LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.16
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 6 | -0.45 | 25.37 | 328 | -23 | 378 | |||||||||
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| 14 Sept | 234.96 | 1.8 | 0.2 | 23.67 | 361 | 2 | 406 | |||||||||
For L&T Finance Limited - strike price 245 expiring on 30SEP2025
Delta for 245 CE is 0.62
Historical price for 245 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 6, which was -0.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by -23 which decreased total open position to 378
On 14 Sept LTF was trading at 234.96. The strike last trading price was 1.8, which was 0.2 higher than the previous day. The implied volatity was 23.67, the open interest changed by 2 which increased total open position to 406
| LTF 30SEP2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.38
Vega: 0.16
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 3 | 0.05 | 25.54 | 874 | 106 | 589 |
| 14 Sept | 234.96 | 10.7 | -0.65 | 24.30 | 22 | -1 | 15 |
For L&T Finance Limited - strike price 245 expiring on 30SEP2025
Delta for 245 PE is -0.38
Historical price for 245 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 25.54, the open interest changed by 106 which increased total open position to 589
On 14 Sept LTF was trading at 234.96. The strike last trading price was 10.7, which was -0.65 lower than the previous day. The implied volatity was 24.30, the open interest changed by -1 which decreased total open position to 15
