LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 242.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.15
Theta: -0.20
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 246.70 | 7.4 | -0.75 | 23.91 | 40 | -3 | 149 | |||||||||
| 14 Sept | 234.96 | 2.45 | 0.3 | 23.61 | 110 | 3 | 125 | |||||||||
For L&T Finance Limited - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 CE is 0.71
Historical price for 242.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 7.4, which was -0.75 lower than the previous day. The implied volatity was 23.91, the open interest changed by -3 which decreased total open position to 149
On 14 Sept LTF was trading at 234.96. The strike last trading price was 2.45, which was 0.3 higher than the previous day. The implied volatity was 23.61, the open interest changed by 3 which increased total open position to 125
| LTF 30SEP2025 242.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 0.15
Theta: -0.16
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 2.25 | 0.1 | 26.47 | 289 | 25 | 235 |
| 14 Sept | 234.96 | 8.85 | -1.15 | 24.11 | 11 | 0 | 14 |
For L&T Finance Limited - strike price 242.5 expiring on 30SEP2025
Delta for 242.5 PE is -0.30
Historical price for 242.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 2.25, which was 0.1 higher than the previous day. The implied volatity was 26.47, the open interest changed by 25 which increased total open position to 235
On 14 Sept LTF was trading at 234.96. The strike last trading price was 8.85, which was -1.15 lower than the previous day. The implied volatity was 24.11, the open interest changed by 0 which decreased total open position to 14
