LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 1.82
Theta: -2.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 201.95 | 49.7 | 33.17 | 910 | -137 | 598 | |||
| 7 Apr | 3068.50 | 162.6 | -91.7 | 39.97 | 4,018 | 582 | 739 | |||
| 4 Apr | 3260.15 | 254.3 | -203.05 | - | 28 | 6 | 156 | |||
| 3 Apr | 3420.15 | 457.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 457.35 | 2.35 | 41.80 | 1 | 0 | 150 | |||
| 1 Apr | 3436.80 | 455 | -43 | - | 3 | 1 | 149 | |||
| 28 Mar | 3492.30 | 498 | -31.95 | - | 3 | 1 | 148 | |||
| 27 Mar | 3501.60 | 529.95 | 67.95 | - | 9 | -1 | 147 | |||
| 26 Mar | 3444.80 | 464.15 | -0.25 | - | 66 | 9 | 147 | |||
| 25 Mar | 3469.60 | 464.4 | -33.6 | - | 18 | 9 | 137 | |||
| 24 Mar | 3481.85 | 496.95 | 56.95 | - | 4 | 1 | 128 | |||
| 21 Mar | 3415.95 | 440 | 68.8 | - | 19 | -3 | 127 | |||
| 20 Mar | 3351.05 | 379.35 | 46.35 | - | 59 | 37 | 130 | |||
| 19 Mar | 3319.55 | 333 | 28 | - | 2 | 1 | 93 | |||
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| 18 Mar | 3270.70 | 305 | 76.1 | 18.37 | 69 | -17 | 93 | |||
| 17 Mar | 3173.45 | 235 | 2.15 | 25.13 | 71 | -29 | 109 | |||
| 13 Mar | 3187.30 | 232.55 | -7.15 | 17.22 | 97 | 54 | 132 | |||
| 12 Mar | 3193.65 | 239.7 | -0.3 | 19.61 | 36 | 35 | 78 | |||
| 11 Mar | 3195.45 | 240 | 7 | 9.25 | 32 | 29 | 42 | |||
| 10 Mar | 3177.70 | 233 | -275.65 | 20.38 | 13 | 12 | 12 | |||
| 7 Mar | 3244.70 | 508.65 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 3259.90 | 508.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 3239.65 | 508.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 508.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 508.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 508.65 | 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 | |||
| 1 Feb | 3447.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3000 expiring on 24APR2025
Delta for 3000 CE is 0.81
Historical price for 3000 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 201.95, which was 49.7 higher than the previous day. The implied volatity was 33.17, the open interest changed by -137 which decreased total open position to 598
On 7 Apr LT was trading at 3068.50. The strike last trading price was 162.6, which was -91.7 lower than the previous day. The implied volatity was 39.97, the open interest changed by 582 which increased total open position to 739
On 4 Apr LT was trading at 3260.15. The strike last trading price was 254.3, which was -203.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 156
On 3 Apr LT was trading at 3420.15. The strike last trading price was 457.35, 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 457.35, which was 2.35 higher than the previous day. The implied volatity was 41.80, the open interest changed by 0 which decreased total open position to 150
On 1 Apr LT was trading at 3436.80. The strike last trading price was 455, which was -43 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 149
On 28 Mar LT was trading at 3492.30. The strike last trading price was 498, which was -31.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 148
On 27 Mar LT was trading at 3501.60. The strike last trading price was 529.95, which was 67.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 147
On 26 Mar LT was trading at 3444.80. The strike last trading price was 464.15, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 147
On 25 Mar LT was trading at 3469.60. The strike last trading price was 464.4, which was -33.6 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 137
On 24 Mar LT was trading at 3481.85. The strike last trading price was 496.95, which was 56.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 128
On 21 Mar LT was trading at 3415.95. The strike last trading price was 440, which was 68.8 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 127
On 20 Mar LT was trading at 3351.05. The strike last trading price was 379.35, which was 46.35 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 130
On 19 Mar LT was trading at 3319.55. The strike last trading price was 333, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 93
On 18 Mar LT was trading at 3270.70. The strike last trading price was 305, which was 76.1 higher than the previous day. The implied volatity was 18.37, the open interest changed by -17 which decreased total open position to 93
On 17 Mar LT was trading at 3173.45. The strike last trading price was 235, which was 2.15 higher than the previous day. The implied volatity was 25.13, the open interest changed by -29 which decreased total open position to 109
On 13 Mar LT was trading at 3187.30. The strike last trading price was 232.55, which was -7.15 lower than the previous day. The implied volatity was 17.22, the open interest changed by 54 which increased total open position to 132
