LTM Limited

Information Technology · IT - Software

NSE: LTM BSE: 540005

₹4010.00

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

Download CSV

Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) -160.80

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	3979.7000	-19.80	4678200	-24450	Long Unwinding
Nov. 23, 2026	3902.0000	-18.90	138150	20250	Short Buildup
Dec. 29, 2026	3849.2000	-35.80	3600	600	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	3896.0000	3896.0000	3849.2000	3849.2000	3600	600
Oct. 5, 2026	Nov. 23, 2026	3892.5000	3965.0000	3870.8000	3902.0000	138150	20250
Oct. 5, 2026	Oct. 27, 2026	4007.0000	4059.0000	3920.6000	3979.7000	4678200	-24450
Oct. 1, 2026	Dec. 29, 2026	3896.0000	3949.4000	3870.0000	3885.0000	3000	1500
Oct. 1, 2026	Nov. 23, 2026	3944.2000	3975.0000	3854.2000	3920.9000	117900	7050
Oct. 1, 2026	Oct. 27, 2026	3971.0000	4058.4000	3934.1000	3999.5000	4702650	-97950
Sept. 30, 2026	Dec. 29, 2026	3992.0000	3995.0000	3896.0000	3896.0000	1500	1500
Sept. 30, 2026	Nov. 23, 2026	3918.2000	4030.5000	3900.0000	3905.1000	110850	-600
Sept. 30, 2026	Oct. 27, 2026	3950.1000	4128.0000	3945.6000	3986.5000	4800600	-18600
Sept. 29, 2026	Nov. 23, 2026	3855.2000	3931.6000	3771.0000	3858.9000	111450	16950

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 3.294

Max Pain 4000.0000

Open Interest by Strike (Max Pain: 4000.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	1198.5500	151.81	0.723	3400.0000	-0.116	41.07	37.9000	300	1350
0	0	1020.7500	136.7	0.687	3600.0000	-0.212	43.13	85.9000	150	450
750	750	329.2000	—		3700.0000	-0.197	29.93	53.0000	0	0
0	0	854.4000	123.64	0.645	3800.0000	-0.294	35.38	107.6500	0	2250
150	150	218.5000	21.8	0.691	3900.0000	-0.376	42.47	186.0000	0	1050
300	300	154.7000	21.12	0.578	4000.0000	-0.437	39.75	216.2000	2550	3150
1350	1350	137.2500	26.16	0.472	4100.0000	-0.551	19.21	143.6500	0	0
0	0	566.8000	103.42	0.542	4200.0000	-0.554	43.52	350.0000	150	150
0	0	505.8000	99.5	0.513	4300.0000		—	213.9000	0	0
0	0	449.3000	95.96	0.483	4400.0000		—	255.9000	0	0
0	0	349.8500	89.92	0.421	4600.0000		—	353.5000	0	0