LTIM
Ltimindtree Limited
Historical option data for LTIM
09 Apr 2025 04:10 PM IST
LTIM 24APR2025 3850 CE | ||||||||||
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Delta: 0.74
Vega: 2.69
Theta: -5.75
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
9 Apr | 4107.85 | 343.1 | -61.7 | 55.92 | 53 | 14 | 39 | |||
8 Apr | 4175.85 | 404.8 | 93.5 | 56.30 | 7 | 4 | 25 | |||
7 Apr | 4057.15 | 328.1 | -502.9 | 48.98 | 58 | 20 | 20 | |||
4 Apr | 4136.25 | 831 | 0 | - | 0 | 0 | 0 | |||
3 Apr | 4341.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
2 Apr | 4499.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
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1 Apr | 4426.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 4491.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 3850 expiring on 24APR2025
Delta for 3850 CE is 0.74
Historical price for 3850 CE is as follows
On 9 Apr LTIM was trading at 4107.85. The strike last trading price was 343.1, which was -61.7 lower than the previous day. The implied volatity was 55.92, the open interest changed by 14 which increased total open position to 39
On 8 Apr LTIM was trading at 4175.85. The strike last trading price was 404.8, which was 93.5 higher than the previous day. The implied volatity was 56.30, the open interest changed by 4 which increased total open position to 25
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 328.1, which was -502.9 lower than the previous day. The implied volatity was 48.98, the open interest changed by 20 which increased total open position to 20
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 831, 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 Apr LTIM was trading at 4341.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
LTIM 24APR2025 3850 PE | |||||||
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Delta: -0.24
Vega: 2.61
Theta: -4.22
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
9 Apr | 4107.85 | 65.9 | 21.45 | 51.86 | 618 | 56 | 120 |
8 Apr | 4175.85 | 44.5 | -42.1 | 47.98 | 330 | 24 | 64 |
7 Apr | 4057.15 | 80.6 | 76.5 | 53.33 | 393 | 44 | 44 |
4 Apr | 4136.25 | 4.1 | 0 | 8.55 | 0 | 0 | 0 |
3 Apr | 4341.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
2 Apr | 4499.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
1 Apr | 4426.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
28 Mar | 4491.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 3850 expiring on 24APR2025
Delta for 3850 PE is -0.24
Historical price for 3850 PE is as follows
On 9 Apr LTIM was trading at 4107.85. The strike last trading price was 65.9, which was 21.45 higher than the previous day. The implied volatity was 51.86, the open interest changed by 56 which increased total open position to 120
On 8 Apr LTIM was trading at 4175.85. The strike last trading price was 44.5, which was -42.1 lower than the previous day. The implied volatity was 47.98, the open interest changed by 24 which increased total open position to 64
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 80.6, which was 76.5 higher than the previous day. The implied volatity was 53.33, the open interest changed by 44 which increased total open position to 44
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0
On 3 Apr LTIM was trading at 4341.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0