Historical option data for LTM
26 May 2026 04:10 PM IST
| LTM 30-Jun-2026 (34d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.05
Theta: -2.26
Gamma: 0.00111
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 3970.40 | 144.75 | 12.95 (9.83%) | 28.98 | 2,401 | 131 | 952 | |||||||||
| 25 May | 3991.60 | 135.1 | 4.5 (3.45%) | 24.36 | 2,537 | 508 | 819 | |||||||||
| 22 May | 4007.80 | 132.15 | -66.85 (-33.59%) | 22.1 | 682 | 213 | 312 | |||||||||
| 21 May | 4129.70 | 193.45 | -36.55 (-15.89%) | 17.3 | 291 | 41 | 95 | |||||||||
| 20 May | 4143.00 | 226.25 | -63.75 (-21.98%) | 24.09 | 48 | 15 | 52 | |||||||||
| 19 May | 4254.80 | 290 | 98.7 (51.59%) | 15.09 | 91 | -10 | 36 | |||||||||
| 18 May | 4074.60 | 194.3 | 57.5 (42.03%) | 23.1 | 109 | -8 | 49 | |||||||||
| 15 May | 3968.40 | 136.6 | 14.2 (11.60%) | 24.55 | 113 | 5 | 58 | |||||||||
| 14 May | 3920.20 | 122.9 | -127.1 (-50.84%) | 25.57 | 121 | 51 | 52 | |||||||||
| 13 May | 4086.40 | 250 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 4143.80 | 250 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 4352.20 | 250 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 4349.80 | 250 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 4250.00 | 250 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 4316.00 | 250 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 5 May | 4298.80 | 250 | 0 (0.00%) | 12.42 | 0 | 0 | 1 | |||||||||
| 4 May | 4202.70 | 250 | -73.95 (-22.83%) | 12.42 | 1 | 0 | 0 | |||||||||
| 30 Apr | 4269.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4323.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 4380.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 4346.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 4282.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 4531.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4604.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4757.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4715.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4753.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4730.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4628.70 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 4466.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4469.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 4572.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4523.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 4442.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 4307.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 4303.90 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 4000 expiring on 30JUN2026
Delta for 4000 CE is 0.52
Historical price for 4000 CE is as follows
On 26 May LTM was trading at 3970.40. The strike last trading price was 144.75, which was 12.95 higher than the previous day. The implied volatity was 28.98, the open interest changed by 131 which increased total open position to 952
On 25 May LTM was trading at 3991.60. The strike last trading price was 135.1, which was 4.5 higher than the previous day. The implied volatity was 24.36, the open interest changed by 508 which increased total open position to 819
On 22 May LTM was trading at 4007.80. The strike last trading price was 132.15, which was -66.85 lower than the previous day. The implied volatity was 22.1, the open interest changed by 213 which increased total open position to 312
On 21 May LTM was trading at 4129.70. The strike last trading price was 193.45, which was -36.55 lower than the previous day. The implied volatity was 17.3, the open interest changed by 41 which increased total open position to 95
On 20 May LTM was trading at 4143.00. The strike last trading price was 226.25, which was -63.75 lower than the previous day. The implied volatity was 24.09, the open interest changed by 15 which increased total open position to 52
On 19 May LTM was trading at 4254.80. The strike last trading price was 290, which was 98.7 higher than the previous day. The implied volatity was 15.09, the open interest changed by -10 which decreased total open position to 36
On 18 May LTM was trading at 4074.60. The strike last trading price was 194.3, which was 57.5 higher than the previous day. The implied volatity was 23.1, the open interest changed by -8 which decreased total open position to 49
On 15 May LTM was trading at 3968.40. The strike last trading price was 136.6, which was 14.2 higher than the previous day. The implied volatity was 24.55, the open interest changed by 5 which increased total open position to 58
On 14 May LTM was trading at 3920.20. The strike last trading price was 122.9, which was -127.1 lower than the previous day. The implied volatity was 25.57, the open interest changed by 51 which increased total open position to 52
On 13 May LTM was trading at 4086.40. The strike last trading price was 250, 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 1
On 12 May LTM was trading at 4143.80. The strike last trading price was 250, 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 1
On 11 May LTM was trading at 4352.20. The strike last trading price was 250, 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 1
