previous day. The implied volatity was 26.18, the open interest changed by 33 which increased total open position to 156
On 13 Nov LTF was trading at 292.20. The strike last trading price was 9, which was -1.65 lower than the previous day. The implied volatity was 26.03, the open interest changed by 8 which increased total open position to 123
On 12 Nov LTF was trading at 294.90. The strike last trading price was 10.65, which was -0.45 lower than the previous day. The implied volatity was 26.87, the open interest changed by -5 which decreased total open position to 115
On 11 Nov LTF was trading at 295.05. The strike last trading price was 11.1, which was -2.95 lower than the previous day. The implied volatity was 25.72, the open interest changed by 28 which increased total open position to 119
On 10 Nov LTF was trading at 300.90. The strike last trading price was 13.95, which was -1.45 lower than the previous day. The implied volatity was 25.42, the open interest changed by -9 which decreased total open position to 92
On 7 Nov LTF was trading at 303.60. The strike last trading price was 16.4, which was 12.5 higher than the previous day. The implied volatity was 25.11, the open interest changed by 76 which increased total open position to 102
On 6 Nov LTF was trading at 275.20. The strike last trading price was 3.9, which was -2.25 lower than the previous day. The implied volatity was 25.79, the open interest changed by 4 which increased total open position to 25
On 4 Nov LTF was trading at 280.00. The strike last trading price was 6.15, which was 1.1 higher than the previous day. The implied volatity was 27.77, the open interest changed by 5 which increased total open position to 21
On 3 Nov LTF was trading at 279.70. The strike last trading price was 5.05, which was 1.45 higher than the previous day. The implied volatity was 24.51, the open interest changed by 9 which increased total open position to 16
On 31 Oct LTF was trading at 270.49. The strike last trading price was 3.6, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 30 Oct LTF was trading at 267.89. The strike last trading price was 2.95, which was -0.2 lower than the previous day. The implied volatity was 25.72, the open interest changed by 1 which increased total open position to 4
On 29 Oct LTF was trading at 268.17. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 26.32, the open interest changed by 1 which increased total open position to 2
On 28 Oct LTF was trading at 268.35. The strike last trading price was 3.5, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct LTF was trading at 267.15. The strike last trading price was 3.5, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LTF 30DEC2025 300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.26
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 307.30 | 3.9 | -3.25 | 25.96 | 1,835 | 380 | 854 |
| 8 Dec | 299.30 | 7.2 | 3.7 | 25.97 | 1,387 | -52 | 483 |
| 5 Dec | 309.60 | 3.35 | -3.9 | 25.36 | 998 | 87 | 540 |
| 4 Dec | 300.45 | 7 | 0.8 | 25.20 | 606 | 19 | 454 |
| 3 Dec | 302.80 | 6.25 | 1.4 | 26.04 | 947 | 13 | 433 |
| 2 Dec | 306.05 | 4.65 | 0.2 | 24.39 | 427 | -30 | 426 |
| 1 Dec | 309.15 | 4.5 | 0.65 | 26.32 | 353 | -12 | 457 |
| 28 Nov | 312.35 | 3.8 | -0.6 | 25.29 | 1,129 | 130 | 469 |
| 27 Nov | 308.25 | 4.3 | -1 | 24.56 | 604 | 32 | 339 |
| 26 Nov | 307.60 | 5.25 | -4.35 | 25.77 | 963 | 122 | 307 |
| 25 Nov | 296.90 | 9.65 | -2.85 | 25.71 | 116 | 28 | 185 |
| 24 Nov | 292.55 | 12.55 | -2.3 | 27.38 | 54 | 19 | 156 |
| 21 Nov | 288.70 | 14.95 | 2.35 | 27.73 | 26 | 3 | 137 |
| 20 Nov | 292.30 | 12.6 | 1.95 | 26.60 | 54 | 10 | 134 |
| 19 Nov | 297.65 | 10.65 | 0.25 | 28.29 | 52 | 8 | 125 |
| 18 Nov | 296.50 | 10.4 | 0.3 | 26.38 | 40 | 21 | 117 |
| 17 Nov | 299.40 | 10.15 | -2.7 | 29.02 | 56 | 17 | 96 |
| 14 Nov | 294.15 | 12.9 | -0.95 | 28.23 | 36 | 20 | 78 |
| 13 Nov | 292.20 | 13.85 | 1.35 | 27.69 | 4 | 1 | 58 |
| 12 Nov | 294.90 | 12.5 | -1.8 | 27.26 | 1 | 0 | 56 |
| 11 Nov | 295.05 | 14.3 | 3.7 | 33.02 | 41 | -1 | 56 |
| 10 Nov | 300.90 | 10.5 | 0.25 | 29.29 | 25 | 18 | 57 |
| 7 Nov | 303.60 | 10.45 | -11.8 | 31.66 | 60 | 35 | 39 |
| 6 Nov | 275.20 | 22.25 | -4.25 | - | 0 | 1 | 0 |
| 4 Nov | 280.00 | 22.25 | -4.25 | 28.70 | 4 | 0 | 3 |
| 3 Nov | 279.70 | 26.5 | -24.85 | 39.11 | 3 | 0 | 0 |
| 31 Oct | 270.49 | 51.35 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 267.89 | 51.35 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 268.17 | 51.35 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 268.35 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 267.15 | 0 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 300 expiring on 30DEC2025
Delta for 300 PE is -0.31
Historical price for 300 PE is as follows
On 9 Dec LTF was trading at 307.30. The strike last trading price was 3.9, which was -3.25 lower than the previous day. The implied volatity was 25.96, the open interest changed by 380 which increased total open position to 854
On 8 Dec LTF was trading at 299.30. The strike last trading price was 7.2, which was 3.7 higher than the previous day. The implied volatity was 25.97, the open interest changed by -52 which decreased total open position to 483
On 5 Dec LTF was trading at 309.60. The strike last trading price was 3.35, which was -3.9 lower than the previous day. The implied volatity was 25.36, the open interest changed by 87 which increased total open position to 540
