LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 560.4 | -68.20 | - | 1 | 0 | 23 | |||
| 19 Dec | 3716.35 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 3758.15 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3807.20 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3877.85 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3887.00 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3859.90 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 3916.75 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3923.15 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3947.30 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3866.70 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3831.55 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3789.90 | 628.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 3787.05 | 628.6 | -3.90 | - | 1 | 0 | 23 | |||
| 2 Dec | 3704.05 | 632.5 | -9.10 | 35.20 | 2 | 0 | 23 | |||
| 29 Nov | 3724.80 | 641.6 | 35.45 | - | 9 | 0 | 23 | |||
| 28 Nov | 3666.05 | 606.15 | 0.00 | 0.00 | 0 | 17 | 0 | |||
| 27 Nov | 3698.70 | 606.15 | -19.20 | - | 17 | 15 | 21 | |||
| 26 Nov | 3702.60 | 625.35 | -115.00 | - | 6 | 4 | 4 | |||
| 25 Nov | 3753.00 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 3603.50 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 3483.50 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 3505.90 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 740.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 740.35 | 740.35 | - | 0 | 0 | 0 | |||
| 31 Oct | 3622.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3408.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3340.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3100 expiring on 26DEC2024
Delta for 3100 CE is -
Historical price for 3100 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 560.4, which was -68.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 19 Dec LT was trading at 3716.35. The strike last trading price was 628.6, which was 0.00 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 18 Dec LT was trading at 3758.15. The strike last trading price was 628.6, which was 0.00 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 17 Dec LT was trading at 3807.20. The strike last trading price was 628.6, which was 0.00 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 16 Dec LT was trading at 3877.85. The strike last trading price was 628.6, which was 0.00 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 13 Dec LT was trading at 3887.00. The strike last trading price was 628.6, which was 0.00 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 12 Dec LT was trading at 3859.90. The strike last trading price was 628.6, which was 0.00 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 11 Dec LT was trading at 3916.75. The strike last trading price was 628.6, which was 0.00 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 10 Dec LT was trading at 3923.15. The strike last trading price was 628.6, which was 0.00 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 9 Dec LT was trading at 3947.30. The strike last trading price was 628.6, which was 0.00 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 6 Dec LT was trading at 3866.70. The strike last trading price was 628.6, which was 0.00 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 5 Dec LT was trading at 3831.55. The strike last trading price was 628.6, which was 0.00 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 4 Dec LT was trading at 3789.90. The strike last trading price was 628.6, which was 0.00 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 3 Dec LT was trading at 3787.05. The strike last trading price was 628.6, which was -3.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 2 Dec LT was trading at 3704.05. The strike last trading price was 632.5, which was -9.10 lower than the previous day. The implied volatity was 35.20, the open interest changed by 0 which decreased total open position to 23
On 29 Nov LT was trading at 3724.80. The strike last trading price was 641.6, which was 35.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 28 Nov LT was trading at 3666.05. The strike last trading price was 606.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 17 which increased total open position to 0
On 27 Nov LT was trading at 3698.70. The strike last trading price was 606.15, which was -19.20 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 21
On 26 Nov LT was trading at 3702.60. The strike last trading price was 625.35, which was -115.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 25 Nov LT was trading at 3753.00. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov LT was trading at 3603.50. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 3483.50. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LT was trading at 3505.90. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 740.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 740.35, which was 740.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 26DEC2024 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.10
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 0.6 | -0.05 | 51.69 | 67 | 14 | 266 |
| 19 Dec | 3716.35 | 0.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 3758.15 | 0.65 | 0.00 | 0.00 | 0 | -4 | 0 |
| 17 Dec | 3807.20 | 0.65 | 0.00 | - | 58 | -4 | 252 |
| 16 Dec | 3877.85 | 0.65 | -0.30 | - | 13 | -3 | 256 |
| 13 Dec | 3887.00 | 0.95 | 0.05 | 51.18 | 9 | -8 | 259 |
| 12 Dec | 3859.90 | 0.9 | 0.00 | 47.80 | 13 | -7 | 268 |
| 11 Dec | 3916.75 | 0.9 | -0.35 | 48.51 | 36 | -12 | 275 |
| 10 Dec | 3923.15 | 1.25 | 0.20 | 49.42 | 3 | -2 | 287 |
| 9 Dec | 3947.30 | 1.05 | -0.35 | 48.31 | 50 | -13 | 290 |
| 6 Dec | 3866.70 | 1.4 | -0.10 | 42.49 | 10 | -3 | 305 |
| 5 Dec | 3831.55 | 1.5 | -0.35 | 40.53 | 40 | -27 | 308 |