On 12 Mar LT was trading at 3193.65. The strike last trading price was 239.7, which was -0.3 lower than the previous day. The implied volatity was 19.61, the open interest changed by 35 which increased total open position to 78
On 11 Mar LT was trading at 3195.45. The strike last trading price was 240, which was 7 higher than the previous day. The implied volatity was 9.25, the open interest changed by 29 which increased total open position to 42
On 10 Mar LT was trading at 3177.70. The strike last trading price was 233, which was -275.65 lower than the previous day. The implied volatity was 20.38, the open interest changed by 12 which increased total open position to 12
On 7 Mar LT was trading at 3244.70. The strike last trading price was 508.65, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 508.65, 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 Mar LT was trading at 3239.65. The strike last trading price was 508.65, 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 508.65, 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 508.65, 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 508.65, 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
On 1 Feb LT was trading at 3447.50. 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 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.23
Vega: 1.99
Theta: -2.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 34.95 | -37.45 | 38.79 | 4,858 | -124 | 1,552 |
| 7 Apr | 3068.50 | 67 | 58.65 | 42.17 | 9,574 | 247 | 1,679 |
| 4 Apr | 3260.15 | 8.8 | 6.4 | 28.33 | 4,573 | 673 | 1,437 |
| 3 Apr | 3420.15 | 2.45 | 0 | 29.78 | 403 | -46 | 771 |
| 2 Apr | 3419.90 | 2.5 | -0.05 | 29.60 | 411 | 44 | 816 |
| 1 Apr | 3436.80 | 2.6 | -0.15 | 29.89 | 955 | 292 | 771 |
| 28 Mar | 3492.30 | 2.75 | -1.1 | 30.08 | 337 | 11 | 479 |
| 27 Mar | 3501.60 | 3.7 | -0.65 | 32.27 | 510 | 199 | 468 |
| 26 Mar | 3444.80 | 3.9 | -0.3 | 29.36 | 38 | 10 | 269 |
| 25 Mar | 3469.60 | 4.2 | -0.55 | 29.40 | 84 | 36 | 259 |
| 24 Mar | 3481.85 | 4.95 | 0.05 | 31.26 | 56 | -3 | 223 |
| 21 Mar | 3415.95 | 5.4 | -2.5 | 27.45 | 166 | -56 | 225 |
| 20 Mar | 3351.05 | 7.4 | -2.65 | 25.87 | 190 | 27 | 277 |
| 19 Mar | 3319.55 | 10.25 | -4.45 | 25.92 | 192 | 59 | 253 |
| 18 Mar | 3270.70 | 14.5 | -13.1 | 25.51 | 187 | -8 | 194 |
| 17 Mar | 3173.45 | 27 | -0.3 | 24.63 | 115 | 38 | 202 |
| 13 Mar | 3187.30 | 27.35 | -0.2 | 24.65 | 80 | 11 | 164 |
| 12 Mar | 3193.65 | 27.4 | -1.2 | 24.50 | 45 | 12 | 156 |
| 11 Mar | 3195.45 | 28.1 | -4.05 | 25.37 | 45 | 14 | 141 |
| 10 Mar | 3177.70 | 31.7 | 9.05 | 24.72 | 135 | 81 | 127 |
| 7 Mar | 3244.70 | 22.55 | -0.95 | 24.92 | 25 | 14 | 46 |
| 6 Mar | 3259.90 | 23.5 | -3.5 | 25.70 | 17 | 4 | 32 |
| 5 Mar | 3239.65 | 27 | -5.05 | 25.94 | 13 | 8 | 28 |
| 4 Mar | 3213.00 | 32.05 | -7.95 | 25.44 | 7 | 6 | 19 |
| 3 Mar | 3197.30 | 40 | 0 | 0.00 | 0 | 12 | 0 |
| 28 Feb | 3163.85 | 40 | 11 | 24.79 | 12 | 11 | 11 |
| 18 Feb | 3220.15 | 37.8 | 0 | 5.37 | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 37.8 | 0 | 6.88 | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 37.8 | 0 | 8.42 | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 37.8 | 0 | 10.49 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3000 expiring on 24APR2025
Delta for 3000 PE is -0.23
Historical price for 3000 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 34.95, which was -37.45 lower than the previous day. The implied volatity was 38.79, the open interest changed by -124 which decreased total open position to 1552
On 7 Apr LT was trading at 3068.50. The strike last trading price was 67, which was 58.65 higher than the previous day. The implied volatity was 42.17, the open interest changed by 247 which increased total open position to 1679
On 4 Apr LT was trading at 3260.15. The strike last trading price was 8.8, which was 6.4 higher than the previous day. The implied volatity was 28.33, the open interest changed by 673 which increased total open position to 1437
On 3 Apr LT was trading at 3420.15. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 29.78, the open interest changed by -46 which decreased total open position to 771
On 2 Apr LT was trading at 3419.90. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 29.60, the open interest changed by 44 which increased total open position to 816
On 1 Apr LT was trading at 3436.80. The strike last trading price was 2.6, which was -0.15 lower than the previous day. The implied volatity was 29.89, the open interest changed by 292 which increased total open position to 771
On 28 Mar LT was trading at 3492.30. The strike last trading price was 2.75, which was -1.1 lower than the previous day. The implied volatity was 30.08, the open interest changed by 11 which increased total open position to 479
