LT
Larsen & Toubro Ltd.
3487
-18.90 (-0.54%)
Option Chain for LT
21 Nov 2024 02:31 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 150 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 941.10 | 0.00 | 2800 | 0.20 | 0.45 | - | 1 | 0 | 70 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2850 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 848.20 | 0.00 | 2900 | -0.10 | 0.80 | - | 10 | -7 | 122 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 2950 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 675.00 | 0.00 | 3000 | 0.45 | 1.30 | 51.45 | 127 | 1 | 532 | -0.01 |
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0.00 | 0 | 0 | 0 | 0.00 | 758.60 | 0.00 | 3050 | 0.00 | 8.25 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 430.00 | 0.00 | 3100 | -0.35 | 1.85 | 43.43 | 474 | 8 | 647 | -0.02 |
- | 0 | 0 | 0 | - | 666.45 | 0.00 | 3150 | -0.20 | 2.35 | 40.00 | 12 | -2 | 333 | -0.03 |
0.92 | 183 | -22 | 37 | 46.21 | 298.00 | -16.80 | 3200 | -0.30 | 3.20 | 36.93 | 1,112 | -28 | 733 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 392.00 | 0.00 | 3250 | 0.10 | 4.30 | 33.53 | 1,068 | 132 | 570 | -0.06 |
0.92 | 318 | -23 | 67 | 28.45 | 194.20 | -26.80 | 3300 | 1.15 | 7.20 | 31.61 | 3,368 | 179 | 1,921 | -0.10 |
0.80 | 151 | -19 | 78 | 35.63 | 158.85 | -16.40 | 3350 | 2.00 | 11.20 | 29.06 | 3,671 | 359 | 1,541 | -0.15 |
0.79 | 476 | 67 | 738 | 23.67 | 103.40 | -28.00 | 3400 | 3.30 | 18.00 | 26.55 | 5,021 | -369 | 1,994 | -0.24 |
0.65 | 542 | 275 | 3,019 | 21.56 | 63.95 | -27.00 | 3450 | 6.30 | 30.40 | 24.82 | 4,414 | 264 | 1,000 | -0.36 |
0.46 | 1,775 | 574 | 8,516 | 21.00 | 35.50 | -22.00 | 3500 | 11.80 | 52.95 | 24.56 | 6,460 | 100 | 2,140 | -0.53 |
0.28 | 2,103 | -6 | 7,004 | 20.61 | 17.00 | -15.50 | 3550 | 14.30 | 80.75 | 22.77 | 1,208 | -136 | 1,061 | -0.70 |
0.15 | 7,672 | 618 | 7,811 | 21.44 | 8.00 | -8.30 | 3600 | 25.40 | 123.35 | 25.65 | 748 | -179 | 3,216 | -0.80 |
0.08 | 5,402 | -309 | 3,216 | 23.06 | 4.10 | -3.90 | 3650 | 20.55 | 162.00 | 19.66 | 100 | -8 | 919 | -0.95 |
0.05 | 9,157 | -168 | 4,813 | 24.77 | 2.25 | -1.60 | 3700 | 20.40 | 209.00 | - | 92 | -47 | 903 | - |
0.03 | 2,946 | -143 | 899 | 27.38 | 1.55 | -0.45 | 3750 | 35.50 | 279.00 | 49.77 | 2 | 0 | 206 | -0.84 |
0.03 | 4,012 | -105 | 1,657 | 31.14 | 1.45 | 0.00 | 3800 | 14.60 | 306.00 | - | 9 | -6 | 655 | - |
0.02 | 1,137 | -113 | 595 | 34.71 | 1.35 | 0.20 | 3850 | 0.00 | 330.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 1,144 | -62 | 466 | 37.15 | 1.05 | 0.00 | 3900 | 0.00 | 360.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 279 | -28 | 92 | 37.42 | 0.55 | -0.30 | 3950 | 0.00 | 369.95 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 1,568 | -205 | 519 | 40.47 | 0.60 | 0.05 | 4000 | 19.00 | 508.85 | - | 4 | -1 | 342 | - |
0.01 | 722 | 1 | 177 | 45.82 | 0.80 | 0.05 | 4050 | 0.00 | 343.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 501 | -8 | 35 | 47.36 | 0.60 | 0.00 | 4100 | 0.00 | 456.75 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 236 | -10 | 33 | - | 0.60 | 0.00 | 4200 | 0.00 | 531.60 | - | 0 | 0 | 0 | - |
40,324 | 18,905 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.