LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 2940 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 1.76
Theta: -2.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 257 | 57.2 | 41.88 | 3 | 1 | 98 | |||
| 7 Apr | 3068.50 | 208.5 | -371 | 42.52 | 174 | 90 | 90 | |||
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| 4 Apr | 3260.15 | 579.5 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 0 | 0 | 0.00 | 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 2940 expiring on 24APR2025
Delta for 2940 CE is 0.82
Historical price for 2940 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 257, which was 57.2 higher than the previous day. The implied volatity was 41.88, the open interest changed by 1 which increased total open position to 98
On 7 Apr LT was trading at 3068.50. The strike last trading price was 208.5, which was -371 lower than the previous day. The implied volatity was 42.52, the open interest changed by 90 which increased total open position to 90
On 4 Apr LT was trading at 3260.15. The strike last trading price was 579.5, 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 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 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 2940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.16
Vega: 1.64
Theta: -1.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 23 | -31.9 | 38.31 | 1,036 | 87 | 173 |
| 7 Apr | 3068.50 | 51.85 | 50 | 44.35 | 170 | 87 | 87 |
| 4 Apr | 3260.15 | 1.85 | 0 | 11.51 | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 0 | 0 | 0.00 | 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 2940 expiring on 24APR2025
Delta for 2940 PE is -0.16
Historical price for 2940 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 23, which was -31.9 lower than the previous day. The implied volatity was 38.31, the open interest changed by 87 which increased total open position to 173
On 7 Apr LT was trading at 3068.50. The strike last trading price was 51.85, which was 50 higher than the previous day. The implied volatity was 44.35, the open interest changed by 87 which increased total open position to 87
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 11.51, 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 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 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
