LTM
Ltimindtree Limited
Historical option data for LTM
20 Mar 2026 04:14 PM IST
| LTM 30-MAR-2026 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.9
Vega: 1.3
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 4298.80 | 33.8 | -22.7 | 3.45 | 7,600 | 186 | 805 | |||||||||
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| 19 Mar | 4198.50 | 59.4 | -34.85 | 32.93 | 1,545 | 165 | 628 | |||||||||
| 18 Mar | 4298.80 | 92.65 | 32.25 | 28.26 | 10,293 | -23 | 472 | |||||||||
| 17 Mar | 4189.20 | 62.35 | -2.1 | 30.8 | 1,119 | -11 | 494 | |||||||||
| 16 Mar | 4207.10 | 60.95 | -15.3 | 30.83 | 520 | 20 | 504 | |||||||||
| 13 Mar | 4206.50 | 76.65 | -50.35 | 30.73 | 803 | 31 | 484 | |||||||||
| 12 Mar | 4323.60 | 122.75 | 6.6 | 26.94 | 1,230 | -102 | 451 | |||||||||
| 11 Mar | 4262.70 | 119.7 | -37.9 | 31.23 | 603 | 35 | 555 | |||||||||
| 10 Mar | 4323.10 | 163 | -9 | 31.56 | 716 | -24 | 509 | |||||||||
| 9 Mar | 4317.20 | 167.35 | 12.7 | 37.59 | 1,750 | 206 | 531 | |||||||||
| 6 Mar | 4292.00 | 159.6 | -6.7 | 33.35 | 804 | -18 | 321 | |||||||||
| 5 Mar | 4306.40 | 159 | -48.65 | 31.04 | 858 | 321 | 338 | |||||||||
| 4 Mar | 4349.30 | 207.65 | -12.35 | 37.08 | 12 | 0 | 18 | |||||||||
| 2 Mar | 4404.40 | 220 | -511.2 | 28.35 | 15 | 12 | 16 | |||||||||
| 27 Feb | 4462.00 | 731.2 | -1109 | - | 0 | 0 | 4 | |||||||||
For Ltimindtree Limited - strike price 4300 expiring on 30MAR2026
Delta for 4300 CE is 0.9
Historical price for 4300 CE is as follows
On 20 Mar LTM was trading at 4298.80. The strike last trading price was 33.8, which was -22.7 lower than the previous day. The implied volatity was 3.45, the open interest changed by 186 which increased total open position to 805
On 19 Mar LTM was trading at 4198.50. The strike last trading price was 59.4, which was -34.85 lower than the previous day. The implied volatity was 32.93, the open interest changed by 165 which increased total open position to 628
On 18 Mar LTM was trading at 4298.80. The strike last trading price was 92.65, which was 32.25 higher than the previous day. The implied volatity was 28.26, the open interest changed by -23 which decreased total open position to 472
On 17 Mar LTM was trading at 4189.20. The strike last trading price was 62.35, which was -2.1 lower than the previous day. The implied volatity was 30.8, the open interest changed by -11 which decreased total open position to 494
On 16 Mar LTM was trading at 4207.10. The strike last trading price was 60.95, which was -15.3 lower than the previous day. The implied volatity was 30.83, the open interest changed by 20 which increased total open position to 504
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 76.65, which was -50.35 lower than the previous day. The implied volatity was 30.73, the open interest changed by 31 which increased total open position to 484
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 122.75, which was 6.6 higher than the previous day. The implied volatity was 26.94, the open interest changed by -102 which decreased total open position to 451
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 119.7, which was -37.9 lower than the previous day. The implied volatity was 31.23, the open interest changed by 35 which increased total open position to 555
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 163, which was -9 lower than the previous day. The implied volatity was 31.56, the open interest changed by -24 which decreased total open position to 509
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 167.35, which was 12.7 higher than the previous day. The implied volatity was 37.59, the open interest changed by 206 which increased total open position to 531
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 159.6, which was -6.7 lower than the previous day. The implied volatity was 33.35, the open interest changed by -18 which decreased total open position to 321
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 159, which was -48.65 lower than the previous day. The implied volatity was 31.04, the open interest changed by 321 which increased total open position to 338
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 207.65, which was -12.35 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 18
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 220, which was -511.2 lower than the previous day. The implied volatity was 28.35, the open interest changed by 12 which increased total open position to 16
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 731.2, which was -1109 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
