LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.79
Vega: 1.78
Theta: -2.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 202 | -2.45 | 37.18 | 11 | 5 | 8 | |||
| 8 Apr | 3164.60 | 204.45 | 0 | 0.00 | 0 | 3 | 0 | |||
| 7 Apr | 3068.50 | 204.45 | -388.15 | 20.81 | 3 | 2 | 2 | |||
| 4 Apr | 3260.15 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 592.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 592.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 592.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 3501.60 | 592.6 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Mar | 3444.80 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 3469.60 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 3481.85 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 3415.95 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 3351.05 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 3319.55 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 3270.70 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 3173.45 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 3187.30 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 3193.65 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 3195.45 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 592.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 2900 expiring on 24APR2025
Delta for 2900 CE is 0.79
Historical price for 2900 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 202, which was -2.45 lower than the previous day. The implied volatity was 37.18, the open interest changed by 5 which increased total open position to 8
On 8 Apr LT was trading at 3164.60. The strike last trading price was 204.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 7 Apr LT was trading at 3068.50. The strike last trading price was 204.45, which was -388.15 lower than the previous day. The implied volatity was 20.81, the open interest changed by 2 which increased total open position to 2
On 4 Apr LT was trading at 3260.15. The strike last trading price was 592.6, 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 Apr LT was trading at 3420.15. The strike last trading price was 592.6, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 592.6, 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 592.6, 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 28 Mar LT was trading at 3492.30. The strike last trading price was 592.6, 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 27 Mar LT was trading at 3501.60. The strike last trading price was 592.6, 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 26 Mar LT was trading at 3444.80. The strike last trading price was 592.6, 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 25 Mar LT was trading at 3469.60. The strike last trading price was 592.6, 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 24 Mar LT was trading at 3481.85. The strike last trading price was 592.6, 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 21 Mar LT was trading at 3415.95. The strike last trading price was 592.6, 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 20 Mar LT was trading at 3351.05. The strike last trading price was 592.6, 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 19 Mar LT was trading at 3319.55. The strike last trading price was 592.6, 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 Mar LT was trading at 3270.70. The strike last trading price was 592.6, 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 17 Mar LT was trading at 3173.45. The strike last trading price was 592.6, 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 592.6, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 592.6, 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 11 Mar LT was trading at 3195.45. The strike last trading price was 592.6, 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 592.6, 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 592.6, 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 592.6, 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 592.6, 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
On 10 Feb LT was trading at 3328.65. 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
On 5 Feb LT was trading at 3383.20. 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 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 1.88
Theta: -2.39
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 35.6 | 14.9 | 41.27 | 1,661 | 158 | 1,426 |
| 8 Apr | 3164.60 | 20.2 | -25.7 | 41.87 | 1,751 | 33 | 1,271 |
| 7 Apr | 3068.50 | 43 | 39.35 | 45.49 | 6,826 | 546 | 1,244 |
| 4 Apr | 3260.15 | 3.85 | 2.65 | 30.44 | 1,378 | 666 | 703 |
| 3 Apr | 3420.15 | 1.2 | -0.05 | 32.32 | 6 | -1 | 39 |
| 2 Apr | 3419.90 | 1.75 | 0.1 | 33.70 | 35 | -17 | 40 |
| 1 Apr | 3436.80 | 1.65 | -0.45 | 33.34 | 27 | 1 | 54 |
| 28 Mar | 3492.30 | 2.1 | 0 | 34.28 | 3 | -1 | 53 |
| 27 Mar | 3501.60 | 2.1 | -0.15 | 34.54 | 3 | 1 | 55 |
| 26 Mar | 3444.80 | 2.25 | -1 | 31.85 | 5 | -2 | 55 |
| 25 Mar | 3469.60 | 3.25 | 0.5 | 33.38 | 23 | 12 | 57 |
| 24 Mar | 3481.85 | 2.75 | -1.25 | 33.13 | 14 | -4 | 44 |
| 21 Mar | 3415.95 | 4 | -0.5 | 31.06 | 1 | 0 | 49 |
| 20 Mar | 3351.05 | 4.5 | -1.75 | 28.61 | 19 | 4 | 52 |
| 19 Mar | 3319.55 | 6.25 | -1.95 | 28.64 | 7 | 0 | 54 |
| 18 Mar | 3270.70 | 8.65 | -10.55 | 27.98 | 96 | 25 | 53 |
