LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 2.64
Theta: -2.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 68.95 | 17.7 | 29.86 | 11,253 | 169 | 1,742 | |||
| 7 Apr | 3068.50 | 55.5 | -51.05 | 35.84 | 14,180 | 1,160 | 1,587 | |||
| 4 Apr | 3260.15 | 106.95 | -132.25 | 20.37 | 1,333 | 154 | 425 | |||
| 3 Apr | 3420.15 | 239.2 | -7.8 | 16.60 | 61 | 13 | 271 | |||
| 2 Apr | 3419.90 | 247 | -23.75 | 16.53 | 19 | -6 | 258 | |||
| 1 Apr | 3436.80 | 270.75 | -41.3 | 26.11 | 24 | -10 | 263 | |||
| 28 Mar | 3492.30 | 312.05 | -18.3 | 14.84 | 22 | -13 | 273 | |||
| 27 Mar | 3501.60 | 330.75 | 53.15 | - | 20 | -5 | 286 | |||
| 26 Mar | 3444.80 | 277.05 | -24.85 | 13.78 | 34 | 4 | 290 | |||
| 25 Mar | 3469.60 | 300.6 | -9.4 | 28.66 | 48 | 10 | 285 | |||
| 24 Mar | 3481.85 | 311 | 53 | 15.07 | 37 | 5 | 276 | |||
| 21 Mar | 3415.95 | 251 | 54.25 | 17.32 | 86 | 8 | 271 | |||
| 20 Mar | 3351.05 | 201 | 25.15 | 19.21 | 131 | 16 | 263 | |||
| 19 Mar | 3319.55 | 172.1 | 27.05 | 18.56 | 174 | -11 | 247 | |||
| 18 Mar | 3270.70 | 144 | 47.8 | 20.12 | 428 | -39 | 259 | |||
| 17 Mar | 3173.45 | 97 | -3.2 | 22.69 | 479 | 55 | 297 | |||
| 13 Mar | 3187.30 | 99.15 | -5.75 | 19.95 | 180 | 27 | 241 | |||
| 12 Mar | 3193.65 | 103.95 | -8.7 | 20.59 | 120 | 8 | 213 | |||
| 11 Mar | 3195.45 | 115.95 | 12.4 | 21.18 | 120 | 21 | 205 | |||
| 10 Mar | 3177.70 | 102.65 | -67.85 | 21.16 | 316 | 131 | 183 | |||
| 7 Mar | 3244.70 | 170.5 | 18.45 | 26.26 | 22 | -7 | 52 | |||
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| 6 Mar | 3259.90 | 152 | 12 | 19.87 | 24 | 1 | 58 | |||
| 5 Mar | 3239.65 | 140 | 15 | 19.10 | 35 | 21 | 58 | |||
| 4 Mar | 3213.00 | 125 | 3.2 | 19.96 | 11 | 2 | 36 | |||
| 3 Mar | 3197.30 | 122.45 | -236.35 | 20.75 | 49 | 34 | 34 | |||
| 28 Feb | 3163.85 | 358.8 | 0 | - | 0 | 0 | 0 | |||
| 27 Feb | 3209.50 | 358.8 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 358.8 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 0 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3200 expiring on 24APR2025
Delta for 3200 CE is 0.47
Historical price for 3200 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 68.95, which was 17.7 higher than the previous day. The implied volatity was 29.86, the open interest changed by 169 which increased total open position to 1742
On 7 Apr LT was trading at 3068.50. The strike last trading price was 55.5, which was -51.05 lower than the previous day. The implied volatity was 35.84, the open interest changed by 1160 which increased total open position to 1587
On 4 Apr LT was trading at 3260.15. The strike last trading price was 106.95, which was -132.25 lower than the previous day. The implied volatity was 20.37, the open interest changed by 154 which increased total open position to 425
On 3 Apr LT was trading at 3420.15. The strike last trading price was 239.2, which was -7.8 lower than the previous day. The implied volatity was 16.60, the open interest changed by 13 which increased total open position to 271
On 2 Apr LT was trading at 3419.90. The strike last trading price was 247, which was -23.75 lower than the previous day. The implied volatity was 16.53, the open interest changed by -6 which decreased total open position to 258
On 1 Apr LT was trading at 3436.80. The strike last trading price was 270.75, which was -41.3 lower than the previous day. The implied volatity was 26.11, the open interest changed by -10 which decreased total open position to 263
On 28 Mar LT was trading at 3492.30. The strike last trading price was 312.05, which was -18.3 lower than the previous day. The implied volatity was 14.84, the open interest changed by -13 which decreased total open position to 273
On 27 Mar LT was trading at 3501.60. The strike last trading price was 330.75, which was 53.15 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 286
On 26 Mar LT was trading at 3444.80. The strike last trading price was 277.05, which was -24.85 lower than the previous day. The implied volatity was 13.78, the open interest changed by 4 which increased total open position to 290
On 25 Mar LT was trading at 3469.60. The strike last trading price was 300.6, which was -9.4 lower than the previous day. The implied volatity was 28.66, the open interest changed by 10 which increased total open position to 285
