Historical option data for LTM
23 Jun 2026 12:10 PM IST
| LTM 30-Jun-2026 (7d) 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.01
Theta: -3.14
Gamma: 0.00135
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 3759.20 | 15.35 | -17.65 (-53.48%) | 33.99 | 883 | -33 | 511 | |||||||||
| 22 Jun | 3830.20 | 31.8 | -8.2 (-20.50%) | 32.34 | 1,496 | -3 | 546 | |||||||||
| 19 Jun | 3832.50 | 39.45 | -91.55 (-69.89%) | 29.54 | 1,313 | 305 | 550 | |||||||||
| 18 Jun | 3998.00 | 124.85 | -10.15 (-7.52%) | 36.12 | 606 | 35 | 245 | |||||||||
| 17 Jun | 3995.80 | 131.2 | -12.8 (-8.89%) | 34.7 | 319 | 8 | 209 | |||||||||
| 16 Jun | 4006.70 | 148 | 54 (57.45%) | 35.7 | 1,963 | -45 | 203 | |||||||||
| 15 Jun | 3897.90 | 90.4 | 10.4 (13.00%) | 35.33 | 755 | 31 | 249 | |||||||||
| 12 Jun | 3844.70 | 80.7 | 0.7 (0.88%) | 34 | 411 | 13 | 219 | |||||||||
| 11 Jun | 3824.90 | 83 | -41 (-33.06%) | 35.12 | 406 | 72 | 207 | |||||||||
| 10 Jun | 3944.10 | 125.05 | -28.95 (-18.80%) | 32.17 | 171 | 33 | 134 | |||||||||
| 9 Jun | 3999.90 | 155.05 | 3.05 (2.01%) | 30.48 | 141 | 19 | 102 | |||||||||
| 8 Jun | 3977.70 | 153.25 | -35.75 (-18.92%) | 34.05 | 103 | 8 | 84 | |||||||||
| 5 Jun | 4027.20 | 190 | -25 (-11.63%) | 32.05 | 30 | 1 | 77 | |||||||||
| 4 Jun | 4067.70 | 215.1 | 13.1 (6.49%) | 33.22 | 15 | -1 | 76 | |||||||||
| 3 Jun | 4052.70 | 204 | -234 (-53.42%) | 31.26 | 111 | 5 | 78 | |||||||||
| 2 Jun | 4341.70 | 448.7 | 155.85 (53.22%) | 32.41 | 14 | -12 | 74 | |||||||||
| 1 Jun | 4196.10 | 300.85 | 50.85 (20.34%) | 24.16 | 43 | -29 | 86 | |||||||||
| 29 May | 4061.60 | 250 | 92.2 (58.43%) | 33.9 | 52 | -18 | 114 | |||||||||
| 27 May | 3988.60 | 163.55 | 0 (0.00%) | 27.41 | 125 | 6 | 132 | |||||||||
| 26 May | 3970.40 | 164.05 | 8.4 (5.40%) | 27.85 | 129 | 39 | 126 | |||||||||
| 25 May | 3991.60 | 159.25 | -11.75 (-6.87%) | 23.71 | 218 | 86 | 88 | |||||||||
| 22 May | 4007.80 | 171 | -382 (-69.08%) | 24.27 | 3 | 2 | 2 | |||||||||
| 18 May | 4074.60 | 0 | -552.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 3968.40 | 0 | -552.65 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 3920.20 | 0 | -552.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4086.40 | 0 | -552.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4143.80 | 0 | -553 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4352.20 | 0 | -552.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 4349.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4250.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4316.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4298.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4202.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4269.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltm Limited - strike price 3950 expiring on 30JUN2026
Delta for 3950 CE is 0.16
Historical price for 3950 CE is as follows
On 23 Jun LTM was trading at 3759.20. The strike last trading price was 15.35, which was -17.65 lower than the previous day. The implied volatity was 33.99, the open interest changed by -33 which decreased total open position to 511
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 31.8, which was -8.2 lower than the previous day. The implied volatity was 32.34, the open interest changed by -3 which decreased total open position to 546
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 39.45, which was -91.55 lower than the previous day. The implied volatity was 29.54, the open interest changed by 305 which increased total open position to 550
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 124.85, which was -10.15 lower than the previous day. The implied volatity was 36.12, the open interest changed by 35 which increased total open position to 245
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 131.2, which was -12.8 lower than the previous day. The implied volatity was 34.7, the open interest changed by 8 which increased total open position to 209
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 148, which was 54 higher than the previous day. The implied volatity was 35.7, the open interest changed by -45 which decreased total open position to 203
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 90.4, which was 10.4 higher than the previous day. The implied volatity was 35.33, the open interest changed by 31 which increased total open position to 249
