LTIM
Ltimindtree Limited
Historical option data for LTIM
20 Dec 2024 04:11 PM IST
| LTIM 26DEC2024 5500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.66
Theta: -2.90
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 5824.30 | 333.9 | -443.10 | 26.54 | 9 | 1 | 12 | |||
| 19 Dec | 6220.60 | 777 | -376.65 | 82.56 | 1 | 0 | 12 | |||
| 18 Dec | 6574.05 | 1153.65 | 145.10 | - | 2 | 0 | 12 | |||
| 17 Dec | 6696.95 | 1008.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6738.45 | 1008.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 6714.45 | 1008.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6667.65 | 1008.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6598.60 | 1008.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6579.30 | 1008.55 | 252.55 | - | 2 | 0 | 12 | |||
| 9 Dec | 6389.05 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6378.90 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6347.15 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6221.50 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6167.00 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 6213.35 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 6172.40 | 756 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 6159.75 | 756 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 6261.70 | 756 | -19.00 | - | 1 | 0 | 11 | |||
| 26 Nov | 6227.15 | 775 | 72.00 | 29.02 | 11 | 7 | 10 | |||
| 25 Nov | 6115.25 | 703 | 223.00 | 34.54 | 2 | 1 | 2 | |||
| 22 Nov | 6133.70 | 480 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 21 Nov | 5931.05 | 480 | -391.30 | 17.25 | 2 | 1 | 1 | |||
| 20 Nov | 5885.95 | 871.3 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 5885.95 | 871.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5841.50 | 871.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 5994.65 | 871.3 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5947.55 | 871.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5737.15 | 871.3 | 871.30 | - | 0 | 0 | 0 | |||
| 1 Nov | 5731.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 5710.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 5795.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 5852.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 5889.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 5903.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 5970.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 5935.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 5876.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 5943.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 5991.70 | 0 | - | 0 | 0 | 0 | ||||
For Ltimindtree Limited - strike price 5500 expiring on 26DEC2024
Delta for 5500 CE is 0.96
Historical price for 5500 CE is as follows
On 20 Dec LTIM was trading at 5824.30. The strike last trading price was 333.9, which was -443.10 lower than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 12
On 19 Dec LTIM was trading at 6220.60. The strike last trading price was 777, which was -376.65 lower than the previous day. The implied volatity was 82.56, the open interest changed by 0 which decreased total open position to 12
On 18 Dec LTIM was trading at 6574.05. The strike last trading price was 1153.65, which was 145.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 17 Dec LTIM was trading at 6696.95. The strike last trading price was 1008.55, which was 0.00 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 16 Dec LTIM was trading at 6738.45. The strike last trading price was 1008.55, which was 0.00 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 13 Dec LTIM was trading at 6714.45. The strike last trading price was 1008.55, which was 0.00 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 12 Dec LTIM was trading at 6667.65. The strike last trading price was 1008.55, which was 0.00 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 11 Dec LTIM was trading at 6598.60. The strike last trading price was 1008.55, which was 0.00 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 10 Dec LTIM was trading at 6579.30. The strike last trading price was 1008.55, which was 252.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 9 Dec LTIM was trading at 6389.05. The strike last trading price was 756, which was 0.00 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 6 Dec LTIM was trading at 6378.90. The strike last trading price was 756, which was 0.00 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 5 Dec LTIM was trading at 6347.15. The strike last trading price was 756, which was 0.00 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 4 Dec LTIM was trading at 6221.50. The strike last trading price was 756, which was 0.00 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 3 Dec LTIM was trading at 6167.00. The strike last trading price was 756, which was 0.00 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 Dec LTIM was trading at 6213.35. The strike last trading price was 756, which was 0.00 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 29 Nov LTIM was trading at 6172.40. The strike last trading price was 756, which was 0.00 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 Nov LTIM was trading at 6159.75. The strike last trading price was 756, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Nov LTIM was trading at 6261.70. The strike last trading price was 756, which was -19.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 26 Nov LTIM was trading at 6227.15. The strike last trading price was 775, which was 72.00 higher than the previous day. The implied volatity was 29.02, the open interest changed by 7 which increased total open position to 10
