Historical option data for LTM
29 Jun 2026 10:50 AM IST
| LTM 28-Jul-2026 (25d) 3800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.48
Vega: 0.04
Theta: -2.89
Gamma: 0.00101
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 3735.40 | 139.25 | 2.2 (1.61%) | 37.11 | 300 | 19 | 767 | |||||||||
| 25 Jun | 3762.60 | 138.05 | -19.95 (-12.63%) | 32.42 | 984 | 109 | 743 | |||||||||
| 24 Jun | 3803.70 | 157 | 6 (3.97%) | 31.18 | 1,158 | 202 | 636 | |||||||||
| 23 Jun | 3768.40 | 158 | -32 (-16.84%) | 34.81 | 656 | 265 | 437 | |||||||||
| 22 Jun | 3830.20 | 182.95 | -11.05 (-5.70%) | 32.4 | 145 | 35 | 171 | |||||||||
| 19 Jun | 3832.50 | 190 | -120 (-38.71%) | 31.58 | 362 | 126 | 136 | |||||||||
| 18 Jun | 3998.00 | 310 | 0 (0.00%) | - | 2 | 0 | 10 | |||||||||
| 17 Jun | 3995.80 | 285 | 0 (0.00%) | 31.32 | 4 | 0 | 10 | |||||||||
| 16 Jun | 4006.70 | 285 | 60 (26.67%) | 33.83 | 4 | 0 | 6 | |||||||||
| 15 Jun | 3897.90 | 225 | 0 (0.00%) | - | 1 | 0 | 6 | |||||||||
| 12 Jun | 3844.70 | 225 | 0 (0.00%) | 37.32 | 1 | 0 | 6 | |||||||||
| 11 Jun | 3824.90 | 225 | -76 (-25.25%) | 37.32 | 1 | 0 | 5 | |||||||||
| 10 Jun | 3944.10 | 301.2 | 0.2 (0.07%) | 27.4 | 6 | 0 | 5 | |||||||||
| 9 Jun | 3999.90 | 301.2 | -413.8 (-57.87%) | 27.4 | 6 | 5 | 5 | |||||||||
| 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 | |||||||||
| 29 May | 4061.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 3988.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 3970.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 3991.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 4007.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 4129.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 4143.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltm Limited - strike price 3800 expiring on 28JUL2026
Delta for 3800 CE is 0.48
Historical price for 3800 CE is as follows
On 29 Jun LTM was trading at 3735.40. The strike last trading price was 139.25, which was 2.2 higher than the previous day. The implied volatity was 37.11, the open interest changed by 19 which increased total open position to 767
On 25 Jun LTM was trading at 3762.60. The strike last trading price was 138.05, which was -19.95 lower than the previous day. The implied volatity was 32.42, the open interest changed by 109 which increased total open position to 743
On 24 Jun LTM was trading at 3803.70. The strike last trading price was 157, which was 6 higher than the previous day. The implied volatity was 31.18, the open interest changed by 202 which increased total open position to 636
On 23 Jun LTM was trading at 3768.40. The strike last trading price was 158, which was -32 lower than the previous day. The implied volatity was 34.81, the open interest changed by 265 which increased total open position to 437
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 182.95, which was -11.05 lower than the previous day. The implied volatity was 32.4, the open interest changed by 35 which increased total open position to 171
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 190, which was -120 lower than the previous day. The implied volatity was 31.58, the open interest changed by 126 which increased total open position to 136
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 310, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 285, which was 0 lower than the previous day. The implied volatity was 31.32, the open interest changed by 0 which decreased total open position to 10
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 285, which was 60 higher than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 6
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 225, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 225, which was 0 lower than the previous day. The implied volatity was 37.32, the open interest changed by 0 which decreased total open position to 6
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 225, which was -76 lower than the previous day. The implied volatity was 37.32, the open interest changed by 0 which decreased total open position to 5
