LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3040 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 2.08
Theta: -2.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 169.8 | 43.65 | 32.24 | 768 | -63 | 326 | |||
| 7 Apr | 3068.50 | 130.4 | -352.9 | 36.79 | 1,897 | 374 | 374 | |||
| 4 Apr | 3260.15 | 483.3 | 0 | - | 0 | 0 | 0 | |||
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| 3 Apr | 3420.15 | 483.3 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 483.3 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 483.3 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 483.3 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3040 expiring on 24APR2025
Delta for 3040 CE is 0.76
Historical price for 3040 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 169.8, which was 43.65 higher than the previous day. The implied volatity was 32.24, the open interest changed by -63 which decreased total open position to 326
On 7 Apr LT was trading at 3068.50. The strike last trading price was 130.4, which was -352.9 lower than the previous day. The implied volatity was 36.79, the open interest changed by 374 which increased total open position to 374
On 4 Apr LT was trading at 3260.15. The strike last trading price was 483.3, 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 483.3, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 483.3, 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 1 Apr LT was trading at 3436.80. The strike last trading price was 483.3, 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 28 Mar LT was trading at 3492.30. The strike last trading price was 483.3, 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
| LT 24APR2025 3040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 2.20
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 43.3 | -43.15 | 37.55 | 1,087 | -14 | 273 |
| 7 Apr | 3068.50 | 79.9 | 68.3 | 40.95 | 1,306 | 134 | 300 |
| 4 Apr | 3260.15 | 11.8 | 6.7 | 27.26 | 238 | 165 | 165 |
| 3 Apr | 3420.15 | 5.1 | 0 | 12.95 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 5.1 | 0 | 12.25 | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 5.1 | 0 | 12.53 | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 5.1 | 0 | 13.04 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3040 expiring on 24APR2025
Delta for 3040 PE is -0.27
Historical price for 3040 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 43.3, which was -43.15 lower than the previous day. The implied volatity was 37.55, the open interest changed by -14 which decreased total open position to 273
On 7 Apr LT was trading at 3068.50. The strike last trading price was 79.9, which was 68.3 higher than the previous day. The implied volatity was 40.95, the open interest changed by 134 which increased total open position to 300
On 4 Apr LT was trading at 3260.15. The strike last trading price was 11.8, which was 6.7 higher than the previous day. The implied volatity was 27.26, the open interest changed by 165 which increased total open position to 165
On 3 Apr LT was trading at 3420.15. The strike last trading price was 5.1, which was 0 lower than the previous day. The implied volatity was 12.95, 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 5.1, which was 0 lower than the previous day. The implied volatity was 12.25, 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 5.1, which was 0 lower than the previous day. The implied volatity was 12.53, 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 5.1, which was 0 lower than the previous day. The implied volatity was 13.04, the open interest changed by 0 which decreased total open position to 0
