LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 255 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 0.14
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 246.70 | 1.6 | -0.25 | 24.11 | 741 | 7 | 550 | |||||||||
| 14 Sept | 234.96 | 0.55 | 0.05 | 25.41 | 46 | 8 | 261 | |||||||||
For L&T Finance Limited - strike price 255 expiring on 30SEP2025
Delta for 255 CE is 0.26
Historical price for 255 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 24.11, the open interest changed by 7 which increased total open position to 550
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 25.41, the open interest changed by 8 which increased total open position to 261
| LTF 30SEP2025 255 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.14
Theta: -0.12
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 8.8 | 0.6 | 25.93 | 24 | 3 | 34 |
| 14 Sept | 234.96 | 19.4 | -1 | 26.57 | 3 | 0 | 12 |
For L&T Finance Limited - strike price 255 expiring on 30SEP2025
Delta for 255 PE is -0.72
Historical price for 255 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 8.8, which was 0.6 higher than the previous day. The implied volatity was 25.93, the open interest changed by 3 which increased total open position to 34
On 14 Sept LTF was trading at 234.96. The strike last trading price was 19.4, which was -1 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 12
