LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3180 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 2.22
Theta: -2.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 41.2 | -37.3 | 33.26 | 1,082 | 64 | 355 | |||
| 8 Apr | 3164.60 | 79.05 | 19.1 | 30.19 | 2,205 | 182 | 290 | |||
| 7 Apr | 3068.50 | 63 | -58.4 | 36.10 | 359 | 70 | 101 | |||
| 4 Apr | 3260.15 | 121.75 | -233.95 | 20.68 | 58 | 30 | 30 | |||
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| 3 Apr | 3420.15 | 355.7 | 0 | - | 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 3180 expiring on 24APR2025
Delta for 3180 CE is 0.32
Historical price for 3180 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 41.2, which was -37.3 lower than the previous day. The implied volatity was 33.26, the open interest changed by 64 which increased total open position to 355
On 8 Apr LT was trading at 3164.60. The strike last trading price was 79.05, which was 19.1 higher than the previous day. The implied volatity was 30.19, the open interest changed by 182 which increased total open position to 290
On 7 Apr LT was trading at 3068.50. The strike last trading price was 63, which was -58.4 lower than the previous day. The implied volatity was 36.10, the open interest changed by 70 which increased total open position to 101
On 4 Apr LT was trading at 3260.15. The strike last trading price was 121.75, which was -233.95 lower than the previous day. The implied volatity was 20.68, the open interest changed by 30 which increased total open position to 30
On 3 Apr LT was trading at 3420.15. The strike last trading price was 355.7, 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 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 3180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 2.27
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 153.75 | 60.85 | 36.49 | 255 | 21 | 224 |
| 8 Apr | 3164.60 | 90.75 | -63.15 | 34.05 | 581 | 31 | 215 |
| 7 Apr | 3068.50 | 148.35 | 111.15 | 38.88 | 1,818 | -48 | 187 |
| 4 Apr | 3260.15 | 38.9 | 22.15 | 25.94 | 691 | 236 | 236 |
| 3 Apr | 3420.15 | 16.75 | 0 | 8.05 | 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 3180 expiring on 24APR2025
Delta for 3180 PE is -0.66
Historical price for 3180 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 153.75, which was 60.85 higher than the previous day. The implied volatity was 36.49, the open interest changed by 21 which increased total open position to 224
On 8 Apr LT was trading at 3164.60. The strike last trading price was 90.75, which was -63.15 lower than the previous day. The implied volatity was 34.05, the open interest changed by 31 which increased total open position to 215
On 7 Apr LT was trading at 3068.50. The strike last trading price was 148.35, which was 111.15 higher than the previous day. The implied volatity was 38.88, the open interest changed by -48 which decreased total open position to 187
On 4 Apr LT was trading at 3260.15. The strike last trading price was 38.9, which was 22.15 higher than the previous day. The implied volatity was 25.94, the open interest changed by 236 which increased total open position to 236
On 3 Apr LT was trading at 3420.15. The strike last trading price was 16.75, which was 0 lower than the previous day. The implied volatity was 8.05, 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
