Historical option data for LTF
11 Jun 2026 04:13 PM IST
| LTF 30-Jun-2026 (18d) 275 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 0
Theta: -0.15
Gamma: 0.01541
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 256.90 | 2.2 | -0.8 (-26.67%) | 31.74 | 394 | 62 | 765 | |||||||||
| 10 Jun | 260.35 | 3.15 | -1.55 (-32.98%) | 32.16 | 679 | 58 | 705 | |||||||||
| 9 Jun | 265.55 | 4.9 | 0.9 (22.50%) | 31.49 | 696 | 132 | 649 | |||||||||
| 8 Jun | 261.70 | 3.5 | -2.5 (-41.67%) | 32.34 | 674 | -48 | 515 | |||||||||
| 5 Jun | 268.60 | 6.35 | 0.35 (5.83%) | 30.99 | 1,988 | 135 | 567 | |||||||||
| 4 Jun | 266.70 | 6.15 | -0.85 (-12.14%) | 31.6 | 278 | 74 | 433 | |||||||||
| 3 Jun | 267.85 | 7.15 | -0.85 (-10.62%) | 33.31 | 457 | 53 | 359 | |||||||||
| 2 Jun | 270.70 | 8.25 | 0.25 (3.13%) | 31.87 | 521 | 54 | 308 | |||||||||
| 1 Jun | 271.25 | 7.3 | -6.7 (-47.86%) | 28.07 | 606 | 98 | 253 | |||||||||
| 29 May | 286.60 | 14.15 | -0.85 (-5.67%) | 39.91 | 148 | -6 | 155 | |||||||||
| 27 May | 281.70 | 15.15 | -0.85 (-5.31%) | 32.19 | 26 | 5 | 161 | |||||||||
| 26 May | 282.70 | 16 | 2 (14.29%) | 31.72 | 46 | 3 | 156 | |||||||||
| 25 May | 279.35 | 14.85 | 4.85 (48.50%) | 33.36 | 167 | 35 | 154 | |||||||||
| 22 May | 270.15 | 10.45 | 1.45 (16.11%) | 33.45 | 143 | 10 | 119 | |||||||||
| 21 May | 269.85 | 8.8 | -3.2 (-26.67%) | 29.35 | 163 | 92 | 109 | |||||||||
| 20 May | 275.65 | 11.55 | -0.45 (-3.75%) | 28.04 | 23 | 6 | 16 | |||||||||
| 19 May | 277.95 | 12 | 0 (0.00%) | 28.71 | 0 | 0 | 10 | |||||||||
| 18 May | 278.75 | 12 | -3 (-20.00%) | 28.71 | 9 | 9 | 10 | |||||||||
| 15 May | 280.75 | 14.75 | -0.25 (-1.67%) | 25.35 | 0 | 0 | 1 | |||||||||
| 14 May | 281.30 | 14.75 | -11.25 (-43.27%) | 25.35 | 1 | 1 | 1 | |||||||||
| 13 May | 281.90 | 0 | -26 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 280.65 | 0 | -26 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 295.00 | 0 | -26 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 303.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 303.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 300.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 290.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 285.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 279.73 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 285.42 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For L&T Finance Limited - strike price 275 expiring on 30JUN2026
Delta for 275 CE is 0.21
Historical price for 275 CE is as follows
On 11 Jun LTF was trading at 256.90. The strike last trading price was 2.2, which was -0.8 lower than the previous day. The implied volatity was 31.74, the open interest changed by 62 which increased total open position to 765
On 10 Jun LTF was trading at 260.35. The strike last trading price was 3.15, which was -1.55 lower than the previous day. The implied volatity was 32.16, the open interest changed by 58 which increased total open position to 705
On 9 Jun LTF was trading at 265.55. The strike last trading price was 4.9, which was 0.9 higher than the previous day. The implied volatity was 31.49, the open interest changed by 132 which increased total open position to 649
On 8 Jun LTF was trading at 261.70. The strike last trading price was 3.5, which was -2.5 lower than the previous day. The implied volatity was 32.34, the open interest changed by -48 which decreased total open position to 515
On 5 Jun LTF was trading at 268.60. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 30.99, the open interest changed by 135 which increased total open position to 567
On 4 Jun LTF was trading at 266.70. The strike last trading price was 6.15, which was -0.85 lower than the previous day. The implied volatity was 31.6, the open interest changed by 74 which increased total open position to 433
On 3 Jun LTF was trading at 267.85. The strike last trading price was 7.15, which was -0.85 lower than the previous day. The implied volatity was 33.31, the open interest changed by 53 which increased total open position to 359
