LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3020 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 2.22
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 199.2 | 59.8 | 42.52 | 157 | -7 | 181 | |||
| 7 Apr | 3068.50 | 148.15 | -354.15 | 39.12 | 666 | 184 | 184 | |||
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| 4 Apr | 3260.15 | 502.3 | 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 3020 expiring on 24APR2025
Delta for 3020 CE is 0.72
Historical price for 3020 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 199.2, which was 59.8 higher than the previous day. The implied volatity was 42.52, the open interest changed by -7 which decreased total open position to 181
On 7 Apr LT was trading at 3068.50. The strike last trading price was 148.15, which was -354.15 lower than the previous day. The implied volatity was 39.12, the open interest changed by 184 which increased total open position to 184
On 4 Apr LT was trading at 3260.15. The strike last trading price was 502.3, 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 3020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 2.13
Theta: -2.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 39.9 | -39.6 | 37.77 | 809 | 48 | 124 |
| 7 Apr | 3068.50 | 74 | 69.8 | 41.88 | 239 | 76 | 76 |
| 4 Apr | 3260.15 | 4.2 | 0 | 9.06 | 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 3020 expiring on 24APR2025
Delta for 3020 PE is -0.26
Historical price for 3020 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 39.9, which was -39.6 lower than the previous day. The implied volatity was 37.77, the open interest changed by 48 which increased total open position to 124
On 7 Apr LT was trading at 3068.50. The strike last trading price was 74, which was 69.8 higher than the previous day. The implied volatity was 41.88, the open interest changed by 76 which increased total open position to 76
On 4 Apr LT was trading at 3260.15. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 9.06, 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
