Historical option data for LTM
22 May 2026 04:10 PM IST
| LTM 26-May-2026 (3d) 4150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 0.01
Theta: -3.52
Gamma: 0.00175
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 4007.80 | 9.4 | -24.6 (-72.35%) | 29.66 | 3,434 | 86 | 525 | |||||||||
| 21 May | 4129.70 | 34.95 | -14.05 (-28.67%) | 20.31 | 1,400 | 199 | 453 | |||||||||
| 20 May | 4143.00 | 48.1 | -54.9 (-53.30%) | 22.34 | 1,290 | 57 | 253 | |||||||||
| 19 May | 4254.80 | 103.3 | 63.3 (158.25%) | 39.78 | 1,213 | -38 | 197 | |||||||||
| 18 May | 4074.60 | 41.6 | 16.6 (66.40%) | 26.9 | 1,103 | -44 | 236 | |||||||||
| 15 May | 3968.40 | 22.55 | 2.15 (10.54%) | 28.73 | 1,084 | 114 | 279 | |||||||||
| 14 May | 3920.20 | 21.8 | -38.6 (-63.91%) | 31.77 | 799 | -17 | 166 | |||||||||
| 13 May | 4086.40 | 60.55 | -23.6 (-28.05%) | 25.78 | 486 | 51 | 183 | |||||||||
| 12 May | 4143.80 | 84.15 | -123.85 (-59.54%) | 25.09 | 349 | 106 | 132 | |||||||||
| 11 May | 4352.20 | 208 | -5.75 (-2.69%) | 23.06 | 20 | -5 | 25 | |||||||||
| 8 May | 4349.80 | 210 | 58.15 (38.29%) | 36.41 | 15 | -7 | 30 | |||||||||
| 7 May | 4250.00 | 151.75 | -32.25 (-17.53%) | 22.03 | 66 | -14 | 38 | |||||||||
| 6 May | 4316.00 | 184 | -0.65 (-0.35%) | 12.72 | 17 | -4 | 52 | |||||||||
| 5 May | 4298.80 | 190.55 | 35.5 (22.90%) | 19.63 | 67 | 8 | 54 | |||||||||
| 4 May | 4202.70 | 155.05 | -42.5 (-21.51%) | 28.54 | 28 | 5 | 45 | |||||||||
| 30 Apr | 4269.60 | 197.55 | -26.6 (-11.87%) | 27.74 | 2 | 0 | 40 | |||||||||
| 29 Apr | 4323.10 | 220 | -53.8 (-19.65%) | 22.08 | 25 | 7 | 42 | |||||||||
| 28 Apr | 4380.60 | 273.8 | 96.85 (54.73%) | 42.91 | 3 | 1 | 36 | |||||||||
| 27 Apr | 4346.00 | 176.95 | -92.7 (-34.38%) | 9.94 | 0 | 0 | 35 | |||||||||
| 24 Apr | 4282.30 | 176.95 | -4.7 (-2.59%) | 9.94 | 35 | 26 | 26 | |||||||||
| 23 Apr | 4531.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4604.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4757.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4715.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4753.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4730.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4628.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4466.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4503.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4572.00 | 181.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4523.00 | 181.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4442.50 | 181.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4307.40 | 181.65 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 4303.90 | 181.65 | 0 (0.00%) | 0.45 | 0 | 0 | 0 | |||||||||
| 1 Apr | 4107.00 | 181.65 | 0 (0.00%) | 1.25 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 4150 expiring on 26MAY2026
Delta for 4150 CE is 0.14
Historical price for 4150 CE is as follows
On 22 May LTM was trading at 4007.80. The strike last trading price was 9.4, which was -24.6 lower than the previous day. The implied volatity was 29.66, the open interest changed by 86 which increased total open position to 525
On 21 May LTM was trading at 4129.70. The strike last trading price was 34.95, which was -14.05 lower than the previous day. The implied volatity was 20.31, the open interest changed by 199 which increased total open position to 453
On 20 May LTM was trading at 4143.00. The strike last trading price was 48.1, which was -54.9 lower than the previous day. The implied volatity was 22.34, the open interest changed by 57 which increased total open position to 253
On 19 May LTM was trading at 4254.80. The strike last trading price was 103.3, which was 63.3 higher than the previous day. The implied volatity was 39.78, the open interest changed by -38 which decreased total open position to 197
On 18 May LTM was trading at 4074.60. The strike last trading price was 41.6, which was 16.6 higher than the previous day. The implied volatity was 26.9, the open interest changed by -44 which decreased total open position to 236
On 15 May LTM was trading at 3968.40. The strike last trading price was 22.55, which was 2.15 higher than the previous day. The implied volatity was 28.73, the open interest changed by 114 which increased total open position to 279
On 14 May LTM was trading at 3920.20. The strike last trading price was 21.8, which was -38.6 lower than the previous day. The implied volatity was 31.77, the open interest changed by -17 which decreased total open position to 166
