LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5400 CE | ||||||||||||||||
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Delta: 0.28
Vega: 2.63
Theta: -5.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 38.1 | -134.25 | 28.43 | 7,107 | 812 | 1,291 | |||||||||
| 21 Sept | 5509.50 | 172.7 | -15.05 | 21.94 | 267 | -31 | 479 | |||||||||
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| 18 Sept | 5524.50 | 192.1 | 79.2 | 26.82 | 3,541 | -439 | 527 | |||||||||
| 14 Sept | 5332.50 | 91.15 | 7.4 | 22.61 | 1,858 | -57 | 997 | |||||||||
| 17 Aug | 5108.00 | 420 | 0 | 3.18 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 CE is 0.28
Historical price for 5400 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 38.1, which was -134.25 lower than the previous day. The implied volatity was 28.43, the open interest changed by 812 which increased total open position to 1291
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 172.7, which was -15.05 lower than the previous day. The implied volatity was 21.94, the open interest changed by -31 which decreased total open position to 479
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 192.1, which was 79.2 higher than the previous day. The implied volatity was 26.82, the open interest changed by -439 which decreased total open position to 527
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 91.15, which was 7.4 higher than the previous day. The implied volatity was 22.61, the open interest changed by -57 which decreased total open position to 997
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
| LTIM 30SEP2025 5400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 2.86
Theta: -5.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 200.55 | 147.75 | 39.02 | 1,458 | 69 | 551 |
| 21 Sept | 5509.50 | 48.85 | -1.9 | 27.80 | 1,232 | -11 | 492 |
| 18 Sept | 5524.50 | 49 | -57.7 | 26.71 | 3,344 | 90 | 492 |
| 14 Sept | 5332.50 | 148 | -37.85 | 27.47 | 237 | 30 | 282 |
| 17 Aug | 5108.00 | 340 | -10 | 27.93 | 1 | 1 | 12 |
For Ltimindtree Limited - strike price 5400 expiring on 30SEP2025
Delta for 5400 PE is -0.66
Historical price for 5400 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 200.55, which was 147.75 higher than the previous day. The implied volatity was 39.02, the open interest changed by 69 which increased total open position to 551
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 48.85, which was -1.9 lower than the previous day. The implied volatity was 27.80, the open interest changed by -11 which decreased total open position to 492
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 49, which was -57.7 lower than the previous day. The implied volatity was 26.71, the open interest changed by 90 which increased total open position to 492
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 148, which was -37.85 lower than the previous day. The implied volatity was 27.47, the open interest changed by 30 which increased total open position to 282
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 340, which was -10 lower than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 12
