LTF
L&T Finance Limited
Historical option data for LTF
21 Sep 2025 04:13 PM IST
| LTF 30SEP2025 260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.09
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 246.70 | 0.7 | -0.2 | 24.21 | 696 | -63 | 625 | |||||||||
| 14 Sept | 234.96 | 0.3 | 0 | 26.32 | 25 | 10 | 122 | |||||||||
For L&T Finance Limited - strike price 260 expiring on 30SEP2025
Delta for 260 CE is 0.14
Historical price for 260 CE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 24.21, the open interest changed by -63 which decreased total open position to 625
On 14 Sept LTF was trading at 234.96. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 26.32, the open interest changed by 10 which increased total open position to 122
| LTF 30SEP2025 260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.11
Theta: -0.07
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 246.70 | 12.95 | 0.55 | 27.41 | 9 | 3 | 21 |
| 14 Sept | 234.96 | 23.25 | -30.15 | - | 1 | 1 | 0 |
For L&T Finance Limited - strike price 260 expiring on 30SEP2025
Delta for 260 PE is -0.83
Historical price for 260 PE is as follows
On 21 Sept LTF was trading at 246.70. The strike last trading price was 12.95, which was 0.55 higher than the previous day. The implied volatity was 27.41, the open interest changed by 3 which increased total open position to 21
On 14 Sept LTF was trading at 234.96. The strike last trading price was 23.25, which was -30.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
