Historical option data for LTM
22 Jun 2026 01:14 PM IST
| LTM 28-Jul-2026 (36d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 0.05
Theta: -2.45
Gamma: 0.0009
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 3831.00 | 109 | -6 (-5.22%) | 35.07 | 291 | 111 | 805 | |||||||||
| 19 Jun | 3832.50 | 113 | -84 (-42.64%) | 33.85 | 970 | 460 | 687 | |||||||||
| 18 Jun | 3998.00 | 195 | 1 (0.52%) | 34.67 | 160 | 126 | 223 | |||||||||
| 17 Jun | 3995.80 | 186.85 | -9.15 (-4.67%) | 33.46 | 102 | 21 | 98 | |||||||||
| 16 Jun | 4006.70 | 199.5 | 53.5 (36.64%) | 33.85 | 53 | 25 | 76 | |||||||||
| 15 Jun | 3897.90 | 145.6 | 7.6 (5.51%) | 33.99 | 33 | 13 | 50 | |||||||||
| 12 Jun | 3844.70 | 140 | 13 (10.24%) | 34.89 | 17 | 7 | 32 | |||||||||
| 11 Jun | 3824.90 | 135.65 | -56.35 (-29.35%) | 35.05 | 7 | 4 | 24 | |||||||||
| 10 Jun | 3944.10 | 192 | -8 (-4.00%) | 33.8 | 2 | 0 | 20 | |||||||||
| 9 Jun | 3999.90 | 200 | -26 (-11.50%) | 32.7 | 8 | 6 | 20 | |||||||||
| 8 Jun | 3977.70 | 226 | -6 (-2.59%) | 33.11 | 13 | 3 | 14 | |||||||||
| 5 Jun | 4027.20 | 232.4 | 0.4 (0.17%) | - | 14 | 0 | 11 | |||||||||
| 4 Jun | 4067.70 | 232.4 | 0.4 (0.17%) | 29.55 | 14 | 0 | 11 | |||||||||
| 3 Jun | 4052.70 | 232.4 | -337.6 (-59.23%) | 29.55 | 14 | 12 | 12 | |||||||||
| 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 | |||||||||
| 19 May | 4254.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 4074.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 3968.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 3920.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 4086.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 4143.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 4352.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 4349.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4250.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4316.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4298.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4202.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4269.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4323.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltm Limited - strike price 4000 expiring on 28JUL2026
Delta for 4000 CE is 0.39
Historical price for 4000 CE is as follows
On 22 Jun LTM was trading at 3831.00. The strike last trading price was 109, which was -6 lower than the previous day. The implied volatity was 35.07, the open interest changed by 111 which increased total open position to 805
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 113, which was -84 lower than the previous day. The implied volatity was 33.85, the open interest changed by 460 which increased total open position to 687
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 195, which was 1 higher than the previous day. The implied volatity was 34.67, the open interest changed by 126 which increased total open position to 223
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 186.85, which was -9.15 lower than the previous day. The implied volatity was 33.46, the open interest changed by 21 which increased total open position to 98
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 199.5, which was 53.5 higher than the previous day. The implied volatity was 33.85, the open interest changed by 25 which increased total open position to 76
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 145.6, which was 7.6 higher than the previous day. The implied volatity was 33.99, the open interest changed by 13 which increased total open position to 50
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 140, which was 13 higher than the previous day. The implied volatity was 34.89, the open interest changed by 7 which increased total open position to 32
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 135.65, which was -56.35 lower than the previous day. The implied volatity was 35.05, 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 192, which was -8 lower than the previous day. The implied volatity was 33.8, the open interest changed by 0 which decreased total open position to 20
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 200, which was -26 lower than the previous day. The implied volatity was 32.7, the open interest changed by 6 which increased total open position to 20
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 226, which was -6 lower than the previous day. The implied volatity was 33.11, the open interest changed by 3 which increased total open position to 14
