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Related Pages for LT
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LT
Larsen & Toubro Ltd.
3629.85 -86.50 (-2.33%)

Option Chain for LT

20 Dec 2024 04:11 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 150
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 776.10 0.00 3000 0.00 0.50 - 4 -1 120 -
0.00 0 0 0 0.00 0.00 0.00 3050 0.00 0.00 0.00 0 0 0 0.00
- 23 0 1 - 560.40 -68.20 3100 -0.05 0.60 51.69 67 14 266 -0.01
0.00 0 0 0 0.00 529.15 0.00 3150 0.00 18.05 0.00 0 0 0 0.00
- 37 0 1 - 460.00 -104.00 3200 -0.35 0.35 39.80 106 -7 682 -0.01
0.00 0 0 0 0.00 445.15 0.00 3250 0.00 36.75 0.00 0 0 0 0.00
0.86 11 -2 3 73.27 360.00 -186.95 3300 -0.65 0.55 32.93 502 -59 749 -0.01
- 0 0 0 - 367.55 0.00 3350 -0.95 0.55 28.41 481 -19 189 -0.01
0.90 75 11 71 41.61 244.00 -71.00 3400 -1.10 1.10 26.48 1,991 -453 1,156 -0.02
0.92 190 96 179 29.24 189.60 -77.40 3450 -0.15 2.40 24.88 1,655 52 406 -0.05
0.87 284 73 265 26.68 143.00 -77.00 3500 1.95 5.60 23.79 6,475 -93 1,655 -0.10
0.78 147 32 138 24.62 99.70 -71.25 3550 4.45 10.80 21.57 8,597 -195 633 -0.19
0.64 713 50 2,390 21.71 59.95 -66.25 3600 12.65 23.80 20.99 13,865 -688 1,549 -0.35
0.44 1,385 1,041 6,818 20.04 30.25 -58.65 3650 23.85 44.10 19.41 13,194 31 1,369 -0.56
0.26 2,808 1,044 18,498 20.67 14.60 -37.00 3700 41.25 77.85 19.54 11,677 -333 2,231 -0.76
0.13 3,878 927 14,772 21.08 6.15 -22.25 3750 56.25 117.70 17.14 1,798 -63 1,253 -0.92
0.06 5,383 -65 17,198 22.56 2.90 -11.65 3800 67.35 166.15 19.46 1,452 -59 1,962 -0.96
0.04 3,815 -649 10,029 24.90 1.70 -6.35 3850 72.60 215.40 21.63 191 -49 592 -0.98
0.03 6,486 -599 7,517 28.77 1.50 -3.45 3900 89.40 272.00 39.86 353 -107 847 -0.91
0.02 4,170 -442 4,795 32.28 1.30 -2.10 3950 71.45 307.50 - 86 -48 359 -
0.02 6,905 -764 4,075 35.67 1.15 -1.05 4000 85.00 370.00 47.16 145 -134 685 -0.94
0.02 1,448 -212 1,295 38.78 1.00 -1.00 4050 0.00 300.00 0.00 0 -4 0 0.00
0.01 1,665 -501 1,599 42.21 0.95 -0.55 4100 67.35 450.50 - 4 0 122 -
0.01 716 -7 450 44.44 0.75 -0.70 4150 0.00 519.90 - 0 0 0 -
0.01 1,239 -104 512 45.06 0.45 -1.10 4200 28.75 513.00 - 1 0 150 -
0.01 41 0 1 48.20 0.45 -0.75 4250 0.00 606.85 - 0 0 0 -
- 1,057 -133 238 - 0.45 -0.35 4300 0.00 545.65 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 4350 0.00 0.00 0.00 0 0 0 0.00
- 527 -33 127 - 0.45 -0.25 4400 0.00 625.15 - 0 0 0 -
43,003 16,975
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.