LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.04
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 33.25 | -0.95 | 47.32 | 4 | -3 | 84 | |||||||||
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| 14 Sept | 234.96 | 21.35 | 1.35 | 26.19 | 14 | -5 | 111 | |||||||||
| 17 Aug | 202.08 | 3.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.96
Historical price for 215 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 33.25, which was -0.95 lower than the previous day. The implied volatity was 47.32, the open interest changed by -3 which decreased total open position to 84
On 14 Sept LTF was trading at 234.96. The strike last trading price was 21.35, which was 1.35 higher than the previous day. The implied volatity was 26.19, the open interest changed by -5 which decreased total open position to 111
On 17 Aug LTF was trading at 202.08. The strike last trading price was 3.6, 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
| LTF 30SEP2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.2 | 0 | 43.66 | 48 | -21 | 326 |
| 14 Sept | 234.96 | 0.55 | -0.15 | 30.18 | 127 | -26 | 484 |
| 17 Aug | 202.08 | 14.25 | -2.4 | 27.67 | 2 | 2 | 7 |
For L&T Finance Limited - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.03
Historical price for 215 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 43.66, the open interest changed by -21 which decreased total open position to 326
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 30.18, the open interest changed by -26 which decreased total open position to 484
On 17 Aug LTF was trading at 202.08. The strike last trading price was 14.25, which was -2.4 lower than the previous day. The implied volatity was 27.67, the open interest changed by 2 which increased total open position to 7