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 232.4, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 232.4, which was 0.4 higher than the previous day. The implied volatity was 29.55, the open interest changed by 0 which decreased total open position to 11
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 232.4, which was -337.6 lower than the previous day. The implied volatity was 29.55, the open interest changed by 12 which increased total open position to 12
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
On 19 May LTM was trading at 4254.80. 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 18 May LTM was trading at 4074.60. 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 15 May LTM was trading at 3968.40. 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 14 May LTM was trading at 3920.20. 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 13 May LTM was trading at 4086.40. 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 12 May LTM was trading at 4143.80. 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 11 May LTM was trading at 4352.20. 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 8 May LTM was trading at 4349.80. 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 7 May LTM was trading at 4250.00. 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 6 May LTM was trading at 4316.00. 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 5 May LTM was trading at 4298.80. 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 4 May LTM was trading at 4202.70. 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 30 Apr LTM was trading at 4269.60. 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 29 Apr LTM was trading at 4323.10. 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 (36d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 0.05
Theta: -2.52
Gamma: 0.00073
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 3831.00 | 295 | -3.9 (-1.30%) | 44.3 | 34 | -12 | 216 |
| 19 Jun | 3832.50 | 299.35 | 105.95 (54.78%) | 43.81 | 232 | 125 | 228 |
| 18 Jun | 3998.00 | 196.5 | 10.8 (5.82%) | 39.33 | 63 | 46 | 99 |
| 17 Jun | 3995.80 | 181 | 4 (2.26%) | 35.36 | 8 | 4 | 53 |
| 16 Jun | 4006.70 | 177 | -23 (-11.50%) | 36.11 | 1 | 0 | 49 |
| 15 Jun | 3897.90 | 200 | 200 | - | 46 | 0 | 49 |
| 12 Jun | 3844.70 | 200 | 200 | - | 46 | 0 | 49 |
| 11 Jun | 3824.90 | 200 | 200 | - | 46 | 0 | 49 |
| 10 Jun | 3944.10 | 200 | 200 | - | 46 | 0 | 49 |
| 9 Jun | 3999.90 | 200 | 200 (5.26%) | 37.08 | 46 | 0 | 49 |
| 8 Jun | 3977.70 | 200 | 10 (5.26%) | 37.08 | 46 | -8 | 48 |
| 5 Jun | 4027.20 | 190 | 190 (-12.24%) | 38.04 | 1 | 0 | 56 |
| 4 Jun | 4067.70 | 190 | -26.5 (-12.24%) | 38.04 | 1 | 0 | 56 |
| 3 Jun | 4052.70 | 216.5 | 125.1 (136.87%) | 40.55 | 73 | 53 | 56 |
| 2 Jun | 4341.70 | 90 | -95 (-51.35%) | 36.31 | 2 | 0 | 4 |
| 1 Jun | 4196.10 | 185 | 0 (0.00%) | 33.97 | 8 | 0 | 4 |
| 29 May | 4061.60 | 185 | -48 (-20.60%) | 33.97 | 8 | -1 | 3 |
| 27 May | 3988.60 | 233 | 0 (0.00%) | - | 2 | 0 | 4 |
| 26 May | 3970.40 | 233 | 0 (0.00%) | 36.71 | 2 | 0 | 4 |
| 25 May | 3991.60 | 233 | 103 (79.23%) | 36.71 | 2 | 2 | 4 |
| 22 May | 4007.80 | 130 | 0 (0.00%) | - | 1 | 0 | 2 |
| 21 May | 4129.70 | 130 | 0 (0.00%) | - | 1 | 0 | 2 |
| 20 May | 4143.00 | 130 | 0 (0.00%) | - | 1 | 0 | 2 |
| 19 May | 4254.80 | 130 | 0 (0.00%) | - | 1 | 0 | 2 |
| 18 May | 4074.60 | 130 | 0 (0.00%) | - | 1 | 0 | 2 |
| 15 May | 3968.40 | 130 | 0 (0.00%) | - | 0 | 0 | 2 |
| 14 May | 3920.20 | 130 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 4086.40 | 130 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 12 May | 4143.80 | 130 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 4352.20 | 130 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 4349.80 | 130 | 0 (0.00%) | 37.22 | 1 | 0 | 2 |
| 7 May | 4250.00 | 130 | 0 (0.00%) | 35.02 | 0 | 0 | 2 |
| 6 May | 4316.00 | 130 | -15 (-10.34%) | 35.02 | 1 | 0 | 1 |
| 5 May | 4298.80 | 145 | 0 (0.00%) | 31.96 | 0 | 0 | 1 |
| 4 May | 4202.70 | 145 | 12.5 (9.43%) | 31.96 | 1 | 0 | 0 |
| 30 Apr | 4269.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4323.10 | 0 | 0 | - | 0 | 0 | 0 |
For Ltm Limited - strike price 4000 expiring on 28JUL2026
Delta for 4000 PE is -0.57
Historical price for 4000 PE is as follows
On 22 Jun LTM was trading at 3831.00. The strike last trading price was 295, which was -3.9 lower than the previous day. The implied volatity was 44.3, the open interest changed by -12 which decreased total open position to 216
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 299.35, which was 105.95 higher than the previous day. The implied volatity was 43.81, the open interest changed by 125 which increased total open position to 228
