LTF
L&T Finance Limited
Historical option data for LTF
05 Dec 2025 03:32 PM IST
| LTF 30-DEC-2025 305 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 0.29
Theta: -0.17
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 309.60 | 10.8 | 4.3 | 20.26 | 1,881 | -23 | 394 | |||||||||
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| 4 Dec | 300.45 | 6.55 | -1.25 | 24.58 | 628 | 74 | 418 | |||||||||
| 3 Dec | 302.80 | 7.65 | -2 | 23.37 | 612 | 86 | 347 | |||||||||
| 2 Dec | 306.05 | 9.5 | -1.95 | 22.96 | 230 | 73 | 267 | |||||||||
| 1 Dec | 309.15 | 11.6 | -1.85 | 23.81 | 170 | 4 | 194 | |||||||||
| 28 Nov | 312.35 | 13.2 | 1.6 | 22.08 | 361 | -37 | 192 | |||||||||
| 27 Nov | 308.25 | 11.8 | 0.8 | 21.95 | 640 | -28 | 236 | |||||||||
| 26 Nov | 307.60 | 11.25 | 4.65 | 22.58 | 1,801 | 107 | 264 | |||||||||
| 25 Nov | 296.90 | 6.55 | 1.35 | 24.31 | 242 | 52 | 156 | |||||||||
| 24 Nov | 292.55 | 5.15 | 0.8 | 24.51 | 93 | 31 | 103 | |||||||||
| 21 Nov | 288.70 | 4.3 | -1.4 | 24.21 | 59 | 1 | 69 | |||||||||
| 20 Nov | 292.30 | 5.75 | -2.05 | 24.61 | 47 | 11 | 67 | |||||||||
| 19 Nov | 297.65 | 7.75 | -0.65 | 23.72 | 43 | 29 | 56 | |||||||||
| 18 Nov | 296.50 | 8.4 | -1.6 | 26.00 | 22 | 14 | 26 | |||||||||
| 17 Nov | 299.40 | 10 | -0.15 | 25.93 | 15 | 8 | 11 | |||||||||
| 14 Nov | 294.15 | 10.15 | 1.15 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 292.20 | 10.15 | 1.15 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 294.90 | 10.15 | 1.15 | 30.65 | 2 | 0 | 3 | |||||||||
| 11 Nov | 295.05 | 9 | -4.5 | 25.95 | 3 | 1 | 2 | |||||||||
| 10 Nov | 300.90 | 13.5 | 9.05 | 30.17 | 1 | 0 | 0 | |||||||||
| 7 Nov | 303.60 | 4.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 275.20 | 4.45 | 0 | 6.66 | 0 | 0 | 0 | |||||||||
| 4 Nov | 280.00 | 4.45 | 0 | 5.39 | 0 | 0 | 0 | |||||||||
| 3 Nov | 279.70 | 4.45 | 0 | 5.28 | 0 | 0 | 0 | |||||||||
| 31 Oct | 270.49 | 4.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 268.17 | 4.45 | 0 | 7.81 | 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 305 expiring on 30DEC2025
Delta for 305 CE is 0.68
Historical price for 305 CE is as follows
On 5 Dec LTF was trading at 309.60. The strike last trading price was 10.8, which was 4.3 higher than the previous day. The implied volatity was 20.26, the open interest changed by -23 which decreased total open position to 394
On 4 Dec LTF was trading at 300.45. The strike last trading price was 6.55, which was -1.25 lower than the previous day. The implied volatity was 24.58, the open interest changed by 74 which increased total open position to 418
On 3 Dec LTF was trading at 302.80. The strike last trading price was 7.65, which was -2 lower than the previous day. The implied volatity was 23.37, the open interest changed by 86 which increased total open position to 347
On 2 Dec LTF was trading at 306.05. The strike last trading price was 9.5, which was -1.95 lower than the previous day. The implied volatity was 22.96, the open interest changed by 73 which increased total open position to 267
On 1 Dec LTF was trading at 309.15. The strike last trading price was 11.6, which was -1.85 lower than the previous day. The implied volatity was 23.81, the open interest changed by 4 which increased total open position to 194
On 28 Nov LTF was trading at 312.35. The strike last trading price was 13.2, which was 1.6 higher than the previous day. The implied volatity was 22.08, the open interest changed by -37 which decreased total open position to 192
On 27 Nov LTF was trading at 308.25. The strike last trading price was 11.8, which was 0.8 higher than the previous day. The implied volatity was 21.95, the open interest changed by -28 which decreased total open position to 236
On 26 Nov LTF was trading at 307.60. The strike last trading price was 11.25, which was 4.65 higher than the previous day. The implied volatity was 22.58, the open interest changed by 107 which increased total open position to 264
On 25 Nov LTF was trading at 296.90. The strike last trading price was 6.55, which was 1.35 higher than the previous day. The implied volatity was 24.31, the open interest changed by 52 which increased total open position to 156
On 24 Nov LTF was trading at 292.55. The strike last trading price was 5.15, which was 0.8 higher than the previous day. The implied volatity was 24.51, the open interest changed by 31 which increased total open position to 103
