LTM
Ltimindtree Limited
Historical option data for LTM
18 Mar 2026 04:14 PM IST
| LTM 30-MAR-2026 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.64
Theta: -3.47
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 4298.80 | 38.25 | 13.95 | 28.7 | 694 | -2 | 178 | |||||||||
| 17 Mar | 4189.20 | 24.9 | -3.6 | 31.24 | 167 | 38 | 183 | |||||||||
| 16 Mar | 4207.10 | 27.4 | -8.6 | 32.36 | 110 | 8 | 142 | |||||||||
| 13 Mar | 4206.50 | 38 | -25.35 | 32.09 | 109 | -3 | 135 | |||||||||
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| 12 Mar | 4323.60 | 63.7 | 3.9 | 28.53 | 161 | 40 | 139 | |||||||||
| 11 Mar | 4262.70 | 60.1 | -30.55 | 30.71 | 127 | 1 | 98 | |||||||||
| 10 Mar | 4323.10 | 90.75 | -11.25 | 31.24 | 27 | 4 | 98 | |||||||||
| 9 Mar | 4317.20 | 97.95 | 3.5 | 36.37 | 253 | 1 | 94 | |||||||||
| 6 Mar | 4292.00 | 96.3 | -5.7 | 33.6 | 227 | -48 | 89 | |||||||||
| 5 Mar | 4306.40 | 99 | -34.5 | 32.44 | 75 | 6 | 136 | |||||||||
| 4 Mar | 4349.30 | 133 | -31.85 | 36.3 | 198 | 45 | 127 | |||||||||
| 2 Mar | 4404.40 | 167.9 | -9.95 | 34.91 | 91 | 70 | 80 | |||||||||
| 27 Feb | 4462.00 | 177.85 | -471.05 | 29.03 | 8 | 0 | 2 | |||||||||
For Ltimindtree Limited - strike price 4450 expiring on 30MAR2026
Delta for 4450 CE is 0.28
Historical price for 4450 CE is as follows
On 18 Mar LTM was trading at 4298.80. The strike last trading price was 38.25, which was 13.95 higher than the previous day. The implied volatity was 28.7, the open interest changed by -2 which decreased total open position to 178
On 17 Mar LTM was trading at 4189.20. The strike last trading price was 24.9, which was -3.6 lower than the previous day. The implied volatity was 31.24, the open interest changed by 38 which increased total open position to 183
On 16 Mar LTM was trading at 4207.10. The strike last trading price was 27.4, which was -8.6 lower than the previous day. The implied volatity was 32.36, the open interest changed by 8 which increased total open position to 142
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 38, which was -25.35 lower than the previous day. The implied volatity was 32.09, the open interest changed by -3 which decreased total open position to 135
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 63.7, which was 3.9 higher than the previous day. The implied volatity was 28.53, the open interest changed by 40 which increased total open position to 139
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 60.1, which was -30.55 lower than the previous day. The implied volatity was 30.71, the open interest changed by 1 which increased total open position to 98
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 90.75, which was -11.25 lower than the previous day. The implied volatity was 31.24, the open interest changed by 4 which increased total open position to 98
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 97.95, which was 3.5 higher than the previous day. The implied volatity was 36.37, the open interest changed by 1 which increased total open position to 94
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 96.3, which was -5.7 lower than the previous day. The implied volatity was 33.6, the open interest changed by -48 which decreased total open position to 89
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 99, which was -34.5 lower than the previous day. The implied volatity was 32.44, the open interest changed by 6 which increased total open position to 136
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 133, which was -31.85 lower than the previous day. The implied volatity was 36.3, the open interest changed by 45 which increased total open position to 127
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 167.9, which was -9.95 lower than the previous day. The implied volatity was 34.91, the open interest changed by 70 which increased total open position to 80