On 2 Jun LTF was trading at 270.70. The strike last trading price was 8.25, which was 0.25 higher than the previous day. The implied volatity was 31.87, the open interest changed by 54 which increased total open position to 308
On 1 Jun LTF was trading at 271.25. The strike last trading price was 7.3, which was -6.7 lower than the previous day. The implied volatity was 28.07, the open interest changed by 98 which increased total open position to 253
On 29 May LTF was trading at 286.60. The strike last trading price was 14.15, which was -0.85 lower than the previous day. The implied volatity was 39.91, the open interest changed by -6 which decreased total open position to 155
On 27 May LTF was trading at 281.70. The strike last trading price was 15.15, which was -0.85 lower than the previous day. The implied volatity was 32.19, the open interest changed by 5 which increased total open position to 161
On 26 May LTF was trading at 282.70. The strike last trading price was 16, which was 2 higher than the previous day. The implied volatity was 31.72, the open interest changed by 3 which increased total open position to 156
On 25 May LTF was trading at 279.35. The strike last trading price was 14.85, which was 4.85 higher than the previous day. The implied volatity was 33.36, the open interest changed by 35 which increased total open position to 154
On 22 May LTF was trading at 270.15. The strike last trading price was 10.45, which was 1.45 higher than the previous day. The implied volatity was 33.45, the open interest changed by 10 which increased total open position to 119
On 21 May LTF was trading at 269.85. The strike last trading price was 8.8, which was -3.2 lower than the previous day. The implied volatity was 29.35, the open interest changed by 92 which increased total open position to 109
On 20 May LTF was trading at 275.65. The strike last trading price was 11.55, which was -0.45 lower than the previous day. The implied volatity was 28.04, the open interest changed by 6 which increased total open position to 16
On 19 May LTF was trading at 277.95. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 10
On 18 May LTF was trading at 278.75. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 28.71, the open interest changed by 9 which increased total open position to 10
On 15 May LTF was trading at 280.75. The strike last trading price was 14.75, which was -0.25 lower than the previous day. The implied volatity was 25.35, the open interest changed by 0 which decreased total open position to 1
On 14 May LTF was trading at 281.30. The strike last trading price was 14.75, which was -11.25 lower than the previous day. The implied volatity was 25.35, the open interest changed by 1 which increased total open position to 1
On 13 May LTF was trading at 281.90. The strike last trading price was 0, which was -26 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LTF was trading at 280.65. The strike last trading price was 0, which was -26 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LTF was trading at 295.00. The strike last trading price was 0, which was -26 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LTF was trading at 303.40. The strike last trading price was 0, 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
On 7 May LTF was trading at 303.65. The strike last trading price was 0, 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
On 6 May LTF was trading at 300.30. The strike last trading price was 0, 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
On 5 May LTF was trading at 290.45. The strike last trading price was 0, 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
On 4 May LTF was trading at 285.65. The strike last trading price was 0, 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
