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Historical option data for LTM

03 Jun 2026 04:10 PM IST
LTM 30-Jun-2026 (27d) 4100 CE
Delta: 0.49
Vega: 0.04
Theta: -2.84
Gamma: 0.00112
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 4052.70 128.5 -182.5 (-58.68%) 32.12 3,605 562 914
2 Jun 4341.70 320 122.95 (62.40%) 31.33 235 -43 354
1 Jun 4196.10 203.3 54.95 (37.04%) 27.58 1,009 -139 397
29 May 4061.60 148.25 54.3 (57.80%) 36.03 6,980 100 536
27 May 3988.60 93.95 -6.5 (-6.47%) 27.36 632 24 437
26 May 3970.40 102.5 7.3 (7.67%) 29.05 876 -37 418
25 May 3991.60 98 2.25 (2.35%) 25.97 1,038 218 449
22 May 4007.80 96.2 -56.8 (-37.12%) 24.02 571 177 225
21 May 4129.70 156.55 -71.45 (-31.34%) 24.29 57 37 39
20 May 4143.00 228 0 (0.00%) 21.72 0 0 2
19 May 4254.80 228 84.5 (58.89%) 21.72 3 0 2
18 May 4074.60 144 41 (39.81%) 24.62 5 -1 2
15 May 3968.40 103 4.55 (4.62%) 26.71 3 1 3
14 May 3920.20 98.45 -177.8 (-64.36%) 28.38 2 2 2
13 May 4086.40 0 -276.25 (-100.00%) 0 0 0 0
12 May 4143.80 0 -276 (-100.00%) 0 0 0 0
11 May 4352.20 0 -276.25 (-100.00%) 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
28 Apr 4380.60 0 0 - 0 0 0
27 Apr 4346.00 0 0 - 0 0 0
24 Apr 4282.30 0 0 - 0 0 0
23 Apr 4531.50 - - - 0 0 0
22 Apr 4604.30 - - - 0 0 0
21 Apr 4757.90 - - - 0 0 0
20 Apr 4715.80 - - - 0 0 0
17 Apr 4753.60 - - - 0 0 0
16 Apr 4730.00 - - - 0 0 0
15 Apr 4628.70 - - - 0 0 0
13 Apr 4466.60 - - - 0 0 0
10 Apr 4469.40 0 0 (0.00%) - 0 0 0
9 Apr 4572.00 0 0 (0.00%) - 0 0 0
8 Apr 4523.00 0 0 (0.00%) - 0 0 0
7 Apr 4442.50 0 0 (0.00%) - 0 0 0
6 Apr 4307.40 0 0 (0.00%) - 0 0 0
2 Apr 4303.90 0 0 (0.00%) - 0 0 0


For Ltimindtree Limited - strike price 4100 expiring on 30JUN2026

Delta for 4100 CE is 0.49

Historical price for 4100 CE is as follows

On 3 Jun LTM was trading at 4052.70. The strike last trading price was 128.5, which was -182.5 lower than the previous day. The implied volatity was 32.12, the open interest changed by 562 which increased total open position to 914


On 2 Jun LTM was trading at 4341.70. The strike last trading price was 320, which was 122.95 higher than the previous day. The implied volatity was 31.33, the open interest changed by -43 which decreased total open position to 354


On 1 Jun LTM was trading at 4196.10. The strike last trading price was 203.3, which was 54.95 higher than the previous day. The implied volatity was 27.58, the open interest changed by -139 which decreased total open position to 397


On 29 May LTM was trading at 4061.60. The strike last trading price was 148.25, which was 54.3 higher than the previous day. The implied volatity was 36.03, the open interest changed by 100 which increased total open position to 536


On 27 May LTM was trading at 3988.60. The strike last trading price was 93.95, which was -6.5 lower than the previous day. The implied volatity was 27.36, the open interest changed by 24 which increased total open position to 437


On 26 May LTM was trading at 3970.40. The strike last trading price was 102.5, which was 7.3 higher than the previous day. The implied volatity was 29.05, the open interest changed by -37 which decreased total open position to 418


On 25 May LTM was trading at 3991.60. The strike last trading price was 98, which was 2.25 higher than the previous day. The implied volatity was 25.97, the open interest changed by 218 which increased total open position to 449


On 22 May LTM was trading at 4007.80. The strike last trading price was 96.2, which was -56.8 lower than the previous day. The implied volatity was 24.02, the open interest changed by 177 which increased total open position to 225


On 21 May LTM was trading at 4129.70. The strike last trading price was 156.55, which was -71.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by 37 which increased total open position to 39


On 20 May LTM was trading at 4143.00. The strike last trading price was 228, which was 0 lower than the previous day. The implied volatity was 21.72, 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 228, which was 84.5 higher than the previous day. The implied volatity was 21.72, 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 144, which was 41 higher than the previous day. The implied volatity was 24.62, the open interest changed by -1 which decreased total open position to 2


