LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5500 CE | ||||||||||||||||
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Delta: 0.18
Vega: 2.01
Theta: -4.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 22.1 | -86.85 | 30.67 | 6,602 | 711 | 1,727 | |||||||||
| 21 Sept | 5509.50 | 113 | -10.6 | 23.64 | 2,203 | 79 | 1,016 | |||||||||
| 18 Sept | 5524.50 | 126 | 55.85 | 25.89 | 14,321 | -151 | 933 | |||||||||
| 14 Sept | 5332.50 | 56.2 | 2.4 | 23.04 | 1,478 | -43 | 587 | |||||||||
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| 17 Aug | 5108.00 | 157.95 | 0 | 4.12 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 CE is 0.18
Historical price for 5500 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 22.1, which was -86.85 lower than the previous day. The implied volatity was 30.67, the open interest changed by 711 which increased total open position to 1727
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 113, which was -10.6 lower than the previous day. The implied volatity was 23.64, the open interest changed by 79 which increased total open position to 1016
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 126, which was 55.85 higher than the previous day. The implied volatity was 25.89, the open interest changed by -151 which decreased total open position to 933
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 56.2, which was 2.4 higher than the previous day. The implied volatity was 23.04, the open interest changed by -43 which decreased total open position to 587
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 157.95, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
| LTIM 30SEP2025 5500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 2.46
Theta: -5.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 278.75 | 185.35 | 41.15 | 530 | -67 | 330 |
| 21 Sept | 5509.50 | 88 | 0.85 | 27.75 | 1,555 | -9 | 399 |
| 18 Sept | 5524.50 | 84.95 | -76.2 | 26.40 | 6,367 | 288 | 412 |
| 14 Sept | 5332.50 | 211.5 | -48.5 | 28.06 | 53 | -6 | 52 |
| 17 Aug | 5108.00 | 482 | 0 | 0.00 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5500 expiring on 30SEP2025
Delta for 5500 PE is -0.75
Historical price for 5500 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 278.75, which was 185.35 higher than the previous day. The implied volatity was 41.15, the open interest changed by -67 which decreased total open position to 330
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 88, which was 0.85 higher than the previous day. The implied volatity was 27.75, the open interest changed by -9 which decreased total open position to 399
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 84.95, which was -76.2 lower than the previous day. The implied volatity was 26.40, the open interest changed by 288 which increased total open position to 412
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 211.5, which was -48.5 lower than the previous day. The implied volatity was 28.06, the open interest changed by -6 which decreased total open position to 52
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 482, 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
