[--[65.84.65.76]--]

LTF

L&T Finance Limited
307.3 +8.00 (2.67%)
L: 294.8 H: 310.2

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Historical option data for LTF

09 Dec 2025 04:12 PM IST
LTF 30-DEC-2025 300 CE
Delta: 0.70
Vega: 0.26
Theta: -0.21
Gamma: 0.02
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
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
Delta: -0.31
Vega: 0.26
Theta: -0.13
Gamma: 0.02
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