| 17 Mar | 3173.45 | 19.2 | 4.25 | 28.67 | 23 | 0 | 5 |
| 13 Mar | 3187.30 | 14.95 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Mar | 3193.65 | 14.95 | -5.95 | 25.98 | 1 | 0 | 4 |
| 11 Mar | 3195.45 | 20.9 | 2.9 | 29.12 | 1 | 0 | 3 |
| 7 Mar | 3244.70 | 23.4 | 0 | 8.51 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 23.4 | 0 | 7.70 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 23.4 | 0 | 7.44 | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 23.4 | 0 | 6.67 | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 23.4 | 0 | 7.24 | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 23.4 | 0 | 8.58 | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 23.4 | 0 | 9.16 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 2900 expiring on 24APR2025
Delta for 2900 PE is -0.23
Historical price for 2900 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 35.6, which was 14.9 higher than the previous day. The implied volatity was 41.27, the open interest changed by 158 which increased total open position to 1426
On 8 Apr LT was trading at 3164.60. The strike last trading price was 20.2, which was -25.7 lower than the previous day. The implied volatity was 41.87, the open interest changed by 33 which increased total open position to 1271
On 7 Apr LT was trading at 3068.50. The strike last trading price was 43, which was 39.35 higher than the previous day. The implied volatity was 45.49, the open interest changed by 546 which increased total open position to 1244
On 4 Apr LT was trading at 3260.15. The strike last trading price was 3.85, which was 2.65 higher than the previous day. The implied volatity was 30.44, the open interest changed by 666 which increased total open position to 703
On 3 Apr LT was trading at 3420.15. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 32.32, the open interest changed by -1 which decreased total open position to 39
On 2 Apr LT was trading at 3419.90. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 33.70, the open interest changed by -17 which decreased total open position to 40
On 1 Apr LT was trading at 3436.80. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 33.34, the open interest changed by 1 which increased total open position to 54
On 28 Mar LT was trading at 3492.30. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 34.28, the open interest changed by -1 which decreased total open position to 53
On 27 Mar LT was trading at 3501.60. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 55
On 26 Mar LT was trading at 3444.80. The strike last trading price was 2.25, which was -1 lower than the previous day. The implied volatity was 31.85, the open interest changed by -2 which decreased total open position to 55
On 25 Mar LT was trading at 3469.60. The strike last trading price was 3.25, which was 0.5 higher than the previous day. The implied volatity was 33.38, the open interest changed by 12 which increased total open position to 57
On 24 Mar LT was trading at 3481.85. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 33.13, the open interest changed by -4 which decreased total open position to 44
On 21 Mar LT was trading at 3415.95. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 49
On 20 Mar LT was trading at 3351.05. The strike last trading price was 4.5, which was -1.75 lower than the previous day. The implied volatity was 28.61, the open interest changed by 4 which increased total open position to 52
On 19 Mar LT was trading at 3319.55. The strike last trading price was 6.25, which was -1.95 lower than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 54
On 18 Mar LT was trading at 3270.70. The strike last trading price was 8.65, which was -10.55 lower than the previous day. The implied volatity was 27.98, the open interest changed by 25 which increased total open position to 53
On 17 Mar LT was trading at 3173.45. The strike last trading price was 19.2, which was 4.25 higher than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 5
On 13 Mar LT was trading at 3187.30. The strike last trading price was 14.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Mar LT was trading at 3193.65. The strike last trading price was 14.95, which was -5.95 lower than the previous day. The implied volatity was 25.98, the open interest changed by 0 which decreased total open position to 4
On 11 Mar LT was trading at 3195.45. The strike last trading price was 20.9, which was 2.9 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 3
On 7 Mar LT was trading at 3244.70. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 8.51, 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 23.4, which was 0 lower than the previous day. The implied volatity was 7.70, 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 23.4, which was 0 lower than the previous day. The implied volatity was 7.44, 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 23.4, which was 0 lower than the previous day. The implied volatity was 6.67, 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 23.4, which was 0 lower than the previous day. The implied volatity was 7.24, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 8.58, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 23.4, which was 0 lower than the previous day. The implied volatity was 9.16, the open interest changed by 0 which decreased total open position to 0