On 27 Mar LT was trading at 3501.60. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 32.27, the open interest changed by 199 which increased total open position to 468
On 26 Mar LT was trading at 3444.80. The strike last trading price was 3.9, which was -0.3 lower than the previous day. The implied volatity was 29.36, the open interest changed by 10 which increased total open position to 269
On 25 Mar LT was trading at 3469.60. The strike last trading price was 4.2, which was -0.55 lower than the previous day. The implied volatity was 29.40, the open interest changed by 36 which increased total open position to 259
On 24 Mar LT was trading at 3481.85. The strike last trading price was 4.95, which was 0.05 higher than the previous day. The implied volatity was 31.26, the open interest changed by -3 which decreased total open position to 223
On 21 Mar LT was trading at 3415.95. The strike last trading price was 5.4, which was -2.5 lower than the previous day. The implied volatity was 27.45, the open interest changed by -56 which decreased total open position to 225
On 20 Mar LT was trading at 3351.05. The strike last trading price was 7.4, which was -2.65 lower than the previous day. The implied volatity was 25.87, the open interest changed by 27 which increased total open position to 277
On 19 Mar LT was trading at 3319.55. The strike last trading price was 10.25, which was -4.45 lower than the previous day. The implied volatity was 25.92, the open interest changed by 59 which increased total open position to 253
On 18 Mar LT was trading at 3270.70. The strike last trading price was 14.5, which was -13.1 lower than the previous day. The implied volatity was 25.51, the open interest changed by -8 which decreased total open position to 194
On 17 Mar LT was trading at 3173.45. The strike last trading price was 27, which was -0.3 lower than the previous day. The implied volatity was 24.63, the open interest changed by 38 which increased total open position to 202
On 13 Mar LT was trading at 3187.30. The strike last trading price was 27.35, which was -0.2 lower than the previous day. The implied volatity was 24.65, the open interest changed by 11 which increased total open position to 164
On 12 Mar LT was trading at 3193.65. The strike last trading price was 27.4, which was -1.2 lower than the previous day. The implied volatity was 24.50, the open interest changed by 12 which increased total open position to 156
On 11 Mar LT was trading at 3195.45. The strike last trading price was 28.1, which was -4.05 lower than the previous day. The implied volatity was 25.37, the open interest changed by 14 which increased total open position to 141
On 10 Mar LT was trading at 3177.70. The strike last trading price was 31.7, which was 9.05 higher than the previous day. The implied volatity was 24.72, the open interest changed by 81 which increased total open position to 127
On 7 Mar LT was trading at 3244.70. The strike last trading price was 22.55, which was -0.95 lower than the previous day. The implied volatity was 24.92, the open interest changed by 14 which increased total open position to 46
On 6 Mar LT was trading at 3259.90. The strike last trading price was 23.5, which was -3.5 lower than the previous day. The implied volatity was 25.70, the open interest changed by 4 which increased total open position to 32
On 5 Mar LT was trading at 3239.65. The strike last trading price was 27, which was -5.05 lower than the previous day. The implied volatity was 25.94, the open interest changed by 8 which increased total open position to 28
On 4 Mar LT was trading at 3213.00. The strike last trading price was 32.05, which was -7.95 lower than the previous day. The implied volatity was 25.44, the open interest changed by 6 which increased total open position to 19
On 3 Mar LT was trading at 3197.30. The strike last trading price was 40, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 40, which was 11 higher than the previous day. The implied volatity was 24.79, the open interest changed by 11 which increased total open position to 11
On 18 Feb LT was trading at 3220.15. The strike last trading price was 37.8, which was 0 lower than the previous day. The implied volatity was 5.37, 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 37.8, which was 0 lower than the previous day. The implied volatity was 6.88, 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 37.8, which was 0 lower than the previous day. The implied volatity was 8.42, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. The strike last trading price was 37.8, which was 0 lower than the previous day. The implied volatity was 10.49, the open interest changed by 0 which decreased total open position to 0
