LTF
L&T Finance Limited
Historical option data for LTF
09 Jan 2026 04:12 PM IST
| LTF 27-JAN-2026 310 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.25
Theta: -0.27
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 299.70 | 5.65 | -2.55 | 33.99 | 1,511 | 128 | 783 | |||||||||
| 8 Jan | 307.30 | 7.85 | -3.85 | 30.54 | 1,880 | 139 | 656 | |||||||||
| 7 Jan | 313.95 | 12.15 | -3.1 | 32.12 | 457 | 73 | 520 | |||||||||
| 6 Jan | 319.35 | 14.75 | -1.75 | 27.83 | 509 | -52 | 447 | |||||||||
| 5 Jan | 320.30 | 16.05 | 0.45 | 27.53 | 153 | -13 | 500 | |||||||||
| 2 Jan | 319.75 | 15.55 | 1 | 26.99 | 233 | -9 | 513 | |||||||||
| 1 Jan | 317.25 | 14.25 | 0.3 | 26.78 | 721 | -191 | 522 | |||||||||
| 31 Dec | 315.95 | 14.05 | 7.2 | 27.78 | 5,563 | -99 | 713 | |||||||||
| 30 Dec | 305.45 | 6.95 | 0.8 | 24.91 | 1,281 | 103 | 806 | |||||||||
| 29 Dec | 300.00 | 5.95 | -0.75 | 27.29 | 522 | 7 | 713 | |||||||||
| 26 Dec | 301.30 | 6.55 | -1.15 | 25.71 | 488 | 138 | 707 | |||||||||
| 24 Dec | 303.25 | 7.5 | -0.25 | 25.55 | 1,101 | 154 | 569 | |||||||||
| 23 Dec | 303.50 | 7.7 | -0.5 | 24.53 | 219 | 46 | 414 | |||||||||
| 22 Dec | 303.35 | 8.25 | 1.15 | 25.97 | 134 | 56 | 368 | |||||||||
| 19 Dec | 300.30 | 7.15 | -0.55 | 24.80 | 85 | 20 | 312 | |||||||||
| 18 Dec | 299.85 | 7.6 | -1.3 | 26.80 | 144 | 56 | 292 | |||||||||
| 17 Dec | 301.90 | 9 | 0.6 | 27.35 | 119 | 49 | 236 | |||||||||
| 16 Dec | 300.80 | 8.4 | -2.1 | 27.90 | 24 | 9 | 186 | |||||||||
| 15 Dec | 305.10 | 10.5 | -1.8 | 27.23 | 16 | 11 | 177 | |||||||||
| 12 Dec | 307.85 | 12.45 | 2.55 | 27.04 | 19 | 5 | 166 | |||||||||
| 11 Dec | 301.70 | 9.5 | -1.9 | 26.43 | 12 | 4 | 160 | |||||||||
| 10 Dec | 303.95 | 11.5 | -1.05 | 28.79 | 10 | 3 | 155 | |||||||||
| 9 Dec | 307.30 | 12.1 | 2.85 | 25.56 | 39 | 6 | 152 | |||||||||
| 8 Dec | 299.30 | 9.25 | -4.1 | 27.66 | 51 | 11 | 147 | |||||||||
| 5 Dec | 309.60 | 13.35 | 2.55 | 23.14 | 109 | 67 | 136 | |||||||||
| 4 Dec | 300.45 | 10.8 | -0.2 | 28.50 | 68 | 42 | 48 | |||||||||
| 3 Dec | 302.80 | 11 | -2.4 | 26.16 | 4 | 0 | 5 | |||||||||
| 2 Dec | 306.05 | 13.4 | -1.9 | 27.31 | 1 | 0 | 4 | |||||||||
| 1 Dec | 309.15 | 15.3 | 7.5 | - | 0 | 4 | 0 | |||||||||
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| 28 Nov | 312.35 | 15.3 | 7.5 | 23.92 | 4 | 2 | 2 | |||||||||
| 27 Nov | 308.25 | 7.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 307.60 | 7.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 288.70 | 7.8 | 0 | 3.67 | 0 | 0 | 0 | |||||||||
| 19 Nov | 297.65 | 7.8 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
| 17 Nov | 299.40 | 7.8 | 0 | 1.02 | 0 | 0 | 0 | |||||||||
| 12 Nov | 294.90 | 7.8 | 0 | 2.07 | 0 | 0 | 0 | |||||||||
| 11 Nov | 295.05 | 7.8 | 0 | 1.77 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 310 expiring on 27JAN2026
Delta for 310 CE is 0.38
Historical price for 310 CE is as follows
On 9 Jan LTF was trading at 299.70. The strike last trading price was 5.65, which was -2.55 lower than the previous day. The implied volatity was 33.99, the open interest changed by 128 which increased total open position to 783
On 8 Jan LTF was trading at 307.30. The strike last trading price was 7.85, which was -3.85 lower than the previous day. The implied volatity was 30.54, the open interest changed by 139 which increased total open position to 656
On 7 Jan LTF was trading at 313.95. The strike last trading price was 12.15, which was -3.1 lower than the previous day. The implied volatity was 32.12, the open interest changed by 73 which increased total open position to 520
On 6 Jan LTF was trading at 319.35. The strike last trading price was 14.75, which was -1.75 lower than the previous day. The implied volatity was 27.83, the open interest changed by -52 which decreased total open position to 447
