LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 2.47
Theta: -3.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 126.05 | 32.95 | 33.10 | 4,108 | -61 | 832 | |||
| 7 Apr | 3068.50 | 100.5 | -82.1 | 37.57 | 9,718 | 818 | 864 | |||
| 4 Apr | 3260.15 | 181 | -155 | 17.33 | 43 | 10 | 45 | |||
| 3 Apr | 3420.15 | 336 | -20.8 | - | 2 | 0 | 35 | |||
| 2 Apr | 3419.90 | 356.8 | -48.05 | 33.30 | 3 | 1 | 35 | |||
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| 1 Apr | 3436.80 | 404.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 404.85 | -30.9 | - | 1 | 0 | 34 | |||
| 27 Mar | 3501.60 | 435.75 | 29.1 | 24.15 | 2 | -1 | 33 | |||
| 26 Mar | 3444.80 | 406.65 | 27.5 | 40.82 | 1 | 0 | 33 | |||
| 25 Mar | 3469.60 | 379.15 | -31.2 | 18.64 | 6 | 5 | 33 | |||
| 24 Mar | 3481.85 | 410.35 | 42.75 | 19.98 | 17 | 10 | 28 | |||
| 21 Mar | 3415.95 | 367.6 | 93.15 | 32.69 | 34 | -17 | 17 | |||
| 20 Mar | 3351.05 | 280 | 33.25 | - | 11 | 0 | 37 | |||
| 19 Mar | 3319.55 | 246.75 | 63.65 | - | 8 | 6 | 37 | |||
| 18 Mar | 3270.70 | 183.1 | 22.15 | - | 12 | 0 | 31 | |||
| 17 Mar | 3173.45 | 160.95 | -269.5 | 24.36 | 38 | 30 | 30 | |||
| 13 Mar | 3187.30 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 3193.65 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 3195.45 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 3177.70 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 3259.90 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 3239.65 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 430.45 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3100 expiring on 24APR2025
Delta for 3100 CE is 0.64
Historical price for 3100 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 126.05, which was 32.95 higher than the previous day. The implied volatity was 33.10, the open interest changed by -61 which decreased total open position to 832
On 7 Apr LT was trading at 3068.50. The strike last trading price was 100.5, which was -82.1 lower than the previous day. The implied volatity was 37.57, the open interest changed by 818 which increased total open position to 864
On 4 Apr LT was trading at 3260.15. The strike last trading price was 181, which was -155 lower than the previous day. The implied volatity was 17.33, the open interest changed by 10 which increased total open position to 45
On 3 Apr LT was trading at 3420.15. The strike last trading price was 336, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 2 Apr LT was trading at 3419.90. The strike last trading price was 356.8, which was -48.05 lower than the previous day. The implied volatity was 33.30, the open interest changed by 1 which increased total open position to 35
On 1 Apr LT was trading at 3436.80. The strike last trading price was 404.85, 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 404.85, which was -30.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 27 Mar LT was trading at 3501.60. The strike last trading price was 435.75, which was 29.1 higher than the previous day. The implied volatity was 24.15, the open interest changed by -1 which decreased total open position to 33
On 26 Mar LT was trading at 3444.80. The strike last trading price was 406.65, which was 27.5 higher than the previous day. The implied volatity was 40.82, the open interest changed by 0 which decreased total open position to 33
On 25 Mar LT was trading at 3469.60. The strike last trading price was 379.15, which was -31.2 lower than the previous day. The implied volatity was 18.64, the open interest changed by 5 which increased total open position to 33
On 24 Mar LT was trading at 3481.85. The strike last trading price was 410.35, which was 42.75 higher than the previous day. The implied volatity was 19.98, the open interest changed by 10 which increased total open position to 28
On 21 Mar LT was trading at 3415.95. The strike last trading price was 367.6, which was 93.15 higher than the previous day. The implied volatity was 32.69, the open interest changed by -17 which decreased total open position to 17
On 20 Mar LT was trading at 3351.05. The strike last trading price was 280, which was 33.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 19 Mar LT was trading at 3319.55. The strike last trading price was 246.75, which was 63.65 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 37
On 18 Mar LT was trading at 3270.70. The strike last trading price was 183.1, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 17 Mar LT was trading at 3173.45. The strike last trading price was 160.95, which was -269.5 lower than the previous day. The implied volatity was 24.36, the open interest changed by 30 which increased total open position to 30
On 13 Mar LT was trading at 3187.30. The strike last trading price was 430.45, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 430.45, 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 11 Mar LT was trading at 3195.45. The strike last trading price was 430.45, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 430.45, 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 7 Mar LT was trading at 3244.70. The strike last trading price was 430.45, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 430.45, 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 5 Mar LT was trading at 3239.65. The strike last trading price was 430.45, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 430.45, 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 Mar LT was trading at 3197.30. The strike last trading price was 430.45, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 430.45, 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 18 Feb LT was trading at 3220.15. The strike last trading price was 430.45, 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 10 Feb LT was trading at 3328.65. The strike last trading price was 0, 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 5 Feb LT was trading at 3383.20. The strike last trading price was 0, 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 Feb LT was trading at 3447.50. 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 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 2.49
Theta: -2.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 61.25 | -50.8 | 35.33 | 4,219 | 19 | 766 |
| 7 Apr | 3068.50 | 105.05 | 85.55 | 39.81 | 4,408 | -504 | 737 |