On 24 Mar LT was trading at 3481.85. The strike last trading price was 311, which was 53 higher than the previous day. The implied volatity was 15.07, the open interest changed by 5 which increased total open position to 276
On 21 Mar LT was trading at 3415.95. The strike last trading price was 251, which was 54.25 higher than the previous day. The implied volatity was 17.32, the open interest changed by 8 which increased total open position to 271
On 20 Mar LT was trading at 3351.05. The strike last trading price was 201, which was 25.15 higher than the previous day. The implied volatity was 19.21, the open interest changed by 16 which increased total open position to 263
On 19 Mar LT was trading at 3319.55. The strike last trading price was 172.1, which was 27.05 higher than the previous day. The implied volatity was 18.56, the open interest changed by -11 which decreased total open position to 247
On 18 Mar LT was trading at 3270.70. The strike last trading price was 144, which was 47.8 higher than the previous day. The implied volatity was 20.12, the open interest changed by -39 which decreased total open position to 259
On 17 Mar LT was trading at 3173.45. The strike last trading price was 97, which was -3.2 lower than the previous day. The implied volatity was 22.69, the open interest changed by 55 which increased total open position to 297
On 13 Mar LT was trading at 3187.30. The strike last trading price was 99.15, which was -5.75 lower than the previous day. The implied volatity was 19.95, the open interest changed by 27 which increased total open position to 241
On 12 Mar LT was trading at 3193.65. The strike last trading price was 103.95, which was -8.7 lower than the previous day. The implied volatity was 20.59, the open interest changed by 8 which increased total open position to 213
On 11 Mar LT was trading at 3195.45. The strike last trading price was 115.95, which was 12.4 higher than the previous day. The implied volatity was 21.18, the open interest changed by 21 which increased total open position to 205
On 10 Mar LT was trading at 3177.70. The strike last trading price was 102.65, which was -67.85 lower than the previous day. The implied volatity was 21.16, the open interest changed by 131 which increased total open position to 183
On 7 Mar LT was trading at 3244.70. The strike last trading price was 170.5, which was 18.45 higher than the previous day. The implied volatity was 26.26, the open interest changed by -7 which decreased total open position to 52
On 6 Mar LT was trading at 3259.90. The strike last trading price was 152, which was 12 higher than the previous day. The implied volatity was 19.87, the open interest changed by 1 which increased total open position to 58
On 5 Mar LT was trading at 3239.65. The strike last trading price was 140, which was 15 higher than the previous day. The implied volatity was 19.10, the open interest changed by 21 which increased total open position to 58
On 4 Mar LT was trading at 3213.00. The strike last trading price was 125, which was 3.2 higher than the previous day. The implied volatity was 19.96, the open interest changed by 2 which increased total open position to 36
On 3 Mar LT was trading at 3197.30. The strike last trading price was 122.45, which was -236.35 lower than the previous day. The implied volatity was 20.75, the open interest changed by 34 which increased total open position to 34
On 28 Feb LT was trading at 3163.85. The strike last trading price was 358.8, 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 27 Feb LT was trading at 3209.50. The strike last trading price was 358.8, 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 18 Feb LT was trading at 3220.15. The strike last trading price was 358.8, 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 Feb LT was trading at 3328.65. The strike last trading price was 0, 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 Feb LT was trading at 3383.20. The strike last trading price was 0, 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 Feb LT was trading at 3447.50. The strike last trading price was 0, 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 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 2.64