On 5 Jan LTF was trading at 320.30. The strike last trading price was 16.05, which was 0.45 higher than the previous day. The implied volatity was 27.53, the open interest changed by -13 which decreased total open position to 500
On 2 Jan LTF was trading at 319.75. The strike last trading price was 15.55, which was 1 higher than the previous day. The implied volatity was 26.99, the open interest changed by -9 which decreased total open position to 513
On 1 Jan LTF was trading at 317.25. The strike last trading price was 14.25, which was 0.3 higher than the previous day. The implied volatity was 26.78, the open interest changed by -191 which decreased total open position to 522
On 31 Dec LTF was trading at 315.95. The strike last trading price was 14.05, which was 7.2 higher than the previous day. The implied volatity was 27.78, the open interest changed by -99 which decreased total open position to 713
On 30 Dec LTF was trading at 305.45. The strike last trading price was 6.95, which was 0.8 higher than the previous day. The implied volatity was 24.91, the open interest changed by 103 which increased total open position to 806
On 29 Dec LTF was trading at 300.00. The strike last trading price was 5.95, which was -0.75 lower than the previous day. The implied volatity was 27.29, the open interest changed by 7 which increased total open position to 713
On 26 Dec LTF was trading at 301.30. The strike last trading price was 6.55, which was -1.15 lower than the previous day. The implied volatity was 25.71, the open interest changed by 138 which increased total open position to 707
On 24 Dec LTF was trading at 303.25. The strike last trading price was 7.5, which was -0.25 lower than the previous day. The implied volatity was 25.55, the open interest changed by 154 which increased total open position to 569
On 23 Dec LTF was trading at 303.50. The strike last trading price was 7.7, which was -0.5 lower than the previous day. The implied volatity was 24.53, the open interest changed by 46 which increased total open position to 414
On 22 Dec LTF was trading at 303.35. The strike last trading price was 8.25, which was 1.15 higher than the previous day. The implied volatity was 25.97, the open interest changed by 56 which increased total open position to 368
On 19 Dec LTF was trading at 300.30. The strike last trading price was 7.15, which was -0.55 lower than the previous day. The implied volatity was 24.80, the open interest changed by 20 which increased total open position to 312
On 18 Dec LTF was trading at 299.85. The strike last trading price was 7.6, which was -1.3 lower than the previous day. The implied volatity was 26.80, the open interest changed by 56 which increased total open position to 292
On 17 Dec LTF was trading at 301.90. The strike last trading price was 9, which was 0.6 higher than the previous day. The implied volatity was 27.35, the open interest changed by 49 which increased total open position to 236
On 16 Dec LTF was trading at 300.80. The strike last trading price was 8.4, which was -2.1 lower than the previous day. The implied volatity was 27.90, the open interest changed by 9 which increased total open position to 186
On 15 Dec LTF was trading at 305.10. The strike last trading price was 10.5, which was -1.8 lower than the previous day. The implied volatity was 27.23, the open interest changed by 11 which increased total open position to 177
On 12 Dec LTF was trading at 307.85. The strike last trading price was 12.45, which was 2.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 5 which increased total open position to 166
On 11 Dec LTF was trading at 301.70. The strike last trading price was 9.5, which was -1.9 lower than the previous day. The implied volatity was 26.43, the open interest changed by 4 which increased total open position to 160
On 10 Dec LTF was trading at 303.95. The strike last trading price was 11.5, which was -1.05 lower than the previous day. The implied volatity was 28.79, the open interest changed by 3 which increased total open position to 155
