LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 2.48
Theta: -3.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 84.45 | -55.55 | 35.15 | 1,193 | 270 | 488 | |||
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| 8 Apr | 3164.60 | 137.9 | 34.15 | 30.53 | 764 | -24 | 249 | |||
| 7 Apr | 3068.50 | 111 | -334.8 | 37.76 | 2,540 | 279 | 279 | |||
| 4 Apr | 3260.15 | 445.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 445.8 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 445.8 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 445.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 445.8 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3080 expiring on 24APR2025
Delta for 3080 CE is 0.50
Historical price for 3080 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 84.45, which was -55.55 lower than the previous day. The implied volatity was 35.15, the open interest changed by 270 which increased total open position to 488
On 8 Apr LT was trading at 3164.60. The strike last trading price was 137.9, which was 34.15 higher than the previous day. The implied volatity was 30.53, the open interest changed by -24 which decreased total open position to 249
On 7 Apr LT was trading at 3068.50. The strike last trading price was 111, which was -334.8 lower than the previous day. The implied volatity was 37.76, the open interest changed by 279 which increased total open position to 279
On 4 Apr LT was trading at 3260.15. The strike last trading price was 445.8, 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 445.8, 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 445.8, 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 445.8, 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 445.8, 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 3080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 2.48
Theta: -2.63
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 95 | 40.15 | 37.24 | 1,573 | 106 | 311 |
| 8 Apr | 3164.60 | 53.05 | -50.3 | 36.16 | 1,222 | -9 | 228 |
| 7 Apr | 3068.50 | 96.3 | 79.6 | 40.27 | 1,149 | 61 | 238 |
| 4 Apr | 3260.15 | 16.65 | 9.3 | 26.66 | 327 | 177 | 177 |
| 3 Apr | 3420.15 | 7.35 | 0 | 12.42 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 7.35 | 0 | 11.09 | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 7.35 | 0 | 11.48 | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 7.35 | 0 | 12.12 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3080 expiring on 24APR2025
Delta for 3080 PE is -0.49
Historical price for 3080 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 95, which was 40.15 higher than the previous day. The implied volatity was 37.24, the open interest changed by 106 which increased total open position to 311
On 8 Apr LT was trading at 3164.60. The strike last trading price was 53.05, which was -50.3 lower than the previous day. The implied volatity was 36.16, the open interest changed by -9 which decreased total open position to 228
On 7 Apr LT was trading at 3068.50. The strike last trading price was 96.3, which was 79.6 higher than the previous day. The implied volatity was 40.27, the open interest changed by 61 which increased total open position to 238
On 4 Apr LT was trading at 3260.15. The strike last trading price was 16.65, which was 9.3 higher than the previous day. The implied volatity was 26.66, the open interest changed by 177 which increased total open position to 177
On 3 Apr LT was trading at 3420.15. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 12.42, 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 7.35, which was 0 lower than the previous day. The implied volatity was 11.09, 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 7.35, which was 0 lower than the previous day. The implied volatity was 11.48, 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 7.35, which was 0 lower than the previous day. The implied volatity was 12.12, the open interest changed by 0 which decreased total open position to 0
