LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 257.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.12
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 246.70 | 1.1 | -0.2 | 24.36 | 196 | 37 | 119 | |||||||||
| 14 Sept | 234.96 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 CE is 0.19
Historical price for 257.5 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 1.1, which was -0.2 lower than the previous day. The implied volatity was 24.36, the open interest changed by 37 which increased total open position to 119
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LTF 30SEP2025 257.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.13
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 10.8 | 0.45 | 26.61 | 7 | 1 | 6 |
| 14 Sept | 234.96 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For L&T Finance Limited - strike price 257.5 expiring on 30SEP2025
Delta for 257.5 PE is -0.78
Historical price for 257.5 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 10.8, which was 0.45 higher than the previous day. The implied volatity was 26.61, the open interest changed by 1 which increased total open position to 6
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