On 9 Dec LTF was trading at 307.30. The strike last trading price was 12.1, which was 2.85 higher than the previous day. The implied volatity was 25.56, the open interest changed by 6 which increased total open position to 152
On 8 Dec LTF was trading at 299.30. The strike last trading price was 9.25, which was -4.1 lower than the previous day. The implied volatity was 27.66, the open interest changed by 11 which increased total open position to 147
On 5 Dec LTF was trading at 309.60. The strike last trading price was 13.35, which was 2.55 higher than the previous day. The implied volatity was 23.14, the open interest changed by 67 which increased total open position to 136
On 4 Dec LTF was trading at 300.45. The strike last trading price was 10.8, which was -0.2 lower than the previous day. The implied volatity was 28.50, the open interest changed by 42 which increased total open position to 48
On 3 Dec LTF was trading at 302.80. The strike last trading price was 11, which was -2.4 lower than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 5
On 2 Dec LTF was trading at 306.05. The strike last trading price was 13.4, which was -1.9 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 4
On 1 Dec LTF was trading at 309.15. The strike last trading price was 15.3, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 28 Nov LTF was trading at 312.35. The strike last trading price was 15.3, which was 7.5 higher than the previous day. The implied volatity was 23.92, the open interest changed by 2 which increased total open position to 2
On 27 Nov LTF was trading at 308.25. The strike last trading price was 7.8, 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 7.8, 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 7.8, which was 0 lower than the previous day. The implied volatity was 3.67, 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 7.8, which was 0 lower than the previous day. The implied volatity was 1.56, 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 7.8, which was 0 lower than the previous day. The implied volatity was 1.02, 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 7.8, which was 0 lower than the previous day. The implied volatity was 2.07, 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 7.8, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0
| LTF 27JAN2026 310 PE | |||||||
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Delta: -0.62
Vega: 0.25
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 299.70 | 14 | 3.6 | 34.68 | 430 | 22 | 1,070 |
| 8 Jan | 307.30 | 10.6 | 3.2 | 35.23 | 1,116 | 15 | 1,049 |
| 7 Jan | 313.95 | 7.55 | 2 | 34.22 | 1,363 | 76 | 1,035 |
| 6 Jan | 319.35 | 5.6 | 1.1 | 33.51 | 1,426 | -26 | 959 |
| 5 Jan | 320.30 | 4.5 | -0.6 | 30.61 | 1,632 | 250 | 987 |
| 2 Jan | 319.75 | 5.1 | -0.8 | 29.63 | 640 | 48 | 736 |
| 1 Jan | 317.25 | 5.95 | -1.65 | 29.70 | 793 | 97 | 693 |
| 31 Dec | 315.95 | 7.9 | -5.35 | 34.22 | 1,735 | 339 | 592 |
| 30 Dec | 305.45 | 13.05 | -1.2 | 33.77 | 124 | 4 | 255 |
| 29 Dec | 300.00 | 14.3 | 0.65 | 29.15 | 72 | 25 | 251 |
| 26 Dec | 301.30 | 13.6 | 1 | 28.74 | 101 | 15 | 228 |
| 24 Dec | 303.25 | 12.8 | -0.5 | 28.35 | 326 | 75 | 211 |
| 23 Dec | 303.50 | 13.3 | 0.6 | 30.71 | 45 | 5 | 139 |
| 22 Dec | 303.35 | 12.8 | -2 | 28.59 | 12 | 5 | 133 |
| 19 Dec | 300.30 | 14.65 | 1.1 | 28.93 | 7 | 3 | 128 |
| 18 Dec | 299.85 | 13.55 | -1.1 | 24.15 | 4 | 1 | 125 |
| 17 Dec | 301.90 | 14.65 | -1 | 29.98 | 56 | 49 | 125 |
| 16 Dec | 300.80 | 15.65 | 2.5 | 29.27 | 3 | 2 | 76 |
| 15 Dec | 305.10 | 13.15 | -1.85 | 29.10 | 3 | 2 | 74 |
| 12 Dec | 307.85 | 15 | 0.5 | - | 0 | 0 | 72 |
| 11 Dec | 301.70 | 15 | 0.5 | 29.37 | 2 | 0 | 72 |
| 10 Dec | 303.95 | 14.5 | 1.9 | 30.05 | 23 | 15 | 72 |
| 9 Dec | 307.30 | 12.6 | -1.6 | 29.76 | 1 | 0 | 57 |
| 8 Dec | 299.30 | 14.2 | 1.6 | 23.44 | 3 | 0 | 57 |
