Historical option data for LTM
11 Jun 2026 04:15 PM IST
| LTM 30-Jun-2026 (18d) 4050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.03
Theta: -2.91
Gamma: 0.00109
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 3824.90 | 52.2 | -30.8 (-37.11%) | 35.1 | 367 | 46 | 634 | |||||||||
| 10 Jun | 3944.10 | 84 | -22 (-20.75%) | 32.82 | 183 | -6 | 588 | |||||||||
| 9 Jun | 3999.90 | 109.6 | -3.4 (-3.01%) | 31.97 | 292 | 37 | 594 | |||||||||
| 8 Jun | 3977.70 | 108.25 | -24.75 (-18.61%) | 34.09 | 380 | -26 | 557 | |||||||||
| 5 Jun | 4027.20 | 133 | -20 (-13.07%) | 32.95 | 391 | -20 | 585 | |||||||||
| 4 Jun | 4067.70 | 153.3 | 3.3 (2.20%) | 31.51 | 1,237 | 202 | 609 | |||||||||
| 3 Jun | 4052.70 | 150.3 | -202.7 (-57.42%) | 31.34 | 1,802 | 256 | 410 | |||||||||
| 2 Jun | 4341.70 | 370.5 | 139.6 (60.46%) | 33.56 | 25 | -18 | 155 | |||||||||
| 1 Jun | 4196.10 | 224.1 | 55.3 (32.76%) | 28.71 | 101 | -23 | 174 | |||||||||
| 29 May | 4061.60 | 164.9 | 52.85 (47.17%) | 34.79 | 490 | -98 | 197 | |||||||||
| 27 May | 3988.60 | 113.95 | -5.5 (-4.60%) | 27.13 | 400 | 10 | 297 | |||||||||
| 26 May | 3970.40 | 117.05 | 3.95 (3.49%) | 27.98 | 1,188 | 126 | 291 | |||||||||
| 25 May | 3991.60 | 116 | 2.6 (2.29%) | 25.35 | 371 | 40 | 161 | |||||||||
| 22 May | 4007.80 | 114.05 | -147.95 (-56.47%) | 23.34 | 380 | 117 | 120 | |||||||||
| 21 May | 4129.70 | 261.55 | -0.45 (-0.17%) | - | 0 | 0 | 3 | |||||||||
| 20 May | 4143.00 | 261.55 | -0.45 (-0.17%) | 18.8 | 0 | 0 | 3 | |||||||||
| 19 May | 4254.80 | 261.55 | 121.4 (86.62%) | 18.8 | 8 | -1 | 3 | |||||||||
| 18 May | 4074.60 | 140.15 | -29 (-17.14%) | 18.85 | 5 | 4 | 5 | |||||||||
| 15 May | 3968.40 | 169.15 | -311.95 (-64.84%) | 34.31 | 1 | 1 | 1 | |||||||||
| 14 May | 3920.20 | 0 | -481.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4086.40 | 0 | -481.1 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4143.80 | 0 | -481 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4352.20 | 0 | -481.1 (-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 | |||||||||
| 29 Apr | 4323.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Ltimindtree Limited - strike price 4050 expiring on 30JUN2026
Delta for 4050 CE is 0.28
Historical price for 4050 CE is as follows
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 52.2, which was -30.8 lower than the previous day. The implied volatity was 35.1, the open interest changed by 46 which increased total open position to 634
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 84, which was -22 lower than the previous day. The implied volatity was 32.82, the open interest changed by -6 which decreased total open position to 588
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 109.6, which was -3.4 lower than the previous day. The implied volatity was 31.97, the open interest changed by 37 which increased total open position to 594
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 108.25, which was -24.75 lower than the previous day. The implied volatity was 34.09, the open interest changed by -26 which decreased total open position to 557
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 133, which was -20 lower than the previous day. The implied volatity was 32.95, the open interest changed by -20 which decreased total open position to 585
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 153.3, which was 3.3 higher than the previous day. The implied volatity was 31.51, the open interest changed by 202 which increased total open position to 609
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 150.3, which was -202.7 lower than the previous day. The implied volatity was 31.34, the open interest changed by 256 which increased total open position to 410
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 370.5, which was 139.6 higher than the previous day. The implied volatity was 33.56, the open interest changed by -18 which decreased total open position to 155
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 224.1, which was 55.3 higher than the previous day. The implied volatity was 28.71, the open interest changed by -23 which decreased total open position to 174
On 29 May LTM was trading at 4061.60. The strike last trading price was 164.9, which was 52.85 higher than the previous day. The implied volatity was 34.79, the open interest changed by -98 which decreased total open position to 197
