LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5000 CE | ||||||||||||||||
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Delta: 0.95
Vega: 0.86
Theta: -2.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 270 | -294.3 | 22.15 | 23 | 8 | 64 | |||||||||
| 21 Sept | 5509.50 | 564.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 5524.50 | 564.3 | 143.55 | 46.07 | 11 | -1 | 55 | |||||||||
| 14 Sept | 5332.50 | 363.5 | 33.1 | - | 19 | 0 | 61 | |||||||||
| 17 Aug | 5108.00 | 644.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 CE is 0.95
Historical price for 5000 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 270, which was -294.3 lower than the previous day. The implied volatity was 22.15, the open interest changed by 8 which increased total open position to 64
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 564.3, 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
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 564.3, which was 143.55 higher than the previous day. The implied volatity was 46.07, the open interest changed by -1 which decreased total open position to 55
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 363.5, which was 33.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 644.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LTIM 30SEP2025 5000 PE | |||||||
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Delta: -0.17
Vega: 1.96
Theta: -4.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 26.95 | 18.85 | 37.61 | 5,340 | 554 | 1,179 |
| 21 Sept | 5509.50 | 8 | -0.05 | 37.24 | 179 | -17 | 625 |
| 18 Sept | 5524.50 | 8.15 | -5.85 | 35.82 | 912 | 2 | 644 |
| 14 Sept | 5332.50 | 24.5 | -9.35 | 29.62 | 381 | 4 | 530 |
| 17 Aug | 5108.00 | 133 | -58.15 | 29.04 | 9 | 7 | 5 |
For Ltimindtree Limited - strike price 5000 expiring on 30SEP2025
Delta for 5000 PE is -0.17
Historical price for 5000 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 26.95, which was 18.85 higher than the previous day. The implied volatity was 37.61, the open interest changed by 554 which increased total open position to 1179
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by -17 which decreased total open position to 625
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 8.15, which was -5.85 lower than the previous day. The implied volatity was 35.82, the open interest changed by 2 which increased total open position to 644
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 24.5, which was -9.35 lower than the previous day. The implied volatity was 29.62, the open interest changed by 4 which increased total open position to 530
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 133, which was -58.15 lower than the previous day. The implied volatity was 29.04, the open interest changed by 7 which increased total open position to 5
