LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3150 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.57
Vega: 2.60
Theta: -2.93
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 94.65 | 25.25 | 30.28 | 2,867 | 44 | 406 | |||
| 7 Apr | 3068.50 | 72.65 | -69.5 | 35.43 | 1,648 | 111 | 363 | |||
| 4 Apr | 3260.15 | 143.1 | 14.75 | 20.12 | 440 | 250 | 251 | |||
| 3 Apr | 3420.15 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 1 Apr | 3436.80 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 3501.60 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 3444.80 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 3469.60 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 3481.85 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 3415.95 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 3351.05 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 3319.55 | 128.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 3270.70 | 128.35 | 0 | 0.00 | 0 | 1 | 0 | |||
| 17 Mar | 3173.45 | 128.35 | -79.35 | 23.83 | 4 | 1 | 1 | |||
| 13 Mar | 3187.30 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 3193.65 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 3195.45 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 3177.70 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 3259.90 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 3239.65 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 207.7 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 207.7 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3150 expiring on 24APR2025
Delta for 3150 CE is 0.57
Historical price for 3150 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 94.65, which was 25.25 higher than the previous day. The implied volatity was 30.28, the open interest changed by 44 which increased total open position to 406
On 7 Apr LT was trading at 3068.50. The strike last trading price was 72.65, which was -69.5 lower than the previous day. The implied volatity was 35.43, the open interest changed by 111 which increased total open position to 363
On 4 Apr LT was trading at 3260.15. The strike last trading price was 143.1, which was 14.75 higher than the previous day. The implied volatity was 20.12, the open interest changed by 250 which increased total open position to 251
On 3 Apr LT was trading at 3420.15. The strike last trading price was 128.35, 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 128.35, 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 128.35, 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 128.35, 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 27 Mar LT was trading at 3501.60. The strike last trading price was 128.35, 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 26 Mar LT was trading at 3444.80. The strike last trading price was 128.35, 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 25 Mar LT was trading at 3469.60. The strike last trading price was 128.35, 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 24 Mar LT was trading at 3481.85. The strike last trading price was 128.35, 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 21 Mar LT was trading at 3415.95. The strike last trading price was 128.35, 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 20 Mar LT was trading at 3351.05. The strike last trading price was 128.35, 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 19 Mar LT was trading at 3319.55. The strike last trading price was 128.35, 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 18 Mar LT was trading at 3270.70. The strike last trading price was 128.35, which was 0 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 17 Mar LT was trading at 3173.45. The strike last trading price was 128.35, which was -79.35 lower than the previous day. The implied volatity was 23.83, the open interest changed by 1 which increased total open position to 1
On 13 Mar LT was trading at 3187.30. The strike last trading price was 207.7, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 207.7, 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 11 Mar LT was trading at 3195.45. The strike last trading price was 207.7, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 207.7, 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 7 Mar LT was trading at 3244.70. The strike last trading price was 207.7, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 207.7, 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 5 Mar LT was trading at 3239.65. The strike last trading price was 207.7, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 207.7, 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 Mar LT was trading at 3197.30. The strike last trading price was 207.7, 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 Feb LT was trading at 3163.85. The strike last trading price was 207.7, 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 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 2.61
Theta: -2.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 77.7 | -59.35 | 34.66 | 1,113 | 77 | 484 |
| 7 Apr | 3068.50 | 129.3 | 100 | 38.58 | 1,768 | 44 | 405 |
| 4 Apr | 3260.15 | 30.05 | 22.95 | 25.91 | 1,129 | 160 | 382 |
| 3 Apr | 3420.15 | 7.1 | -0.6 | 25.76 | 207 | -19 | 223 |
| 2 Apr | 3419.90 | 7.7 | 0.25 | 26.17 | 206 | -10 | 242 |
| 1 Apr | 3436.80 | 7.5 | 0.95 | 26.25 | 263 | 32 | 252 |
| 28 Mar | 3492.30 | 6.6 | -0.7 | 26.40 | 401 | 85 | 220 |