| 4 Apr | 3260.15 | 20.3 | 15.75 | 26.68 | 3,222 | 381 | 1,241 |
| 3 Apr | 3420.15 | 4.6 | -0.45 | 26.68 | 905 | 139 | 864 |
| 2 Apr | 3419.90 | 4.95 | -0.15 | 26.93 | 720 | 155 | 725 |
| 1 Apr | 3436.80 | 5.3 | 0.65 | 27.48 | 674 | 58 | 570 |
| 28 Mar | 3492.30 | 4.8 | -0.8 | 27.55 | 480 | 159 | 512 |
| 27 Mar | 3501.60 | 5.65 | -1.95 | 29.11 | 475 | -57 | 353 |
| 26 Mar | 3444.80 | 7.4 | 0.2 | 27.31 | 284 | 49 | 409 |
| 25 Mar | 3469.60 | 7.45 | 0.55 | 27.03 | 361 | 87 | 360 |
| 24 Mar | 3481.85 | 6.65 | -2.25 | 27.46 | 428 | 17 | 273 |
| 21 Mar | 3415.95 | 8.6 | -5.75 | 24.56 | 345 | 44 | 259 |
| 20 Mar | 3351.05 | 13.1 | -5.85 | 23.61 | 333 | 56 | 208 |
| 19 Mar | 3319.55 | 19.15 | -8.15 | 24.11 | 118 | 2 | 147 |
| 18 Mar | 3270.70 | 27.5 | -23.5 | 24.06 | 165 | 46 | 146 |
| 17 Mar | 3173.45 | 56.15 | -1.8 | 25.14 | 103 | 55 | 99 |
| 13 Mar | 3187.30 | 57.95 | 1.95 | 25.79 | 45 | 36 | 44 |
| 12 Mar | 3193.65 | 56 | -1.9 | 25.13 | 10 | 4 | 4 |
| 11 Mar | 3195.45 | 57.9 | 0 | 3.39 | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 57.9 | 0 | 2.82 | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 57.9 | 0 | 4.23 | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 57.9 | 0 | 4.46 | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 57.9 | 0 | 4.13 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 57.9 | 0 | 3.44 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 57.9 | 0 | 3.20 | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 57.9 | 0 | 2.54 | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 57.9 | 0 | 3.45 | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 57.9 | 0 | 5.15 | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 57.9 | 0 | 5.93 | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3100 expiring on 24APR2025
Delta for 3100 PE is -0.37
Historical price for 3100 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 61.25, which was -50.8 lower than the previous day. The implied volatity was 35.33, the open interest changed by 19 which increased total open position to 766
On 7 Apr LT was trading at 3068.50. The strike last trading price was 105.05, which was 85.55 higher than the previous day. The implied volatity was 39.81, the open interest changed by -504 which decreased total open position to 737
On 4 Apr LT was trading at 3260.15. The strike last trading price was 20.3, which was 15.75 higher than the previous day. The implied volatity was 26.68, the open interest changed by 381 which increased total open position to 1241
On 3 Apr LT was trading at 3420.15. The strike last trading price was 4.6, which was -0.45 lower than the previous day. The implied volatity was 26.68, the open interest changed by 139 which increased total open position to 864
On 2 Apr LT was trading at 3419.90. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 26.93, the open interest changed by 155 which increased total open position to 725
On 1 Apr LT was trading at 3436.80. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 27.48, the open interest changed by 58 which increased total open position to 570
On 28 Mar LT was trading at 3492.30. The strike last trading price was 4.8, which was -0.8 lower than the previous day. The implied volatity was 27.55, the open interest changed by 159 which increased total open position to 512
On 27 Mar LT was trading at 3501.60. The strike last trading price was 5.65, which was -1.95 lower than the previous day. The implied volatity was 29.11, the open interest changed by -57 which decreased total open position to 353
On 26 Mar LT was trading at 3444.80. The strike last trading price was 7.4, which was 0.2 higher than the previous day. The implied volatity was 27.31, the open interest changed by 49 which increased total open position to 409
On 25 Mar LT was trading at 3469.60. The strike last trading price was 7.45, which was 0.55 higher than the previous day. The implied volatity was 27.03, the open interest changed by 87 which increased total open position to 360
On 24 Mar LT was trading at 3481.85. The strike last trading price was 6.65, which was -2.25 lower than the previous day. The implied volatity was 27.46, the open interest changed by 17 which increased total open position to 273
On 21 Mar LT was trading at 3415.95. The strike last trading price was 8.6, which was -5.75 lower than the previous day. The implied volatity was 24.56, the open interest changed by 44 which increased total open position to 259
On 20 Mar LT was trading at 3351.05. The strike last trading price was 13.1, which was -5.85 lower than the previous day. The implied volatity was 23.61, the open interest changed by 56 which increased total open position to 208
On 19 Mar LT was trading at 3319.55. The strike last trading price was 19.15, which was -8.15 lower than the previous day. The implied volatity was 24.11, the open interest changed by 2 which increased total open position to 147
On 18 Mar LT was trading at 3270.70. The strike last trading price was 27.5, which was -23.5 lower than the previous day. The implied volatity was 24.06, the open interest changed by 46 which increased total open position to 146
On 17 Mar LT was trading at 3173.45. The strike last trading price was 56.15, which was -1.8 lower than the previous day. The implied volatity was 25.14, the open interest changed by 55 which increased total open position to 99
On 13 Mar LT was trading at 3187.30. The strike last trading price was 57.95, which was 1.95 higher than the previous day. The implied volatity was 25.79, the open interest changed by 36 which increased total open position to 44
On 12 Mar LT was trading at 3193.65. The strike last trading price was 56, which was -1.9 lower than the previous day. The implied volatity was 25.13, the open interest changed by 4 which increased total open position to 4
On 11 Mar LT was trading at 3195.45. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 3.39, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3177.70. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 4.23, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3259.90. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 3239.65. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 3.20, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 57.9, which was 0 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. 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
