LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.95
Vega: 0.04
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 28.3 | -0.6 | 41.85 | 12 | -4 | 595 | |||||||||
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| 14 Sept | 234.96 | 16.85 | 1.2 | 26.77 | 93 | -36 | 848 | |||||||||
| 17 Aug | 202.08 | 2.1 | -0.2 | 24.30 | 7 | 5 | 23 | |||||||||
For L&T Finance Limited - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.95
Historical price for 220 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 28.3, which was -0.6 lower than the previous day. The implied volatity was 41.85, the open interest changed by -4 which decreased total open position to 595
On 14 Sept LTF was trading at 234.96. The strike last trading price was 16.85, which was 1.2 higher than the previous day. The implied volatity was 26.77, the open interest changed by -36 which decreased total open position to 848
On 17 Aug LTF was trading at 202.08. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 24.30, the open interest changed by 5 which increased total open position to 23
| LTF 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.04
Theta: -0.07
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.3 | 0 | 40.64 | 64 | -31 | 885 |
| 14 Sept | 234.96 | 0.9 | -0.35 | 28.06 | 240 | 3 | 881 |
| 17 Aug | 202.08 | 23.15 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.04
Historical price for 220 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.64, the open interest changed by -31 which decreased total open position to 885
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 28.06, the open interest changed by 3 which increased total open position to 881
On 17 Aug LTF was trading at 202.08. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
