LTF
L&T Finance Limited
Historical option data for LTF
28 Sep 2025 10:08 PM IST
| LTF 28OCT2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.28
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 236.29 | 6.7 | -4.3 | 27.69 | 530 | 171 | 293 | |||||||||
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| 21 Sept | 246.70 | 13.7 | -0.3 | 24.73 | 15 | -1 | 67 | |||||||||
| 14 Sept | 234.96 | 6.05 | -0.05 | 20.98 | 48 | 16 | 70 | |||||||||
For L&T Finance Limited - strike price 240 expiring on 28OCT2025
Delta for 240 CE is 0.47
Historical price for 240 CE is as follows
On 28 Sept LTF was trading at 236.29. The strike last trading price was 6.7, which was -4.3 lower than the previous day. The implied volatity was 27.69, the open interest changed by 171 which increased total open position to 293
On 21 Sept LTF was trading at 246.70. The strike last trading price was 13.7, which was -0.3 lower than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 67
On 14 Sept LTF was trading at 234.96. The strike last trading price was 6.05, which was -0.05 lower than the previous day. The implied volatity was 20.98, the open interest changed by 16 which increased total open position to 70
| LTF 28OCT2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.28
Theta: -0.08
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 236.29 | 8.7 | 3.2 | 27.02 | 343 | 10 | 244 |
| 21 Sept | 246.70 | 4.95 | 0.2 | 28.59 | 51 | 13 | 133 |
| 14 Sept | 234.96 | 9.5 | -4.4 | 25.31 | 11 | 11 | 3 |
For L&T Finance Limited - strike price 240 expiring on 28OCT2025
Delta for 240 PE is -0.53
Historical price for 240 PE is as follows
On 28 Sept LTF was trading at 236.29. The strike last trading price was 8.7, which was 3.2 higher than the previous day. The implied volatity was 27.02, the open interest changed by 10 which increased total open position to 244
On 21 Sept LTF was trading at 246.70. The strike last trading price was 4.95, which was 0.2 higher than the previous day. The implied volatity was 28.59, the open interest changed by 13 which increased total open position to 133
On 14 Sept LTF was trading at 234.96. The strike last trading price was 9.5, which was -4.4 lower than the previous day. The implied volatity was 25.31, the open interest changed by 11 which increased total open position to 3
