LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 28OCT2025 5300 CE | ||||||||||||||||
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Delta: 0.52
Vega: 6.57
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 165 | -67.05 | 24.47 | 184 | 115 | 127 | |||||||||
| 21 Sept | 5509.50 | 232.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 5524.50 | 232.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 5332.50 | 209.6 | 18.15 | 20.70 | 7 | 4 | 9 | |||||||||
For Ltimindtree Limited - strike price 5300 expiring on 28OCT2025
Delta for 5300 CE is 0.52
Historical price for 5300 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 165, which was -67.05 lower than the previous day. The implied volatity was 24.47, the open interest changed by 115 which increased total open position to 127
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 232.05, 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 232.05, 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 14 Sept LTIM was trading at 5332.50. The strike last trading price was 209.6, which was 18.15 higher than the previous day. The implied volatity was 20.70, the open interest changed by 4 which increased total open position to 9
| LTIM 28OCT2025 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.47
Vega: 6.57
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 238 | 126.3 | 36.80 | 76 | 32 | 49 |
| 21 Sept | 5509.50 | 111.7 | 2.35 | 31.87 | 5 | 0 | 17 |
| 18 Sept | 5524.50 | 109.35 | -241.4 | 31.35 | 18 | 16 | 16 |
| 14 Sept | 5332.50 | 350.75 | 0 | 1.50 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5300 expiring on 28OCT2025
Delta for 5300 PE is -0.47
Historical price for 5300 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 238, which was 126.3 higher than the previous day. The implied volatity was 36.80, the open interest changed by 32 which increased total open position to 49
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 111.7, which was 2.35 higher than the previous day. The implied volatity was 31.87, the open interest changed by 0 which decreased total open position to 17
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 109.35, which was -241.4 lower than the previous day. The implied volatity was 31.35, the open interest changed by 16 which increased total open position to 16
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 350.75, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
