LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 227.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.10
Theta: -0.26
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 22 | 0.5 | 47.86 | 21 | -13 | 120 | |||||||||
| 14 Sept | 234.96 | 10.4 | 0.7 | 24.18 | 21 | 1 | 134 | |||||||||
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| 17 Aug | 202.08 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 CE is 0.86
Historical price for 227.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 22, which was 0.5 higher than the previous day. The implied volatity was 47.86, the open interest changed by -13 which decreased total open position to 120
On 14 Sept LTF was trading at 234.96. The strike last trading price was 10.4, which was 0.7 higher than the previous day. The implied volatity was 24.18, the open interest changed by 1 which increased total open position to 134
On 17 Aug LTF was trading at 202.08. The strike last trading price was 0, 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 227.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.45 | 0.05 | 34.13 | 55 | -24 | 120 |
| 14 Sept | 234.96 | 2.05 | -0.5 | 25.83 | 71 | 4 | 145 |
| 17 Aug | 202.08 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 227.5 expiring on 30SEP2025
Delta for 227.5 PE is -0.07
Historical price for 227.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 34.13, the open interest changed by -24 which decreased total open position to 120
On 14 Sept LTF was trading at 234.96. The strike last trading price was 2.05, which was -0.5 lower than the previous day. The implied volatity was 25.83, the open interest changed by 4 which increased total open position to 145
On 17 Aug LTF was trading at 202.08. The strike last trading price was 0, 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
