LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3120 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 2.55
Theta: -3.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 112.05 | 29.25 | 32.66 | 1,319 | 115 | 240 | |||
| 7 Apr | 3068.50 | 89.55 | -319.45 | 36.97 | 546 | 121 | 121 | |||
| 4 Apr | 3260.15 | 409 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 3420.15 | 409 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 409 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 409 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 3492.30 | 409 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3120 expiring on 24APR2025
Delta for 3120 CE is 0.60
Historical price for 3120 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 112.05, which was 29.25 higher than the previous day. The implied volatity was 32.66, the open interest changed by 115 which increased total open position to 240
On 7 Apr LT was trading at 3068.50. The strike last trading price was 89.55, which was -319.45 lower than the previous day. The implied volatity was 36.97, the open interest changed by 121 which increased total open position to 121
On 4 Apr LT was trading at 3260.15. The strike last trading price was 409, 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 409, 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 409, 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 409, 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 409, 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 3120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 2.55
Theta: -2.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 69.1 | -53.65 | 35.20 | 1,320 | 37 | 209 |
| 7 Apr | 3068.50 | 114.4 | 91.1 | 39.36 | 690 | -82 | 166 |
| 4 Apr | 3260.15 | 23.15 | 17.85 | 26.07 | 854 | 203 | 254 |
| 3 Apr | 3420.15 | 5.3 | -0.65 | 26.12 | 104 | -15 | 51 |
| 2 Apr | 3419.90 | 6 | -0.05 | 26.71 | 43 | 10 | 69 |
| 1 Apr | 3436.80 | 6.1 | -4.3 | 27.00 | 66 | 57 | 57 |
| 28 Mar | 3492.30 | 10.4 | 0 | 10.97 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3120 expiring on 24APR2025
Delta for 3120 PE is -0.40
Historical price for 3120 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 69.1, which was -53.65 lower than the previous day. The implied volatity was 35.20, the open interest changed by 37 which increased total open position to 209
On 7 Apr LT was trading at 3068.50. The strike last trading price was 114.4, which was 91.1 higher than the previous day. The implied volatity was 39.36, the open interest changed by -82 which decreased total open position to 166
On 4 Apr LT was trading at 3260.15. The strike last trading price was 23.15, which was 17.85 higher than the previous day. The implied volatity was 26.07, the open interest changed by 203 which increased total open position to 254
On 3 Apr LT was trading at 3420.15. The strike last trading price was 5.3, which was -0.65 lower than the previous day. The implied volatity was 26.12, the open interest changed by -15 which decreased total open position to 51
On 2 Apr LT was trading at 3419.90. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 10 which increased total open position to 69
On 1 Apr LT was trading at 3436.80. The strike last trading price was 6.1, which was -4.3 lower than the previous day. The implied volatity was 27.00, the open interest changed by 57 which increased total open position to 57
On 28 Mar LT was trading at 3492.30. The strike last trading price was 10.4, which was 0 lower than the previous day. The implied volatity was 10.97, the open interest changed by 0 which decreased total open position to 0