On 21 Nov LTF was trading at 288.70. The strike last trading price was 4.3, which was -1.4 lower than the previous day. The implied volatity was 24.21, the open interest changed by 1 which increased total open position to 69
On 20 Nov LTF was trading at 292.30. The strike last trading price was 5.75, which was -2.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 11 which increased total open position to 67
On 19 Nov LTF was trading at 297.65. The strike last trading price was 7.75, which was -0.65 lower than the previous day. The implied volatity was 23.72, the open interest changed by 29 which increased total open position to 56
On 18 Nov LTF was trading at 296.50. The strike last trading price was 8.4, which was -1.6 lower than the previous day. The implied volatity was 26.00, the open interest changed by 14 which increased total open position to 26
On 17 Nov LTF was trading at 299.40. The strike last trading price was 10, which was -0.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by 8 which increased total open position to 11
On 14 Nov LTF was trading at 294.15. The strike last trading price was 10.15, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LTF was trading at 292.20. The strike last trading price was 10.15, which was 1.15 higher 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 10.15, which was 1.15 higher than the previous day. The implied volatity was 30.65, the open interest changed by 0 which decreased total open position to 3
On 11 Nov LTF was trading at 295.05. The strike last trading price was 9, which was -4.5 lower than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 2
On 10 Nov LTF was trading at 300.90. The strike last trading price was 13.5, which was 9.05 higher than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 303.60. The strike last trading price was 4.45, 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 6 Nov LTF was trading at 275.20. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 6.66, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTF was trading at 280.00. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LTF was trading at 279.70. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 5.28, 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 4.45, 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 4.45, which was 0 lower than the previous day. The implied volatity was 7.81, 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
| LTF 30DEC2025 305 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 0.30
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 309.60 | 5 | -4.9 | 25.46 | 599 | 48 | 342 |
| 4 Dec | 300.45 | 9.65 | 1 | 25.41 | 217 | 19 | 292 |
| 3 Dec | 302.80 | 8.7 | 1.75 | 26.41 | 433 | 49 | 272 |
| 2 Dec | 306.05 | 6.85 | 0.6 | 25.02 | 296 | 19 | 221 |
| 1 Dec | 309.15 | 6.4 | 0.95 | 26.58 | 295 | 8 | 204 |
| 28 Nov | 312.35 | 5.5 | -0.7 | 25.57 | 582 | 34 | 198 |
| 27 Nov | 308.25 | 6 | -1.35 | 24.37 | 436 | 23 | 183 |
| 26 Nov | 307.60 | 7.3 | -4.85 | 26.12 | 445 | 131 | 160 |
| 25 Nov | 296.90 | 12.15 | -3.05 | 24.90 | 9 | 2 | 29 |
| 24 Nov | 292.55 | 15.2 | -2.05 | 26.10 | 3 | 1 | 26 |
| 21 Nov | 288.70 | 17.25 | 2.15 | 24.79 | 2 | 0 | 24 |
| 20 Nov | 292.30 | 15.1 | 2.2 | 25.09 | 6 | 0 | 24 |
| 19 Nov | 297.65 | 12.9 | -0.55 | 27.28 | 12 | 2 | 24 |
| 18 Nov | 296.50 | 13.45 | -2.75 | 27.22 | 19 | 15 | 20 |
| 17 Nov | 299.40 | 16.2 | -39.35 | - | 0 | 0 | 0 |
| 14 Nov | 294.15 | 16.2 | -39.35 | - | 0 | 5 | 0 |
| 13 Nov | 292.20 | 16.2 | -39.35 | 26.37 | 5 | 3 | 3 |
| 12 Nov | 294.90 | 55.55 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 295.05 | 55.55 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 300.90 | 55.55 | 0 | 0.08 | 0 | 0 | 0 |
| 7 Nov | 303.60 | 55.55 | 0 | 1.16 | 0 | 0 | 0 |
| 6 Nov | 275.20 | 55.55 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 280.00 | 55.55 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 279.70 | 55.55 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 270.49 | 55.55 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 268.17 | 55.55 | 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 305 expiring on 30DEC2025
Delta for 305 PE is -0.35
Historical price for 305 PE is as follows
On 5 Dec LTF was trading at 309.60. The strike last trading price was 5, which was -4.9 lower than the previous day. The implied volatity was 25.46, the open interest changed by 48 which increased total open position to 342