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 101.65 | -73 | 34.15 | 1,770 | -10 | 1,139 |
| 7 Apr | 3068.50 | 162.15 | 118.75 | 39.25 | 2,951 | -167 | 1,153 |
| 4 Apr | 3260.15 | 44.6 | 33.95 | 25.56 | 5,208 | 208 | 1,317 |
| 3 Apr | 3420.15 | 10.35 | -1.1 | 24.51 | 981 | 136 | 1,109 |
| 2 Apr | 3419.90 | 11.25 | 0.6 | 25.08 | 621 | -21 | 971 |
| 1 Apr | 3436.80 | 11 | 1.95 | 25.26 | 1,205 | -241 | 993 |
| 28 Mar | 3492.30 | 9.1 | -0.75 | 25.25 | 1,320 | -135 | 1,234 |
| 27 Mar | 3501.60 | 10 | -4 | 26.70 | 1,460 | 382 | 1,373 |
| 26 Mar | 3444.80 | 14 | 1.3 | 25.27 | 740 | 39 | 991 |
| 25 Mar | 3469.60 | 13.55 | 1.4 | 24.77 | 580 | 174 | 951 |
| 24 Mar | 3481.85 | 12 | -4.3 | 25.29 | 1,060 | 99 | 778 |
| 21 Mar | 3415.95 | 16.4 | -12.3 | 22.66 | 627 | 29 | 678 |
| 20 Mar | 3351.05 | 27.95 | -7.9 | 22.82 | 416 | 47 | 647 |
| 19 Mar | 3319.55 | 36 | -16.2 | 22.66 | 277 | -16 | 598 |
| 18 Mar | 3270.70 | 52.4 | -37.65 | 23.30 | 708 | 161 | 614 |
| 17 Mar | 3173.45 | 91 | 1.5 | 23.35 | 147 | 33 | 453 |
| 13 Mar | 3187.30 | 90 | -0.65 | 23.81 | 51 | 23 | 421 |
| 12 Mar | 3193.65 | 90 | 0.65 | 23.73 | 82 | 14 | 398 |
| 11 Mar | 3195.45 | 86.45 | -11.15 | 24.10 | 56 | 2 | 384 |
| 10 Mar | 3177.70 | 98.75 | 29.65 | 24.12 | 418 | 235 | 382 |
| 7 Mar | 3244.70 | 70.5 | 1.55 | 23.50 | 97 | 60 | 147 |
| 6 Mar | 3259.90 | 68.1 | -12.35 | 23.74 | 25 | 6 | 86 |
| 5 Mar | 3239.65 | 80.45 | -5.55 | 25.14 | 12 | 2 | 79 |
| 4 Mar | 3213.00 | 86 | -8.75 | 23.50 | 16 | 9 | 76 |
| 3 Mar | 3197.30 | 94.75 | -14.45 | 24.09 | 91 | 51 | 67 |
| 28 Feb | 3163.85 | 106.6 | 8.6 | 23.56 | 45 | 11 | 18 |
| 27 Feb | 3209.50 | 98 | 26 | 25.20 | 3 | 2 | 7 |
| 18 Feb | 3220.15 | 84.6 | 0 | 1.51 | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 84.6 | 0 | 3.25 | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 84.6 | 0 | 4.32 | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 84.6 | 0 | 4.83 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3200 expiring on 24APR2025
Delta for 3200 PE is -0.52
Historical price for 3200 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 101.65, which was -73 lower than the previous day. The implied volatity was 34.15, the open interest changed by -10 which decreased total open position to 1139
On 7 Apr LT was trading at 3068.50. The strike last trading price was 162.15, which was 118.75 higher than the previous day. The implied volatity was 39.25, the open interest changed by -167 which decreased total open position to 1153
On 4 Apr LT was trading at 3260.15. The strike last trading price was 44.6, which was 33.95 higher than the previous day. The implied volatity was 25.56, the open interest changed by 208 which increased total open position to 1317
On 3 Apr LT was trading at 3420.15. The strike last trading price was 10.35, which was -1.1 lower than the previous day. The implied volatity was 24.51, the open interest changed by 136 which increased total open position to 1109
On 2 Apr LT was trading at 3419.90. The strike last trading price was 11.25, which was 0.6 higher than the previous day. The implied volatity was 25.08, the open interest changed by -21 which decreased total open position to 971
On 1 Apr LT was trading at 3436.80. The strike last trading price was 11, which was 1.95 higher than the previous day. The implied volatity was 25.26, the open interest changed by -241 which decreased total open position to 993
On 28 Mar LT was trading at 3492.30. The strike last trading price was 9.1, which was -0.75 lower than the previous day. The implied volatity was 25.25, the open interest changed by -135 which decreased total open position to 1234
On 27 Mar LT was trading at 3501.60. The strike last trading price was 10, which was -4 lower than the previous day. The implied volatity was 26.70, the open interest changed by 382 which increased total open position to 1373
On 26 Mar LT was trading at 3444.80. The strike last trading price was 14, which was 1.3 higher than the previous day. The implied volatity was 25.27, the open interest changed by 39 which increased total open position to 991
