LTF
L&T Finance Limited
Historical option data for LTF
24 Dec 2025 04:12 PM IST
| LTF 27-JAN-2026 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 0.37
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Dec | 303.25 | 9.9 | 0 | 25.95 | 282 | 72 | 218 | |||||||||
| 23 Dec | 303.50 | 9.9 | -0.6 | 24.18 | 218 | 105 | 145 | |||||||||
| 22 Dec | 303.35 | 10.35 | 1.9 | 25.42 | 44 | 10 | 40 | |||||||||
| 19 Dec | 300.30 | 8.45 | -1.15 | 22.71 | 21 | 12 | 30 | |||||||||
| 18 Dec | 299.85 | 9.85 | -2.75 | 27.29 | 17 | 13 | 17 | |||||||||
| 17 Dec | 301.90 | 12.6 | 1.35 | - | 0 | 0 | 4 | |||||||||
| 16 Dec | 300.80 | 12.6 | 1.35 | - | 0 | 0 | 4 | |||||||||
| 15 Dec | 305.10 | 12.6 | 1.35 | 26.45 | 2 | 1 | 3 | |||||||||
| 12 Dec | 307.85 | 11.25 | -5.45 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 301.70 | 11.25 | -5.45 | 25.86 | 1 | 0 | 1 | |||||||||
| 10 Dec | 303.95 | 16.7 | 7.75 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 307.30 | 16.7 | 7.75 | 30.08 | 2 | 1 | 1 | |||||||||
| 8 Dec | 299.30 | 8.95 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 5 Dec | 309.60 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 300.45 | 8.95 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 3 Dec | 302.80 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 306.05 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 309.15 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 312.35 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 308.25 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 307.60 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 288.70 | 8.95 | 0 | 2.56 | 0 | 0 | 0 | |||||||||
| 19 Nov | 297.65 | 8.95 | 0 | 0.50 | 0 | 0 | 0 | |||||||||
| 17 Nov | 299.40 | 8.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 294.90 | 8.95 | 0 | 1.08 | 0 | 0 | 0 | |||||||||
| 11 Nov | 295.05 | 8.95 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 305 expiring on 27JAN2026
Delta for 305 CE is 0.53
Historical price for 305 CE is as follows
On 24 Dec LTF was trading at 303.25. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 25.95, the open interest changed by 72 which increased total open position to 218
On 23 Dec LTF was trading at 303.50. The strike last trading price was 9.9, which was -0.6 lower than the previous day. The implied volatity was 24.18, the open interest changed by 105 which increased total open position to 145
On 22 Dec LTF was trading at 303.35. The strike last trading price was 10.35, which was 1.9 higher than the previous day. The implied volatity was 25.42, the open interest changed by 10 which increased total open position to 40
On 19 Dec LTF was trading at 300.30. The strike last trading price was 8.45, which was -1.15 lower than the previous day. The implied volatity was 22.71, the open interest changed by 12 which increased total open position to 30
On 18 Dec LTF was trading at 299.85. The strike last trading price was 9.85, which was -2.75 lower than the previous day. The implied volatity was 27.29, the open interest changed by 13 which increased total open position to 17
On 17 Dec LTF was trading at 301.90. The strike last trading price was 12.6, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Dec LTF was trading at 300.80. The strike last trading price was 12.6, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 Dec LTF was trading at 305.10. The strike last trading price was 12.6, which was 1.35 higher than the previous day. The implied volatity was 26.45, the open interest changed by 1 which increased total open position to 3
On 12 Dec LTF was trading at 307.85. The strike last trading price was 11.25, which was -5.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec LTF was trading at 301.70. The strike last trading price was 11.25, which was -5.45 lower than the previous day. The implied volatity was 25.86, the open interest changed by 0 which decreased total open position to 1
On 10 Dec LTF was trading at 303.95. The strike last trading price was 16.7, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec LTF was trading at 307.30. The strike last trading price was 16.7, which was 7.75 higher than the previous day. The implied volatity was 30.08, the open interest changed by 1 which increased total open position to 1
On 8 Dec LTF was trading at 299.30. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LTF was trading at 309.60. The strike last trading price was 8.95, 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 Dec LTF was trading at 300.45. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LTF was trading at 302.80. The strike last trading price was 8.95, 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 2 Dec LTF was trading at 306.05. The strike last trading price was 8.95, 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 1 Dec LTF was trading at 309.15. The strike last trading price was 8.95, 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 Nov LTF was trading at 312.35. The strike last trading price was 8.95, 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 Nov LTF was trading at 308.25. The strike last trading price was 8.95, 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 Nov LTF was trading at 307.60. The strike last trading price was 8.95, 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 Nov LTF was trading at 288.70. The strike last trading price was 8.95, which was 0 lower than the previous day. The implied volatity was 2.56, 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 8.95, which was 0 lower than the previous day. The implied volatity was 0.50, 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 8.95, 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 8.95, which was 0 lower than the previous day. The implied volatity was 1.08, 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 8.95, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
