LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5600 CE | ||||||||||||||||
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Delta: 0.11
Vega: 1.49
Theta: -3.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 14.05 | -52.35 | 33.57 | 7,050 | 709 | 2,979 | |||||||||
| 21 Sept | 5509.50 | 68.75 | -8.5 | 24.59 | 3,560 | -61 | 2,288 | |||||||||
| 18 Sept | 5524.50 | 79.4 | 38.2 | 26.22 | 26,577 | 1,675 | 2,346 | |||||||||
| 14 Sept | 5332.50 | 33.85 | 0.15 | 23.71 | 362 | -8 | 478 | |||||||||
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| 17 Aug | 5108.00 | 61.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 CE is 0.11
Historical price for 5600 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 14.05, which was -52.35 lower than the previous day. The implied volatity was 33.57, the open interest changed by 709 which increased total open position to 2979
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 68.75, which was -8.5 lower than the previous day. The implied volatity was 24.59, the open interest changed by -61 which decreased total open position to 2288
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 79.4, which was 38.2 higher than the previous day. The implied volatity was 26.22, the open interest changed by 1675 which increased total open position to 2346
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 33.85, which was 0.15 higher than the previous day. The implied volatity was 23.71, the open interest changed by -8 which decreased total open position to 478
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 61.35, 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
| LTIM 30SEP2025 5600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 2.25
Theta: -5.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 377.3 | 228.35 | 49.47 | 196 | -68 | 295 |
| 21 Sept | 5509.50 | 140.05 | 0.65 | 28.36 | 467 | -61 | 363 |
| 18 Sept | 5524.50 | 137 | -107.6 | 26.47 | 4,469 | 406 | 420 |
| 14 Sept | 5332.50 | 331.8 | 2.6 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5108.00 | 469.1 | 0 | - | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5600 expiring on 30SEP2025
Delta for 5600 PE is -0.79
Historical price for 5600 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 377.3, which was 228.35 higher than the previous day. The implied volatity was 49.47, the open interest changed by -68 which decreased total open position to 295
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 140.05, which was 0.65 higher than the previous day. The implied volatity was 28.36, the open interest changed by -61 which decreased total open position to 363
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 137, which was -107.6 lower than the previous day. The implied volatity was 26.47, the open interest changed by 406 which increased total open position to 420
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 331.8, which was 2.6 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 469.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
