LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 35.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 234.96 | 21.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 17 Aug | 202.08 | 6.75 | 0.45 | 23.78 | 2 | 2 | 2 | |||||||||
For L&T Finance Limited - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.00
Historical price for 205 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LTF was trading at 234.96. The strike last trading price was 21.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LTF was trading at 202.08. The strike last trading price was 6.75, which was 0.45 higher than the previous day. The implied volatity was 23.78, the open interest changed by 2 which increased total open position to 2
| LTF 30SEP2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.1 | -0.05 | 50.28 | 4 | -3 | 137 |
| 14 Sept | 234.96 | 0.25 | -0.05 | 35.35 | 97 | -41 | 179 |
| 17 Aug | 202.08 | 8.75 | -0.05 | 29.77 | 2 | 2 | 2 |
For L&T Finance Limited - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.01
Historical price for 205 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 50.28, the open interest changed by -3 which decreased total open position to 137
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 35.35, the open interest changed by -41 which decreased total open position to 179
On 17 Aug LTF was trading at 202.08. The strike last trading price was 8.75, which was -0.05 lower than the previous day. The implied volatity was 29.77, the open interest changed by 2 which increased total open position to 2
