LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5200 CE | ||||||||||||||||
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Delta: 0.63
Vega: 2.93
Theta: -5.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 119.85 | -214.6 | 26.73 | 1,547 | 220 | 583 | |||||||||
| 21 Sept | 5509.50 | 340.8 | -7.35 | - | 23 | -7 | 363 | |||||||||
| 18 Sept | 5524.50 | 355.15 | 108.55 | 27.77 | 218 | -53 | 371 | |||||||||
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| 14 Sept | 5332.50 | 204.3 | 23.4 | 21.70 | 297 | -43 | 676 | |||||||||
| 17 Aug | 5108.00 | 524.05 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5200 expiring on 30SEP2025
Delta for 5200 CE is 0.63
Historical price for 5200 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 119.85, which was -214.6 lower than the previous day. The implied volatity was 26.73, the open interest changed by 220 which increased total open position to 583
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 340.8, which was -7.35 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 363
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 355.15, which was 108.55 higher than the previous day. The implied volatity was 27.77, the open interest changed by -53 which decreased total open position to 371
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 204.3, which was 23.4 higher than the previous day. The implied volatity was 21.70, the open interest changed by -43 which decreased total open position to 676
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 524.05, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
| LTIM 30SEP2025 5200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 2.99
Theta: -5.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 78.15 | 60 | 35.06 | 6,514 | 191 | 810 |
| 21 Sept | 5509.50 | 16.05 | -2 | 30.68 | 549 | 48 | 620 |
| 18 Sept | 5524.50 | 17.55 | -19.2 | 30.19 | 1,700 | 2 | 566 |
| 14 Sept | 5332.50 | 62 | -21.4 | 27.48 | 695 | -9 | 504 |
| 17 Aug | 5108.00 | 267.75 | 0 | 0.13 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5200 expiring on 30SEP2025
Delta for 5200 PE is -0.39
Historical price for 5200 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 78.15, which was 60 higher than the previous day. The implied volatity was 35.06, the open interest changed by 191 which increased total open position to 810
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 16.05, which was -2 lower than the previous day. The implied volatity was 30.68, the open interest changed by 48 which increased total open position to 620
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 17.55, which was -19.2 lower than the previous day. The implied volatity was 30.19, the open interest changed by 2 which increased total open position to 566
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 62, which was -21.4 lower than the previous day. The implied volatity was 27.48, the open interest changed by -9 which decreased total open position to 504
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 267.75, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
