LT
Larsen & Toubro Ltd.
3787.05
83.00 (2.24%)
Option Chain for LT
03 Dec 2024 04:11 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 | |
- | 3 | -3 | 4 | - | 776.10 | 32.80 | 3000 | -0.30 | 1.50 | 41.81 | 56 | 4 | 188 | -0.01 |
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 | - | 628.60 | -3.90 | 3100 | -0.55 | 1.55 | 36.77 | 389 | -13 | 386 | -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 |
- | 38 | 0 | 1 | - | 555.30 | 60.30 | 3200 | -0.45 | 2.30 | 33.60 | 244 | 10 | 924 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 445.15 | 0.00 | 3250 | 0.00 | 36.75 | 0.00 | 0 | 0 | 0 | 0.00 |
0.98 | 16 | 0 | 2 | 28.30 | 496.00 | 78.80 | 3300 | -0.95 | 3.40 | 30.28 | 1,352 | 144 | 1,068 | -0.03 |
- | 0 | 0 | 0 | - | 367.55 | 0.00 | 3350 | -1.25 | 4.60 | 29.13 | 631 | 55 | 304 | -0.04 |
0.00 | 0 | 1 | 0 | 0.00 | 332.75 | 0.00 | 3400 | -2.00 | 6.00 | 27.76 | 2,188 | 343 | 1,350 | -0.05 |
0.94 | 107 | 0 | 2 | 25.74 | 351.75 | 78.95 | 3450 | -3.10 | 8.05 | 26.52 | 1,258 | -99 | 413 | -0.07 |
0.98 | 272 | -24 | 127 | 16.63 | 296.45 | 53.65 | 3500 | -4.10 | 11.30 | 25.56 | 2,520 | -84 | 1,700 | -0.10 |
0.93 | 122 | 9 | 35 | 18.74 | 251.20 | 52.60 | 3550 | -6.15 | 15.35 | 24.37 | 2,614 | 116 | 873 | -0.13 |
0.87 | 1,165 | -80 | 1,061 | 18.95 | 207.15 | 47.50 | 3600 | -9.25 | 21.25 | 23.33 | 7,178 | 437 | 2,256 | -0.17 |
0.80 | 442 | -6 | 969 | 19.27 | 166.85 | 43.80 | 3650 | -13.45 | 29.80 | 22.46 | 3,141 | 114 | 1,138 | -0.23 |
0.72 | 3,307 | -241 | 8,167 | 18.63 | 127.95 | 36.25 | 3700 | -19.15 | 41.90 | 21.74 | 8,720 | 781 | 2,836 | -0.31 |
0.61 | 2,774 | 21 | 14,367 | 18.66 | 95.80 | 30.30 | 3750 | -25.90 | 59.10 | 21.37 | 7,606 | 459 | 1,234 | -0.40 |
0.50 | 5,009 | 472 | 22,024 | 18.53 | 68.50 | 23.20 | 3800 | -31.80 | 81.55 | 21.16 | 7,021 | 553 | 1,355 | -0.50 |
0.39 | 2,164 | 1,514 | 7,624 | 18.61 | 47.50 | 16.65 | 3850 | -38.55 | 109.60 | 21.15 | 857 | 288 | 360 | -0.59 |
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0.29 | 2,585 | 494 | 10,077 | 18.71 | 31.75 | 10.80 | 3900 | -43.35 | 144.05 | 21.65 | 443 | 39 | 336 | -0.68 |
0.21 | 684 | 129 | 3,445 | 19.02 | 21.00 | 7.00 | 3950 | -63.30 | 182.45 | 22.24 | 19 | 6 | 75 | -0.75 |
0.15 | 4,434 | 1,545 | 12,598 | 19.53 | 14.00 | 4.50 | 4000 | -69.60 | 226.40 | 23.84 | 54 | 24 | 329 | -0.80 |
0.11 | 234 | -10 | 1,811 | 20.13 | 9.40 | 2.95 | 4050 | 0.00 | 437.25 | - | 0 | 0 | 0 | - |
0.07 | 1,511 | -44 | 3,187 | 20.80 | 6.40 | 1.80 | 4100 | 0.00 | 397.00 | 0.00 | 0 | 1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4150 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 841 | -31 | 1,120 | 22.67 | 3.45 | 0.75 | 4200 | 0.00 | 495.70 | 0.00 | 0 | -1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4250 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 685 | 243 | 757 | 24.75 | 2.10 | 0.45 | 4300 | 0.00 | 545.65 | 0.00 | 0 | 0 | 0 | 0.00 |
26,416 | 17,125 |
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.