On 13 May LTM was trading at 4086.40. The strike last trading price was 60.55, which was -23.6 lower than the previous day. The implied volatity was 25.78, the open interest changed by 51 which increased total open position to 183
On 12 May LTM was trading at 4143.80. The strike last trading price was 84.15, which was -123.85 lower than the previous day. The implied volatity was 25.09, the open interest changed by 106 which increased total open position to 132
On 11 May LTM was trading at 4352.20. The strike last trading price was 208, which was -5.75 lower than the previous day. The implied volatity was 23.06, the open interest changed by -5 which decreased total open position to 25
On 8 May LTM was trading at 4349.80. The strike last trading price was 210, which was 58.15 higher than the previous day. The implied volatity was 36.41, the open interest changed by -7 which decreased total open position to 30
On 7 May LTM was trading at 4250.00. The strike last trading price was 151.75, which was -32.25 lower than the previous day. The implied volatity was 22.03, the open interest changed by -14 which decreased total open position to 38
On 6 May LTM was trading at 4316.00. The strike last trading price was 184, which was -0.65 lower than the previous day. The implied volatity was 12.72, the open interest changed by -4 which decreased total open position to 52
On 5 May LTM was trading at 4298.80. The strike last trading price was 190.55, which was 35.5 higher than the previous day. The implied volatity was 19.63, the open interest changed by 8 which increased total open position to 54
On 4 May LTM was trading at 4202.70. The strike last trading price was 155.05, which was -42.5 lower than the previous day. The implied volatity was 28.54, the open interest changed by 5 which increased total open position to 45
On 30 Apr LTM was trading at 4269.60. The strike last trading price was 197.55, which was -26.6 lower than the previous day. The implied volatity was 27.74, the open interest changed by 0 which decreased total open position to 40
On 29 Apr LTM was trading at 4323.10. The strike last trading price was 220, which was -53.8 lower than the previous day. The implied volatity was 22.08, the open interest changed by 7 which increased total open position to 42
On 28 Apr LTM was trading at 4380.60. The strike last trading price was 273.8, which was 96.85 higher than the previous day. The implied volatity was 42.91, the open interest changed by 1 which increased total open position to 36
On 27 Apr LTM was trading at 4346.00. The strike last trading price was 176.95, which was -92.7 lower than the previous day. The implied volatity was 9.94, the open interest changed by 0 which decreased total open position to 35
On 24 Apr LTM was trading at 4282.30. The strike last trading price was 176.95, which was -4.7 lower than the previous day. The implied volatity was 9.94, the open interest changed by 26 which increased total open position to 26
On 23 Apr LTM was trading at 4531.50. 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 22 Apr LTM was trading at 4604.30. 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 21 Apr LTM was trading at 4757.90. 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 20 Apr LTM was trading at 4715.80. 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 17 Apr LTM was trading at 4753.60. 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 16 Apr LTM was trading at 4730.00. 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 15 Apr LTM was trading at 4628.70. 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 13 Apr LTM was trading at 4466.60. 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 10 Apr LTM was trading at 4503.70. 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 9 Apr LTM was trading at 4572.00. The strike last trading price was 181.65, 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 181.65, 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 181.65, 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 181.65, 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 181.65, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LTM was trading at 4107.00. The strike last trading price was 181.65, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0
