[--[65.84.65.76]--]

LTF

L&T Finance Limited
303.25 -0.25 (-0.08%)
L: 302.2 H: 310.5

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Historical option data for LTF

24 Dec 2025 04:12 PM IST
LTF 27-JAN-2026 305 CE
Delta: 0.53
Vega: 0.37
Theta: -0.18
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
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
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