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 80.7, which was 0.7 higher than the previous day. The implied volatity was 34, the open interest changed by 13 which increased total open position to 219
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 83, which was -41 lower than the previous day. The implied volatity was 35.12, the open interest changed by 72 which increased total open position to 207
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 125.05, which was -28.95 lower than the previous day. The implied volatity was 32.17, the open interest changed by 33 which increased total open position to 134
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 155.05, which was 3.05 higher than the previous day. The implied volatity was 30.48, the open interest changed by 19 which increased total open position to 102
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 153.25, which was -35.75 lower than the previous day. The implied volatity was 34.05, the open interest changed by 8 which increased total open position to 84
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 190, which was -25 lower than the previous day. The implied volatity was 32.05, the open interest changed by 1 which increased total open position to 77
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 215.1, which was 13.1 higher than the previous day. The implied volatity was 33.22, the open interest changed by -1 which decreased total open position to 76
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 204, which was -234 lower than the previous day. The implied volatity was 31.26, the open interest changed by 5 which increased total open position to 78
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 448.7, which was 155.85 higher than the previous day. The implied volatity was 32.41, the open interest changed by -12 which decreased total open position to 74
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 300.85, which was 50.85 higher than the previous day. The implied volatity was 24.16, the open interest changed by -29 which decreased total open position to 86
On 29 May LTM was trading at 4061.60. The strike last trading price was 250, which was 92.2 higher than the previous day. The implied volatity was 33.9, the open interest changed by -18 which decreased total open position to 114
On 27 May LTM was trading at 3988.60. The strike last trading price was 163.55, which was 0 lower than the previous day. The implied volatity was 27.41, the open interest changed by 6 which increased total open position to 132
On 26 May LTM was trading at 3970.40. The strike last trading price was 164.05, which was 8.4 higher than the previous day. The implied volatity was 27.85, the open interest changed by 39 which increased total open position to 126
On 25 May LTM was trading at 3991.60. The strike last trading price was 159.25, which was -11.75 lower than the previous day. The implied volatity was 23.71, the open interest changed by 86 which increased total open position to 88
On 22 May LTM was trading at 4007.80. The strike last trading price was 171, which was -382 lower than the previous day. The implied volatity was 24.27, the open interest changed by 2 which increased total open position to 2
On 18 May LTM was trading at 4074.60. The strike last trading price was 0, which was -552.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LTM was trading at 3968.40. The strike last trading price was 0, which was -552.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LTM was trading at 3920.20. The strike last trading price was 0, which was -552.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LTM was trading at 4086.40. The strike last trading price was 0, which was -552.65 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 LTM was trading at 4143.80. The strike last trading price was 0, which was -553 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 LTM was trading at 4352.20. The strike last trading price was 0, which was -552.65 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 LTM was trading at 4349.80. 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 LTM was trading at 4250.00. 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 LTM was trading at 4316.00. 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 LTM was trading at 4298.80. 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 LTM was trading at 4202.70. 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 LTM was trading at 4269.60. 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
