LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Apr 2025 04:11 PM IST
| LT 24APR2025 2920 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 | |||
| 11 Apr | 3115.95 | 185.95 | 0.2 | 0.00 | 0 | 9 | 0 | |||
| 9 Apr | 3054.15 | 185.95 | -41.25 | 36.66 | 29 | 9 | 63 | |||
| 8 Apr | 3164.60 | 227.2 | 21.3 | - | 7 | 0 | 56 | |||
| 7 Apr | 3068.50 | 210.2 | -388.8 | 36.24 | 86 | 54 | 54 | |||
| 4 Apr | 3260.15 | 599 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 599 | 0 | - | 0 | 0 | 0 | |||
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| 2 Apr | 3419.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 2920 expiring on 24APR2025
Delta for 2920 CE is 0.00
Historical price for 2920 CE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 185.95, which was 0.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 9 Apr LT was trading at 3054.15. The strike last trading price was 185.95, which was -41.25 lower than the previous day. The implied volatity was 36.66, the open interest changed by 9 which increased total open position to 63
On 8 Apr LT was trading at 3164.60. The strike last trading price was 227.2, which was 21.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 7 Apr LT was trading at 3068.50. The strike last trading price was 210.2, which was -388.8 lower than the previous day. The implied volatity was 36.24, the open interest changed by 54 which increased total open position to 54
On 4 Apr LT was trading at 3260.15. The strike last trading price was 599, 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 599, 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 0, 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 0, 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 0, 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
| LT 24APR2025 2920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 1.37
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3115.95 | 17.45 | -23.15 | 36.86 | 217 | -20 | 145 |
| 9 Apr | 3054.15 | 41.45 | 18.5 | 41.52 | 255 | -2 | 165 |
| 8 Apr | 3164.60 | 22.55 | -27.95 | 41.24 | 865 | 40 | 178 |
| 7 Apr | 3068.50 | 47 | 42.4 | 44.81 | 222 | 97 | 143 |
| 4 Apr | 3260.15 | 4.45 | 3 | 29.88 | 80 | 54 | 54 |
| 3 Apr | 3420.15 | 1.45 | 0 | 17.44 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 2920 expiring on 24APR2025
Delta for 2920 PE is -0.15
Historical price for 2920 PE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 17.45, which was -23.15 lower than the previous day. The implied volatity was 36.86, the open interest changed by -20 which decreased total open position to 145
On 9 Apr LT was trading at 3054.15. The strike last trading price was 41.45, which was 18.5 higher than the previous day. The implied volatity was 41.52, the open interest changed by -2 which decreased total open position to 165
On 8 Apr LT was trading at 3164.60. The strike last trading price was 22.55, which was -27.95 lower than the previous day. The implied volatity was 41.24, the open interest changed by 40 which increased total open position to 178
On 7 Apr LT was trading at 3068.50. The strike last trading price was 47, which was 42.4 higher than the previous day. The implied volatity was 44.81, the open interest changed by 97 which increased total open position to 143
On 4 Apr LT was trading at 3260.15. The strike last trading price was 4.45, which was 3 higher than the previous day. The implied volatity was 29.88, the open interest changed by 54 which increased total open position to 54
On 3 Apr LT was trading at 3420.15. The strike last trading price was 1.45, which was 0 lower than the previous day. The implied volatity was 17.44, 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 0, 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 0, 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 0, 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
