LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 2.39
Theta: -3.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 55.8 | -45.2 | 33.73 | 1,291 | 176 | 328 | |||
| 8 Apr | 3164.60 | 100.9 | 27.5 | 30.56 | 1,359 | 88 | 152 | |||
| 7 Apr | 3068.50 | 80 | -65 | 36.66 | 245 | 43 | 62 | |||
| 4 Apr | 3260.15 | 145 | -246 | 16.79 | 19 | 16 | 16 | |||
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| 3 Apr | 3420.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3140 expiring on 24APR2025
Delta for 3140 CE is 0.39
Historical price for 3140 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 55.8, which was -45.2 lower than the previous day. The implied volatity was 33.73, the open interest changed by 176 which increased total open position to 328
On 8 Apr LT was trading at 3164.60. The strike last trading price was 100.9, which was 27.5 higher than the previous day. The implied volatity was 30.56, the open interest changed by 88 which increased total open position to 152
On 7 Apr LT was trading at 3068.50. The strike last trading price was 80, which was -65 lower than the previous day. The implied volatity was 36.66, the open interest changed by 43 which increased total open position to 62
On 4 Apr LT was trading at 3260.15. The strike last trading price was 145, which was -246 lower than the previous day. The implied volatity was 16.79, the open interest changed by 16 which increased total open position to 16
On 3 Apr LT was trading at 3420.15. 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
On 2 Apr LT was trading at 3419.90. 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
On 1 Apr LT was trading at 3436.80. 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
On 28 Mar LT was trading at 3492.30. 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 3140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.60
Vega: 2.40
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 128 | 53.05 | 36.68 | 917 | 14 | 145 |
| 8 Apr | 3164.60 | 72.65 | -52.7 | 34.47 | 1,074 | 39 | 132 |
| 7 Apr | 3068.50 | 123.4 | 96.55 | 38.55 | 200 | 7 | 96 |
| 4 Apr | 3260.15 | 27.05 | 14.8 | 25.73 | 134 | 93 | 93 |
| 3 Apr | 3420.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3140 expiring on 24APR2025
Delta for 3140 PE is -0.60
Historical price for 3140 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 128, which was 53.05 higher than the previous day. The implied volatity was 36.68, the open interest changed by 14 which increased total open position to 145
On 8 Apr LT was trading at 3164.60. The strike last trading price was 72.65, which was -52.7 lower than the previous day. The implied volatity was 34.47, the open interest changed by 39 which increased total open position to 132
On 7 Apr LT was trading at 3068.50. The strike last trading price was 123.4, which was 96.55 higher than the previous day. The implied volatity was 38.55, the open interest changed by 7 which increased total open position to 96
On 4 Apr LT was trading at 3260.15. The strike last trading price was 27.05, which was 14.8 higher than the previous day. The implied volatity was 25.73, the open interest changed by 93 which increased total open position to 93
On 3 Apr LT was trading at 3420.15. 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
On 2 Apr LT was trading at 3419.90. 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
On 1 Apr LT was trading at 3436.80. 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
On 28 Mar LT was trading at 3492.30. 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
