LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.78
Vega: 0.13
Theta: -0.20
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 9.4 | -0.6 | 25.19 | 202 | -34 | 474 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 234.96 | 3.25 | 0.3 | 23.47 | 1,028 | 23 | 927 | |||||||||
For L&T Finance Limited - strike price 240 expiring on 30SEP2025
Delta for 240 CE is 0.78
Historical price for 240 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 9.4, which was -0.6 lower than the previous day. The implied volatity was 25.19, the open interest changed by -34 which decreased total open position to 474
On 14 Sept LTF was trading at 234.96. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 23.47, the open interest changed by 23 which increased total open position to 927
| LTF 30SEP2025 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.13
Theta: -0.14
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 1.55 | -0.05 | 26.45 | 620 | 47 | 721 |
| 14 Sept | 234.96 | 7.2 | -1.2 | 24.12 | 86 | 18 | 91 |
For L&T Finance Limited - strike price 240 expiring on 30SEP2025
Delta for 240 PE is -0.23
Historical price for 240 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 26.45, the open interest changed by 47 which increased total open position to 721
On 14 Sept LTF was trading at 234.96. The strike last trading price was 7.2, which was -1.2 lower than the previous day. The implied volatity was 24.12, the open interest changed by 18 which increased total open position to 91