| LTF 27JAN2026 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.37
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 303.25 | 10.15 | -0.05 | 28.48 | 147 | 46 | 77 |
| 23 Dec | 303.50 | 10.4 | 0.35 | 29.97 | 38 | 24 | 31 |
| 22 Dec | 303.35 | 10.05 | -0.45 | 28.31 | 5 | 3 | 6 |
| 19 Dec | 300.30 | 10.5 | 0 | - | 0 | 0 | 3 |
| 18 Dec | 299.85 | 10.5 | 0 | 23.81 | 1 | 0 | 2 |
| 17 Dec | 301.90 | 10.5 | -30.45 | - | 0 | 0 | 2 |
| 16 Dec | 300.80 | 10.5 | -30.45 | - | 0 | 0 | 2 |
| 15 Dec | 305.10 | 10.5 | -30.45 | 28.98 | 2 | 0 | 0 |
| 12 Dec | 307.85 | 40.95 | 0 | 1.89 | 0 | 0 | 0 |
| 11 Dec | 301.70 | 40.95 | 0 | 0.20 | 0 | 0 | 0 |
| 10 Dec | 303.95 | 40.95 | 0 | 0.78 | 0 | 0 | 0 |
| 9 Dec | 307.30 | 40.95 | 0 | 1.89 | 0 | 0 | 0 |
| 8 Dec | 299.30 | 40.95 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 309.60 | 40.95 | 0 | 2.49 | 0 | 0 | 0 |
| 4 Dec | 300.45 | 40.95 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 302.80 | 40.95 | 0 | 0.68 | 0 | 0 | 0 |
| 2 Dec | 306.05 | 40.95 | 0 | 1.62 | 0 | 0 | 0 |
| 1 Dec | 309.15 | 40.95 | 0 | 2.23 | 0 | 0 | 0 |
| 28 Nov | 312.35 | 40.95 | 0 | 2.77 | 0 | 0 | 0 |
| 27 Nov | 308.25 | 40.95 | 0 | 2.21 | 0 | 0 | 0 |
| 26 Nov | 307.60 | 40.95 | 0 | 1.92 | 0 | 0 | 0 |
| 21 Nov | 288.70 | 40.95 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 297.65 | 40.95 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 299.40 | 40.95 | 0 | 0.27 | 0 | 0 | 0 |
| 12 Nov | 294.90 | 40.95 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 295.05 | 40.95 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 305 expiring on 27JAN2026
Delta for 305 PE is -0.47
Historical price for 305 PE is as follows
On 24 Dec LTF was trading at 303.25. The strike last trading price was 10.15, which was -0.05 lower than the previous day. The implied volatity was 28.48, the open interest changed by 46 which increased total open position to 77
On 23 Dec LTF was trading at 303.50. The strike last trading price was 10.4, which was 0.35 higher than the previous day. The implied volatity was 29.97, the open interest changed by 24 which increased total open position to 31
On 22 Dec LTF was trading at 303.35. The strike last trading price was 10.05, which was -0.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 6
On 19 Dec LTF was trading at 300.30. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Dec LTF was trading at 299.85. The strike last trading price was 10.5, which was 0 lower than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 2
On 17 Dec LTF was trading at 301.90. The strike last trading price was 10.5, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Dec LTF was trading at 300.80. The strike last trading price was 10.5, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Dec LTF was trading at 305.10. The strike last trading price was 10.5, which was -30.45 lower than the previous day. The implied volatity was 28.98, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LTF was trading at 307.85. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LTF was trading at 301.70. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 10 Dec LTF was trading at 303.95. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LTF was trading at 307.30. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 8 Dec LTF was trading at 299.30. The strike last trading price was 40.95, 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 Dec LTF was trading at 309.60. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LTF was trading at 300.45. The strike last trading price was 40.95, 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 Dec LTF was trading at 302.80. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 0.68, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LTF was trading at 306.05. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 1.62, 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 40.95, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LTF was trading at 312.35. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LTF was trading at 308.25. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LTF was trading at 307.60. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 1.92, 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 40.95, 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 40.95, 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 17 Nov LTF was trading at 299.40. The strike last trading price was 40.95, which was 0 lower than the previous day. The implied volatity was 0.27, 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 40.95, 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 40.95, 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































































































































































































































