LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Apr 2025 04:11 PM IST
| LT 24APR2025 3060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 2.16
Theta: -3.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 3115.95 | 113.7 | 17.8 | 31.60 | 753 | -141 | 500 | |||
| 9 Apr | 3054.15 | 95.05 | -58.9 | 35.46 | 969 | 275 | 590 | |||
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| 8 Apr | 3164.60 | 155 | 42.5 | 32.01 | 506 | -83 | 316 | |||
| 7 Apr | 3068.50 | 123 | -341.45 | 38.29 | 2,018 | 405 | 405 | |||
| 4 Apr | 3260.15 | 464.45 | 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 3060 expiring on 24APR2025
Delta for 3060 CE is 0.66
Historical price for 3060 CE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 113.7, which was 17.8 higher than the previous day. The implied volatity was 31.60, the open interest changed by -141 which decreased total open position to 500
On 9 Apr LT was trading at 3054.15. The strike last trading price was 95.05, which was -58.9 lower than the previous day. The implied volatity was 35.46, the open interest changed by 275 which increased total open position to 590
On 8 Apr LT was trading at 3164.60. The strike last trading price was 155, which was 42.5 higher than the previous day. The implied volatity was 32.01, the open interest changed by -83 which decreased total open position to 316
On 7 Apr LT was trading at 3068.50. The strike last trading price was 123, which was -341.45 lower than the previous day. The implied volatity was 38.29, the open interest changed by 405 which increased total open position to 405
On 4 Apr LT was trading at 3260.15. The strike last trading price was 464.45, 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 3060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 2.16
Theta: -2.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3115.95 | 44.5 | -43 | 32.03 | 977 | -39 | 252 |
| 9 Apr | 3054.15 | 86.95 | 37.65 | 38.08 | 1,163 | 77 | 291 |
| 8 Apr | 3164.60 | 48.25 | -50.4 | 36.99 | 1,018 | 81 | 216 |
| 7 Apr | 3068.50 | 88.1 | 81.95 | 40.71 | 612 | 134 | 134 |
| 4 Apr | 3260.15 | 6.15 | 0 | 7.30 | 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 3060 expiring on 24APR2025
Delta for 3060 PE is -0.34
Historical price for 3060 PE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 44.5, which was -43 lower than the previous day. The implied volatity was 32.03, the open interest changed by -39 which decreased total open position to 252
On 9 Apr LT was trading at 3054.15. The strike last trading price was 86.95, which was 37.65 higher than the previous day. The implied volatity was 38.08, the open interest changed by 77 which increased total open position to 291
On 8 Apr LT was trading at 3164.60. The strike last trading price was 48.25, which was -50.4 lower than the previous day. The implied volatity was 36.99, the open interest changed by 81 which increased total open position to 216
On 7 Apr LT was trading at 3068.50. The strike last trading price was 88.1, which was 81.95 higher than the previous day. The implied volatity was 40.71, the open interest changed by 134 which increased total open position to 134
On 4 Apr LT was trading at 3260.15. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 7.30, 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
