LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 252.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.16
Theta: -0.19
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 246.70 | 2.3 | -0.35 | 24.00 | 302 | 21 | 180 | |||||||||
| 14 Sept | 234.96 | 0.85 | 0.2 | 25.95 | 3 | 3 | 6 | |||||||||
For L&T Finance Limited - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 CE is 0.34
Historical price for 252.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 2.3, which was -0.35 lower than the previous day. The implied volatity was 24.00, the open interest changed by 21 which increased total open position to 180
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.85, which was 0.2 higher than the previous day. The implied volatity was 25.95, the open interest changed by 3 which increased total open position to 6
| LTF 30SEP2025 252.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 0.16
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 7.1 | 0.65 | 26.27 | 20 | 4 | 19 |
| 14 Sept | 234.96 | 17.15 | -1.25 | 26.33 | 7 | 1 | 3 |
For L&T Finance Limited - strike price 252.5 expiring on 30SEP2025
Delta for 252.5 PE is -0.64
Historical price for 252.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 7.1, which was 0.65 higher than the previous day. The implied volatity was 26.27, the open interest changed by 4 which increased total open position to 19
On 14 Sept LTF was trading at 234.96. The strike last trading price was 17.15, which was -1.25 lower than the previous day. The implied volatity was 26.33, the open interest changed by 1 which increased total open position to 3
