Historical option data for LTM
29 Jun 2026 10:50 AM IST
| LTM 28-Jul-2026 (27d) 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.04
Theta: -2.91
Gamma: 0.001
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 3735.40 | 163.5 | 6.05 (3.84%) | 37.49 | 58 | 7 | 195 | |||||||||
| 25 Jun | 3762.60 | 162.8 | -17.2 (-9.56%) | 32.53 | 98 | 18 | 188 | |||||||||
| 24 Jun | 3803.70 | 179.1 | 6.1 (3.53%) | 31.09 | 183 | 143 | 164 | |||||||||
| 23 Jun | 3768.40 | 166.75 | -222.25 (-57.13%) | 31.57 | 30 | 22 | 22 | |||||||||
| 22 Jun | 3830.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 3832.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 3998.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Jun | 3995.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jun | 4006.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Jun | 3897.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jun | 3844.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Jun | 3824.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 3944.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 3999.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 3977.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 4027.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 4067.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 4052.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 4341.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 4196.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltm Limited - strike price 3750 expiring on 28JUL2026
Delta for 3750 CE is 0.53
Historical price for 3750 CE is as follows
On 29 Jun LTM was trading at 3735.40. The strike last trading price was 163.5, which was 6.05 higher than the previous day. The implied volatity was 37.49, the open interest changed by 7 which increased total open position to 195
On 25 Jun LTM was trading at 3762.60. The strike last trading price was 162.8, which was -17.2 lower than the previous day. The implied volatity was 32.53, the open interest changed by 18 which increased total open position to 188
On 24 Jun LTM was trading at 3803.70. The strike last trading price was 179.1, which was 6.1 higher than the previous day. The implied volatity was 31.09, the open interest changed by 143 which increased total open position to 164
On 23 Jun LTM was trading at 3768.40. The strike last trading price was 166.75, which was -222.25 lower than the previous day. The implied volatity was 31.57, the open interest changed by 22 which increased total open position to 22
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 0, 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 19 Jun LTM was trading at 3832.50. The strike last trading price was 0, 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 18 Jun LTM was trading at 3998.00. The strike last trading price was 0, 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 17 Jun LTM was trading at 3995.80. The strike last trading price was 0, 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 16 Jun LTM was trading at 4006.70. The strike last trading price was 0, 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 15 Jun LTM was trading at 3897.90. The strike last trading price was 0, 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 12 Jun LTM was trading at 3844.70. The strike last trading price was 0, 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 11 Jun LTM was trading at 3824.90. The strike last trading price was 0, 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 10 Jun LTM was trading at 3944.10. The strike last trading price was 0, 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 9 Jun LTM was trading at 3999.90. The strike last trading price was 0, 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 8 Jun LTM was trading at 3977.70. The strike last trading price was 0, 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 5 Jun LTM was trading at 4027.20. The strike last trading price was 0, 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 4 Jun LTM was trading at 4067.70. The strike last trading price was 0, 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 Jun LTM was trading at 4052.70. The strike last trading price was 0, 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 2 Jun LTM was trading at 4341.70. The strike last trading price was 0, 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 1 Jun LTM was trading at 4196.10. The strike last trading price was 0, 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
| LTM 28-Jul-2026 (27d) 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.04
Theta: -2.63
Gamma: 0.0009
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 3735.40 | 174.35 | -12.05 (-6.46%) | 41.45 | 53 | 14 | 153 |
| 25 Jun | 3762.60 | 186.8 | 20.95 (12.63%) | 44.31 | 30 | 15 | 139 |
| 24 Jun | 3803.70 | 165.7 | -17.75 (-9.68%) | 42.8 | 192 | 97 | 110 |
| 23 Jun | 3768.40 | 188 | 23 (13.94%) | 43.67 | 14 | 9 | 14 |
| 22 Jun | 3830.20 | 165 | 0 (0.00%) | 41.31 | 3 | 0 | 5 |
| 19 Jun | 3832.50 | 165 | 101.9 (161.49%) | 41.31 | 3 | 0 | 2 |
| 18 Jun | 3998.00 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 17 Jun | 3995.80 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 16 Jun | 4006.70 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 15 Jun | 3897.90 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 12 Jun | 3844.70 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 11 Jun | 3824.90 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 10 Jun | 3944.10 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 9 Jun | 3999.90 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 8 Jun | 3977.70 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 5 Jun | 4027.20 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 4 Jun | 4067.70 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 3 Jun | 4052.70 | 63.1 | 0 (0.00%) | - | 2 | 0 | 2 |
| 2 Jun | 4341.70 | 63.1 | 0 (0.00%) | 36.31 | 2 | 0 | 2 |
| 1 Jun | 4196.10 | 63.1 | -67.3 (-51.61%) | 36.31 | 2 | 2 | 2 |
For Ltm Limited - strike price 3750 expiring on 28JUL2026
Delta for 3750 PE is -0.47
Historical price for 3750 PE is as follows
On 29 Jun LTM was trading at 3735.40. The strike last trading price was 174.35, which was -12.05 lower than the previous day. The implied volatity was 41.45, the open interest changed by 14 which increased total open position to 153
On 25 Jun LTM was trading at 3762.60. The strike last trading price was 186.8, which was 20.95 higher than the previous day. The implied volatity was 44.31, the open interest changed by 15 which increased total open position to 139
On 24 Jun LTM was trading at 3803.70. The strike last trading price was 165.7, which was -17.75 lower than the previous day. The implied volatity was 42.8, the open interest changed by 97 which increased total open position to 110
On 23 Jun LTM was trading at 3768.40. The strike last trading price was 188, which was 23 higher than the previous day. The implied volatity was 43.67, the open interest changed by 9 which increased total open position to 14
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 165, which was 0 lower than the previous day. The implied volatity was 41.31, the open interest changed by 0 which decreased total open position to 5
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 165, which was 101.9 higher than the previous day. The implied volatity was 41.31, the open interest changed by 0 which decreased total open position to 2
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 63.1, which was 0 lower than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 2
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 63.1, which was -67.3 lower than the previous day. The implied volatity was 36.31, the open interest changed by 2 which increased total open position to 2
