LTIM
Ltimindtree Limited
Historical option data for LTIM
07 Apr 2025 04:10 PM IST
LTIM 24APR2025 4350 CE | ||||||||||
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Delta: 0.30
Vega: 3.09
Theta: -4.54
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Apr | 4057.15 | 75.4 | 17.2 | 46.44 | 508 | 0 | 205 | |||
4 Apr | 4136.25 | 61 | -90 | 32.57 | 643 | 102 | 216 | |||
3 Apr | 4341.95 | 150.95 | -85.4 | 34.72 | 475 | 89 | 112 | |||
2 Apr | 4499.90 | 237.3 | 45.85 | 33.91 | 40 | 11 | 23 | |||
1 Apr | 4426.60 | 191.45 | -138.5 | 32.85 | 17 | 5 | 11 | |||
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28 Mar | 4491.35 | 329.95 | -60.3 | 49.16 | 7 | 6 | 6 |
For Ltimindtree Limited - strike price 4350 expiring on 24APR2025
Delta for 4350 CE is 0.30
Historical price for 4350 CE is as follows
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 75.4, which was 17.2 higher than the previous day. The implied volatity was 46.44, the open interest changed by 0 which decreased total open position to 205
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 61, which was -90 lower than the previous day. The implied volatity was 32.57, the open interest changed by 102 which increased total open position to 216
On 3 Apr LTIM was trading at 4341.95. The strike last trading price was 150.95, which was -85.4 lower than the previous day. The implied volatity was 34.72, the open interest changed by 89 which increased total open position to 112
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 237.3, which was 45.85 higher than the previous day. The implied volatity was 33.91, the open interest changed by 11 which increased total open position to 23
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 191.45, which was -138.5 lower than the previous day. The implied volatity was 32.85, the open interest changed by 5 which increased total open position to 11
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 329.95, which was -60.3 lower than the previous day. The implied volatity was 49.16, the open interest changed by 6 which increased total open position to 6
LTIM 24APR2025 4350 PE | |||||||
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Delta: -0.68
Vega: 3.16
Theta: -3.79
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Apr | 4057.15 | 324.35 | 68.65 | 50.01 | 96 | -33 | 171 |
4 Apr | 4136.25 | 248.9 | 105.85 | 37.33 | 502 | 6 | 206 |
3 Apr | 4341.95 | 145 | 67 | 36.65 | 743 | 111 | 197 |
2 Apr | 4499.90 | 83.25 | -24.2 | 34.44 | 108 | 5 | 86 |
1 Apr | 4426.60 | 108.55 | 13.7 | 33.89 | 150 | 46 | 83 |
28 Mar | 4491.35 | 98.05 | 37.45 | 35.60 | 167 | 37 | 37 |
For Ltimindtree Limited - strike price 4350 expiring on 24APR2025
Delta for 4350 PE is -0.68
Historical price for 4350 PE is as follows
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 324.35, which was 68.65 higher than the previous day. The implied volatity was 50.01, the open interest changed by -33 which decreased total open position to 171
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 248.9, which was 105.85 higher than the previous day. The implied volatity was 37.33, the open interest changed by 6 which increased total open position to 206
On 3 Apr LTIM was trading at 4341.95. The strike last trading price was 145, which was 67 higher than the previous day. The implied volatity was 36.65, the open interest changed by 111 which increased total open position to 197
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 83.25, which was -24.2 lower than the previous day. The implied volatity was 34.44, the open interest changed by 5 which increased total open position to 86
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 108.55, which was 13.7 higher than the previous day. The implied volatity was 33.89, the open interest changed by 46 which increased total open position to 83
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 98.05, which was 37.45 higher than the previous day. The implied volatity was 35.60, the open interest changed by 37 which increased total open position to 37