| 5 Dec | 309.60 | 12.6 | -3.8 | 31.73 | 45 | 39 | 57 |
| 4 Dec | 300.45 | 16.4 | 4.9 | 29.32 | 18 | 17 | 18 |
| 3 Dec | 302.80 | 11.5 | -33.25 | - | 0 | 0 | 0 |
| 2 Dec | 306.05 | 11.5 | -33.25 | - | 0 | 1 | 0 |
| 1 Dec | 309.15 | 11.5 | -33.25 | 27.52 | 1 | 0 | 0 |
| 28 Nov | 312.35 | 44.75 | 0 | 1.56 | 0 | 0 | 0 |
| 27 Nov | 308.25 | 44.75 | 0 | 1.10 | 0 | 0 | 0 |
| 26 Nov | 307.60 | 44.75 | 0 | 0.77 | 0 | 0 | 0 |
| 21 Nov | 288.70 | 44.75 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 297.65 | 44.75 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 299.40 | 44.75 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 294.90 | 44.75 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 295.05 | 44.75 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 310 expiring on 27JAN2026
Delta for 310 PE is -0.62
Historical price for 310 PE is as follows
On 9 Jan LTF was trading at 299.70. The strike last trading price was 14, which was 3.6 higher than the previous day. The implied volatity was 34.68, the open interest changed by 22 which increased total open position to 1070
On 8 Jan LTF was trading at 307.30. The strike last trading price was 10.6, which was 3.2 higher than the previous day. The implied volatity was 35.23, the open interest changed by 15 which increased total open position to 1049
On 7 Jan LTF was trading at 313.95. The strike last trading price was 7.55, which was 2 higher than the previous day. The implied volatity was 34.22, the open interest changed by 76 which increased total open position to 1035
On 6 Jan LTF was trading at 319.35. The strike last trading price was 5.6, which was 1.1 higher than the previous day. The implied volatity was 33.51, the open interest changed by -26 which decreased total open position to 959
On 5 Jan LTF was trading at 320.30. The strike last trading price was 4.5, which was -0.6 lower than the previous day. The implied volatity was 30.61, the open interest changed by 250 which increased total open position to 987
On 2 Jan LTF was trading at 319.75. The strike last trading price was 5.1, which was -0.8 lower than the previous day. The implied volatity was 29.63, the open interest changed by 48 which increased total open position to 736
On 1 Jan LTF was trading at 317.25. The strike last trading price was 5.95, which was -1.65 lower than the previous day. The implied volatity was 29.70, the open interest changed by 97 which increased total open position to 693
On 31 Dec LTF was trading at 315.95. The strike last trading price was 7.9, which was -5.35 lower than the previous day. The implied volatity was 34.22, the open interest changed by 339 which increased total open position to 592
On 30 Dec LTF was trading at 305.45. The strike last trading price was 13.05, which was -1.2 lower than the previous day. The implied volatity was 33.77, the open interest changed by 4 which increased total open position to 255
On 29 Dec LTF was trading at 300.00. The strike last trading price was 14.3, which was 0.65 higher than the previous day. The implied volatity was 29.15, the open interest changed by 25 which increased total open position to 251
On 26 Dec LTF was trading at 301.30. The strike last trading price was 13.6, which was 1 higher than the previous day. The implied volatity was 28.74, the open interest changed by 15 which increased total open position to 228
On 24 Dec LTF was trading at 303.25. The strike last trading price was 12.8, which was -0.5 lower than the previous day. The implied volatity was 28.35, the open interest changed by 75 which increased total open position to 211
On 23 Dec LTF was trading at 303.50. The strike last trading price was 13.3, which was 0.6 higher than the previous day. The implied volatity was 30.71, the open interest changed by 5 which increased total open position to 139
