LTIM
Ltimindtree Limited
Historical option data for LTIM
20 Dec 2024 04:11 PM IST
| LTIM 26DEC2024 5600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 1.56
Theta: -4.98
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 5824.30 | 244.25 | -432.75 | 28.14 | 7 | 3 | 8 | |||
| 19 Dec | 6220.60 | 677 | 23.90 | 73.99 | 2 | 0 | 4 | |||
| 18 Dec | 6574.05 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 6696.95 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 6738.45 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 6714.45 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 6667.65 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 6598.60 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 6579.30 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 6389.05 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 6378.90 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 6347.15 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 6221.50 | 653.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 6167.00 | 653.1 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 2 Dec | 6213.35 | 653.1 | -31.90 | 25.83 | 2 | 0 | 5 | |||
| 29 Nov | 6172.40 | 685 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 6159.75 | 685 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 6261.70 | 685 | 15.00 | 22.08 | 1 | 0 | 4 | |||
|
|
||||||||||
| 26 Nov | 6227.15 | 670 | 140.00 | 22.53 | 3 | 2 | 3 | |||
| 25 Nov | 6115.25 | 530 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 6133.70 | 530 | -267.60 | - | 1 | 0 | 0 | |||
| 21 Nov | 5931.05 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 5885.95 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 5885.95 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 5841.50 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 5994.65 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 5947.55 | 797.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 5737.15 | 797.6 | 797.60 | - | 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 5600 expiring on 26DEC2024
Delta for 5600 CE is 0.87
Historical price for 5600 CE is as follows
On 20 Dec LTIM was trading at 5824.30. The strike last trading price was 244.25, which was -432.75 lower than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 8
On 19 Dec LTIM was trading at 6220.60. The strike last trading price was 677, which was 23.90 higher than the previous day. The implied volatity was 73.99, the open interest changed by 0 which decreased total open position to 4
On 18 Dec LTIM was trading at 6574.05. The strike last trading price was 653.1, 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 17 Dec LTIM was trading at 6696.95. The strike last trading price was 653.1, 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 653.1, 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 653.1, 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 653.1, 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 653.1, 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 653.1, 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 9 Dec LTIM was trading at 6389.05. The strike last trading price was 653.1, 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 653.1, 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 653.1, 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 653.1, 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 653.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 2 Dec LTIM was trading at 6213.35. The strike last trading price was 653.1, which was -31.90 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 5
On 29 Nov LTIM was trading at 6172.40. The strike last trading price was 685, 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 685, 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 685, which was 15.00 higher than the previous day. The implied volatity was 22.08, the open interest changed by 0 which decreased total open position to 4
On 26 Nov LTIM was trading at 6227.15. The strike last trading price was 670, which was 140.00 higher than the previous day. The implied volatity was 22.53, the open interest changed by 2 which increased total open position to 3
On 25 Nov LTIM was trading at 6115.25. The strike last trading price was 530, 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 22 Nov LTIM was trading at 6133.70. The strike last trading price was 530, which was -267.60 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 LTIM was trading at 5931.05. The strike last trading price was 797.6, 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 20 Nov LTIM was trading at 5885.95. The strike last trading price was 797.6, 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 797.6, 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 797.6, 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 797.6, 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 797.6, 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 797.6, which was 797.60 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 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 1.87
Theta: -4.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 5824.30 | 22.6 | 19.10 | 33.40 | 2,399 | 88 | 156 |
| 19 Dec | 6220.60 | 3.5 | 1.95 | 40.62 | 315 | 40 | 70 |
| 18 Dec | 6574.05 | 1.55 | 0.50 | 47.51 | 23 | -7 | 35 |
| 17 Dec | 6696.95 | 1.05 | -0.95 | 46.25 | 7 | -3 | 42 |
| 16 Dec | 6738.45 | 2 | -0.30 | 49.78 | 1 | 0 | 45 |
| 13 Dec | 6714.45 | 2.3 | -0.10 | 44.11 | 1 | 0 | 46 |
| 12 Dec | 6667.65 | 2.4 | 0.10 | 41.35 | 11 | -9 | 47 |
| 11 Dec | 6598.60 | 2.3 | 0.00 | 37.83 | 6 | -2 | 60 |
| 10 Dec | 6579.30 | 2.3 | -1.70 | 36.12 | 37 | -6 | 62 |
| 9 Dec | 6389.05 | 4 | 0.00 | 31.93 | 21 | -17 | 70 |
| 6 Dec | 6378.90 | 4 | -1.40 | 29.06 | 2 | 0 | 86 |
| 5 Dec | 6347.15 | 5.4 | -5.25 | 29.58 | 47 | -19 | 90 |
| 4 Dec | 6221.50 | 10.65 | -2.85 | 29.22 | 62 | -2 | 112 |
| 3 Dec | 6167.00 | 13.5 | -0.80 | 28.27 | 107 | 9 | 119 |
| 2 Dec | 6213.35 | 14.3 | -8.05 | 29.49 | 84 | 29 | 109 |
| 29 Nov | 6172.40 | 22.35 | -5.60 | 29.86 | 108 | 45 | 76 |
| 28 Nov | 6159.75 | 27.95 | 3.95 | 31.26 | 67 | 28 | 31 |
| 27 Nov | 6261.70 | 24 | 0.00 | 31.60 | 1 | 0 | 2 |
| 26 Nov | 6227.15 | 24 | -49.85 | 30.56 | 1 | 0 | 1 |