On 25 Nov LTIM was trading at 6115.25. The strike last trading price was 703, which was 223.00 higher than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 2
On 22 Nov LTIM was trading at 6133.70. The strike last trading price was 480, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 21 Nov LTIM was trading at 5931.05. The strike last trading price was 480, which was -391.30 lower than the previous day. The implied volatity was 17.25, the open interest changed by 1 which increased total open position to 1
On 20 Nov LTIM was trading at 5885.95. The strike last trading price was 871.3, which was 0.00 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 LTIM was trading at 5885.95. The strike last trading price was 871.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LTIM was trading at 5841.50. The strike last trading price was 871.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LTIM was trading at 5994.65. The strike last trading price was 871.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LTIM was trading at 5947.55. The strike last trading price was 871.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTIM was trading at 5737.15. The strike last trading price was 871.3, which was 871.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LTIM was trading at 5731.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTIM was trading at 5710.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LTIM was trading at 5795.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LTIM was trading at 5852.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LTIM was trading at 5889.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LTIM was trading at 5903.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LTIM was trading at 5970.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LTIM was trading at 5935.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LTIM was trading at 5876.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LTIM was trading at 5943.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LTIM was trading at 5991.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTIM 26DEC2024 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 1.37
Theta: -4.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 5824.30 | 14.4 | 11.85 | 37.24 | 1,456 | 42 | 181 |
| 19 Dec | 6220.60 | 2.55 | 1.55 | 44.06 | 87 | -8 | 139 |
| 18 Dec | 6574.05 | 1 | 0.00 | - | 29 | -2 | 147 |
| 17 Dec | 6696.95 | 1 | -1.25 | 50.14 | 12 | -5 | 155 |
| 16 Dec | 6738.45 | 2.25 | 0.25 | - | 13 | 9 | 160 |
| 13 Dec | 6714.45 | 2 | 0.00 | 46.89 | 10 | -1 | 155 |
| 12 Dec | 6667.65 | 2 | -0.50 | 43.92 | 5 | -2 | 157 |
| 11 Dec | 6598.60 | 2.5 | 0.05 | 41.25 | 5 | 1 | 159 |
| 10 Dec | 6579.30 | 2.45 | -0.85 | 39.88 | 51 | -19 | 158 |
| 9 Dec | 6389.05 | 3.3 | 1.20 | 35.19 | 5 | 2 | 180 |
| 6 Dec | 6378.90 | 2.1 | -3.25 | 29.42 | 12 | 0 | 179 |
| 5 Dec | 6347.15 | 5.35 | -3.40 | 32.91 | 104 | 13 | 173 |
| 4 Dec | 6221.50 | 8.75 | -0.15 | 31.64 | 25 | 0 | 159 |
| 3 Dec | 6167.00 | 8.9 | 1.25 | 29.34 | 66 | 46 | 159 |
| 2 Dec | 6213.35 | 7.65 | -8.30 | 29.33 | 31 | 4 | 113 |
| 29 Nov | 6172.40 | 15.95 | -4.05 | 30.98 | 95 | 52 | 108 |
| 28 Nov | 6159.75 | 20 | 4.70 | 32.18 | 25 | 12 | 46 |
| 27 Nov | 6261.70 | 15.3 | -1.70 | 31.63 | 15 | 1 | 34 |
| 26 Nov | 6227.15 | 17 | -6.55 | 31.39 | 22 | -4 | 33 |
| 25 Nov | 6115.25 | 23.55 | -6.70 | 30.52 | 22 | 24 | 35 |
| 22 Nov | 6133.70 | 30.25 | -13.75 | 31.39 | 13 | 7 | 18 |
| 21 Nov | 5931.05 | 44 | -64.05 | 26.98 | 11 | 10 | 10 |
| 20 Nov | 5885.95 | 108.05 | 0.00 | 5.79 | 0 | 0 | 0 |
| 19 Nov | 5885.95 | 108.05 | 0.00 | 5.79 | 0 | 0 | 0 |
| 18 Nov | 5841.50 | 108.05 | 0.00 | 5.18 | 0 | 0 | 0 |
| 14 Nov | 5994.65 | 108.05 | 0.00 | 7.08 | 0 | 0 | 0 |
| 13 Nov | 5947.55 | 108.05 | 0.00 | 6.14 | 0 | 0 | 0 |
| 4 Nov | 5737.15 | 108.05 | 0.00 | 3.54 | 0 | 0 | 0 |
| 1 Nov | 5731.60 | 108.05 | 0.00 | 3.37 | 0 | 0 | 0 |
| 31 Oct | 5710.85 | 108.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5795.15 | 108.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5852.25 | 108.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5889.80 | 108.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5903.20 | 108.05 | 108.05 | - | 0 | 0 | 0 |
| 24 Oct | 5970.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 5935.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 5876.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 5943.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 5991.70 | 0 | - | 0 | 0 | 0 | |
For Ltimindtree Limited - strike price 5500 expiring on 26DEC2024
Delta for 5500 PE is -0.11
Historical price for 5500 PE is as follows
On 20 Dec LTIM was trading at 5824.30. The strike last trading price was 14.4, which was 11.85 higher than the previous day. The implied volatity was 37.24, the open interest changed by 42 which increased total open position to 181
On 19 Dec LTIM was trading at 6220.60. The strike last trading price was 2.55, which was 1.55 higher than the previous day. The implied volatity was 44.06, the open interest changed by -8 which decreased total open position to 139
On 18 Dec LTIM was trading at 6574.05. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 147
On 17 Dec LTIM was trading at 6696.95. The strike last trading price was 1, which was -1.25 lower than the previous day. The implied volatity was 50.14, the open interest changed by -5 which decreased total open position to 155