On 15 May LTM was trading at 3968.40. The strike last trading price was 103, which was 4.55 higher than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 3


On 14 May LTM was trading at 3920.20. The strike last trading price was 98.45, which was -177.8 lower than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 2


On 13 May LTM was trading at 4086.40. The strike last trading price was 0, which was -276.25 lower than the previous day. The implied volatity was 0, 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 -276 lower than the previous day. The implied volatity was 0, 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 -276.25 lower than the previous day. The implied volatity was 0, 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


On 28 Apr LTM was trading at 4380.60. 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 Apr LTM was trading at 4346.00. 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 24 Apr LTM was trading at 4282.30. 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 23 Apr LTM was trading at 4531.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr LTM was trading at 4604.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr LTM was trading at 4757.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr LTM was trading at 4715.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr LTM was trading at 4753.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr LTM was trading at 4730.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr LTM was trading at 4628.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr LTM was trading at 4466.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr LTM was trading at 4469.40. 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 9 Apr LTM was trading at 4572.00. 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 8 Apr LTM was trading at 4523.00. 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 7 Apr LTM was trading at 4442.50. 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 6 Apr LTM was trading at 4307.40. 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 2 Apr LTM was trading at 4303.90. 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


LTM 30-Jun-2026 (27d) 4100 PE
Delta: -0.51
Vega: 0.04
Theta: -2.75
Gamma: 0.00093
Date Close Ltp Change IV Volume OI Chg OI
3 Jun 4052.70 185.9 134.8 (263.80%) 38.5 2,921 135 450
2 Jun 4341.70 51.3 -55 (-51.74%) 32.13 759 -95 316
1 Jun 4196.10 107.8 -46.4 (-30.09%) 33.68 737 86 411
29 May 4061.60 148.7 -69.8 (-31.95%) 29.96 819 54 325
27 May 3988.60 218.4 2.35 (1.09%) 34.82 82 7 274
26 May 3970.40 215.35 -38.85 (-15.28%) 32.6 204 138 268
25 May 3991.60 254.2 -19.45 (-7.11%) 42.09 175 97 130
22 May 4007.80 276.1 89.1 (47.65%) 45.01 56 20 33
21 May 4129.70 187 -33 (-15.00%) 39.88 7 5 12
20 May 4143.00 220 220 - 0 0 7
19 May 4254.80 220 220 (-26.91%) 39.1 0 0 7
18 May 4074.60 220 -81 (-26.91%) 39.1 4 2 7
15 May 3968.40 301 2 (0.67%) 43.45 1 0 4
14 May 3920.20 299 149 (99.33%) 0 1 1 4
13 May 4086.40 150 0 (0.00%) 0 0 0 3
12 May 4143.80 150 50 (50.00%) 0 1 1 3
11 May 4352.20 100 -76 (-43.18%) 0 1 1 2
8 May 4349.80 176 0 (0.00%) - 0 0 1
7 May 4250.00 176 0 (0.00%) - 0 0 1
6 May 4316.00 176 0 (0.00%) 41.46 0 0 1
5 May 4298.80 176 6 (3.53%) 41.46 1 0 1
4 May 4202.70 170 -60 (-26.09%) 39.01 2 0 1
30 Apr 4269.60 230 68.05 (42.02%) - 0 0 1
29 Apr 4323.10 230 68.05 (42.02%) - 0 0 1
28 Apr 4380.60 230 68.05 (42.02%) - 0 0 1
27 Apr 4346.00 230 68.05 (42.02%) 46.76 0 0 1
24 Apr 4282.30 230 -59 (-20.42%) 46.76 1 0 0
23 Apr 4531.50 - - - 0 0 0
22 Apr 4604.30 - - - 0 0 0
21 Apr 4757.90 - - - 0 0 0
20 Apr 4715.80 - - - 0 0 0
17 Apr 4753.60 - - - 0 0 0
16 Apr 4730.00 - - - 0 0 0
15 Apr 4628.70 - - - 0 0 0
13 Apr 4466.60 - - - 0 0 0
10 Apr 4469.40 289 0 (0.00%) 5.22 0 0 0
9 Apr 4572.00 289 0 (0.00%) 6.64 0 0 0
8 Apr 4523.00 289 0 (0.00%) 6.67 0 0 0
7 Apr 4442.50 289 0 (0.00%) 5.18 0 0 0
6 Apr 4307.40 289 0 (0.00%) 3.34 0 0 0
2 Apr 4303.90 0 0 (0.00%) 3.67 0 0 0


For Ltimindtree Limited - strike price 4100 expiring on 30JUN2026

Delta for 4100 PE is -0.51

Historical price for 4100 PE is as follows

On 3 Jun LTM was trading at 4052.70. The strike last trading price was 185.9, which was 134.8 higher than the previous day. The implied volatity was 38.5, the open interest changed by 135 which increased total open position to 450


