LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.17
Theta: -0.22
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 246.70 | 3.35 | -0.3 | 24.76 | 1,499 | -60 | 1,013 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 234.96 | 0.95 | 0.05 | 24.08 | 796 | 64 | 563 | |||||||||
For L&T Finance Limited - strike price 250 expiring on 30SEP2025
Delta for 250 CE is 0.44
Historical price for 250 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 3.35, which was -0.3 lower than the previous day. The implied volatity was 24.76, the open interest changed by -60 which decreased total open position to 1013
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 24.08, the open interest changed by 64 which increased total open position to 563
| LTF 30SEP2025 250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.17
Theta: -0.15
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 5.35 | 0.3 | 25.01 | 511 | -56 | 807 |
| 14 Sept | 234.96 | 14.95 | -0.9 | 25.90 | 13 | 4 | 15 |
For L&T Finance Limited - strike price 250 expiring on 30SEP2025
Delta for 250 PE is -0.56
Historical price for 250 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 5.35, which was 0.3 higher than the previous day. The implied volatity was 25.01, the open interest changed by -56 which decreased total open position to 807
On 14 Sept LTF was trading at 234.96. The strike last trading price was 14.95, which was -0.9 lower than the previous day. The implied volatity was 25.90, the open interest changed by 4 which increased total open position to 15
