LT
Larsen & Toubro Ltd.
Historical option data for LT
14 Nov 2024 04:11 PM IST
| LT 28NOV2024 3100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 3526.25 | 430 | -112.00 | - | 4 | 0 | 216 | |||
| 13 Nov | 3547.95 | 542 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 542 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 542 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 542 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 542 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 3645.45 | 542 | 58.00 | - | 2 | 0 | 217 | |||
| 5 Nov | 3574.80 | 484 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Nov | 3574.45 | 484 | -61.00 | - | 2 | -1 | 217 | |||
| 1 Nov | 3626.35 | 545 | 1.35 | - | 1 | 0 | 218 | |||
| 31 Oct | 3622.30 | 543.65 | 185.70 | - | 24 | -9 | 219 | |||
| 30 Oct | 3408.35 | 357.95 | 28.70 | - | 98 | 70 | 227 | |||
| 29 Oct | 3380.90 | 329.25 | 14.25 | - | 69 | 32 | 157 | |||
| 28 Oct | 3340.80 | 315 | -57.60 | - | 165 | 125 | 125 | |||
| 25 Oct | 3326.40 | 372.6 | 0.00 | - | 0 | 3 | 0 | |||
| 24 Oct | 3442.65 | 372.6 | -27.75 | - | 4 | 3 | 6 | |||
| 23 Oct | 3455.40 | 400.35 | -270.85 | - | 3 | 1 | 1 | |||
| 22 Oct | 3511.90 | 671.2 | 671.20 | - | 0 | 0 | 0 | |||
| 11 Sept | 3536.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3596.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 3578.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 3574.75 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3100 expiring on 28NOV2024
Delta for 3100 CE is -
Historical price for 3100 CE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 430, which was -112.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 216
On 13 Nov LT was trading at 3547.95. The strike last trading price was 542, 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 542, 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 Nov LT was trading at 3628.85. The strike last trading price was 542, 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 8 Nov LT was trading at 3660.30. The strike last trading price was 542, 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 7 Nov LT was trading at 3646.55. The strike last trading price was 542, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 542, which was 58.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 217
On 5 Nov LT was trading at 3574.80. The strike last trading price was 484, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 484, which was -61.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 217
On 1 Nov LT was trading at 3626.35. The strike last trading price was 545, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 218
On 31 Oct LT was trading at 3622.30. The strike last trading price was 543.65, which was 185.70 higher 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 357.95, which was 28.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 329.25, which was 14.25 higher 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 315, which was -57.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 372.6, 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 24 Oct LT was trading at 3442.65. The strike last trading price was 372.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 400.35, which was -270.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 671.2, which was 671.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LT was trading at 3536.95. 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 10 Sept LT was trading at 3596.15. 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 which decreased total open position to
On 9 Sept LT was trading at 3578.30. 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 6 Sept LT was trading at 3574.75. 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 28NOV2024 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.40
Theta: -0.48
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3526.25 | 2.35 | 0.10 | 35.72 | 162 | -35 | 668 |
| 13 Nov | 3547.95 | 2.25 | 0.35 | 35.15 | 113 | -22 | 704 |
| 12 Nov | 3591.35 | 1.9 | -0.05 | 35.02 | 47 | -22 | 733 |
| 11 Nov | 3628.85 | 1.95 | 0.00 | 36.42 | 155 | 19 | 756 |
| 8 Nov | 3660.30 | 1.95 | -0.15 | 34.92 | 105 | 15 | 737 |
| 7 Nov | 3646.55 | 2.1 | 0.05 | 34.14 | 123 | -64 | 722 |
| 6 Nov | 3645.45 | 2.05 | -2.05 | 33.55 | 805 | -30 | 787 |
| 5 Nov | 3574.80 | 4.1 | -0.30 | 32.77 | 711 | -83 | 817 |
| 4 Nov | 3574.45 | 4.4 | 0.35 | 32.65 | 1,884 | -30 | 910 |
| 1 Nov | 3626.35 | 4.05 | -1.40 | 33.23 | 300 | -86 | 940 |
| 31 Oct | 3622.30 | 5.45 | -19.05 | - | 2,024 | 59 | 1,026 |
| 30 Oct | 3408.35 | 24.5 | 0.80 | - | 1,436 | 201 | 967 |
| 29 Oct | 3380.90 | 23.7 | -2.85 | - | 696 | 123 | 765 |
| 28 Oct | 3340.80 | 26.55 | -5.60 | - | 1,554 | 469 | 643 |
| 25 Oct | 3326.40 | 32.15 | 16.25 | - | 420 | 141 | 174 |
| 24 Oct | 3442.65 | 15.9 | 5.55 | - | 39 | 17 | 32 |
| 23 Oct | 3455.40 | 10.35 | 1.35 | - | 7 | 5 | 15 |
| 22 Oct | 3511.90 | 9 | 9.00 | - | 12 | 8 | 8 |
| 11 Sept | 3536.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 3596.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 3578.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 3574.75 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3100 expiring on 28NOV2024
Delta for 3100 PE is -0.02
Historical price for 3100 PE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 2.35, which was 0.10 higher than the previous day. The implied volatity was 35.72, the open interest changed by -35 which decreased total open position to 668
On 13 Nov LT was trading at 3547.95. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 35.15, the open interest changed by -22 which decreased total open position to 704
On 12 Nov LT was trading at 3591.35. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 35.02, the open interest changed by -22 which decreased total open position to 733
On 11 Nov LT was trading at 3628.85. The strike last trading price was 1.95, which was 0.00 lower than the previous day. The implied volatity was 36.42, the open interest changed by 19 which increased total open position to 756
On 8 Nov LT was trading at 3660.30. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 34.92, the open interest changed by 15 which increased total open position to 737
On 7 Nov LT was trading at 3646.55. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 34.14, the open interest changed by -64 which decreased total open position to 722
On 6 Nov LT was trading at 3645.45. The strike last trading price was 2.05, which was -2.05 lower than the previous day. The implied volatity was 33.55, the open interest changed by -30 which decreased total open position to 787
On 5 Nov LT was trading at 3574.80. The strike last trading price was 4.1, which was -0.30 lower than the previous day. The implied volatity was 32.77, the open interest changed by -83 which decreased total open position to 817
On 4 Nov LT was trading at 3574.45. The strike last trading price was 4.4, which was 0.35 higher than the previous day. The implied volatity was 32.65, the open interest changed by -30 which decreased total open position to 910
On 1 Nov LT was trading at 3626.35. The strike last trading price was 4.05, which was -1.40 lower than the previous day. The implied volatity was 33.23, the open interest changed by -86 which decreased total open position to 940
On 31 Oct LT was trading at 3622.30. The strike last trading price was 5.45, which was -19.05 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 24.5, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 23.7, which was -2.85 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 26.55, which was -5.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 32.15, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 15.9, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 10.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 9, which was 9.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept LT was trading at 3536.95. 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 10 Sept LT was trading at 3596.15. 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 which decreased total open position to
On 9 Sept LT was trading at 3578.30. 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 6 Sept LT was trading at 3574.75. 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
