COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC Options
Search LDP call options and put options with real-time pricing, Greeks, and implied volatility data.
Search LDP Options NowAbout LDP Options
COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC (LDP) options give traders the right to buy or sell LDP stock at a predetermined price before a specific expiration date. Options are powerful financial instruments used for speculation, hedging, and income generation.
Call Options
LDP call options give you the right to buy shares at the strike price. Profit when COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC stock rises.
Put Options
LDP put options give you the right to sell shares at the strike price. Profit when COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC stock falls.
What Data You'll Find
Our free LDP options search tool provides:
- Strike Prices — Various price levels for calls and puts
- Expiration Dates — Filter by 7, 30, 60, or 90 days out
- Premium (Price) — Current option contract prices
- Volume & Open Interest — Liquidity and market activity
- Implied Volatility (IV) — Market's expected price movement
- Greeks — Delta, Gamma, Theta, Vega sensitivity measures
- Intrinsic & Extrinsic Value — Value breakdown
Understanding LDP Options Greeks
When trading COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC options, the Greeks help you understand how the option price will change:
Delta (Δ)
How much the LDP option price moves when the stock moves $1. A delta of 0.50 means the option gains $0.50 for every $1 stock increase.
Theta (Θ)
Daily time decay of the option. LDP options lose value each day as expiration approaches, even if the stock price stays flat.
Gamma (Γ)
Rate of Delta change. Higher gamma means Delta moves faster, making near-ATM LDP options more responsive to price changes.
Vega (ν)
Volatility sensitivity. When COHEN & STEERS LIMITED DURATION PREFERRED AND INCOME FUND INC's implied volatility rises, high-vega options become more valuable.
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