| 4 Dec | 3789.90 | 1.85 | 0.30 | 39.89 | 67 | -22 | 337 |
| 3 Dec | 3787.05 | 1.55 | -0.55 | 36.77 | 389 | -13 | 386 |
| 2 Dec | 3704.05 | 2.1 | -0.40 | 35.00 | 159 | 10 | 398 |
| 29 Nov | 3724.80 | 2.5 | -1.80 | 34.50 | 888 | 45 | 389 |
| 28 Nov | 3666.05 | 4.3 | 0.40 | 34.75 | 368 | 309 | 329 |
| 27 Nov | 3698.70 | 3.9 | 1.80 | 34.83 | 15 | 7 | 20 |
| 26 Nov | 3702.60 | 2.1 | -3.40 | 31.36 | 4 | 0 | 11 |
| 25 Nov | 3753.00 | 5.5 | 0.10 | 38.43 | 2 | 3 | 11 |
| 22 Nov | 3603.50 | 5.4 | -6.60 | 30.53 | 12 | 4 | 12 |
| 21 Nov | 3483.50 | 12 | 4.05 | 30.21 | 1 | 0 | 7 |
| 20 Nov | 3505.90 | 7.95 | 0.00 | 27.72 | 6 | 3 | 6 |
| 19 Nov | 3505.90 | 7.95 | -2.35 | 27.72 | 6 | 2 | 6 |
| 18 Nov | 3542.15 | 10.3 | -12.00 | 30.26 | 8 | 3 | 3 |
| 8 Nov | 3660.30 | 22.3 | 0.00 | 12.00 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 22.3 | 0.00 | 11.35 | 0 | 0 | 0 |
| 31 Oct | 3622.30 | 22.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3408.35 | 22.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 22.3 | 22.30 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3100 expiring on 26DEC2024
Delta for 3100 PE is -0.01
Historical price for 3100 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 51.69, the open interest changed by 14 which increased total open position to 266
On 19 Dec LT was trading at 3716.35. The strike last trading price was 0.65, which was 0.00 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 18 Dec LT was trading at 3758.15. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 17 Dec LT was trading at 3807.20. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 252
On 16 Dec LT was trading at 3877.85. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 256
On 13 Dec LT was trading at 3887.00. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 51.18, the open interest changed by -8 which decreased total open position to 259
On 12 Dec LT was trading at 3859.90. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 47.80, the open interest changed by -7 which decreased total open position to 268
On 11 Dec LT was trading at 3916.75. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 48.51, the open interest changed by -12 which decreased total open position to 275
On 10 Dec LT was trading at 3923.15. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 49.42, the open interest changed by -2 which decreased total open position to 287
On 9 Dec LT was trading at 3947.30. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 48.31, the open interest changed by -13 which decreased total open position to 290
On 6 Dec LT was trading at 3866.70. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 42.49, the open interest changed by -3 which decreased total open position to 305
On 5 Dec LT was trading at 3831.55. The strike last trading price was 1.5, which was -0.35 lower than the previous day. The implied volatity was 40.53, the open interest changed by -27 which decreased total open position to 308
On 4 Dec LT was trading at 3789.90. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 39.89, the open interest changed by -22 which decreased total open position to 337
On 3 Dec LT was trading at 3787.05. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 36.77, the open interest changed by -13 which decreased total open position to 386
On 2 Dec LT was trading at 3704.05. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 35.00, the open interest changed by 10 which increased total open position to 398
On 29 Nov LT was trading at 3724.80. The strike last trading price was 2.5, which was -1.80 lower than the previous day. The implied volatity was 34.50, the open interest changed by 45 which increased total open position to 389
On 28 Nov LT was trading at 3666.05. The strike last trading price was 4.3, which was 0.40 higher than the previous day. The implied volatity was 34.75, the open interest changed by 309 which increased total open position to 329
On 27 Nov LT was trading at 3698.70. The strike last trading price was 3.9, which was 1.80 higher than the previous day. The implied volatity was 34.83, the open interest changed by 7 which increased total open position to 20
On 26 Nov LT was trading at 3702.60. The strike last trading price was 2.1, which was -3.40 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 11
On 25 Nov LT was trading at 3753.00. The strike last trading price was 5.5, which was 0.10 higher than the previous day. The implied volatity was 38.43, the open interest changed by 3 which increased total open position to 11
On 22 Nov LT was trading at 3603.50. The strike last trading price was 5.4, which was -6.60 lower than the previous day. The implied volatity was 30.53, the open interest changed by 4 which increased total open position to 12
On 21 Nov LT was trading at 3483.50. The strike last trading price was 12, which was 4.05 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 7
On 20 Nov LT was trading at 3505.90. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 3 which increased total open position to 6
On 19 Nov LT was trading at 3505.90. The strike last trading price was 7.95, which was -2.35 lower than the previous day. The implied volatity was 27.72, the open interest changed by 2 which increased total open position to 6
On 18 Nov LT was trading at 3542.15. The strike last trading price was 10.3, which was -12.00 lower than the previous day. The implied volatity was 30.26, the open interest changed by 3 which increased total open position to 3
On 8 Nov LT was trading at 3660.30. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 12.00, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was 11.35, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 22.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 22.3, which was 22.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
