LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 235 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.11
Theta: -0.23
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 14.45 | 0.2 | 34.58 | 53 | -11 | 392 | |||||||||
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| 14 Sept | 234.96 | 5.55 | 0.55 | 23.84 | 1,165 | -20 | 552 | |||||||||
For L&T Finance Limited - strike price 235 expiring on 30SEP2025
Delta for 235 CE is 0.82
Historical price for 235 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 14.45, which was 0.2 higher than the previous day. The implied volatity was 34.58, the open interest changed by -11 which decreased total open position to 392
On 14 Sept LTF was trading at 234.96. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 23.84, the open interest changed by -20 which decreased total open position to 552
| LTF 30SEP2025 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 0.85 | -0.05 | 28.70 | 1,219 | 133 | 711 |
| 14 Sept | 234.96 | 4.4 | -1.05 | 23.87 | 562 | 14 | 352 |
For L&T Finance Limited - strike price 235 expiring on 30SEP2025
Delta for 235 PE is -0.13
Historical price for 235 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 28.70, the open interest changed by 133 which increased total open position to 711
On 14 Sept LTF was trading at 234.96. The strike last trading price was 4.4, which was -1.05 lower than the previous day. The implied volatity was 23.87, the open interest changed by 14 which increased total open position to 352
