LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 2800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 299.5 | 3.05 | 0.00 | 0 | 45 | 0 | |||
| 7 Apr | 3068.50 | 299.5 | -381.7 | - | 76 | 45 | 45 | |||
| 4 Apr | 3260.15 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 681.2 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 3436.80 | 681.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 3270.70 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 3187.30 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 681.2 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 2800 expiring on 24APR2025
Delta for 2800 CE is 0.00
Historical price for 2800 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 299.5, which was 3.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0
On 7 Apr LT was trading at 3068.50. The strike last trading price was 299.5, which was -381.7 lower than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 45
On 4 Apr LT was trading at 3260.15. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr LT was trading at 3419.90. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr LT was trading at 3436.80. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LT was trading at 3270.70. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3187.30. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 681.2, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 2800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 1.03
Theta: -1.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 12.25 | -18.3 | 45.70 | 2,132 | -131 | 499 |
| 7 Apr | 3068.50 | 28 | 26.5 | 49.32 | 4,080 | 613 | 627 |
| 4 Apr | 3260.15 | 1.5 | 0.8 | 32.13 | 215 | 6 | 14 |
| 2 Apr | 3419.90 | 0.7 | -0.55 | 34.92 | 2 | 0 | 9 |
| 1 Apr | 3436.80 | 1.25 | -5.9 | 37.38 | 17 | 9 | 9 |
| 18 Mar | 3270.70 | 7.15 | -6.5 | 32.31 | 4 | 0 | 0 |
| 13 Mar | 3187.30 | 13.65 | 0 | 10.56 | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 13.65 | 0 | 11.48 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 13.65 | 0 | 9.31 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 13.65 | 0 | 9.51 | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 13.65 | 0 | 8.71 | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 13.65 | 0 | 9.06 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 2800 expiring on 24APR2025
Delta for 2800 PE is -0.08
Historical price for 2800 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 12.25, which was -18.3 lower than the previous day. The implied volatity was 45.70, the open interest changed by -131 which decreased total open position to 499
On 7 Apr LT was trading at 3068.50. The strike last trading price was 28, which was 26.5 higher than the previous day. The implied volatity was 49.32, the open interest changed by 613 which increased total open position to 627
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.5, which was 0.8 higher than the previous day. The implied volatity was 32.13, the open interest changed by 6 which increased total open position to 14
On 2 Apr LT was trading at 3419.90. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 34.92, the open interest changed by 0 which decreased total open position to 9
On 1 Apr LT was trading at 3436.80. The strike last trading price was 1.25, which was -5.9 lower than the previous day. The implied volatity was 37.38, the open interest changed by 9 which increased total open position to 9
On 18 Mar LT was trading at 3270.70. The strike last trading price was 7.15, which was -6.5 lower than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3187.30. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 10.56, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 11.48, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 9.31, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 9.51, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 8.71, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 13.65, which was 0 lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 0
