LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 232.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.94
Vega: 0.05
Theta: -0.12
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 15.8 | -0.35 | 24.81 | 13 | -3 | 82 | |||||||||
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| 14 Sept | 234.96 | 7.05 | 0.7 | 24.30 | 137 | -3 | 115 | |||||||||
For L&T Finance Limited - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 CE is 0.94
Historical price for 232.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 15.8, which was -0.35 lower than the previous day. The implied volatity was 24.81, the open interest changed by -3 which decreased total open position to 82
On 14 Sept LTF was trading at 234.96. The strike last trading price was 7.05, which was 0.7 higher than the previous day. The implied volatity was 24.30, the open interest changed by -3 which decreased total open position to 115
| LTF 30SEP2025 232.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.08
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.7 | 0 | 30.77 | 20 | 1 | 134 |
| 14 Sept | 234.96 | 3.45 | -0.8 | 24.52 | 321 | 21 | 138 |
For L&T Finance Limited - strike price 232.5 expiring on 30SEP2025
Delta for 232.5 PE is -0.11
Historical price for 232.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 30.77, the open interest changed by 1 which increased total open position to 134
On 14 Sept LTF was trading at 234.96. The strike last trading price was 3.45, which was -0.8 lower than the previous day. The implied volatity was 24.52, the open interest changed by 21 which increased total open position to 138
