LTIM
Ltimindtree Limited
Historical option data for LTIM
07 Apr 2025 04:10 PM IST
LTIM 24APR2025 4450 CE | ||||||||||
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Delta: 0.23
Vega: 2.68
Theta: -3.90
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Apr | 4057.15 | 52 | 14.95 | 46.39 | 719 | -21 | 286 | |||
4 Apr | 4136.25 | 39.95 | -68.2 | 33.46 | 732 | 206 | 332 | |||
3 Apr | 4341.95 | 107.3 | -70.4 | 34.85 | 427 | 66 | 127 | |||
2 Apr | 4499.90 | 173.3 | 34.65 | 32.84 | 411 | 28 | 61 | |||
1 Apr | 4426.60 | 139.45 | -127.25 | 32.89 | 118 | 30 | 31 | |||
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28 Mar | 4491.35 | 266.7 | -52.35 | 47.45 | 2 | 1 | 1 |
For Ltimindtree Limited - strike price 4450 expiring on 24APR2025
Delta for 4450 CE is 0.23
Historical price for 4450 CE is as follows
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 52, which was 14.95 higher than the previous day. The implied volatity was 46.39, the open interest changed by -21 which decreased total open position to 286
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 39.95, which was -68.2 lower than the previous day. The implied volatity was 33.46, the open interest changed by 206 which increased total open position to 332
On 3 Apr LTIM was trading at 4341.95. The strike last trading price was 107.3, which was -70.4 lower than the previous day. The implied volatity was 34.85, the open interest changed by 66 which increased total open position to 127
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 173.3, which was 34.65 higher than the previous day. The implied volatity was 32.84, the open interest changed by 28 which increased total open position to 61
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 139.45, which was -127.25 lower than the previous day. The implied volatity was 32.89, the open interest changed by 30 which increased total open position to 31
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 266.7, which was -52.35 lower than the previous day. The implied volatity was 47.45, the open interest changed by 1 which increased total open position to 1
LTIM 24APR2025 4450 PE | |||||||
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Delta: -0.66
Vega: 3.23
Theta: -6.09
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Apr | 4057.15 | 470.65 | 148.05 | 73.45 | 6 | -2 | 136 |
4 Apr | 4136.25 | 322.6 | 124.05 | 37.46 | 104 | 31 | 140 |
3 Apr | 4341.95 | 200.1 | 87.95 | 36.64 | 358 | 60 | 110 |
2 Apr | 4499.90 | 122.45 | -32.1 | 34.21 | 151 | -3 | 50 |
1 Apr | 4426.60 | 155.9 | 25.1 | 33.88 | 163 | -1 | 53 |
28 Mar | 4491.35 | 120.3 | 31.45 | 31.77 | 266 | 54 | 54 |
For Ltimindtree Limited - strike price 4450 expiring on 24APR2025
Delta for 4450 PE is -0.66
Historical price for 4450 PE is as follows
On 7 Apr LTIM was trading at 4057.15. The strike last trading price was 470.65, which was 148.05 higher than the previous day. The implied volatity was 73.45, the open interest changed by -2 which decreased total open position to 136
On 4 Apr LTIM was trading at 4136.25. The strike last trading price was 322.6, which was 124.05 higher than the previous day. The implied volatity was 37.46, the open interest changed by 31 which increased total open position to 140
On 3 Apr LTIM was trading at 4341.95. The strike last trading price was 200.1, which was 87.95 higher than the previous day. The implied volatity was 36.64, the open interest changed by 60 which increased total open position to 110
On 2 Apr LTIM was trading at 4499.90. The strike last trading price was 122.45, which was -32.1 lower than the previous day. The implied volatity was 34.21, the open interest changed by -3 which decreased total open position to 50
On 1 Apr LTIM was trading at 4426.60. The strike last trading price was 155.9, which was 25.1 higher than the previous day. The implied volatity was 33.88, the open interest changed by -1 which decreased total open position to 53
On 28 Mar LTIM was trading at 4491.35. The strike last trading price was 120.3, which was 31.45 higher than the previous day. The implied volatity was 31.77, the open interest changed by 54 which increased total open position to 54