LT
Larsen & Toubro Ltd.
Historical option data for LT
17 Apr 2025 04:11 PM IST
| LT 24APR2025 2960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
| 17 Apr | 3247.30 | 255 | 0 | 0.00 | 0 | 0 | 0 | |||
| 16 Apr | 3227.70 | 255 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 15 Apr | 3257.60 | 255 | 98.1 | - | 2 | 58 | 58 | |||
| 11 Apr | 3115.95 | 155.8 | -1.1 | 0.00 | 0 | 5 | 0 | |||
| 9 Apr | 3054.15 | 155.8 | -58.3 | 35.85 | 23 | 5 | 58 | |||
| 8 Apr | 3164.60 | 214.1 | 36.9 | - | 20 | 7 | 54 | |||
| 7 Apr | 3068.50 | 181.9 | -378.15 | 36.77 | 106 | 44 | 44 | |||
| 4 Apr | 3260.15 | 560.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 560.05 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 560.05 | 0 | - | 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 2960 expiring on 24APR2025
Delta for 2960 CE is 0.00
Historical price for 2960 CE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 255, 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 16 Apr LT was trading at 3227.70. The strike last trading price was 255, 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 15 Apr LT was trading at 3257.60. The strike last trading price was 255, which was 98.1 higher than the previous day. The implied volatity was -, the open interest changed by 58 which increased total open position to 58
On 11 Apr LT was trading at 3115.95. The strike last trading price was 155.8, which was -1.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 9 Apr LT was trading at 3054.15. The strike last trading price was 155.8, which was -58.3 lower than the previous day. The implied volatity was 35.85, the open interest changed by 5 which increased total open position to 58
On 8 Apr LT was trading at 3164.60. The strike last trading price was 214.1, which was 36.9 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 54
On 7 Apr LT was trading at 3068.50. The strike last trading price was 181.9, which was -378.15 lower than the previous day. The implied volatity was 36.77, the open interest changed by 44 which increased total open position to 44
On 4 Apr LT was trading at 3260.15. The strike last trading price was 560.05, 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 560.05, 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 560.05, 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 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 2960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.32
Theta: -0.83
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 3247.30 | 2.15 | -1.3 | 37.17 | 391 | -41 | 111 |
| 16 Apr | 3227.70 | 3.45 | -0.8 | 36.76 | 161 | -5 | 151 |
| 15 Apr | 3257.60 | 4.1 | -19.75 | 38.63 | 500 | -46 | 152 |
| 11 Apr | 3115.95 | 23.3 | -27.05 | 35.73 | 364 | 18 | 198 |
| 9 Apr | 3054.15 | 52.5 | 24.05 | 40.74 | 278 | 27 | 182 |
| 8 Apr | 3164.60 | 28.2 | -32.85 | 40.06 | 1,189 | 14 | 156 |
| 7 Apr | 3068.50 | 55.95 | 50.05 | 43.38 | 473 | 99 | 157 |
| 4 Apr | 3260.15 | 6.1 | 3.8 | 28.91 | 180 | 58 | 58 |
| 3 Apr | 3420.15 | 2.3 | 0 | 15.74 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 2.3 | 0 | 14.97 | 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 2960 expiring on 24APR2025
Delta for 2960 PE is -0.03
Historical price for 2960 PE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 2.15, which was -1.3 lower than the previous day. The implied volatity was 37.17, the open interest changed by -41 which decreased total open position to 111
On 16 Apr LT was trading at 3227.70. The strike last trading price was 3.45, which was -0.8 lower than the previous day. The implied volatity was 36.76, the open interest changed by -5 which decreased total open position to 151
On 15 Apr LT was trading at 3257.60. The strike last trading price was 4.1, which was -19.75 lower than the previous day. The implied volatity was 38.63, the open interest changed by -46 which decreased total open position to 152
On 11 Apr LT was trading at 3115.95. The strike last trading price was 23.3, which was -27.05 lower than the previous day. The implied volatity was 35.73, the open interest changed by 18 which increased total open position to 198
On 9 Apr LT was trading at 3054.15. The strike last trading price was 52.5, which was 24.05 higher than the previous day. The implied volatity was 40.74, the open interest changed by 27 which increased total open position to 182
On 8 Apr LT was trading at 3164.60. The strike last trading price was 28.2, which was -32.85 lower than the previous day. The implied volatity was 40.06, the open interest changed by 14 which increased total open position to 156
On 7 Apr LT was trading at 3068.50. The strike last trading price was 55.95, which was 50.05 higher than the previous day. The implied volatity was 43.38, the open interest changed by 99 which increased total open position to 157
On 4 Apr LT was trading at 3260.15. The strike last trading price was 6.1, which was 3.8 higher than the previous day. The implied volatity was 28.91, the open interest changed by 58 which increased total open position to 58
On 3 Apr LT was trading at 3420.15. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 15.74, 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 2.3, which was 0 lower than the previous day. The implied volatity was 14.97, 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