| 25 Nov | 6115.25 | 73.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 22 Nov | 6133.70 | 73.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 21 Nov | 5931.05 | 73.85 | -58.70 | 28.54 | 1 | 0 | 0 |
| 20 Nov | 5885.95 | 132.55 | 0.00 | 4.50 | 0 | 0 | 0 |
| 19 Nov | 5885.95 | 132.55 | 0.00 | 4.50 | 0 | 0 | 0 |
| 18 Nov | 5841.50 | 132.55 | 0.00 | 3.88 | 0 | 0 | 0 |
| 14 Nov | 5994.65 | 132.55 | 0.00 | 5.53 | 0 | 0 | 0 |
| 13 Nov | 5947.55 | 132.55 | 0.00 | 4.96 | 0 | 0 | 0 |
| 4 Nov | 5737.15 | 132.55 | 0.00 | 2.54 | 0 | 0 | 0 |
| 1 Nov | 5731.60 | 132.55 | 0.00 | 2.39 | 0 | 0 | 0 |
| 31 Oct | 5710.85 | 132.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 5795.15 | 132.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 5852.25 | 132.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 5889.80 | 132.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 5903.20 | 132.55 | 132.55 | - | 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 5600 expiring on 26DEC2024
Delta for 5600 PE is -0.17
Historical price for 5600 PE is as follows
On 20 Dec LTIM was trading at 5824.30. The strike last trading price was 22.6, which was 19.10 higher than the previous day. The implied volatity was 33.40, the open interest changed by 88 which increased total open position to 156
On 19 Dec LTIM was trading at 6220.60. The strike last trading price was 3.5, which was 1.95 higher than the previous day. The implied volatity was 40.62, the open interest changed by 40 which increased total open position to 70
On 18 Dec LTIM was trading at 6574.05. The strike last trading price was 1.55, which was 0.50 higher than the previous day. The implied volatity was 47.51, the open interest changed by -7 which decreased total open position to 35
On 17 Dec LTIM was trading at 6696.95. The strike last trading price was 1.05, which was -0.95 lower than the previous day. The implied volatity was 46.25, the open interest changed by -3 which decreased total open position to 42
On 16 Dec LTIM was trading at 6738.45. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 49.78, the open interest changed by 0 which decreased total open position to 45
On 13 Dec LTIM was trading at 6714.45. The strike last trading price was 2.3, which was -0.10 lower than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 46
On 12 Dec LTIM was trading at 6667.65. The strike last trading price was 2.4, which was 0.10 higher than the previous day. The implied volatity was 41.35, the open interest changed by -9 which decreased total open position to 47
On 11 Dec LTIM was trading at 6598.60. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 37.83, the open interest changed by -2 which decreased total open position to 60
On 10 Dec LTIM was trading at 6579.30. The strike last trading price was 2.3, which was -1.70 lower than the previous day. The implied volatity was 36.12, the open interest changed by -6 which decreased total open position to 62
On 9 Dec LTIM was trading at 6389.05. The strike last trading price was 4, which was 0.00 lower than the previous day. The implied volatity was 31.93, the open interest changed by -17 which decreased total open position to 70
On 6 Dec LTIM was trading at 6378.90. The strike last trading price was 4, which was -1.40 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 86
On 5 Dec LTIM was trading at 6347.15. The strike last trading price was 5.4, which was -5.25 lower than the previous day. The implied volatity was 29.58, the open interest changed by -19 which decreased total open position to 90
On 4 Dec LTIM was trading at 6221.50. The strike last trading price was 10.65, which was -2.85 lower than the previous day. The implied volatity was 29.22, the open interest changed by -2 which decreased total open position to 112
On 3 Dec LTIM was trading at 6167.00. The strike last trading price was 13.5, which was -0.80 lower than the previous day. The implied volatity was 28.27, the open interest changed by 9 which increased total open position to 119
On 2 Dec LTIM was trading at 6213.35. The strike last trading price was 14.3, which was -8.05 lower than the previous day. The implied volatity was 29.49, the open interest changed by 29 which increased total open position to 109
On 29 Nov LTIM was trading at 6172.40. The strike last trading price was 22.35, which was -5.60 lower than the previous day. The implied volatity was 29.86, the open interest changed by 45 which increased total open position to 76
On 28 Nov LTIM was trading at 6159.75. The strike last trading price was 27.95, which was 3.95 higher than the previous day. The implied volatity was 31.26, the open interest changed by 28 which increased total open position to 31
On 27 Nov LTIM was trading at 6261.70. The strike last trading price was 24, which was 0.00 lower than the previous day. The implied volatity was 31.60, the open interest changed by 0 which decreased total open position to 2
On 26 Nov LTIM was trading at 6227.15. The strike last trading price was 24, which was -49.85 lower than the previous day. The implied volatity was 30.56, the open interest changed by 0 which decreased total open position to 1
On 25 Nov LTIM was trading at 6115.25. The strike last trading price was 73.85, 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 22 Nov LTIM was trading at 6133.70. The strike last trading price was 73.85, 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 73.85, which was -58.70 lower than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LTIM was trading at 5885.95. The strike last trading price was 132.55, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 3.88, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 5.53, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 2.54, 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 132.55, which was 0.00 lower than the previous day. The implied volatity was 2.39, 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 132.55, 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 132.55, 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 132.55, 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 132.55, 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 132.55, which was 132.55 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