On 25 Mar LT was trading at 3469.60. The strike last trading price was 13.55, which was 1.4 higher than the previous day. The implied volatity was 24.77, the open interest changed by 174 which increased total open position to 951
On 24 Mar LT was trading at 3481.85. The strike last trading price was 12, which was -4.3 lower than the previous day. The implied volatity was 25.29, the open interest changed by 99 which increased total open position to 778
On 21 Mar LT was trading at 3415.95. The strike last trading price was 16.4, which was -12.3 lower than the previous day. The implied volatity was 22.66, the open interest changed by 29 which increased total open position to 678
On 20 Mar LT was trading at 3351.05. The strike last trading price was 27.95, which was -7.9 lower than the previous day. The implied volatity was 22.82, the open interest changed by 47 which increased total open position to 647
On 19 Mar LT was trading at 3319.55. The strike last trading price was 36, which was -16.2 lower than the previous day. The implied volatity was 22.66, the open interest changed by -16 which decreased total open position to 598
On 18 Mar LT was trading at 3270.70. The strike last trading price was 52.4, which was -37.65 lower than the previous day. The implied volatity was 23.30, the open interest changed by 161 which increased total open position to 614
On 17 Mar LT was trading at 3173.45. The strike last trading price was 91, which was 1.5 higher than the previous day. The implied volatity was 23.35, the open interest changed by 33 which increased total open position to 453
On 13 Mar LT was trading at 3187.30. The strike last trading price was 90, which was -0.65 lower than the previous day. The implied volatity was 23.81, the open interest changed by 23 which increased total open position to 421
On 12 Mar LT was trading at 3193.65. The strike last trading price was 90, which was 0.65 higher than the previous day. The implied volatity was 23.73, the open interest changed by 14 which increased total open position to 398
On 11 Mar LT was trading at 3195.45. The strike last trading price was 86.45, which was -11.15 lower than the previous day. The implied volatity was 24.10, the open interest changed by 2 which increased total open position to 384
On 10 Mar LT was trading at 3177.70. The strike last trading price was 98.75, which was 29.65 higher than the previous day. The implied volatity was 24.12, the open interest changed by 235 which increased total open position to 382
On 7 Mar LT was trading at 3244.70. The strike last trading price was 70.5, which was 1.55 higher than the previous day. The implied volatity was 23.50, the open interest changed by 60 which increased total open position to 147
On 6 Mar LT was trading at 3259.90. The strike last trading price was 68.1, which was -12.35 lower than the previous day. The implied volatity was 23.74, the open interest changed by 6 which increased total open position to 86
On 5 Mar LT was trading at 3239.65. The strike last trading price was 80.45, which was -5.55 lower than the previous day. The implied volatity was 25.14, the open interest changed by 2 which increased total open position to 79
On 4 Mar LT was trading at 3213.00. The strike last trading price was 86, which was -8.75 lower than the previous day. The implied volatity was 23.50, the open interest changed by 9 which increased total open position to 76
On 3 Mar LT was trading at 3197.30. The strike last trading price was 94.75, which was -14.45 lower than the previous day. The implied volatity was 24.09, the open interest changed by 51 which increased total open position to 67
On 28 Feb LT was trading at 3163.85. The strike last trading price was 106.6, which was 8.6 higher than the previous day. The implied volatity was 23.56, the open interest changed by 11 which increased total open position to 18
On 27 Feb LT was trading at 3209.50. The strike last trading price was 98, which was 26 higher than the previous day. The implied volatity was 25.20, the open interest changed by 2 which increased total open position to 7
On 18 Feb LT was trading at 3220.15. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 3.25, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