On 30 Apr LTF was trading at 279.73. The strike last trading price was 0, 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
On 29 Apr LTF was trading at 285.42. The strike last trading price was 0, 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
| LTF 30-Jun-2026 (18d) 275 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0
Theta: -0.12
Gamma: 0.01554
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 256.90 | 18.2 | 0.45 (2.54%) | 32.14 | 1 | 0 | 317 |
| 10 Jun | 260.35 | 17.05 | 3.3 (24.00%) | 35.49 | 71 | -10 | 318 |
| 9 Jun | 265.55 | 13.55 | -6.35 (-31.91%) | 34.86 | 13 | -5 | 329 |
| 8 Jun | 261.70 | 21.25 | 7.8 (57.99%) | 52.57 | 40 | -6 | 334 |
| 5 Jun | 268.60 | 13.7 | -1.15 (-7.74%) | 36.82 | 353 | 12 | 341 |
| 4 Jun | 266.70 | 14.7 | 0.55 (3.89%) | 38.03 | 75 | -5 | 328 |
| 3 Jun | 267.85 | 14.2 | 2.5 (21.37%) | 37.06 | 210 | -56 | 334 |
| 2 Jun | 270.70 | 11.4 | -1.4 (-10.94%) | 32.6 | 244 | 15 | 390 |
| 1 Jun | 271.25 | 13 | 6.1 (88.41%) | 38.27 | 782 | 137 | 375 |
| 29 May | 286.60 | 7.55 | 1 (15.27%) | 38.6 | 357 | 23 | 238 |
| 27 May | 281.70 | 6.55 | -0.65 (-9.03%) | 29.78 | 124 | 25 | 217 |
| 26 May | 282.70 | 7.25 | -1.7 (-18.99%) | 32.36 | 88 | 8 | 192 |
| 25 May | 279.35 | 8.55 | -5.7 (-40.00%) | 32.48 | 165 | 61 | 183 |
| 22 May | 270.15 | 14.25 | -3.75 (-20.83%) | 35.34 | 78 | 10 | 122 |
| 21 May | 269.85 | 18.2 | 4.7 (34.81%) | 44.93 | 124 | 93 | 109 |
| 20 May | 275.65 | 13.5 | 0.5 (3.85%) | 39.27 | 4 | 3 | 16 |
| 19 May | 277.95 | 13 | 0.5 (4.00%) | 41.2 | 12 | 2 | 6 |
| 18 May | 278.75 | 12.5 | 12.5 (0.00%) | - | 2 | 0 | 4 |
| 15 May | 280.75 | 12.5 | 0 (0.00%) | - | 0 | 0 | 4 |
| 14 May | 281.30 | 12.5 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 13 May | 281.90 | 12.5 | 0 (0.00%) | 0 | 0 | 0 | 4 |
| 12 May | 280.65 | 12.5 | 7.5 (150.00%) | 0 | 2 | 1 | 3 |
| 11 May | 295.00 | 5 | -2 (-28.57%) | 0 | 1 | 1 | 2 |
| 8 May | 303.40 | 7 | -0.5 (-6.67%) | - | 0 | 0 | 1 |
| 7 May | 303.65 | 7 | -0.5 (-6.67%) | 39.1 | 0 | 0 | 1 |
| 6 May | 300.30 | 7 | -5.9 (-45.74%) | 39.1 | 1 | 0 | 0 |
| 5 May | 290.45 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 285.65 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 279.73 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 285.42 | 0 | 0 | - | 0 | 0 | 0 |
For L&T Finance Limited - strike price 275 expiring on 30JUN2026
Delta for 275 PE is -0.78
Historical price for 275 PE is as follows
On 11 Jun LTF was trading at 256.90. The strike last trading price was 18.2, which was 0.45 higher than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 317
On 10 Jun LTF was trading at 260.35. The strike last trading price was 17.05, which was 3.3 higher than the previous day. The implied volatity was 35.49, the open interest changed by -10 which decreased total open position to 318
On 9 Jun LTF was trading at 265.55. The strike last trading price was 13.55, which was -6.35 lower than the previous day. The implied volatity was 34.86, the open interest changed by -5 which decreased total open position to 329
On 8 Jun LTF was trading at 261.70. The strike last trading price was 21.25, which was 7.8 higher than the previous day. The implied volatity was 52.57, the open interest changed by -6 which decreased total open position to 334
On 5 Jun LTF was trading at 268.60. The strike last trading price was 13.7, which was -1.15 lower than the previous day. The implied volatity was 36.82, the open interest changed by 12 which increased total open position to 341
On 4 Jun LTF was trading at 266.70. The strike last trading price was 14.7, which was 0.55 higher than the previous day. The implied volatity was 38.03, the open interest changed by -5 which decreased total open position to 328
On 3 Jun LTF was trading at 267.85. The strike last trading price was 14.2, which was 2.5 higher than the previous day. The implied volatity was 37.06, the open interest changed by -56 which decreased total open position to 334