| 27 Mar | 3501.60 | 7.1 | -2.85 | 27.56 | 437 | 55 | 138 |
| 26 Mar | 3444.80 | 9.95 | 0.6 | 26.13 | 136 | 33 | 84 |
| 25 Mar | 3469.60 | 9.5 | 0.4 | 25.54 | 26 | -8 | 52 |
| 24 Mar | 3481.85 | 9.1 | -1.55 | 26.50 | 14 | -3 | 61 |
| 21 Mar | 3415.95 | 10.65 | -8.8 | 22.91 | 34 | 5 | 64 |
| 20 Mar | 3351.05 | 19.1 | -11.6 | 23.11 | 60 | 25 | 31 |
| 19 Mar | 3319.55 | 30.7 | -9.65 | 24.68 | 1 | 0 | 6 |
| 18 Mar | 3270.70 | 40.35 | -73.35 | 24.27 | 8 | 6 | 6 |
| 17 Mar | 3173.45 | 113.7 | 0 | 1.69 | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 113.7 | 0 | 1.86 | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 113.7 | 0 | 1.89 | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 113.7 | 0 | 2.15 | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 113.7 | 0 | 1.60 | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 113.7 | 0 | 3.15 | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 113.7 | 0 | 3.37 | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 113.7 | 0 | 3.04 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 113.7 | 0 | 2.35 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 113.7 | 0 | 2.07 | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 113.7 | 0 | 1.47 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3150 expiring on 24APR2025
Delta for 3150 PE is -0.44
Historical price for 3150 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 77.7, which was -59.35 lower than the previous day. The implied volatity was 34.66, the open interest changed by 77 which increased total open position to 484
On 7 Apr LT was trading at 3068.50. The strike last trading price was 129.3, which was 100 higher than the previous day. The implied volatity was 38.58, the open interest changed by 44 which increased total open position to 405
On 4 Apr LT was trading at 3260.15. The strike last trading price was 30.05, which was 22.95 higher than the previous day. The implied volatity was 25.91, the open interest changed by 160 which increased total open position to 382
On 3 Apr LT was trading at 3420.15. The strike last trading price was 7.1, which was -0.6 lower than the previous day. The implied volatity was 25.76, the open interest changed by -19 which decreased total open position to 223
On 2 Apr LT was trading at 3419.90. The strike last trading price was 7.7, which was 0.25 higher than the previous day. The implied volatity was 26.17, the open interest changed by -10 which decreased total open position to 242
On 1 Apr LT was trading at 3436.80. The strike last trading price was 7.5, which was 0.95 higher than the previous day. The implied volatity was 26.25, the open interest changed by 32 which increased total open position to 252
On 28 Mar LT was trading at 3492.30. The strike last trading price was 6.6, which was -0.7 lower than the previous day. The implied volatity was 26.40, the open interest changed by 85 which increased total open position to 220
On 27 Mar LT was trading at 3501.60. The strike last trading price was 7.1, which was -2.85 lower than the previous day. The implied volatity was 27.56, the open interest changed by 55 which increased total open position to 138
On 26 Mar LT was trading at 3444.80. The strike last trading price was 9.95, which was 0.6 higher than the previous day. The implied volatity was 26.13, the open interest changed by 33 which increased total open position to 84
On 25 Mar LT was trading at 3469.60. The strike last trading price was 9.5, which was 0.4 higher than the previous day. The implied volatity was 25.54, the open interest changed by -8 which decreased total open position to 52
On 24 Mar LT was trading at 3481.85. The strike last trading price was 9.1, which was -1.55 lower than the previous day. The implied volatity was 26.50, the open interest changed by -3 which decreased total open position to 61
On 21 Mar LT was trading at 3415.95. The strike last trading price was 10.65, which was -8.8 lower than the previous day. The implied volatity was 22.91, the open interest changed by 5 which increased total open position to 64
On 20 Mar LT was trading at 3351.05. The strike last trading price was 19.1, which was -11.6 lower than the previous day. The implied volatity was 23.11, the open interest changed by 25 which increased total open position to 31
On 19 Mar LT was trading at 3319.55. The strike last trading price was 30.7, which was -9.65 lower than the previous day. The implied volatity was 24.68, the open interest changed by 0 which decreased total open position to 6
On 18 Mar LT was trading at 3270.70. The strike last trading price was 40.35, which was -73.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by 6 which increased total open position to 6
On 17 Mar LT was trading at 3173.45. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3187.30. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 1.86, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3193.65. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3195.45. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3177.70. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3259.90. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 3239.65. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 3.04, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 2.07, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 113.7, which was 0 lower than the previous day. The implied volatity was 1.47, the open interest changed by 0 which decreased total open position to 0