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 196.5, which was 10.8 higher than the previous day. The implied volatity was 39.33, the open interest changed by 46 which increased total open position to 99
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 181, which was 4 higher than the previous day. The implied volatity was 35.36, the open interest changed by 4 which increased total open position to 53
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 177, which was -23 lower than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 49
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 200, which was 200 higher than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 49
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 200, which was 10 higher than the previous day. The implied volatity was 37.08, the open interest changed by -8 which decreased total open position to 48
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 190, which was 190 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 56
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 190, which was -26.5 lower than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 56
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 216.5, which was 125.1 higher than the previous day. The implied volatity was 40.55, the open interest changed by 53 which increased total open position to 56
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 90, which was -95 lower than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 4
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 185, which was 0 lower than the previous day. The implied volatity was 33.97, the open interest changed by 0 which decreased total open position to 4
On 29 May LTM was trading at 4061.60. The strike last trading price was 185, which was -48 lower than the previous day. The implied volatity was 33.97, the open interest changed by -1 which decreased total open position to 3
On 27 May LTM was trading at 3988.60. The strike last trading price was 233, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 May LTM was trading at 3970.40. The strike last trading price was 233, which was 0 lower than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 4
On 25 May LTM was trading at 3991.60. The strike last trading price was 233, which was 103 higher than the previous day. The implied volatity was 36.71, the open interest changed by 2 which increased total open position to 4
On 22 May LTM was trading at 4007.80. The strike last trading price was 130, 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 21 May LTM was trading at 4129.70. The strike last trading price was 130, 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 20 May LTM was trading at 4143.00. The strike last trading price was 130, 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 19 May LTM was trading at 4254.80. The strike last trading price was 130, 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 18 May LTM was trading at 4074.60. The strike last trading price was 130, 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 May LTM was trading at 3968.40. The strike last trading price was 130, 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 14 May LTM was trading at 3920.20. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 13 May LTM was trading at 4086.40. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 12 May LTM was trading at 4143.80. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 11 May LTM was trading at 4352.20. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May LTM was trading at 4349.80. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 37.22, the open interest changed by 0 which decreased total open position to 2
On 7 May LTM was trading at 4250.00. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 2
On 6 May LTM was trading at 4316.00. The strike last trading price was 130, which was -15 lower than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 1
On 5 May LTM was trading at 4298.80. The strike last trading price was 145, which was 0 lower than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 1
On 4 May LTM was trading at 4202.70. The strike last trading price was 145, which was 12.5 higher than the previous day. The implied volatity was 31.96, the open interest changed by 0 which decreased total open position to 0
On 30 Apr LTM was trading at 4269.60. 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 29 Apr LTM was trading at 4323.10. 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