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 177.85, which was -471.05 lower than the previous day. The implied volatity was 29.03, the open interest changed by 0 which decreased total open position to 2
| LTM 30MAR2026 4450 PE | |||||||
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Delta: -0.69
Vega: 2.75
Theta: -2.99
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 4298.80 | 190.4 | -117.3 | 33.63 | 35 | -7 | 127 |
| 17 Mar | 4189.20 | 307.7 | 3.6 | - | 30 | 0 | 134 |
| 16 Mar | 4207.10 | 307.7 | 3.6 | 45.96 | 30 | -19 | 135 |
| 13 Mar | 4206.50 | 307.3 | 83.05 | 45.36 | 21 | -14 | 155 |
| 12 Mar | 4323.60 | 225.95 | -40.7 | 42.47 | 39 | -18 | 170 |
| 11 Mar | 4262.70 | 267.15 | 48.4 | 45.61 | 22 | -7 | 188 |
| 10 Mar | 4323.10 | 227.85 | -20.25 | - | 0 | 0 | 195 |
| 9 Mar | 4317.20 | 227.85 | -20.25 | 40.34 | 204 | 87 | 196 |
| 6 Mar | 4292.00 | 248.1 | 16.8 | 40.4 | 11 | -3 | 110 |
| 5 Mar | 4306.40 | 232.65 | 4.95 | 37.7 | 14 | 2 | 118 |
| 4 Mar | 4349.30 | 229.25 | 34.55 | 40.25 | 68 | 32 | 116 |
| 2 Mar | 4404.40 | 193.95 | 20.8 | 39.32 | 89 | 20 | 84 |
| 27 Feb | 4462.00 | 174.5 | 24.75 | 37.52 | 45 | -4 | 64 |
For Ltimindtree Limited - strike price 4450 expiring on 30MAR2026
Delta for 4450 PE is -0.69
Historical price for 4450 PE is as follows
On 18 Mar LTM was trading at 4298.80. The strike last trading price was 190.4, which was -117.3 lower than the previous day. The implied volatity was 33.63, the open interest changed by -7 which decreased total open position to 127
On 17 Mar LTM was trading at 4189.20. The strike last trading price was 307.7, which was 3.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 134
On 16 Mar LTM was trading at 4207.10. The strike last trading price was 307.7, which was 3.6 higher than the previous day. The implied volatity was 45.96, the open interest changed by -19 which decreased total open position to 135
On 13 Mar LTM was trading at 4206.50. The strike last trading price was 307.3, which was 83.05 higher than the previous day. The implied volatity was 45.36, the open interest changed by -14 which decreased total open position to 155
On 12 Mar LTM was trading at 4323.60. The strike last trading price was 225.95, which was -40.7 lower than the previous day. The implied volatity was 42.47, the open interest changed by -18 which decreased total open position to 170
On 11 Mar LTM was trading at 4262.70. The strike last trading price was 267.15, which was 48.4 higher than the previous day. The implied volatity was 45.61, the open interest changed by -7 which decreased total open position to 188
On 10 Mar LTM was trading at 4323.10. The strike last trading price was 227.85, which was -20.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 195
On 9 Mar LTM was trading at 4317.20. The strike last trading price was 227.85, which was -20.25 lower than the previous day. The implied volatity was 40.34, the open interest changed by 87 which increased total open position to 196
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 248.1, which was 16.8 higher than the previous day. The implied volatity was 40.4, the open interest changed by -3 which decreased total open position to 110
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 232.65, which was 4.95 higher than the previous day. The implied volatity was 37.7, the open interest changed by 2 which increased total open position to 118
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 229.25, which was 34.55 higher than the previous day. The implied volatity was 40.25, the open interest changed by 32 which increased total open position to 116
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 193.95, which was 20.8 higher than the previous day. The implied volatity was 39.32, the open interest changed by 20 which increased total open position to 84
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 174.5, which was 24.75 higher than the previous day. The implied volatity was 37.52, the open interest changed by -4 which decreased total open position to 64