| LTM 26-May-2026 (3d) 4150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.02
Theta: -11.96
Gamma: 0.00122
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 4007.80 | 207.6 | 103.85 (100.10%) | 68.1 | 359 | -43 | 173 |
| 21 May | 4129.70 | 108.95 | 15.5 (16.59%) | 48.95 | 306 | -21 | 217 |
| 20 May | 4143.00 | 93.5 | 44.9 (92.39%) | 42.66 | 1,344 | -15 | 239 |
| 19 May | 4254.80 | 49.45 | -231.6 (-82.41%) | 39.71 | 791 | 172 | 256 |
| 18 May | 4074.60 | 281.05 | 281.05 (0.00%) | - | 0 | 0 | 84 |
| 15 May | 3968.40 | 281.05 | 0 (0.00%) | 50.79 | 0 | 0 | 84 |
| 14 May | 3920.20 | 281.05 | 120.7 (75.27%) | 50.79 | 32 | -8 | 84 |
| 13 May | 4086.40 | 157.35 | 21.65 (15.95%) | 0 | 184 | 11 | 93 |
| 12 May | 4143.80 | 133.75 | 84.15 (169.66%) | 0 | 462 | 42 | 84 |
| 11 May | 4352.20 | 50 | -5.7 (-10.23%) | 0 | 131 | -10 | 42 |
| 8 May | 4349.80 | 52.2 | -35.95 (-40.78%) | 35.55 | 125 | -11 | 51 |
| 7 May | 4250.00 | 85.95 | 13.45 (18.55%) | 34.89 | 10 | 2 | 63 |
| 6 May | 4316.00 | 72.5 | -13.55 (-15.75%) | 36.42 | 96 | -9 | 61 |
| 5 May | 4298.80 | 84 | -29.6 (-26.06%) | 38.46 | 92 | 34 | 70 |
| 4 May | 4202.70 | 111.6 | 13.95 (14.29%) | 35.37 | 15 | 3 | 36 |
| 30 Apr | 4269.60 | 96.45 | 6.45 (7.17%) | 34.76 | 12 | 0 | 33 |
| 29 Apr | 4323.10 | 89.9 | 6.45 (7.73%) | 36.88 | 37 | 15 | 31 |
| 28 Apr | 4380.60 | 83.45 | -9.8 (-10.51%) | 38.99 | 2 | 0 | 15 |
| 27 Apr | 4346.00 | 89.6 | 17.55 (24.36%) | 37.04 | 19 | 8 | 14 |
| 24 Apr | 4282.30 | 72.05 | 32.15 (80.58%) | - | 0 | 0 | 6 |
| 23 Apr | 4531.50 | 72.05 | 32.15 (80.58%) | 44.55 | 0 | 0 | 6 |
| 22 Apr | 4604.30 | 72.05 | 24.05 (50.10%) | 44.55 | 2 | 0 | 4 |
| 21 Apr | 4757.90 | 48 | -223.95 (-82.35%) | 44.44 | 4 | 2 | 2 |
| 20 Apr | 4715.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4753.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4730.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4628.70 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4466.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4503.70 | 0 | 0 (0.00%) | 6.25 | 0 | 0 | 0 |
| 9 Apr | 4572.00 | 271.95 | 0 (0.00%) | 7.65 | 0 | 0 | 0 |
| 8 Apr | 4523.00 | 271.95 | 0 (0.00%) | 6.99 | 0 | 0 | 0 |
| 7 Apr | 4442.50 | 271.95 | 0 (0.00%) | 5.78 | 0 | 0 | 0 |
| 6 Apr | 4307.40 | 271.95 | 0 (0.00%) | 3.48 | 0 | 0 | 0 |
| 2 Apr | 4303.90 | 271.95 | 0 (0.00%) | 3.43 | 0 | 0 | 0 |
| 1 Apr | 4107.00 | 271.95 | 0 (0.00%) | 0.39 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 4150 expiring on 26MAY2026
Delta for 4150 PE is -0.67
Historical price for 4150 PE is as follows
On 22 May LTM was trading at 4007.80. The strike last trading price was 207.6, which was 103.85 higher than the previous day. The implied volatity was 68.1, the open interest changed by -43 which decreased total open position to 173
On 21 May LTM was trading at 4129.70. The strike last trading price was 108.95, which was 15.5 higher than the previous day. The implied volatity was 48.95, the open interest changed by -21 which decreased total open position to 217
On 20 May LTM was trading at 4143.00. The strike last trading price was 93.5, which was 44.9 higher than the previous day. The implied volatity was 42.66, the open interest changed by -15 which decreased total open position to 239
On 19 May LTM was trading at 4254.80. The strike last trading price was 49.45, which was -231.6 lower than the previous day. The implied volatity was 39.71, the open interest changed by 172 which increased total open position to 256
On 18 May LTM was trading at 4074.60. The strike last trading price was 281.05, which was 281.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 15 May LTM was trading at 3968.40. The strike last trading price was 281.05, which was 0 lower than the previous day. The implied volatity was 50.79, the open interest changed by 0 which decreased total open position to 84
On 14 May LTM was trading at 3920.20. The strike last trading price was 281.05, which was 120.7 higher than the previous day. The implied volatity was 50.79, the open interest changed by -8 which decreased total open position to 84
On 13 May LTM was trading at 4086.40. The strike last trading price was 157.35, which was 21.65 higher than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 93
On 12 May LTM was trading at 4143.80. The strike last trading price was 133.75, which was 84.15 higher than the previous day. The implied volatity was 0, the open interest changed by 42 which increased total open position to 84