| LTM 30MAR2026 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 2.83
Theta: -12.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 4298.80 | 232.9 | 71.85 | 92.94 | 286 | -66 | 369 |
| 19 Mar | 4198.50 | 156.5 | 54.35 | 36.55 | 516 | -89 | 438 |
| 18 Mar | 4298.80 | 108.45 | -54.75 | 36.49 | 1,679 | 10 | 536 |
| 17 Mar | 4189.20 | 163.8 | -25.2 | 36.82 | 131 | 16 | 526 |
| 16 Mar | 4207.10 | 196.95 | 6.75 | 43.41 | 205 | -39 | 517 |
| 13 Mar | 4206.50 | 182.45 | 45.8 | 38.03 | 393 | -57 | 557 |
| 12 Mar | 4323.60 | 146.35 | -26.4 | 43.28 | 535 | 153 | 615 |
| 11 Mar | 4262.70 | 169.55 | 34.1 | 43.11 | 465 | -3 | 463 |
| 10 Mar | 4323.10 | 122 | -19.4 | 38.02 | 299 | 75 | 466 |
| 9 Mar | 4317.20 | 147.35 | -14.35 | 38.97 | 697 | 18 | 391 |
| 6 Mar | 4292.00 | 153.8 | 10 | 38.01 | 377 | 20 | 375 |
| 5 Mar | 4306.40 | 150 | 0.7 | 37.63 | 936 | 197 | 357 |
| 4 Mar | 4349.30 | 147.9 | 17.7 | 39.53 | 410 | -113 | 160 |
| 2 Mar | 4404.40 | 127.8 | 15.95 | 39.93 | 660 | 64 | 274 |
| 27 Feb | 4462.00 | 110.2 | 12.45 | 37.39 | 275 | -35 | 209 |
For Ltimindtree Limited - strike price 4300 expiring on 30MAR2026
Delta for 4300 PE is -0.43
Historical price for 4300 PE is as follows
On 20 Mar LTM was trading at 4298.80. The strike last trading price was 232.9, which was 71.85 higher than the previous day. The implied volatity was 92.94, the open interest changed by -66 which decreased total open position to 369
On 19 Mar LTM was trading at 4198.50. The strike last trading price was 156.5, which was 54.35 higher than the previous day. The implied volatity was 36.55, the open interest changed by -89 which decreased total open position to 438
On 18 Mar LTM was trading at 4298.80. The strike last trading price was 108.45, which was -54.75 lower than the previous day. The implied volatity was 36.49, the open interest changed by 10 which increased total open position to 536
On 17 Mar LTM was trading at 4189.20. The strike last trading price was 163.8, which was -25.2 lower than the previous day. The implied volatity was 36.82, the open interest changed by 16 which increased total open position to 526
On 16 Mar LTM was trading at 4207.10. The strike last trading price was 196.95, which was 6.75 higher than the previous day. The implied volatity was 43.41, the open interest changed by -39 which decreased total open position to 517
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 182.45, which was 45.8 higher than the previous day. The implied volatity was 38.03, the open interest changed by -57 which decreased total open position to 557
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 146.35, which was -26.4 lower than the previous day. The implied volatity was 43.28, the open interest changed by 153 which increased total open position to 615
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 169.55, which was 34.1 higher than the previous day. The implied volatity was 43.11, the open interest changed by -3 which decreased total open position to 463
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 122, which was -19.4 lower than the previous day. The implied volatity was 38.02, the open interest changed by 75 which increased total open position to 466
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 147.35, which was -14.35 lower than the previous day. The implied volatity was 38.97, the open interest changed by 18 which increased total open position to 391
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 153.8, which was 10 higher than the previous day. The implied volatity was 38.01, the open interest changed by 20 which increased total open position to 375
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 150, which was 0.7 higher than the previous day. The implied volatity was 37.63, the open interest changed by 197 which increased total open position to 357
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 147.9, which was 17.7 higher than the previous day. The implied volatity was 39.53, the open interest changed by -113 which decreased total open position to 160
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 127.8, which was 15.95 higher than the previous day. The implied volatity was 39.93, the open interest changed by 64 which increased total open position to 274
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 110.2, which was 12.45 higher than the previous day. The implied volatity was 37.39, the open interest changed by -35 which decreased total open position to 209