On 16 Dec LTIM was trading at 6738.45. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 160
On 13 Dec LTIM was trading at 6714.45. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 46.89, the open interest changed by -1 which decreased total open position to 155
On 12 Dec LTIM was trading at 6667.65. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 43.92, the open interest changed by -2 which decreased total open position to 157
On 11 Dec LTIM was trading at 6598.60. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 41.25, the open interest changed by 1 which increased total open position to 159
On 10 Dec LTIM was trading at 6579.30. The strike last trading price was 2.45, which was -0.85 lower than the previous day. The implied volatity was 39.88, the open interest changed by -19 which decreased total open position to 158
On 9 Dec LTIM was trading at 6389.05. The strike last trading price was 3.3, which was 1.20 higher than the previous day. The implied volatity was 35.19, the open interest changed by 2 which increased total open position to 180
On 6 Dec LTIM was trading at 6378.90. The strike last trading price was 2.1, which was -3.25 lower than the previous day. The implied volatity was 29.42, the open interest changed by 0 which decreased total open position to 179
On 5 Dec LTIM was trading at 6347.15. The strike last trading price was 5.35, which was -3.40 lower than the previous day. The implied volatity was 32.91, the open interest changed by 13 which increased total open position to 173
On 4 Dec LTIM was trading at 6221.50. The strike last trading price was 8.75, which was -0.15 lower than the previous day. The implied volatity was 31.64, the open interest changed by 0 which decreased total open position to 159
On 3 Dec LTIM was trading at 6167.00. The strike last trading price was 8.9, which was 1.25 higher than the previous day. The implied volatity was 29.34, the open interest changed by 46 which increased total open position to 159
On 2 Dec LTIM was trading at 6213.35. The strike last trading price was 7.65, which was -8.30 lower than the previous day. The implied volatity was 29.33, the open interest changed by 4 which increased total open position to 113
On 29 Nov LTIM was trading at 6172.40. The strike last trading price was 15.95, which was -4.05 lower than the previous day. The implied volatity was 30.98, the open interest changed by 52 which increased total open position to 108
On 28 Nov LTIM was trading at 6159.75. The strike last trading price was 20, which was 4.70 higher than the previous day. The implied volatity was 32.18, the open interest changed by 12 which increased total open position to 46
On 27 Nov LTIM was trading at 6261.70. The strike last trading price was 15.3, which was -1.70 lower than the previous day. The implied volatity was 31.63, the open interest changed by 1 which increased total open position to 34
On 26 Nov LTIM was trading at 6227.15. The strike last trading price was 17, which was -6.55 lower than the previous day. The implied volatity was 31.39, the open interest changed by -4 which decreased total open position to 33
On 25 Nov LTIM was trading at 6115.25. The strike last trading price was 23.55, which was -6.70 lower than the previous day. The implied volatity was 30.52, the open interest changed by 24 which increased total open position to 35
On 22 Nov LTIM was trading at 6133.70. The strike last trading price was 30.25, which was -13.75 lower than the previous day. The implied volatity was 31.39, the open interest changed by 7 which increased total open position to 18
On 21 Nov LTIM was trading at 5931.05. The strike last trading price was 44, which was -64.05 lower than the previous day. The implied volatity was 26.98, the open interest changed by 10 which increased total open position to 10
On 20 Nov LTIM was trading at 5885.95. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LTIM was trading at 5885.95. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LTIM was trading at 5841.50. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LTIM was trading at 5994.65. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 7.08, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LTIM was trading at 5947.55. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTIM was trading at 5737.15. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 3.54, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LTIM was trading at 5731.60. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTIM was trading at 5710.85. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LTIM was trading at 5795.15. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LTIM was trading at 5852.25. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LTIM was trading at 5889.80. The strike last trading price was 108.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LTIM was trading at 5903.20. The strike last trading price was 108.05, which was 108.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LTIM was trading at 5970.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LTIM was trading at 5935.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LTIM was trading at 5876.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LTIM was trading at 5943.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LTIM was trading at 5991.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