| LTM 30-Jun-2026 (7d) 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.8
Vega: 0.02
Theta: -3.63
Gamma: 0.00129
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 3759.20 | 218.15 | 65.5 (42.91%) | 40.53 | 49 | -1 | 178 |
| 22 Jun | 3830.20 | 155.15 | -3.3 (-2.08%) | 37.21 | 53 | -1 | 179 |
| 19 Jun | 3832.50 | 158.5 | 79.65 (101.01%) | 35.23 | 302 | -127 | 181 |
| 18 Jun | 3998.00 | 84.9 | 11 (14.88%) | 37.9 | 661 | 97 | 308 |
| 17 Jun | 3995.80 | 77.5 | 8.5 (12.32%) | 33.22 | 338 | 36 | 211 |
| 16 Jun | 4006.70 | 69 | -57.7 (-45.54%) | 32.17 | 353 | 23 | 175 |
| 15 Jun | 3897.90 | 128.1 | -38.7 (-23.20%) | 33.03 | 226 | 50 | 155 |
| 12 Jun | 3844.70 | 165.85 | -16.55 (-9.07%) | 34.02 | 32 | -2 | 104 |
| 11 Jun | 3824.90 | 181.25 | 53.65 (42.05%) | 34.38 | 100 | -7 | 107 |
| 10 Jun | 3944.10 | 128.25 | 20.8 (19.36%) | 36 | 200 | -23 | 114 |
| 9 Jun | 3999.90 | 106.8 | -9.3 (-8.01%) | 36.27 | 247 | 7 | 138 |
| 8 Jun | 3977.70 | 115.6 | 9.95 (9.42%) | 34.41 | 267 | 26 | 131 |
| 5 Jun | 4027.20 | 106 | 14.8 (16.23%) | 34.74 | 175 | -6 | 106 |
| 4 Jun | 4067.70 | 89.05 | -22.3 (-20.03%) | 33.96 | 173 | -15 | 113 |
| 3 Jun | 4052.70 | 112.2 | 86.05 (329.06%) | 37.6 | 615 | 3 | 127 |
| 2 Jun | 4341.70 | 25.75 | -32.15 (-55.53%) | 33.18 | 70 | -14 | 127 |
| 1 Jun | 4196.10 | 58.45 | -31.05 (-34.69%) | 34.1 | 173 | -4 | 141 |
| 29 May | 4061.60 | 98.25 | -35.95 (-26.79%) | 30.38 | 201 | 16 | 145 |
| 27 May | 3988.60 | 135.2 | -1.05 (-0.77%) | 34.04 | 107 | 6 | 138 |
| 26 May | 3970.40 | 132.8 | -28.55 (-17.69%) | 32.06 | 110 | 49 | 132 |
| 25 May | 3991.60 | 159.6 | -27.2 (-14.56%) | 39.01 | 98 | 20 | 82 |
| 22 May | 4007.80 | 186.8 | 104.05 (125.74%) | 43.39 | 134 | 63 | 63 |
| 18 May | 4074.60 | 0 | -82.75 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3968.40 | 0 | -82.75 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3920.20 | 0 | -82.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4086.40 | 0 | -82.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4143.80 | 0 | -82.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4352.20 | 0 | -82.75 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 4349.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4250.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4316.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4298.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4202.70 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4269.60 | 0 | 0 | - | 0 | 0 | 0 |
For Ltm Limited - strike price 3950 expiring on 30JUN2026
Delta for 3950 PE is -0.8
Historical price for 3950 PE is as follows
On 23 Jun LTM was trading at 3759.20. The strike last trading price was 218.15, which was 65.5 higher than the previous day. The implied volatity was 40.53, the open interest changed by -1 which decreased total open position to 178
On 22 Jun LTM was trading at 3830.20. The strike last trading price was 155.15, which was -3.3 lower than the previous day. The implied volatity was 37.21, the open interest changed by -1 which decreased total open position to 179
On 19 Jun LTM was trading at 3832.50. The strike last trading price was 158.5, which was 79.65 higher than the previous day. The implied volatity was 35.23, the open interest changed by -127 which decreased total open position to 181
On 18 Jun LTM was trading at 3998.00. The strike last trading price was 84.9, which was 11 higher than the previous day. The implied volatity was 37.9, the open interest changed by 97 which increased total open position to 308
On 17 Jun LTM was trading at 3995.80. The strike last trading price was 77.5, which was 8.5 higher than the previous day. The implied volatity was 33.22, the open interest changed by 36 which increased total open position to 211
On 16 Jun LTM was trading at 4006.70. The strike last trading price was 69, which was -57.7 lower than the previous day. The implied volatity was 32.17, the open interest changed by 23 which increased total open position to 175
On 15 Jun LTM was trading at 3897.90. The strike last trading price was 128.1, which was -38.7 lower than the previous day. The implied volatity was 33.03, the open interest changed by 50 which increased total open position to 155
On 12 Jun LTM was trading at 3844.70. The strike last trading price was 165.85, which was -16.55 lower than the previous day. The implied volatity was 34.02, the open interest changed by -2 which decreased total open position to 104