On 22 Dec LTF was trading at 303.35. The strike last trading price was 12.8, which was -2 lower than the previous day. The implied volatity was 28.59, the open interest changed by 5 which increased total open position to 133
On 19 Dec LTF was trading at 300.30. The strike last trading price was 14.65, which was 1.1 higher than the previous day. The implied volatity was 28.93, the open interest changed by 3 which increased total open position to 128
On 18 Dec LTF was trading at 299.85. The strike last trading price was 13.55, which was -1.1 lower than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 125
On 17 Dec LTF was trading at 301.90. The strike last trading price was 14.65, which was -1 lower than the previous day. The implied volatity was 29.98, the open interest changed by 49 which increased total open position to 125
On 16 Dec LTF was trading at 300.80. The strike last trading price was 15.65, which was 2.5 higher than the previous day. The implied volatity was 29.27, the open interest changed by 2 which increased total open position to 76
On 15 Dec LTF was trading at 305.10. The strike last trading price was 13.15, which was -1.85 lower than the previous day. The implied volatity was 29.10, the open interest changed by 2 which increased total open position to 74
On 12 Dec LTF was trading at 307.85. The strike last trading price was 15, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 11 Dec LTF was trading at 301.70. The strike last trading price was 15, which was 0.5 higher than the previous day. The implied volatity was 29.37, the open interest changed by 0 which decreased total open position to 72
On 10 Dec LTF was trading at 303.95. The strike last trading price was 14.5, which was 1.9 higher than the previous day. The implied volatity was 30.05, the open interest changed by 15 which increased total open position to 72
On 9 Dec LTF was trading at 307.30. The strike last trading price was 12.6, which was -1.6 lower than the previous day. The implied volatity was 29.76, the open interest changed by 0 which decreased total open position to 57
On 8 Dec LTF was trading at 299.30. The strike last trading price was 14.2, which was 1.6 higher than the previous day. The implied volatity was 23.44, the open interest changed by 0 which decreased total open position to 57
On 5 Dec LTF was trading at 309.60. The strike last trading price was 12.6, which was -3.8 lower than the previous day. The implied volatity was 31.73, the open interest changed by 39 which increased total open position to 57
On 4 Dec LTF was trading at 300.45. The strike last trading price was 16.4, which was 4.9 higher than the previous day. The implied volatity was 29.32, the open interest changed by 17 which increased total open position to 18
On 3 Dec LTF was trading at 302.80. The strike last trading price was 11.5, which was -33.25 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 11.5, which was -33.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 1 Dec LTF was trading at 309.15. The strike last trading price was 11.5, which was -33.25 lower than the previous day. The implied volatity was 27.52, 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 44.75, which was 0 lower than the previous day. The implied volatity was 1.56, 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 44.75, which was 0 lower than the previous day. The implied volatity was 1.10, 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 44.75, which was 0 lower than the previous day. The implied volatity was 0.77, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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 44.75, 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































































































































































































