On 8 May LTM was trading at 4349.80. The strike last trading price was 250, which was 0 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 LTM was trading at 4250.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May LTM was trading at 4316.00. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May LTM was trading at 4298.80. The strike last trading price was 250, which was 0 lower than the previous day. The implied volatity was 12.42, the open interest changed by 0 which decreased total open position to 1
On 4 May LTM was trading at 4202.70. The strike last trading price was 250, which was -73.95 lower than the previous day. The implied volatity was 12.42, 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
On 29 Apr LTM was trading at 4323.10. 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 28 Apr LTM was trading at 4380.60. 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
On 27 Apr LTM was trading at 4346.00. 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 24 Apr LTM was trading at 4282.30. 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 23 Apr LTM was trading at 4531.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr LTM was trading at 4604.30. 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 21 Apr LTM was trading at 4757.90. 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 20 Apr LTM was trading at 4715.80. 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 17 Apr LTM was trading at 4753.60. 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
On 16 Apr LTM was trading at 4730.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LTM was trading at 4628.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LTM was trading at 4466.60. 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
On 10 Apr LTM was trading at 4469.40. 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 9 Apr LTM was trading at 4572.00. 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 8 Apr LTM was trading at 4523.00. 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 7 Apr LTM was trading at 4442.50. 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 Apr LTM was trading at 4307.40. 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 2 Apr LTM was trading at 4303.90. 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 (34d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.05
Theta: -1.92
Gamma: 0.00099
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 3970.40 | 159 | -30.45 (-16.07%) | 32.6 | 684 | 268 | 780 |
| 25 May | 3991.60 | 183 | -25.45 (-12.21%) | 38.87 | 716 | 204 | 513 |
| 22 May | 4007.80 | 208.4 | 70.55 (51.18%) | 42.87 | 570 | 144 | 312 |
| 21 May | 4129.70 | 140.15 | 1.4 (1.01%) | 38.19 | 582 | 71 | 167 |
| 20 May | 4143.00 | 137 | 37 (37.00%) | 38.76 | 80 | 40 | 96 |
| 19 May | 4254.80 | 100 | -62.3 (-38.39%) | 37.83 | 67 | 7 | 56 |
| 18 May | 4074.60 | 161.2 | -66.8 (-29.30%) | 38.78 | 42 | -2 | 49 |
| 15 May | 3968.40 | 228 | -25.75 (-10.15%) | 39.85 | 28 | 2 | 49 |
| 14 May | 3920.20 | 258 | 88 (51.76%) | 41.97 | 53 | 19 | 46 |
| 13 May | 4086.40 | 170 | 19.1 (12.66%) | 0 | 28 | 3 | 27 |
| 12 May | 4143.80 | 150.9 | 75.9 (101.20%) | 0 | 33 | 4 | 23 |
| 11 May | 4352.20 | 75 | -11.9 (-13.69%) | 0 | 12 | 0 | 19 |
| 8 May | 4349.80 | 86.9 | -38.1 (-30.48%) | 36.67 | 6 | 4 | 18 |
| 7 May | 4250.00 | 125 | 125 (-7.41%) | 40.03 | 0 | 0 | 14 |
| 6 May | 4316.00 | 125 | -10 (-7.41%) | 40.03 | 4 | 3 | 13 |
| 5 May | 4298.80 | 135 | -14.85 (-9.91%) | 41.09 | 2 | 0 | 9 |
| 4 May | 4202.70 | 149.85 | -0.1 (-0.07%) | 39.43 | 1 | 6 | 8 |
| 30 Apr | 4269.60 | 149.95 | 23.95 (19.01%) | 40.76 | 6 | 5 | 7 |
| 29 Apr | 4323.10 | 126 | -23 (-15.44%) | 40.48 | 2 | 0 | 2 |
| 28 Apr | 4380.60 | 149 | 0 (0.00%) | - | 0 | 0 | 2 |
| 27 Apr | 4346.00 | 149 | 0 (0.00%) | 40.83 | 0 | 0 | 2 |
| 24 Apr | 4282.30 | 149 | -89.45 (-37.51%) | 40.83 | 2 | 1 | 1 |
| 23 Apr | 4531.50 | - | - | - | 0 | 0 | 0 |
| 22 Apr | 4604.30 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 4757.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 4715.80 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4753.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4730.00 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 4628.70 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 4466.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4469.40 | 238.45 | 0 (0.00%) | 6.39 | 0 | 0 | 0 |
| 9 Apr | 4572.00 | 238.45 | 0 (0.00%) | 7.42 | 0 | 0 | 0 |
| 8 Apr | 4523.00 | 238.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 4442.50 | 238.45 | 0 (0.00%) | 6.34 | 0 | 0 | 0 |
| 6 Apr | 4307.40 | 238.45 | 0 (0.00%) | 4.55 | 0 | 0 | 0 |
| 2 Apr | 4303.90 | 238.45 | 0 (0.00%) | 4.84 | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 4000 expiring on 30JUN2026
Delta for 4000 PE is -0.48
Historical price for 4000 PE is as follows
On 26 May LTM was trading at 3970.40. The strike last trading price was 159, which was -30.45 lower than the previous day. The implied volatity was 32.6, the open interest changed by 268 which increased total open position to 780
On 25 May LTM was trading at 3991.60. The strike last trading price was 183, which was -25.45 lower than the previous day. The implied volatity was 38.87, the open interest changed by 204 which increased total open position to 513
On 22 May LTM was trading at 4007.80. The strike last trading price was 208.4, which was 70.55 higher than the previous day. The implied volatity was 42.87, the open interest changed by 144 which increased total open position to 312
