LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 230 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 246.70 | 17.9 | -1.1 | - | 52 | -16 | 397 | |||||||||
| 14 Sept | 234.96 | 8.7 | 0.85 | 24.60 | 402 | -74 | 567 | |||||||||
| 17 Aug | 202.08 | 1 | -0.1 | 25.89 | 7 | 1 | 28 | |||||||||
For L&T Finance Limited - strike price 230 expiring on 30SEP2025
Delta for 230 CE is -
Historical price for 230 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 17.9, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 397
On 14 Sept LTF was trading at 234.96. The strike last trading price was 8.7, which was 0.85 higher than the previous day. The implied volatity was 24.60, the open interest changed by -74 which decreased total open position to 567
On 17 Aug LTF was trading at 202.08. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 25.89, the open interest changed by 1 which increased total open position to 28
| LTF 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.06
Theta: -0.09
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.5 | -0.05 | 31.53 | 180 | 0 | 561 |
| 14 Sept | 234.96 | 2.6 | -0.7 | 24.77 | 502 | 51 | 572 |
| 17 Aug | 202.08 | 29.75 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.08
Historical price for 230 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 561
On 14 Sept LTF was trading at 234.96. The strike last trading price was 2.6, which was -0.7 lower than the previous day. The implied volatity was 24.77, the open interest changed by 51 which increased total open position to 572
On 17 Aug LTF was trading at 202.08. The strike last trading price was 29.75, 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
