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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3612.05 8.85 (0.25%)

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Historical option data for LT

07 Jan 2025 12:51 PM IST
LT 30JAN2025 3100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 3612.25 561.4 0.00 0.00 0 0 0
6 Jan 3603.20 561.4 0.00 0.00 0 0 0
3 Jan 3659.90 561.4 0.00 0.00 0 0 0
2 Jan 3713.50 561.4 0.00 0.00 0 0 0
1 Jan 3667.50 561.4 0.00 0.00 0 0 0
31 Dec 3607.65 561.4 0.00 0.00 0 0 0
30 Dec 3578.95 561.4 0.00 0.00 0 0 0
27 Dec 3608.10 561.4 0.00 0.00 0 1 0
26 Dec 3629.50 561.4 -3.50 23.28 6 1 27
24 Dec 3639.75 564.9 -5.45 22.07 22 20 24
23 Dec 3640.50 570.35 570.35 - 4 3 3
20 Nov 3505.90 0 0.00 - 0 0 0
19 Nov 3505.90 0 0.00 - 0 0 0
18 Nov 3542.15 0 0.00 - 0 0 0
14 Nov 3526.25 0 0.00 - 0 0 0
13 Nov 3547.95 0 0.00 0.00 0 0 0
12 Nov 3591.35 0 0.00 0.00 0 0 0
5 Nov 3574.80 0 0.00 0.00 0 0 0
4 Nov 3574.45 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 3100 expiring on 30JAN2025

Delta for 3100 CE is 0.00

Historical price for 3100 CE is as follows

On 7 Jan LT was trading at 3612.25. The strike last trading price was 561.4, 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 Jan LT was trading at 3603.20. The strike last trading price was 561.4, 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 Jan LT was trading at 3659.90. The strike last trading price was 561.4, 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 2 Jan LT was trading at 3713.50. The strike last trading price was 561.4, 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 1 Jan LT was trading at 3667.50. The strike last trading price was 561.4, 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 31 Dec LT was trading at 3607.65. The strike last trading price was 561.4, 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 30 Dec LT was trading at 3578.95. The strike last trading price was 561.4, 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 27 Dec LT was trading at 3608.10. The strike last trading price was 561.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Dec LT was trading at 3629.50. The strike last trading price was 561.4, which was -3.50 lower than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 27


On 24 Dec LT was trading at 3639.75. The strike last trading price was 564.9, which was -5.45 lower than the previous day. The implied volatity was 22.07, the open interest changed by 20 which increased total open position to 24


On 23 Dec LT was trading at 3640.50. The strike last trading price was 570.35, which was 570.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 20 Nov LT was trading at 3505.90. 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 0 which decreased total open position to 0


On 19 Nov LT was trading at 3505.90. 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 0 which decreased total open position to 0


On 18 Nov LT was trading at 3542.15. 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 0 which decreased total open position to 0


On 14 Nov LT was trading at 3526.25. 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 0 which decreased total open position to 0


On 13 Nov LT was trading at 3547.95. The strike last trading price was 0, 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 Nov LT was trading at 3591.35. The strike last trading price was 0, 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 Nov LT was trading at 3574.80. The strike last trading price was 0, 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 Nov LT was trading at 3574.45. The strike last trading price was 0, which was 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 30JAN2025 3100 PE
Delta: -0.02
Vega: 0.46
Theta: -0.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 3612.25 2.35 -0.25 31.86 157 26 213
6 Jan 3603.20 2.6 1.55 31.58 77 5 186
3 Jan 3659.90 1.05 -0.15 28.19 6 0 182
2 Jan 3713.50 1.2 0.05 29.97 12 -10 182
1 Jan 3667.50 1.15 -0.70 27.98 45 -2 193
31 Dec 3607.65 1.85 0.55 27.12 241 128 195
30 Dec 3578.95 1.3 -0.80 24.65 33 12 67
27 Dec 3608.10 2.1 0.00 26.22 18 12 56
26 Dec 3629.50 2.1 0.60 26.56 33 13 38
24 Dec 3639.75 1.5 1.00 24.72 21 20 24
23 Dec 3640.50 0.5 -34.50 21.50 4 3 3
20 Nov 3505.90 35 0.00 8.90 0 0 0
19 Nov 3505.90 35 35.00 8.90 0 0 0
18 Nov 3542.15 0 0.00 8.45 0 0 0
14 Nov 3526.25 0 0.00 8.02 0 0 0
13 Nov 3547.95 0 0.00 0.00 0 0 0
12 Nov 3591.35 0 0.00 0.00 0 0 0
5 Nov 3574.80 0 0.00 0.00 0 0 0
4 Nov 3574.45 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 3100 expiring on 30JAN2025

Delta for 3100 PE is -0.02

Historical price for 3100 PE is as follows

On 7 Jan LT was trading at 3612.25. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 31.86, the open interest changed by 26 which increased total open position to 213


On 6 Jan LT was trading at 3603.20. The strike last trading price was 2.6, which was 1.55 higher than the previous day. The implied volatity was 31.58, the open interest changed by 5 which increased total open position to 186


On 3 Jan LT was trading at 3659.90. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 182


On 2 Jan LT was trading at 3713.50. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 29.97, the open interest changed by -10 which decreased total open position to 182


On 1 Jan LT was trading at 3667.50. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 27.98, the open interest changed by -2 which decreased total open position to 193


On 31 Dec LT was trading at 3607.65. The strike last trading price was 1.85, which was 0.55 higher than the previous day. The implied volatity was 27.12, the open interest changed by 128 which increased total open position to 195


On 30 Dec LT was trading at 3578.95. The strike last trading price was 1.3, which was -0.80 lower than the previous day. The implied volatity was 24.65, the open interest changed by 12 which increased total open position to 67


On 27 Dec LT was trading at 3608.10. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 26.22, the open interest changed by 12 which increased total open position to 56


On 26 Dec LT was trading at 3629.50. The strike last trading price was 2.1, which was 0.60 higher than the previous day. The implied volatity was 26.56, the open interest changed by 13 which increased total open position to 38


On 24 Dec LT was trading at 3639.75. The strike last trading price was 1.5, which was 1.00 higher than the previous day. The implied volatity was 24.72, the open interest changed by 20 which increased total open position to 24


On 23 Dec LT was trading at 3640.50. The strike last trading price was 0.5, which was -34.50 lower than the previous day. The implied volatity was 21.50, the open interest changed by 3 which increased total open position to 3


On 20 Nov LT was trading at 3505.90. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 8.90, 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 35, which was 35.00 higher than the previous day. The implied volatity was 8.90, 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 0, which was 0.00 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0


On 14 Nov LT was trading at 3526.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.02, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LT was trading at 3547.95. The strike last trading price was 0, 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 Nov LT was trading at 3591.35. The strike last trading price was 0, 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 Nov LT was trading at 3574.80. The strike last trading price was 0, 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 Nov LT was trading at 3574.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0