[--[65.84.65.76]--]

LTF

L&T Finance Limited
299.7 -7.60 (-2.47%)
L: 298.3 H: 310.55

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Historical option data for LTF

09 Jan 2026 04:12 PM IST
LTF 27-JAN-2026 310 CE
Delta: 0.38
Vega: 0.25
Theta: -0.27
Gamma: 0.02
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
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
Delta: -0.62
Vega: 0.25
Theta: -0.19
Gamma: 0.02
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