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 181.25, which was 53.65 higher than the previous day. The implied volatity was 34.38, the open interest changed by -7 which decreased total open position to 107
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 128.25, which was 20.8 higher than the previous day. The implied volatity was 36, the open interest changed by -23 which decreased total open position to 114
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 106.8, which was -9.3 lower than the previous day. The implied volatity was 36.27, the open interest changed by 7 which increased total open position to 138
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 115.6, which was 9.95 higher than the previous day. The implied volatity was 34.41, the open interest changed by 26 which increased total open position to 131
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 106, which was 14.8 higher than the previous day. The implied volatity was 34.74, the open interest changed by -6 which decreased total open position to 106
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 89.05, which was -22.3 lower than the previous day. The implied volatity was 33.96, the open interest changed by -15 which decreased total open position to 113
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 112.2, which was 86.05 higher than the previous day. The implied volatity was 37.6, the open interest changed by 3 which increased total open position to 127
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 25.75, which was -32.15 lower than the previous day. The implied volatity was 33.18, the open interest changed by -14 which decreased total open position to 127
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 58.45, which was -31.05 lower than the previous day. The implied volatity was 34.1, the open interest changed by -4 which decreased total open position to 141
On 29 May LTM was trading at 4061.60. The strike last trading price was 98.25, which was -35.95 lower than the previous day. The implied volatity was 30.38, the open interest changed by 16 which increased total open position to 145
On 27 May LTM was trading at 3988.60. The strike last trading price was 135.2, which was -1.05 lower than the previous day. The implied volatity was 34.04, the open interest changed by 6 which increased total open position to 138
On 26 May LTM was trading at 3970.40. The strike last trading price was 132.8, which was -28.55 lower than the previous day. The implied volatity was 32.06, the open interest changed by 49 which increased total open position to 132
On 25 May LTM was trading at 3991.60. The strike last trading price was 159.6, which was -27.2 lower than the previous day. The implied volatity was 39.01, the open interest changed by 20 which increased total open position to 82
On 22 May LTM was trading at 4007.80. The strike last trading price was 186.8, which was 104.05 higher than the previous day. The implied volatity was 43.39, the open interest changed by 63 which increased total open position to 63
On 18 May LTM was trading at 4074.60. The strike last trading price was 0, which was -82.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May LTM was trading at 3968.40. The strike last trading price was 0, which was -82.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LTM was trading at 3920.20. The strike last trading price was 0, which was -82.75 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LTM was trading at 4086.40. The strike last trading price was 0, which was -82.75 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 LTM was trading at 4143.80. The strike last trading price was 0, which was -82.75 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 LTM was trading at 4352.20. The strike last trading price was 0, which was -82.75 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 LTM was trading at 4349.80. 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 LTM was trading at 4250.00. 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 LTM was trading at 4316.00. 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 LTM was trading at 4298.80. 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 LTM was trading at 4202.70. 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 LTM was trading at 4269.60. 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