On 27 May LTM was trading at 3988.60. The strike last trading price was 113.95, which was -5.5 lower than the previous day. The implied volatity was 27.13, the open interest changed by 10 which increased total open position to 297
On 26 May LTM was trading at 3970.40. The strike last trading price was 117.05, which was 3.95 higher than the previous day. The implied volatity was 27.98, the open interest changed by 126 which increased total open position to 291
On 25 May LTM was trading at 3991.60. The strike last trading price was 116, which was 2.6 higher than the previous day. The implied volatity was 25.35, the open interest changed by 40 which increased total open position to 161
On 22 May LTM was trading at 4007.80. The strike last trading price was 114.05, which was -147.95 lower than the previous day. The implied volatity was 23.34, the open interest changed by 117 which increased total open position to 120
On 21 May LTM was trading at 4129.70. The strike last trading price was 261.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May LTM was trading at 4143.00. The strike last trading price was 261.55, which was -0.45 lower than the previous day. The implied volatity was 18.8, the open interest changed by 0 which decreased total open position to 3
On 19 May LTM was trading at 4254.80. The strike last trading price was 261.55, which was 121.4 higher than the previous day. The implied volatity was 18.8, the open interest changed by -1 which decreased total open position to 3
On 18 May LTM was trading at 4074.60. The strike last trading price was 140.15, which was -29 lower than the previous day. The implied volatity was 18.85, the open interest changed by 4 which increased total open position to 5
On 15 May LTM was trading at 3968.40. The strike last trading price was 169.15, which was -311.95 lower than the previous day. The implied volatity was 34.31, the open interest changed by 1 which increased total open position to 1
On 14 May LTM was trading at 3920.20. The strike last trading price was 0, which was -481.1 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 -481.1 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 -481 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 -481.1 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
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
| LTM 30-Jun-2026 (18d) 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.03
Theta: -2.09
Gamma: 0.00111
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 3824.90 | 248.1 | 61.95 (33.28%) | 33.56 | 42 | -10 | 698 |
| 10 Jun | 3944.10 | 186.7 | 23.8 (14.61%) | 36.66 | 41 | -19 | 709 |
| 9 Jun | 3999.90 | 157 | -11.35 (-6.74%) | 36.75 | 61 | 2 | 728 |
| 8 Jun | 3977.70 | 168.55 | 15.3 (9.98%) | 34.61 | 57 | -11 | 726 |
| 5 Jun | 4027.20 | 151.8 | 18.1 (13.54%) | 34.38 | 292 | -1 | 738 |
| 4 Jun | 4067.70 | 133.35 | -24.7 (-15.63%) | 34.34 | 714 | 330 | 738 |
| 3 Jun | 4052.70 | 158.6 | 117.55 (286.36%) | 38.51 | 1,668 | 218 | 378 |
| 2 Jun | 4341.70 | 41.1 | -45.7 (-52.65%) | 32.46 | 139 | -18 | 162 |
| 1 Jun | 4196.10 | 86.9 | -45.1 (-34.17%) | 33.53 | 243 | 56 | 181 |
| 29 May | 4061.60 | 141 | -48.35 (-25.53%) | 29.18 | 233 | -23 | 133 |
| 27 May | 3988.60 | 186.95 | -1.65 (-0.87%) | 33.89 | 90 | 12 | 155 |
| 26 May | 3970.40 | 188.9 | -37.4 (-16.53%) | 33.1 | 96 | 41 | 145 |
| 25 May | 3991.60 | 226.3 | -13.35 (-5.57%) | 40.25 | 46 | 10 | 104 |
| 22 May | 4007.80 | 240.9 | 81.8 (51.41%) | 44.11 | 253 | 85 | 94 |
| 21 May | 4129.70 | 160.4 | 50.25 (45.62%) | 38.95 | 11 | 9 | 9 |
| 20 May | 4143.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 4254.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4074.60 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 3968.40 | 0 | -110.15 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3920.20 | 0 | -110.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4086.40 | 0 | -110.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4143.80 | 0 | -110.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4352.20 | 0 | -110.15 (-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 |
| 29 Apr | 4323.10 | 0 | 0 | - | 0 | 0 | 0 |