On 4 Dec LTF was trading at 300.45. The strike last trading price was 9.65, which was 1 higher than the previous day. The implied volatity was 25.41, the open interest changed by 19 which increased total open position to 292
On 3 Dec LTF was trading at 302.80. The strike last trading price was 8.7, which was 1.75 higher than the previous day. The implied volatity was 26.41, the open interest changed by 49 which increased total open position to 272
On 2 Dec LTF was trading at 306.05. The strike last trading price was 6.85, which was 0.6 higher than the previous day. The implied volatity was 25.02, the open interest changed by 19 which increased total open position to 221
On 1 Dec LTF was trading at 309.15. The strike last trading price was 6.4, which was 0.95 higher than the previous day. The implied volatity was 26.58, the open interest changed by 8 which increased total open position to 204
On 28 Nov LTF was trading at 312.35. The strike last trading price was 5.5, which was -0.7 lower than the previous day. The implied volatity was 25.57, the open interest changed by 34 which increased total open position to 198
On 27 Nov LTF was trading at 308.25. The strike last trading price was 6, which was -1.35 lower than the previous day. The implied volatity was 24.37, the open interest changed by 23 which increased total open position to 183
On 26 Nov LTF was trading at 307.60. The strike last trading price was 7.3, which was -4.85 lower than the previous day. The implied volatity was 26.12, the open interest changed by 131 which increased total open position to 160
On 25 Nov LTF was trading at 296.90. The strike last trading price was 12.15, which was -3.05 lower than the previous day. The implied volatity was 24.90, the open interest changed by 2 which increased total open position to 29
On 24 Nov LTF was trading at 292.55. The strike last trading price was 15.2, which was -2.05 lower than the previous day. The implied volatity was 26.10, the open interest changed by 1 which increased total open position to 26
On 21 Nov LTF was trading at 288.70. The strike last trading price was 17.25, which was 2.15 higher than the previous day. The implied volatity was 24.79, the open interest changed by 0 which decreased total open position to 24
On 20 Nov LTF was trading at 292.30. The strike last trading price was 15.1, which was 2.2 higher than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 24
On 19 Nov LTF was trading at 297.65. The strike last trading price was 12.9, which was -0.55 lower than the previous day. The implied volatity was 27.28, the open interest changed by 2 which increased total open position to 24
On 18 Nov LTF was trading at 296.50. The strike last trading price was 13.45, which was -2.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 15 which increased total open position to 20
On 17 Nov LTF was trading at 299.40. The strike last trading price was 16.2, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LTF was trading at 294.15. The strike last trading price was 16.2, which was -39.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 13 Nov LTF was trading at 292.20. The strike last trading price was 16.2, which was -39.35 lower than the previous day. The implied volatity was 26.37, the open interest changed by 3 which increased total open position to 3
On 12 Nov LTF was trading at 294.90. The strike last trading price was 55.55, 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 55.55, 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 Nov LTF was trading at 300.90. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTF was trading at 303.60. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTF was trading at 275.20. The strike last trading price was 55.55, 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 Nov LTF was trading at 280.00. The strike last trading price was 55.55, 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 Nov LTF was trading at 279.70. The strike last trading price was 55.55, 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 31 Oct LTF was trading at 270.49. The strike last trading price was 55.55, 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 55.55, 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































































































































































































































