LTM
Ltimindtree Limited
Historical option data for LTM
06 Mar 2026 04:14 PM IST
| LTM 30-MAR-2026 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.25
Vega: 3.52
Theta: -2.76
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Mar | 4292.00 | 54 | -1.3 | 33.76 | 587 | -8 | 585 | |||||||||
| 5 Mar | 4306.40 | 55.3 | -25.65 | 32.58 | 700 | 76 | 593 | |||||||||
|
|
||||||||||||||||
| 4 Mar | 4349.30 | 81 | -20.1 | 36.1 | 454 | -9 | 518 | |||||||||
| 2 Mar | 4404.40 | 103.35 | -16.65 | 34.12 | 800 | 92 | 535 | |||||||||
| 27 Feb | 4462.00 | 117 | -31.05 | 31.75 | 997 | 54 | 442 | |||||||||
For Ltimindtree Limited - strike price 4600 expiring on 30MAR2026
Delta for 4600 CE is 0.25
Historical price for 4600 CE is as follows
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 54, which was -1.3 lower than the previous day. The implied volatity was 33.76, the open interest changed by -8 which decreased total open position to 585
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 55.3, which was -25.65 lower than the previous day. The implied volatity was 32.58, the open interest changed by 76 which increased total open position to 593
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 81, which was -20.1 lower than the previous day. The implied volatity was 36.1, the open interest changed by -9 which decreased total open position to 518
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 103.35, which was -16.65 lower than the previous day. The implied volatity was 34.12, the open interest changed by 92 which increased total open position to 535
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 117, which was -31.05 lower than the previous day. The implied volatity was 31.75, the open interest changed by 54 which increased total open position to 442
| LTM 30MAR2026 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 3.16
Theta: -0.83
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Mar | 4292.00 | 306.95 | -14.9 | 28.12 | 3 | 0 | 249 |
| 5 Mar | 4306.40 | 341.9 | 17.55 | 39.66 | 13 | -2 | 249 |
| 4 Mar | 4349.30 | 325.95 | 14.95 | 40.39 | 28 | -8 | 250 |
| 2 Mar | 4404.40 | 311 | 57.9 | 45.61 | 53 | -10 | 262 |
| 27 Feb | 4462.00 | 257.9 | 34.4 | 37.82 | 551 | 41 | 272 |
For Ltimindtree Limited - strike price 4600 expiring on 30MAR2026
Delta for 4600 PE is -0.79
Historical price for 4600 PE is as follows
On 6 Mar LTM was trading at 4292.00. The strike last trading price was 306.95, which was -14.9 lower than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 249
On 5 Mar LTM was trading at 4306.40. The strike last trading price was 341.9, which was 17.55 higher than the previous day. The implied volatity was 39.66, the open interest changed by -2 which decreased total open position to 249
On 4 Mar LTM was trading at 4349.30. The strike last trading price was 325.95, which was 14.95 higher than the previous day. The implied volatity was 40.39, the open interest changed by -8 which decreased total open position to 250
On 2 Mar LTM was trading at 4404.40. The strike last trading price was 311, which was 57.9 higher than the previous day. The implied volatity was 45.61, the open interest changed by -10 which decreased total open position to 262
On 27 Feb LTM was trading at 4462.00. The strike last trading price was 257.9, which was 34.4 higher than the previous day. The implied volatity was 37.82, the open interest changed by 41 which increased total open position to 272
