LTIM
Ltimindtree Limited
Historical option data for LTIM
22 Sep 2025 08:01 PM IST
| LTIM 30SEP2025 5700 CE | ||||||||||||||||
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Delta: 0.08
Vega: 1.12
Theta: -2.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5260.00 | 9.7 | -27.65 | 36.77 | 4,202 | 579 | 1,637 | |||||||||
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| 21 Sept | 5509.50 | 38 | -7 | 25.39 | 2,270 | -158 | 1,058 | |||||||||
| 18 Sept | 5524.50 | 47.95 | 24.15 | 26.82 | 14,622 | 674 | 1,216 | |||||||||
| 14 Sept | 5332.50 | 20.1 | -1.2 | 24.49 | 1,213 | -378 | 415 | |||||||||
| 17 Aug | 5108.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 CE is 0.08
Historical price for 5700 CE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 9.7, which was -27.65 lower than the previous day. The implied volatity was 36.77, the open interest changed by 579 which increased total open position to 1637
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 38, which was -7 lower than the previous day. The implied volatity was 25.39, the open interest changed by -158 which decreased total open position to 1058
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 47.95, which was 24.15 higher than the previous day. The implied volatity was 26.82, the open interest changed by 674 which increased total open position to 1216
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 20.1, which was -1.2 lower than the previous day. The implied volatity was 24.49, the open interest changed by -378 which decreased total open position to 415
On 17 Aug LTIM was trading at 5108.00. The strike last trading price was 0, 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 5700 PE | |||||||
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Delta: -0.84
Vega: 1.91
Theta: -4.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5260.00 | 466 | 246.6 | 52.12 | 88 | -45 | 25 |
| 21 Sept | 5509.50 | 219.4 | 10.7 | 32.40 | 64 | 35 | 71 |
| 18 Sept | 5524.50 | 204.55 | -207.8 | 26.91 | 402 | 26 | 36 |
| 14 Sept | 5332.50 | 416.4 | 4.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 5108.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 5700 expiring on 30SEP2025
Delta for 5700 PE is -0.84
Historical price for 5700 PE is as follows
On 22 Sept LTIM was trading at 5260.00. The strike last trading price was 466, which was 246.6 higher than the previous day. The implied volatity was 52.12, the open interest changed by -45 which decreased total open position to 25
On 21 Sept LTIM was trading at 5509.50. The strike last trading price was 219.4, which was 10.7 higher than the previous day. The implied volatity was 32.40, the open interest changed by 35 which increased total open position to 71
On 18 Sept LTIM was trading at 5524.50. The strike last trading price was 204.55, which was -207.8 lower than the previous day. The implied volatity was 26.91, the open interest changed by 26 which increased total open position to 36
On 14 Sept LTIM was trading at 5332.50. The strike last trading price was 416.4, which was 4.05 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 0, 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
