LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3160 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 2.62
Theta: -2.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 89.95 | -43.85 | 30.51 | 1,256 | 77 | 103 | |||
| 7 Apr | 3068.50 | 133.8 | 0 | 0.00 | 0 | 26 | 0 | |||
| 4 Apr | 3260.15 | 133.8 | -239.4 | 19.43 | 26 | 25 | 25 | |||
| 3 Apr | 3420.15 | 373.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 373.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 373.2 | 0 | - | 0 | 0 | 0 | |||
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| 28 Mar | 3492.30 | 373.2 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3160 expiring on 24APR2025
Delta for 3160 CE is 0.55
Historical price for 3160 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 89.95, which was -43.85 lower than the previous day. The implied volatity was 30.51, the open interest changed by 77 which increased total open position to 103
On 7 Apr LT was trading at 3068.50. The strike last trading price was 133.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 26 which increased total open position to 0
On 4 Apr LT was trading at 3260.15. The strike last trading price was 133.8, which was -239.4 lower than the previous day. The implied volatity was 19.43, the open interest changed by 25 which increased total open position to 25
On 3 Apr LT was trading at 3420.15. The strike last trading price was 373.2, 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 373.2, 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 373.2, 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 373.2, 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 3160 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 2.63
Theta: -2.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 81.8 | -65.3 | 34.43 | 691 | 45 | 269 |
| 7 Apr | 3068.50 | 135.75 | 104 | 38.78 | 1,634 | -15 | 223 |
| 4 Apr | 3260.15 | 32 | 24.3 | 25.59 | 948 | 158 | 259 |
| 3 Apr | 3420.15 | 7.65 | -0.5 | 25.50 | 104 | 22 | 102 |
| 2 Apr | 3419.90 | 8.15 | 0.25 | 25.83 | 55 | 17 | 81 |
| 1 Apr | 3436.80 | 8.2 | 1.3 | 26.13 | 120 | 22 | 65 |
| 28 Mar | 3492.30 | 6.95 | -7.4 | 26.10 | 62 | 43 | 43 |
For Larsen & Toubro Ltd. - strike price 3160 expiring on 24APR2025
Delta for 3160 PE is -0.45
Historical price for 3160 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 81.8, which was -65.3 lower than the previous day. The implied volatity was 34.43, the open interest changed by 45 which increased total open position to 269
On 7 Apr LT was trading at 3068.50. The strike last trading price was 135.75, which was 104 higher than the previous day. The implied volatity was 38.78, the open interest changed by -15 which decreased total open position to 223
On 4 Apr LT was trading at 3260.15. The strike last trading price was 32, which was 24.3 higher than the previous day. The implied volatity was 25.59, the open interest changed by 158 which increased total open position to 259
On 3 Apr LT was trading at 3420.15. The strike last trading price was 7.65, which was -0.5 lower than the previous day. The implied volatity was 25.50, the open interest changed by 22 which increased total open position to 102
On 2 Apr LT was trading at 3419.90. The strike last trading price was 8.15, which was 0.25 higher than the previous day. The implied volatity was 25.83, the open interest changed by 17 which increased total open position to 81
On 1 Apr LT was trading at 3436.80. The strike last trading price was 8.2, which was 1.3 higher than the previous day. The implied volatity was 26.13, the open interest changed by 22 which increased total open position to 65
On 28 Mar LT was trading at 3492.30. The strike last trading price was 6.95, which was -7.4 lower than the previous day. The implied volatity was 26.10, the open interest changed by 43 which increased total open position to 43