On 2 Jun LTM was trading at 4341.70. The strike last trading price was 51.3, which was -55 lower than the previous day. The implied volatity was 32.13, the open interest changed by -95 which decreased total open position to 316


On 1 Jun LTM was trading at 4196.10. The strike last trading price was 107.8, which was -46.4 lower than the previous day. The implied volatity was 33.68, the open interest changed by 86 which increased total open position to 411


On 29 May LTM was trading at 4061.60. The strike last trading price was 148.7, which was -69.8 lower than the previous day. The implied volatity was 29.96, the open interest changed by 54 which increased total open position to 325


On 27 May LTM was trading at 3988.60. The strike last trading price was 218.4, which was 2.35 higher than the previous day. The implied volatity was 34.82, the open interest changed by 7 which increased total open position to 274


On 26 May LTM was trading at 3970.40. The strike last trading price was 215.35, which was -38.85 lower than the previous day. The implied volatity was 32.6, the open interest changed by 138 which increased total open position to 268


On 25 May LTM was trading at 3991.60. The strike last trading price was 254.2, which was -19.45 lower than the previous day. The implied volatity was 42.09, the open interest changed by 97 which increased total open position to 130


On 22 May LTM was trading at 4007.80. The strike last trading price was 276.1, which was 89.1 higher than the previous day. The implied volatity was 45.01, the open interest changed by 20 which increased total open position to 33


On 21 May LTM was trading at 4129.70. The strike last trading price was 187, which was -33 lower than the previous day. The implied volatity was 39.88, the open interest changed by 5 which increased total open position to 12


On 20 May LTM was trading at 4143.00. The strike last trading price was 220, which was 220 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 19 May LTM was trading at 4254.80. The strike last trading price was 220, which was 220 higher than the previous day. The implied volatity was 39.1, the open interest changed by 0 which decreased total open position to 7


On 18 May LTM was trading at 4074.60. The strike last trading price was 220, which was -81 lower than the previous day. The implied volatity was 39.1, the open interest changed by 2 which increased total open position to 7


On 15 May LTM was trading at 3968.40. The strike last trading price was 301, which was 2 higher than the previous day. The implied volatity was 43.45, the open interest changed by 0 which decreased total open position to 4


On 14 May LTM was trading at 3920.20. The strike last trading price was 299, which was 149 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 4


On 13 May LTM was trading at 4086.40. The strike last trading price was 150, 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 3


On 12 May LTM was trading at 4143.80. The strike last trading price was 150, which was 50 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3


On 11 May LTM was trading at 4352.20. The strike last trading price was 100, which was -76 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2


On 8 May LTM was trading at 4349.80. The strike last trading price was 176, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May LTM was trading at 4250.00. The strike last trading price was 176, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May LTM was trading at 4316.00. The strike last trading price was 176, which was 0 lower than the previous day. The implied volatity was 41.46, 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 176, which was 6 higher than the previous day. The implied volatity was 41.46, 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 170, which was -60 lower than the previous day. The implied volatity was 39.01, the open interest changed by 0 which decreased total open position to 1


On 30 Apr LTM was trading at 4269.60. The strike last trading price was 230, which was 68.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Apr LTM was trading at 4323.10. The strike last trading price was 230, which was 68.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 28 Apr LTM was trading at 4380.60. The strike last trading price was 230, which was 68.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Apr LTM was trading at 4346.00. The strike last trading price was 230, which was 68.05 higher than the previous day. The implied volatity was 46.76, the open interest changed by 0 which decreased total open position to 1


On 24 Apr LTM was trading at 4282.30. The strike last trading price was 230, which was -59 lower than the previous day. The implied volatity was 46.76, the open interest changed by 0 which decreased total open position to 0


On 23 Apr LTM was trading at 4531.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Apr LTM was trading at 4604.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Apr LTM was trading at 4757.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Apr LTM was trading at 4715.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Apr LTM was trading at 4753.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Apr LTM was trading at 4730.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Apr LTM was trading at 4628.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Apr LTM was trading at 4466.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Apr LTM was trading at 4469.40. The strike last trading price was 289, which was 0 lower than the previous day. The implied volatity was 5.22, the open interest changed by 0 which decreased total open position to 0


On 9 Apr LTM was trading at 4572.00. The strike last trading price was 289, which was 0 lower than the previous day. The implied volatity was 6.64, the open interest changed by 0 which decreased total open position to 0


On 8 Apr LTM was trading at 4523.00. The strike last trading price was 289, which was 0 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0


On 7 Apr LTM was trading at 4442.50. The strike last trading price was 289, which was 0 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 6 Apr LTM was trading at 4307.40. The strike last trading price was 289, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0


On 2 Apr LTM was trading at 4303.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0