LT
Larsen & Toubro Ltd.
Historical option data for LT
03 Feb 2025 04:11 PM IST
| LT 27FEB2025 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.88
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Feb | 3289.20 | 310 | -160 | 23.74 | 119 | 67 | 73 | |||
| 1 Feb | 3447.50 | 470 | -68 | - | 1 | 0 | 6 | |||
| 31 Jan | 3567.40 | 538 | -203.1 | - | 6 | 3 | 3 | |||
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| 30 Jan | 3420.95 | 741.1 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 3449.70 | 741.1 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 3413.90 | 741.1 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 3457.65 | 741.1 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 3458.20 | 741.1 | 0 | - | 0 | 0 | 0 | |||
| 23 Jan | 3503.25 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Jan | 3518.20 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 3593.00 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Jan | 3568.65 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 3507.90 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 3501.40 | 741.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 3462.60 | 741.1 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3000 expiring on 27FEB2025
Delta for 3000 CE is 0.95
Historical price for 3000 CE is as follows
On 3 Feb LT was trading at 3289.20. The strike last trading price was 310, which was -160 lower than the previous day. The implied volatity was 23.74, the open interest changed by 67 which increased total open position to 73
On 1 Feb LT was trading at 3447.50. The strike last trading price was 470, which was -68 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 31 Jan LT was trading at 3567.40. The strike last trading price was 538, which was -203.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 30 Jan LT was trading at 3420.95. The strike last trading price was 741.1, 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 29 Jan LT was trading at 3449.70. The strike last trading price was 741.1, 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 Jan LT was trading at 3413.90. The strike last trading price was 741.1, 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 27 Jan LT was trading at 3457.65. The strike last trading price was 741.1, 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 24 Jan LT was trading at 3458.20. The strike last trading price was 741.1, 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 23 Jan LT was trading at 3503.25. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LT was trading at 3518.20. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan LT was trading at 3593.00. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan LT was trading at 3568.65. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan LT was trading at 3507.90. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Jan LT was trading at 3501.40. The strike last trading price was 741.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LT was trading at 3462.60. The strike last trading price was 741.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 27FEB2025 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 1.68
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Feb | 3289.20 | 17.3 | 11.25 | 33.59 | 7,158 | 568 | 1,896 |
| 1 Feb | 3447.50 | 5.85 | 0.1 | 33.74 | 5,927 | 320 | 1,321 |
| 31 Jan | 3567.40 | 5.55 | -14.1 | 37.94 | 3,842 | 205 | 1,013 |
| 30 Jan | 3420.95 | 19.1 | 4.85 | 41.55 | 2,148 | 557 | 782 |
| 29 Jan | 3449.70 | 14.15 | -0.25 | 38.64 | 553 | 69 | 225 |
| 28 Jan | 3413.90 | 14.7 | 1 | 37.01 | 329 | 92 | 154 |
| 27 Jan | 3457.65 | 13.05 | 3.3 | 37.98 | 115 | 9 | 61 |
| 24 Jan | 3458.20 | 9.75 | 0.75 | 33.37 | 23 | 9 | 52 |
| 23 Jan | 3503.25 | 9 | 0.80 | 34.39 | 17 | 16 | 42 |
| 22 Jan | 3518.20 | 8.2 | -6.80 | 34.02 | 17 | 6 | 26 |
| 20 Jan | 3593.00 | 15 | 0.10 | 41.21 | 10 | 0 | 10 |
| 17 Jan | 3568.65 | 14.9 | 2.90 | 38.77 | 6 | 3 | 7 |
| 16 Jan | 3507.90 | 12 | -2.25 | 34.01 | 3 | 1 | 4 |
| 15 Jan | 3501.40 | 14.25 | 0.00 | 34.74 | 1 | 0 | 2 |
| 14 Jan | 3462.60 | 14.25 | 32.67 | 2 | 1 | 1 | |
For Larsen & Toubro Ltd. - strike price 3000 expiring on 27FEB2025
Delta for 3000 PE is -0.12
Historical price for 3000 PE is as follows
On 3 Feb LT was trading at 3289.20. The strike last trading price was 17.3, which was 11.25 higher than the previous day. The implied volatity was 33.59, the open interest changed by 568 which increased total open position to 1896
On 1 Feb LT was trading at 3447.50. The strike last trading price was 5.85, which was 0.1 higher than the previous day. The implied volatity was 33.74, the open interest changed by 320 which increased total open position to 1321
On 31 Jan LT was trading at 3567.40. The strike last trading price was 5.55, which was -14.1 lower than the previous day. The implied volatity was 37.94, the open interest changed by 205 which increased total open position to 1013
On 30 Jan LT was trading at 3420.95. The strike last trading price was 19.1, which was 4.85 higher than the previous day. The implied volatity was 41.55, the open interest changed by 557 which increased total open position to 782
On 29 Jan LT was trading at 3449.70. The strike last trading price was 14.15, which was -0.25 lower than the previous day. The implied volatity was 38.64, the open interest changed by 69 which increased total open position to 225
On 28 Jan LT was trading at 3413.90. The strike last trading price was 14.7, which was 1 higher than the previous day. The implied volatity was 37.01, the open interest changed by 92 which increased total open position to 154
On 27 Jan LT was trading at 3457.65. The strike last trading price was 13.05, which was 3.3 higher than the previous day. The implied volatity was 37.98, the open interest changed by 9 which increased total open position to 61
On 24 Jan LT was trading at 3458.20. The strike last trading price was 9.75, which was 0.75 higher than the previous day. The implied volatity was 33.37, the open interest changed by 9 which increased total open position to 52
On 23 Jan LT was trading at 3503.25. The strike last trading price was 9, which was 0.80 higher than the previous day. The implied volatity was 34.39, the open interest changed by 16 which increased total open position to 42
On 22 Jan LT was trading at 3518.20. The strike last trading price was 8.2, which was -6.80 lower than the previous day. The implied volatity was 34.02, the open interest changed by 6 which increased total open position to 26
On 20 Jan LT was trading at 3593.00. The strike last trading price was 15, which was 0.10 higher than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 10
On 17 Jan LT was trading at 3568.65. The strike last trading price was 14.9, which was 2.90 higher than the previous day. The implied volatity was 38.77, the open interest changed by 3 which increased total open position to 7
On 16 Jan LT was trading at 3507.90. The strike last trading price was 12, which was -2.25 lower than the previous day. The implied volatity was 34.01, the open interest changed by 1 which increased total open position to 4
On 15 Jan LT was trading at 3501.40. The strike last trading price was 14.25, which was 0.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by 0 which decreased total open position to 2
On 14 Jan LT was trading at 3462.60. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 1
