LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5100 CE | ||||||||||||||||
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Delta: 0.81
Vega: 2.10
Theta: -4.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 186.65 | -232.15 | 25.06 | 155 | 2 | 90 | |||||||||
| 21 Sept | 5509.50 | 418.8 | -11.2 | - | 6 | 0 | 88 | |||||||||
| 18 Sept | 5524.50 | 430 | 100.65 | - | 24 | 0 | 88 | |||||||||
| 14 Sept | 5332.50 | 281.95 | 27.55 | 21.14 | 57 | -12 | 120 | |||||||||
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| 17 Aug | 5108.00 | 249 | -66.65 | 28.79 | 1 | 1 | 0 | |||||||||
For Ltimindtree Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 CE is 0.81
Historical price for 5100 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 186.65, which was -232.15 lower than the previous day. The implied volatity was 25.06, the open interest changed by 2 which increased total open position to 90
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 418.8, which was -11.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 430, which was 100.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 281.95, which was 27.55 higher than the previous day. The implied volatity was 21.14, the open interest changed by -12 which decreased total open position to 120
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 249, which was -66.65 lower than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 0
| LTIM 30SEP2025 5100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 2.53
Theta: -5.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 44.5 | 33.35 | 35.31 | 2,928 | -200 | 531 |
| 21 Sept | 5509.50 | 11.05 | -0.75 | 33.88 | 440 | -109 | 731 |
| 18 Sept | 5524.50 | 10.9 | -11.45 | 32.36 | 2,010 | 303 | 841 |
| 14 Sept | 5332.50 | 38.7 | -14.25 | 28.30 | 399 | -29 | 481 |
| 17 Aug | 5108.00 | 257.95 | 0 | 1.11 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5100 expiring on 30SEP2025
Delta for 5100 PE is -0.26
Historical price for 5100 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 44.5, which was 33.35 higher than the previous day. The implied volatity was 35.31, the open interest changed by -200 which decreased total open position to 531
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 11.05, which was -0.75 lower than the previous day. The implied volatity was 33.88, the open interest changed by -109 which decreased total open position to 731
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 10.9, which was -11.45 lower than the previous day. The implied volatity was 32.36, the open interest changed by 303 which increased total open position to 841
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 38.7, which was -14.25 lower than the previous day. The implied volatity was 28.30, the open interest changed by -29 which decreased total open position to 481
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 257.95, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