On 11 May LTM was trading at 4352.20. The strike last trading price was 50, which was -5.7 lower than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 42
On 8 May LTM was trading at 4349.80. The strike last trading price was 52.2, which was -35.95 lower than the previous day. The implied volatity was 35.55, the open interest changed by -11 which decreased total open position to 51
On 7 May LTM was trading at 4250.00. The strike last trading price was 85.95, which was 13.45 higher than the previous day. The implied volatity was 34.89, the open interest changed by 2 which increased total open position to 63
On 6 May LTM was trading at 4316.00. The strike last trading price was 72.5, which was -13.55 lower than the previous day. The implied volatity was 36.42, the open interest changed by -9 which decreased total open position to 61
On 5 May LTM was trading at 4298.80. The strike last trading price was 84, which was -29.6 lower than the previous day. The implied volatity was 38.46, the open interest changed by 34 which increased total open position to 70
On 4 May LTM was trading at 4202.70. The strike last trading price was 111.6, which was 13.95 higher than the previous day. The implied volatity was 35.37, the open interest changed by 3 which increased total open position to 36
On 30 Apr LTM was trading at 4269.60. The strike last trading price was 96.45, which was 6.45 higher than the previous day. The implied volatity was 34.76, the open interest changed by 0 which decreased total open position to 33
On 29 Apr LTM was trading at 4323.10. The strike last trading price was 89.9, which was 6.45 higher than the previous day. The implied volatity was 36.88, the open interest changed by 15 which increased total open position to 31
On 28 Apr LTM was trading at 4380.60. The strike last trading price was 83.45, which was -9.8 lower than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 15
On 27 Apr LTM was trading at 4346.00. The strike last trading price was 89.6, which was 17.55 higher than the previous day. The implied volatity was 37.04, the open interest changed by 8 which increased total open position to 14
On 24 Apr LTM was trading at 4282.30. The strike last trading price was 72.05, which was 32.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Apr LTM was trading at 4531.50. The strike last trading price was 72.05, which was 32.15 higher than the previous day. The implied volatity was 44.55, the open interest changed by 0 which decreased total open position to 6
On 22 Apr LTM was trading at 4604.30. The strike last trading price was 72.05, which was 24.05 higher than the previous day. The implied volatity was 44.55, the open interest changed by 0 which decreased total open position to 4
On 21 Apr LTM was trading at 4757.90. The strike last trading price was 48, which was -223.95 lower than the previous day. The implied volatity was 44.44, the open interest changed by 2 which increased total open position to 2
On 20 Apr LTM was trading at 4715.80. 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 17 Apr LTM was trading at 4753.60. 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 16 Apr LTM was trading at 4730.00. 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 15 Apr LTM was trading at 4628.70. 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 13 Apr LTM was trading at 4466.60. 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 10 Apr LTM was trading at 4503.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.25, 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 271.95, which was 0 lower than the previous day. The implied volatity was 7.65, 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 271.95, which was 0 lower than the previous day. The implied volatity was 6.99, 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 271.95, which was 0 lower than the previous day. The implied volatity was 5.78, 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 271.95, which was 0 lower than the previous day. The implied volatity was 3.48, 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 271.95, which was 0 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LTM was trading at 4107.00. The strike last trading price was 271.95, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0
