LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 2980 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.68
Vega: 2.22
Theta: -3.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 142.2 | -75.55 | 35.73 | 42 | 4 | 126 | |||
| 8 Apr | 3164.60 | 217.25 | 51.25 | 32.78 | 66 | 1 | 122 | |||
| 7 Apr | 3068.50 | 169.95 | -370.75 | 37.58 | 316 | 119 | 119 | |||
| 4 Apr | 3260.15 | 540.7 | 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 2980 expiring on 24APR2025
Delta for 2980 CE is 0.68
Historical price for 2980 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 142.2, which was -75.55 lower than the previous day. The implied volatity was 35.73, the open interest changed by 4 which increased total open position to 126
On 8 Apr LT was trading at 3164.60. The strike last trading price was 217.25, which was 51.25 higher than the previous day. The implied volatity was 32.78, the open interest changed by 1 which increased total open position to 122
On 7 Apr LT was trading at 3068.50. The strike last trading price was 169.95, which was -370.75 lower than the previous day. The implied volatity was 37.58, the open interest changed by 119 which increased total open position to 119
On 4 Apr LT was trading at 3260.15. The strike last trading price was 540.7, 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 2980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 2.26
Theta: -2.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 57.6 | 26.3 | 39.97 | 308 | 21 | 126 |
| 8 Apr | 3164.60 | 31.2 | -35.05 | 39.32 | 967 | 23 | 113 |
| 7 Apr | 3068.50 | 64 | 61.2 | 43.93 | 293 | 87 | 87 |
| 4 Apr | 3260.15 | 2.8 | 0 | 10.31 | 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 2980 expiring on 24APR2025
Delta for 2980 PE is -0.34
Historical price for 2980 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 57.6, which was 26.3 higher than the previous day. The implied volatity was 39.97, the open interest changed by 21 which increased total open position to 126
On 8 Apr LT was trading at 3164.60. The strike last trading price was 31.2, which was -35.05 lower than the previous day. The implied volatity was 39.32, the open interest changed by 23 which increased total open position to 113
On 7 Apr LT was trading at 3068.50. The strike last trading price was 64, which was 61.2 higher than the previous day. The implied volatity was 43.93, 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 2.8, which was 0 lower than the previous day. The implied volatity was 10.31, 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
