Historical option data for LTF
29 Jun 2026 10:50 AM IST
| LTF 28-Jul-2026 (25d) 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 0
Theta: -0.23
Gamma: 0.01285
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 302.25 | 11.65 | 2.65 (29.44%) | 36.12 | 467 | 72 | 223 | |||||||||
| 25 Jun | 299.00 | 9.2 | 0.2 (2.22%) | 31.3 | 480 | 129 | 152 | |||||||||
| 24 Jun | 296.55 | 8.8 | 4.8 (120.00%) | 31.96 | 17 | 3 | 24 | |||||||||
| 23 Jun | 286.35 | 4.3 | -0.7 (-14.00%) | 29.58 | 14 | 4 | 21 | |||||||||
| 22 Jun | 288.70 | 5.15 | 0.15 (3.00%) | 31.82 | 2 | 0 | 17 | |||||||||
| 19 Jun | 286.50 | 5.15 | 0.15 (3.00%) | 30.3 | 2 | 0 | 17 | |||||||||
| 18 Jun | 286.90 | 5.45 | -2.55 (-31.87%) | 30.38 | 21 | 5 | 16 | |||||||||
| 17 Jun | 294.15 | 7.75 | -0.25 (-3.13%) | 29.88 | 12 | 0 | 11 | |||||||||
| 16 Jun | 294.25 | 7.75 | -0.25 (-3.13%) | 29.66 | 12 | 0 | 11 | |||||||||
| 15 Jun | 293.25 | 7.75 | 4.75 (158.33%) | 29.66 | 12 | 6 | 10 | |||||||||
| 12 Jun | 275.95 | 2.8 | -0.2 (-6.67%) | - | 8 | 0 | 4 | |||||||||
| 11 Jun | 256.90 | 2.8 | -0.2 (-6.67%) | - | 8 | 0 | 4 | |||||||||
| 10 Jun | 260.35 | 2.8 | -0.2 (-6.67%) | - | 8 | 0 | 4 | |||||||||
| 9 Jun | 265.55 | 2.8 | -0.2 (-6.67%) | 37 | 8 | 0 | 4 | |||||||||
| 8 Jun | 261.70 | 2.8 | -9.2 (-76.67%) | 37 | 8 | 4 | 4 | |||||||||
For L&T Finance Limited - strike price 305 expiring on 28JUL2026
Delta for 305 CE is 0.5
Historical price for 305 CE is as follows
On 29 Jun LTF was trading at 302.25. The strike last trading price was 11.65, which was 2.65 higher than the previous day. The implied volatity was 36.12, the open interest changed by 72 which increased total open position to 223
On 25 Jun LTF was trading at 299.00. The strike last trading price was 9.2, which was 0.2 higher than the previous day. The implied volatity was 31.3, the open interest changed by 129 which increased total open position to 152
On 24 Jun LTF was trading at 296.55. The strike last trading price was 8.8, which was 4.8 higher than the previous day. The implied volatity was 31.96, the open interest changed by 3 which increased total open position to 24
On 23 Jun LTF was trading at 286.35. The strike last trading price was 4.3, which was -0.7 lower than the previous day. The implied volatity was 29.58, the open interest changed by 4 which increased total open position to 21
On 22 Jun LTF was trading at 288.70. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 17
On 19 Jun LTF was trading at 286.50. The strike last trading price was 5.15, which was 0.15 higher than the previous day. The implied volatity was 30.3, the open interest changed by 0 which decreased total open position to 17
On 18 Jun LTF was trading at 286.90. The strike last trading price was 5.45, which was -2.55 lower than the previous day. The implied volatity was 30.38, the open interest changed by 5 which increased total open position to 16
On 17 Jun LTF was trading at 294.15. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 29.88, the open interest changed by 0 which decreased total open position to 11
On 16 Jun LTF was trading at 294.25. The strike last trading price was 7.75, which was -0.25 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 11
On 15 Jun LTF was trading at 293.25. The strike last trading price was 7.75, which was 4.75 higher than the previous day. The implied volatity was 29.66, the open interest changed by 6 which increased total open position to 10
On 12 Jun LTF was trading at 275.95. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun LTF was trading at 256.90. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun LTF was trading at 260.35. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Jun LTF was trading at 265.55. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 37, the open interest changed by 0 which decreased total open position to 4
On 8 Jun LTF was trading at 261.70. The strike last trading price was 2.8, which was -9.2 lower than the previous day. The implied volatity was 37, the open interest changed by 4 which increased total open position to 4
| LTF 28-Jul-2026 (25d) 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0
Theta: -0.22
Gamma: 0.01109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 302.25 | 15.05 | -3.2 (-17.53%) | 41.81 | 279 | 122 | 167 |
| 25 Jun | 299.00 | 18.25 | -1.15 (-5.93%) | 43.64 | 179 | 39 | 44 |
| 24 Jun | 296.55 | 19.4 | 19.4 | - | 1 | 0 | 5 |
| 23 Jun | 286.35 | 19.4 | 19.4 | - | 1 | 0 | 5 |
| 22 Jun | 288.70 | 19.4 | 19.4 | - | 1 | 0 | 5 |
| 19 Jun | 286.50 | 19.4 | 19.4 | - | 1 | 0 | 5 |
| 18 Jun | 286.90 | 19.4 | 19.4 (0.00%) | 33.94 | 1 | 0 | 5 |
| 17 Jun | 294.15 | 19.4 | 0 (0.00%) | 33.94 | 1 | 0 | 4 |
| 16 Jun | 294.25 | 19.4 | -11.35 (-36.91%) | 34.83 | 5 | 4 | 4 |
| 15 Jun | 293.25 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 275.95 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 256.90 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 260.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 265.55 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 261.70 | 0 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 305 expiring on 28JUL2026
Delta for 305 PE is -0.49
Historical price for 305 PE is as follows
On 29 Jun LTF was trading at 302.25. The strike last trading price was 15.05, which was -3.2 lower than the previous day. The implied volatity was 41.81, the open interest changed by 122 which increased total open position to 167
On 25 Jun LTF was trading at 299.00. The strike last trading price was 18.25, which was -1.15 lower than the previous day. The implied volatity was 43.64, the open interest changed by 39 which increased total open position to 44
On 24 Jun LTF was trading at 296.55. The strike last trading price was 19.4, which was 19.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Jun LTF was trading at 286.35. The strike last trading price was 19.4, which was 19.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Jun LTF was trading at 288.70. The strike last trading price was 19.4, which was 19.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jun LTF was trading at 286.50. The strike last trading price was 19.4, which was 19.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Jun LTF was trading at 286.90. The strike last trading price was 19.4, which was 19.4 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 5
On 17 Jun LTF was trading at 294.15. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 4
On 16 Jun LTF was trading at 294.25. The strike last trading price was 19.4, which was -11.35 lower than the previous day. The implied volatity was 34.83, the open interest changed by 4 which increased total open position to 4
On 15 Jun LTF was trading at 293.25. 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 12 Jun LTF was trading at 275.95. 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 11 Jun LTF was trading at 256.90. 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 10 Jun LTF was trading at 260.35. 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 9 Jun LTF was trading at 265.55. 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 Jun LTF was trading at 261.70. 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