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 301.2, which was 0.2 higher than the previous day. The implied volatity was 27.4, the open interest changed by 0 which decreased total open position to 5
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 301.2, which was -413.8 lower than the previous day. The implied volatity was 27.4, the open interest changed by 5 which increased total open position to 5
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
On 29 May LTM was trading at 4061.60. 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 27 May LTM was trading at 3988.60. 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 26 May LTM was trading at 3970.40. 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 25 May LTM was trading at 3991.60. 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 22 May LTM was trading at 4007.80. 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 21 May LTM was trading at 4129.70. 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 20 May LTM was trading at 4143.00. 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
| LTM 28-Jul-2026 (25d) 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.04
Theta: -2.64
Gamma: 0.0009
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 3735.40 | 196.65 | -13.6 (-6.47%) | 41.45 | 36 | 0 | 943 |
| 25 Jun | 3762.60 | 214.8 | 26.2 (13.89%) | 45.16 | 612 | 196 | 944 |
| 24 Jun | 3803.70 | 182.5 | -21.25 (-10.43%) | 41.9 | 681 | 342 | 750 |
| 23 Jun | 3768.40 | 215.75 | 34.15 (18.81%) | 44.49 | 711 | 19 | 407 |
| 22 Jun | 3830.20 | 186.25 | 10.5 (5.97%) | 44.04 | 168 | 54 | 447 |
| 19 Jun | 3832.50 | 177.7 | 68.85 (63.25%) | 41.38 | 563 | 333 | 396 |
| 18 Jun | 3998.00 | 110 | 13.9 (14.46%) | 39.12 | 38 | 15 | 62 |
| 17 Jun | 3995.80 | 100 | 8.75 (9.59%) | 36.12 | 14 | 4 | 47 |
| 16 Jun | 4006.70 | 91.25 | -31.7 (-25.78%) | 35.09 | 31 | 8 | 34 |
| 15 Jun | 3897.90 | 122.95 | -47.05 (-27.68%) | 36.74 | 5 | -2 | 26 |
| 12 Jun | 3844.70 | 170 | -7.1 (-4.01%) | 37.4 | 11 | 4 | 28 |
| 11 Jun | 3824.90 | 177.1 | 56.1 (46.36%) | 37.57 | 6 | 4 | 24 |
| 10 Jun | 3944.10 | 121 | -12.4 (-9.30%) | 36.71 | 1 | 1 | 20 |
| 9 Jun | 3999.90 | 133.4 | 5.5 (4.30%) | 38.36 | 2 | 0 | 19 |
| 8 Jun | 3977.70 | 127.9 | 0 (0.00%) | - | 4 | 0 | 19 |
| 5 Jun | 4027.20 | 127.9 | 17.9 (16.27%) | 38.79 | 4 | 0 | 18 |
| 4 Jun | 4067.70 | 108.95 | -20.45 (-15.80%) | 37.7 | 7 | 5 | 17 |
| 3 Jun | 4052.70 | 129.4 | 73.5 (131.48%) | 40.63 | 11 | 7 | 12 |
| 2 Jun | 4341.70 | 55.9 | -29.1 (-34.24%) | 37.44 | 2 | 2 | 5 |
| 1 Jun | 4196.10 | 85 | 0 (0.00%) | 34.22 | 1 | 0 | 3 |
| 29 May | 4061.60 | 85 | -30 (-26.09%) | 34.22 | 1 | 0 | 3 |
| 27 May | 3988.60 | 115 | -35 (-23.33%) | 32.47 | 1 | 1 | 3 |
| 26 May | 3970.40 | 150 | 0 (0.00%) | - | 1 | 0 | 2 |
| 25 May | 3991.60 | 150 | 0 (0.00%) | 38.18 | 1 | 0 | 2 |
| 22 May | 4007.80 | 150 | 54.1 (56.41%) | 38.18 | 1 | 0 | 1 |
| 21 May | 4129.70 | 95.9 | 0 (0.00%) | 35.11 | 1 | 0 | 1 |
| 20 May | 4143.00 | 95.9 | 15.95 (19.95%) | 35.11 | 1 | 0 | 0 |
For Ltm Limited - strike price 3800 expiring on 28JUL2026
Delta for 3800 PE is -0.51
Historical price for 3800 PE is as follows
On 29 Jun LTM was trading at 3735.40. The strike last trading price was 196.65, which was -13.6 lower than the previous day. The implied volatity was 41.45, the open interest changed by 0 which decreased total open position to 943
On 25 Jun LTM was trading at 3762.60. The strike last trading price was 214.8, which was 26.2 higher than the previous day. The implied volatity was 45.16, the open interest changed by 196 which increased total open position to 944
On 24 Jun LTM was trading at 3803.70. The strike last trading price was 182.5, which was -21.25 lower than the previous day. The implied volatity was 41.9, the open interest changed by 342 which increased total open position to 750
On 23 Jun LTM was trading at 3768.40. The strike last trading price was 215.75, which was 34.15 higher than the previous day. The implied volatity was 44.49, the open interest changed by 19 which increased total open position to 407
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 186.25, which was 10.5 higher than the previous day. The implied volatity was 44.04, the open interest changed by 54 which increased total open position to 447
