LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 222.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 24.3 | 2.75 | - | 1 | 0 | 126 | |||||||||
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| 14 Sept | 234.96 | 14.7 | 1.1 | 26.62 | 9 | -3 | 144 | |||||||||
| 17 Aug | 202.08 | 6.5 | 0 | 6.70 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 222.5 expiring on 30SEP2025
Delta for 222.5 CE is -
Historical price for 222.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 24.3, which was 2.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 14 Sept LTF was trading at 234.96. The strike last trading price was 14.7, which was 1.1 higher than the previous day. The implied volatity was 26.62, the open interest changed by -3 which decreased total open position to 144
On 17 Aug LTF was trading at 202.08. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0
| LTF 30SEP2025 222.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | -0.05 | 37.50 | 11 | -2 | 70 |
| 14 Sept | 234.96 | 1.15 | -0.4 | 26.98 | 41 | -4 | 95 |
| 17 Aug | 202.08 | 24.15 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 222.5 expiring on 30SEP2025
Delta for 222.5 PE is -0.04
Historical price for 222.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 37.50, the open interest changed by -2 which decreased total open position to 70
On 14 Sept LTF was trading at 234.96. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 26.98, the open interest changed by -4 which decreased total open position to 95
On 17 Aug LTF was trading at 202.08. The strike last trading price was 24.15, 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