On 4 Dec LTF was trading at 300.45. The strike last trading price was 7, which was 0.8 higher than the previous day. The implied volatity was 25.20, the open interest changed by 19 which increased total open position to 454
On 3 Dec LTF was trading at 302.80. The strike last trading price was 6.25, which was 1.4 higher than the previous day. The implied volatity was 26.04, the open interest changed by 13 which increased total open position to 433
On 2 Dec LTF was trading at 306.05. The strike last trading price was 4.65, which was 0.2 higher than the previous day. The implied volatity was 24.39, the open interest changed by -30 which decreased total open position to 426
On 1 Dec LTF was trading at 309.15. The strike last trading price was 4.5, which was 0.65 higher than the previous day. The implied volatity was 26.32, the open interest changed by -12 which decreased total open position to 457
On 28 Nov LTF was trading at 312.35. The strike last trading price was 3.8, which was -0.6 lower than the previous day. The implied volatity was 25.29, the open interest changed by 130 which increased total open position to 469
On 27 Nov LTF was trading at 308.25. The strike last trading price was 4.3, which was -1 lower than the previous day. The implied volatity was 24.56, the open interest changed by 32 which increased total open position to 339
On 26 Nov LTF was trading at 307.60. The strike last trading price was 5.25, which was -4.35 lower than the previous day. The implied volatity was 25.77, the open interest changed by 122 which increased total open position to 307
On 25 Nov LTF was trading at 296.90. The strike last trading price was 9.65, which was -2.85 lower than the previous day. The implied volatity was 25.71, the open interest changed by 28 which increased total open position to 185
On 24 Nov LTF was trading at 292.55. The strike last trading price was 12.55, which was -2.3 lower than the previous day. The implied volatity was 27.38, the open interest changed by 19 which increased total open position to 156
On 21 Nov LTF was trading at 288.70. The strike last trading price was 14.95, which was 2.35 higher than the previous day. The implied volatity was 27.73, the open interest changed by 3 which increased total open position to 137
On 20 Nov LTF was trading at 292.30. The strike last trading price was 12.6, which was 1.95 higher than the previous day. The implied volatity was 26.60, the open interest changed by 10 which increased total open position to 134
On 19 Nov LTF was trading at 297.65. The strike last trading price was 10.65, which was 0.25 higher than the previous day. The implied volatity was 28.29, the open interest changed by 8 which increased total open position to 125
On 18 Nov LTF was trading at 296.50. The strike last trading price was 10.4, which was 0.3 higher than the previous day. The implied volatity was 26.38, the open interest changed by 21 which increased total open position to 117
On 17 Nov LTF was trading at 299.40. The strike last trading price was 10.15, which was -2.7 lower than the previous day. The implied volatity was 29.02, the open interest changed by 17 which increased total open position to 96
On 14 Nov LTF was trading at 294.15. The strike last trading price was 12.9, which was -0.95 lower than the previous day. The implied volatity was 28.23, the open interest changed by 20 which increased total open position to 78
On 13 Nov LTF was trading at 292.20. The strike last trading price was 13.85, which was 1.35 higher than the previous day. The implied volatity was 27.69, the open interest changed by 1 which increased total open position to 58
On 12 Nov LTF was trading at 294.90. The strike last trading price was 12.5, which was -1.8 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 56
On 11 Nov LTF was trading at 295.05. The strike last trading price was 14.3, which was 3.7 higher than the previous day. The implied volatity was 33.02, the open interest changed by -1 which decreased total open position to 56
On 10 Nov LTF was trading at 300.90. The strike last trading price was 10.5, which was 0.25 higher than the previous day. The implied volatity was 29.29, the open interest changed by 18 which increased total open position to 57
On 7 Nov LTF was trading at 303.60. The strike last trading price was 10.45, which was -11.8 lower than the previous day. The implied volatity was 31.66, the open interest changed by 35 which increased total open position to 39
On 6 Nov LTF was trading at 275.20. The strike last trading price was 22.25, 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 4 Nov LTF was trading at 280.00. The strike last trading price was 22.25, which was -4.25 lower than the previous day. The implied volatity was 28.70, the open interest changed by 0 which decreased total open position to 3
On 3 Nov LTF was trading at 279.70. The strike last trading price was 26.5, which was -24.85 lower than the previous day. The implied volatity was 39.11, 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 51.35, 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 51.35, 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 51.35, 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 28 Oct LTF was trading at 268.35. 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 27 Oct LTF was trading at 267.15. 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































































































































































































