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 177.7, which was 68.85 higher than the previous day. The implied volatity was 41.38, the open interest changed by 333 which increased total open position to 396
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 110, which was 13.9 higher than the previous day. The implied volatity was 39.12, the open interest changed by 15 which increased total open position to 62
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 100, which was 8.75 higher than the previous day. The implied volatity was 36.12, the open interest changed by 4 which increased total open position to 47
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 91.25, which was -31.7 lower than the previous day. The implied volatity was 35.09, the open interest changed by 8 which increased total open position to 34
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 122.95, which was -47.05 lower than the previous day. The implied volatity was 36.74, the open interest changed by -2 which decreased total open position to 26
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 170, which was -7.1 lower than the previous day. The implied volatity was 37.4, the open interest changed by 4 which increased total open position to 28
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 177.1, which was 56.1 higher than the previous day. The implied volatity was 37.57, the open interest changed by 4 which increased total open position to 24
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 121, which was -12.4 lower than the previous day. The implied volatity was 36.71, the open interest changed by 1 which increased total open position to 20
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 133.4, which was 5.5 higher than the previous day. The implied volatity was 38.36, the open interest changed by 0 which decreased total open position to 19
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 127.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 127.9, which was 17.9 higher than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 18
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 108.95, which was -20.45 lower than the previous day. The implied volatity was 37.7, the open interest changed by 5 which increased total open position to 17
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 129.4, which was 73.5 higher than the previous day. The implied volatity was 40.63, the open interest changed by 7 which increased total open position to 12
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 55.9, which was -29.1 lower than the previous day. The implied volatity was 37.44, the open interest changed by 2 which increased total open position to 5
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 85, which was 0 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 3
On 29 May LTM was trading at 4061.60. The strike last trading price was 85, which was -30 lower than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 3
On 27 May LTM was trading at 3988.60. The strike last trading price was 115, which was -35 lower than the previous day. The implied volatity was 32.47, the open interest changed by 1 which increased total open position to 3
On 26 May LTM was trading at 3970.40. The strike last trading price was 150, 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 25 May LTM was trading at 3991.60. The strike last trading price was 150, which was 0 lower than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 2
On 22 May LTM was trading at 4007.80. The strike last trading price was 150, which was 54.1 higher than the previous day. The implied volatity was 38.18, the open interest changed by 0 which decreased total open position to 1
On 21 May LTM was trading at 4129.70. The strike last trading price was 95.9, which was 0 lower than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 1
On 20 May LTM was trading at 4143.00. The strike last trading price was 95.9, which was 15.95 higher than the previous day. The implied volatity was 35.11, the open interest changed by 0 which decreased total open position to 0
