LTM
Ltimindtree Limited
Historical option data for LTM
13 Mar 2026 04:14 PM IST
| LTM 30-MAR-2026 4400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 3.07
Theta: -3.21
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 13 Mar | 4206.50 | 49.5 | -31.9 | 32.02 | 600 | -21 | 581 | |||||||||
| 12 Mar | 4323.60 | 80.65 | 4.9 | 28.2 | 1,622 | -121 | 610 | |||||||||
| 11 Mar | 4262.70 | 78.05 | -30.65 | 31.2 | 2,070 | 198 | 732 | |||||||||
| 10 Mar | 4323.10 | 111.9 | -10.25 | 31.38 | 973 | -12 | 537 | |||||||||
| 9 Mar | 4317.20 | 118.9 | 7.7 | 36.86 | 2,221 | 136 | 557 | |||||||||
| 6 Mar | 4292.00 | 115 | -4 | 33.55 | 579 | 73 | 421 | |||||||||
| 5 Mar | 4306.40 | 109.95 | -45.05 | 30.53 | 905 | 67 | 348 | |||||||||
| 4 Mar | 4349.30 | 156.95 | -32.45 | 36.85 | 955 | 129 | 277 | |||||||||
| 2 Mar | 4404.40 | 191.15 | -22.05 | 34.59 | 258 | 116 | 147 | |||||||||
| 27 Feb | 4462.00 | 208 | -46.05 | 31.25 | 18 | 1 | 30 | |||||||||
For Ltimindtree Limited - strike price 4400 expiring on 30MAR2026
Delta for 4400 CE is 0.28
Historical price for 4400 CE is as follows
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 49.5, which was -31.9 lower than the previous day. The implied volatity was 32.02, the open interest changed by -21 which decreased total open position to 581
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 80.65, which was 4.9 higher than the previous day. The implied volatity was 28.2, the open interest changed by -121 which decreased total open position to 610
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 78.05, which was -30.65 lower than the previous day. The implied volatity was 31.2, the open interest changed by 198 which increased total open position to 732
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 111.9, which was -10.25 lower than the previous day. The implied volatity was 31.38, the open interest changed by -12 which decreased total open position to 537
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 118.9, which was 7.7 higher than the previous day. The implied volatity was 36.86, the open interest changed by 136 which increased total open position to 557
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 115, which was -4 lower than the previous day. The implied volatity was 33.55, the open interest changed by 73 which increased total open position to 421
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 109.95, which was -45.05 lower than the previous day. The implied volatity was 30.53, the open interest changed by 67 which increased total open position to 348
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 156.95, which was -32.45 lower than the previous day. The implied volatity was 36.85, the open interest changed by 129 which increased total open position to 277
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 191.15, which was -22.05 lower than the previous day. The implied volatity was 34.59, the open interest changed by 116 which increased total open position to 147
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 208, which was -46.05 lower than the previous day. The implied volatity was 31.25, the open interest changed by 1 which increased total open position to 30
| LTM 30MAR2026 4400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 3.26
Theta: -2.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 4206.50 | 251 | 58.45 | 38.93 | 186 | -11 | 398 |
| 12 Mar | 4323.60 | 196.8 | -35.6 | 42.67 | 77 | 11 | 407 |
| 11 Mar | 4262.70 | 231.05 | 54.3 | 44.38 | 98 | -4 | 397 |
| 10 Mar | 4323.10 | 170 | -19.65 | 37.58 | 142 | 9 | 401 |
| 9 Mar | 4317.20 | 196.2 | -15.45 | 39.85 | 572 | 53 | 391 |
| 6 Mar | 4292.00 | 210.95 | 12.35 | 38.78 | 88 | -2 | 338 |
| 5 Mar | 4306.40 | 198.65 | 0.75 | 36.74 | 249 | -19 | 340 |
| 4 Mar | 4349.30 | 200.7 | 30.5 | 40.16 | 559 | 136 | 359 |
| 2 Mar | 4404.40 | 167.8 | 21.8 | 39.09 | 584 | -54 | 183 |
| 27 Feb | 4462.00 | 144.15 | 14.75 | 36.11 | 349 | 8 | 235 |
For Ltimindtree Limited - strike price 4400 expiring on 30MAR2026
Delta for 4400 PE is -0.68
Historical price for 4400 PE is as follows
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 251, which was 58.45 higher than the previous day. The implied volatity was 38.93, the open interest changed by -11 which decreased total open position to 398
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 196.8, which was -35.6 lower than the previous day. The implied volatity was 42.67, the open interest changed by 11 which increased total open position to 407
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 231.05, which was 54.3 higher than the previous day. The implied volatity was 44.38, the open interest changed by -4 which decreased total open position to 397
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 170, which was -19.65 lower than the previous day. The implied volatity was 37.58, the open interest changed by 9 which increased total open position to 401
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 196.2, which was -15.45 lower than the previous day. The implied volatity was 39.85, the open interest changed by 53 which increased total open position to 391
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 210.95, which was 12.35 higher than the previous day. The implied volatity was 38.78, the open interest changed by -2 which decreased total open position to 338
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 198.65, which was 0.75 higher than the previous day. The implied volatity was 36.74, the open interest changed by -19 which decreased total open position to 340
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 200.7, which was 30.5 higher than the previous day. The implied volatity was 40.16, the open interest changed by 136 which increased total open position to 359
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 167.8, which was 21.8 higher than the previous day. The implied volatity was 39.09, the open interest changed by -54 which decreased total open position to 183
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 144.15, which was 14.75 higher than the previous day. The implied volatity was 36.11, the open interest changed by 8 which increased total open position to 235
