LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 225 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0.01
Theta: -0.07
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 23 | 0 | 24.10 | 19 | -4 | 138 | |||||||||
| 14 Sept | 234.96 | 12.5 | 0.9 | 25.34 | 60 | -13 | 204 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 202.08 | 1.4 | -0.1 | 24.83 | 4 | 4 | 11 | |||||||||
For L&T Finance Limited - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.99
Historical price for 225 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 24.10, the open interest changed by -4 which decreased total open position to 138
On 14 Sept LTF was trading at 234.96. The strike last trading price was 12.5, which was 0.9 higher than the previous day. The implied volatity was 25.34, the open interest changed by -13 which decreased total open position to 204
On 17 Aug LTF was trading at 202.08. The strike last trading price was 1.4, which was -0.1 lower than the previous day. The implied volatity was 24.83, the open interest changed by 4 which increased total open position to 11
| LTF 30SEP2025 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.04
Theta: -0.06
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.3 | -0.1 | 34.34 | 114 | -19 | 312 |
| 14 Sept | 234.96 | 1.5 | -0.45 | 26.10 | 250 | 20 | 404 |
| 17 Aug | 202.08 | 26.35 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.05
Historical price for 225 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 34.34, the open interest changed by -19 which decreased total open position to 312
On 14 Sept LTF was trading at 234.96. The strike last trading price was 1.5, which was -0.45 lower than the previous day. The implied volatity was 26.10, the open interest changed by 20 which increased total open position to 404
On 17 Aug LTF was trading at 202.08. The strike last trading price was 26.35, 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
