LTF
L&T Finance Limited
Historical option data for LTF
28 Sep 2025 10:08 PM IST
| LTF 28-OCT-2025 245 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.26
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 236.29 | 4.8 | -3.5 | 27.82 | 227 | 88 | 121 | |||||||||
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| 21 Sept | 246.70 | 10.2 | 0 | 23.50 | 4 | 3 | 15 | |||||||||
| 14 Sept | 234.96 | 4.3 | 0 | 2.76 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 245 expiring on 28OCT2025
Delta for 245 CE is 0.37
Historical price for 245 CE is as follows
On 28 Sept LTF was trading at 236.29. The strike last trading price was 4.8, which was -3.5 lower than the previous day. The implied volatity was 27.82, the open interest changed by 88 which increased total open position to 121
On 21 Sept LTF was trading at 246.70. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 23.50, the open interest changed by 3 which increased total open position to 15
On 14 Sept LTF was trading at 234.96. The strike last trading price was 4.3, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0
| LTF 28OCT2025 245 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.26
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 236.29 | 11.6 | 3.85 | 26.52 | 70 | 4 | 93 |
| 21 Sept | 246.70 | 6.6 | 0.1 | 27.67 | 30 | 2 | 79 |
| 14 Sept | 234.96 | 43.1 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 245 expiring on 28OCT2025
Delta for 245 PE is -0.63
Historical price for 245 PE is as follows
On 28 Sept LTF was trading at 236.29. The strike last trading price was 11.6, which was 3.85 higher than the previous day. The implied volatity was 26.52, the open interest changed by 4 which increased total open position to 93
On 21 Sept LTF was trading at 246.70. The strike last trading price was 6.6, which was 0.1 higher than the previous day. The implied volatity was 27.67, the open interest changed by 2 which increased total open position to 79
On 14 Sept LTF was trading at 234.96. The strike last trading price was 43.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