On 2 Jun LTF was trading at 270.70. The strike last trading price was 11.4, which was -1.4 lower than the previous day. The implied volatity was 32.6, the open interest changed by 15 which increased total open position to 390
On 1 Jun LTF was trading at 271.25. The strike last trading price was 13, which was 6.1 higher than the previous day. The implied volatity was 38.27, the open interest changed by 137 which increased total open position to 375
On 29 May LTF was trading at 286.60. The strike last trading price was 7.55, which was 1 higher than the previous day. The implied volatity was 38.6, the open interest changed by 23 which increased total open position to 238
On 27 May LTF was trading at 281.70. The strike last trading price was 6.55, which was -0.65 lower than the previous day. The implied volatity was 29.78, the open interest changed by 25 which increased total open position to 217
On 26 May LTF was trading at 282.70. The strike last trading price was 7.25, which was -1.7 lower than the previous day. The implied volatity was 32.36, the open interest changed by 8 which increased total open position to 192
On 25 May LTF was trading at 279.35. The strike last trading price was 8.55, which was -5.7 lower than the previous day. The implied volatity was 32.48, the open interest changed by 61 which increased total open position to 183
On 22 May LTF was trading at 270.15. The strike last trading price was 14.25, which was -3.75 lower than the previous day. The implied volatity was 35.34, the open interest changed by 10 which increased total open position to 122
On 21 May LTF was trading at 269.85. The strike last trading price was 18.2, which was 4.7 higher than the previous day. The implied volatity was 44.93, the open interest changed by 93 which increased total open position to 109
On 20 May LTF was trading at 275.65. The strike last trading price was 13.5, which was 0.5 higher than the previous day. The implied volatity was 39.27, the open interest changed by 3 which increased total open position to 16
On 19 May LTF was trading at 277.95. The strike last trading price was 13, which was 0.5 higher than the previous day. The implied volatity was 41.2, the open interest changed by 2 which increased total open position to 6
On 18 May LTF was trading at 278.75. The strike last trading price was 12.5, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May LTF was trading at 280.75. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 May LTF was trading at 281.30. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 13 May LTF was trading at 281.90. The strike last trading price was 12.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 12 May LTF was trading at 280.65. The strike last trading price was 12.5, which was 7.5 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 11 May LTF was trading at 295.00. The strike last trading price was 5, which was -2 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 8 May LTF was trading at 303.40. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May LTF was trading at 303.65. The strike last trading price was 7, which was -0.5 lower than the previous day. The implied volatity was 39.1, the open interest changed by 0 which decreased total open position to 1
On 6 May LTF was trading at 300.30. The strike last trading price was 7, which was -5.9 lower than the previous day. The implied volatity was 39.1, the open interest changed by 0 which decreased total open position to 0
On 5 May LTF was trading at 290.45. The strike last trading price was 0, 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
On 4 May LTF was trading at 285.65. The strike last trading price was 0, 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
On 30 Apr LTF was trading at 279.73. The strike last trading price was 0, 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
On 29 Apr LTF was trading at 285.42. The strike last trading price was 0, 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