On 21 May LTM was trading at 4129.70. The strike last trading price was 140.15, which was 1.4 higher than the previous day. The implied volatity was 38.19, the open interest changed by 71 which increased total open position to 167
On 20 May LTM was trading at 4143.00. The strike last trading price was 137, which was 37 higher than the previous day. The implied volatity was 38.76, the open interest changed by 40 which increased total open position to 96
On 19 May LTM was trading at 4254.80. The strike last trading price was 100, which was -62.3 lower than the previous day. The implied volatity was 37.83, the open interest changed by 7 which increased total open position to 56
On 18 May LTM was trading at 4074.60. The strike last trading price was 161.2, which was -66.8 lower than the previous day. The implied volatity was 38.78, the open interest changed by -2 which decreased total open position to 49
On 15 May LTM was trading at 3968.40. The strike last trading price was 228, which was -25.75 lower than the previous day. The implied volatity was 39.85, the open interest changed by 2 which increased total open position to 49
On 14 May LTM was trading at 3920.20. The strike last trading price was 258, which was 88 higher than the previous day. The implied volatity was 41.97, the open interest changed by 19 which increased total open position to 46
On 13 May LTM was trading at 4086.40. The strike last trading price was 170, which was 19.1 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 27
On 12 May LTM was trading at 4143.80. The strike last trading price was 150.9, which was 75.9 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 23
On 11 May LTM was trading at 4352.20. The strike last trading price was 75, which was -11.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 19
On 8 May LTM was trading at 4349.80. The strike last trading price was 86.9, which was -38.1 lower than the previous day. The implied volatity was 36.67, the open interest changed by 4 which increased total open position to 18
On 7 May LTM was trading at 4250.00. The strike last trading price was 125, which was 125 higher than the previous day. The implied volatity was 40.03, the open interest changed by 0 which decreased total open position to 14
On 6 May LTM was trading at 4316.00. The strike last trading price was 125, which was -10 lower than the previous day. The implied volatity was 40.03, the open interest changed by 3 which increased total open position to 13
On 5 May LTM was trading at 4298.80. The strike last trading price was 135, which was -14.85 lower than the previous day. The implied volatity was 41.09, the open interest changed by 0 which decreased total open position to 9
On 4 May LTM was trading at 4202.70. The strike last trading price was 149.85, which was -0.1 lower than the previous day. The implied volatity was 39.43, the open interest changed by 6 which increased total open position to 8
On 30 Apr LTM was trading at 4269.60. The strike last trading price was 149.95, which was 23.95 higher than the previous day. The implied volatity was 40.76, the open interest changed by 5 which increased total open position to 7
On 29 Apr LTM was trading at 4323.10. The strike last trading price was 126, which was -23 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 2
On 28 Apr LTM was trading at 4380.60. The strike last trading price was 149, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 Apr LTM was trading at 4346.00. The strike last trading price was 149, which was 0 lower than the previous day. The implied volatity was 40.83, the open interest changed by 0 which decreased total open position to 2
On 24 Apr LTM was trading at 4282.30. The strike last trading price was 149, which was -89.45 lower than the previous day. The implied volatity was 40.83, the open interest changed by 1 which increased total open position to 1
On 23 Apr LTM was trading at 4531.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr LTM was trading at 4604.30. 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 21 Apr LTM was trading at 4757.90. 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 20 Apr LTM was trading at 4715.80. 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 17 Apr LTM was trading at 4753.60. 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
On 16 Apr LTM was trading at 4730.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LTM was trading at 4628.70. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LTM was trading at 4466.60. 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
On 10 Apr LTM was trading at 4469.40. The strike last trading price was 238.45, which was 0 lower than the previous day. The implied volatity was 6.39, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LTM was trading at 4572.00. The strike last trading price was 238.45, which was 0 lower than the previous day. The implied volatity was 7.42, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LTM was trading at 4523.00. The strike last trading price was 238.45, 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 Apr LTM was trading at 4442.50. The strike last trading price was 238.45, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LTM was trading at 4307.40. The strike last trading price was 238.45, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LTM was trading at 4303.90. The strike last trading price was 238.45, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
