LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 237.5 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.10
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 11.35 | -1 | 24.63 | 18 | -3 | 69 | |||||||||
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| 14 Sept | 234.96 | 4.25 | 0.4 | 23.41 | 456 | 23 | 342 | |||||||||
For L&T Finance Limited - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 CE is 0.85
Historical price for 237.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 11.35, which was -1 lower than the previous day. The implied volatity was 24.63, the open interest changed by -3 which decreased total open position to 69
On 14 Sept LTF was trading at 234.96. The strike last trading price was 4.25, which was 0.4 higher than the previous day. The implied volatity was 23.41, the open interest changed by 23 which increased total open position to 342
| LTF 30SEP2025 237.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.11
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 1.2 | 0 | 28.05 | 177 | 47 | 196 |
| 14 Sept | 234.96 | 5.7 | -1.05 | 23.98 | 100 | 6 | 281 |
For L&T Finance Limited - strike price 237.5 expiring on 30SEP2025
Delta for 237.5 PE is -0.18
Historical price for 237.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by 47 which increased total open position to 196
On 14 Sept LTF was trading at 234.96. The strike last trading price was 5.7, which was -1.05 lower than the previous day. The implied volatity was 23.98, the open interest changed by 6 which increased total open position to 281