For Ltimindtree Limited - strike price 4050 expiring on 30JUN2026
Delta for 4050 PE is -0.73
Historical price for 4050 PE is as follows
On 11 Jun LTM was trading at 3824.90. The strike last trading price was 248.1, which was 61.95 higher than the previous day. The implied volatity was 33.56, the open interest changed by -10 which decreased total open position to 698
On 10 Jun LTM was trading at 3944.10. The strike last trading price was 186.7, which was 23.8 higher than the previous day. The implied volatity was 36.66, the open interest changed by -19 which decreased total open position to 709
On 9 Jun LTM was trading at 3999.90. The strike last trading price was 157, which was -11.35 lower than the previous day. The implied volatity was 36.75, the open interest changed by 2 which increased total open position to 728
On 8 Jun LTM was trading at 3977.70. The strike last trading price was 168.55, which was 15.3 higher than the previous day. The implied volatity was 34.61, the open interest changed by -11 which decreased total open position to 726
On 5 Jun LTM was trading at 4027.20. The strike last trading price was 151.8, which was 18.1 higher than the previous day. The implied volatity was 34.38, the open interest changed by -1 which decreased total open position to 738
On 4 Jun LTM was trading at 4067.70. The strike last trading price was 133.35, which was -24.7 lower than the previous day. The implied volatity was 34.34, the open interest changed by 330 which increased total open position to 738
On 3 Jun LTM was trading at 4052.70. The strike last trading price was 158.6, which was 117.55 higher than the previous day. The implied volatity was 38.51, the open interest changed by 218 which increased total open position to 378
On 2 Jun LTM was trading at 4341.70. The strike last trading price was 41.1, which was -45.7 lower than the previous day. The implied volatity was 32.46, the open interest changed by -18 which decreased total open position to 162
On 1 Jun LTM was trading at 4196.10. The strike last trading price was 86.9, which was -45.1 lower than the previous day. The implied volatity was 33.53, the open interest changed by 56 which increased total open position to 181
On 29 May LTM was trading at 4061.60. The strike last trading price was 141, which was -48.35 lower than the previous day. The implied volatity was 29.18, the open interest changed by -23 which decreased total open position to 133
On 27 May LTM was trading at 3988.60. The strike last trading price was 186.95, which was -1.65 lower than the previous day. The implied volatity was 33.89, the open interest changed by 12 which increased total open position to 155
On 26 May LTM was trading at 3970.40. The strike last trading price was 188.9, which was -37.4 lower than the previous day. The implied volatity was 33.1, the open interest changed by 41 which increased total open position to 145
On 25 May LTM was trading at 3991.60. The strike last trading price was 226.3, which was -13.35 lower than the previous day. The implied volatity was 40.25, the open interest changed by 10 which increased total open position to 104
On 22 May LTM was trading at 4007.80. The strike last trading price was 240.9, which was 81.8 higher than the previous day. The implied volatity was 44.11, the open interest changed by 85 which increased total open position to 94
On 21 May LTM was trading at 4129.70. The strike last trading price was 160.4, which was 50.25 higher than the previous day. The implied volatity was 38.95, the open interest changed by 9 which increased total open position to 9
On 20 May LTM was trading at 4143.00. 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 19 May LTM was trading at 4254.80. 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 18 May LTM was trading at 4074.60. 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 15 May LTM was trading at 3968.40. The strike last trading price was 0, which was -110.15 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 -110.15 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 -110.15 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 -110.15 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 -110.15 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
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
