LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 460 | -104.00 | - | 1 | 0 | 37 | |||
| 19 Dec | 3716.35 | 564 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Dec | 3758.15 | 564 | -88.60 | - | 3 | 2 | 37 | |||
| 17 Dec | 3807.20 | 652.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3877.85 | 652.6 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 3887.00 | 652.6 | -50.60 | - | 1 | 0 | 36 | |||
| 12 Dec | 3859.90 | 703.2 | -35.50 | - | 2 | 1 | 36 | |||
| 11 Dec | 3916.75 | 738.7 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 10 Dec | 3923.15 | 738.7 | 84.70 | 45.62 | 6 | -2 | 36 | |||
| 9 Dec | 3947.30 | 654 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3866.70 | 654 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3831.55 | 654 | 14.00 | 46.23 | 2 | 0 | 38 | |||
| 4 Dec | 3789.90 | 640 | 84.70 | 51.71 | 1 | 0 | 39 | |||
| 3 Dec | 3787.05 | 555.3 | 60.30 | - | 1 | 0 | 38 | |||
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| 2 Dec | 3704.05 | 495 | -54.00 | - | 1 | 0 | 38 | |||
| 29 Nov | 3724.80 | 549 | 55.00 | 31.07 | 1 | 0 | 37 | |||
| 28 Nov | 3666.05 | 494 | -25.70 | 26.83 | 14 | 0 | 35 | |||
| 27 Nov | 3698.70 | 519.7 | -0.40 | - | 1 | 0 | 34 | |||
| 26 Nov | 3702.60 | 520.1 | -49.90 | - | 28 | 27 | 33 | |||
| 25 Nov | 3753.00 | 570 | 190.00 | - | 4 | 4 | 4 | |||
| 22 Nov | 3603.50 | 380 | -274.25 | - | 2 | 0 | 0 | |||
| 21 Nov | 3483.50 | 654.25 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 3505.90 | 654.25 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 654.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 654.25 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 654.25 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 654.25 | 654.25 | - | 0 | 0 | 0 | |||
| 31 Oct | 3622.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3408.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3340.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3200 expiring on 26DEC2024
Delta for 3200 CE is -
Historical price for 3200 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 460, which was -104.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 19 Dec LT was trading at 3716.35. The strike last trading price was 564, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec LT was trading at 3758.15. The strike last trading price was 564, which was -88.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 37
On 17 Dec LT was trading at 3807.20. The strike last trading price was 652.6, which was 0.00 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 16 Dec LT was trading at 3877.85. The strike last trading price was 652.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec LT was trading at 3887.00. The strike last trading price was 652.6, which was -50.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 12 Dec LT was trading at 3859.90. The strike last trading price was 703.2, which was -35.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36
On 11 Dec LT was trading at 3916.75. The strike last trading price was 738.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 10 Dec LT was trading at 3923.15. The strike last trading price was 738.7, which was 84.70 higher than the previous day. The implied volatity was 45.62, the open interest changed by -2 which decreased total open position to 36
On 9 Dec LT was trading at 3947.30. The strike last trading price was 654, which was 0.00 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 6 Dec LT was trading at 3866.70. The strike last trading price was 654, which was 0.00 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 5 Dec LT was trading at 3831.55. The strike last trading price was 654, which was 14.00 higher than the previous day. The implied volatity was 46.23, the open interest changed by 0 which decreased total open position to 38
On 4 Dec LT was trading at 3789.90. The strike last trading price was 640, which was 84.70 higher than the previous day. The implied volatity was 51.71, the open interest changed by 0 which decreased total open position to 39
On 3 Dec LT was trading at 3787.05. The strike last trading price was 555.3, which was 60.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 2 Dec LT was trading at 3704.05. The strike last trading price was 495, which was -54.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 29 Nov LT was trading at 3724.80. The strike last trading price was 549, which was 55.00 higher than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 37
On 28 Nov LT was trading at 3666.05. The strike last trading price was 494, which was -25.70 lower than the previous day. The implied volatity was 26.83, the open interest changed by 0 which decreased total open position to 35
On 27 Nov LT was trading at 3698.70. The strike last trading price was 519.7, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 26 Nov LT was trading at 3702.60. The strike last trading price was 520.1, which was -49.90 lower than the previous day. The implied volatity was -, the open interest changed by 27 which increased total open position to 33
On 25 Nov LT was trading at 3753.00. The strike last trading price was 570, which was 190.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 22 Nov LT was trading at 3603.50. The strike last trading price was 380, which was -274.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 3483.50. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LT was trading at 3505.90. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 654.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 654.25, which was 654.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LT was trading at 3675.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 26DEC2024 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.08
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 0.35 | -0.35 | 39.80 | 106 | -7 | 682 |
| 19 Dec | 3716.35 | 0.7 | 0.20 | 46.31 | 61 | -39 | 689 |
| 18 Dec | 3758.15 | 0.5 | 0.10 | 44.69 | 56 | -25 | 728 |
| 17 Dec | 3807.20 | 0.4 | -0.05 | 43.65 | 81 | -9 | 749 |
| 16 Dec | 3877.85 | 0.45 | -0.35 | 45.84 | 3 | 0 | 759 |
| 13 Dec | 3887.00 | 0.8 | 0.05 | 43.91 | 66 | -52 | 758 |
| 12 Dec | 3859.90 | 0.75 | 0.00 | 40.80 | 28 | -3 | 810 |
| 11 Dec | 3916.75 | 0.75 | -0.10 | 41.74 | 31 | -8 | 813 |
| 10 Dec | 3923.15 | 0.85 | -0.20 | 41.55 | 159 | -81 | 822 |
| 9 Dec | 3947.30 | 1.05 | -0.35 | 42.77 | 13 | -3 | 904 |
| 6 Dec | 3866.70 | 1.4 | -0.15 | 37.18 | 31 | -12 | 908 |
| 5 Dec | 3831.55 | 1.55 | -0.50 | 35.43 | 44 | 2 | 921 |
| 4 Dec | 3789.90 | 2.05 | -0.25 | 35.15 | 148 | -9 | 917 |
| 3 Dec | 3787.05 | 2.3 | -0.45 | 33.60 | 244 | 10 | 924 |
| 2 Dec | 3704.05 | 2.75 | -0.70 | 31.11 | 877 | 288 | 914 |
| 29 Nov | 3724.80 | 3.45 | -3.35 | 31.12 | 875 | 389 | 633 |
| 28 Nov | 3666.05 | 6.8 | 2.30 | 32.15 | 231 | -3 | 248 |
| 27 Nov | 3698.70 | 4.5 | -1.00 | 30.49 | 42 | 10 | 251 |
| 26 Nov | 3702.60 | 5.5 | 0.90 | 31.50 | 72 | -1 | 243 |
| 25 Nov | 3753.00 | 4.6 | -4.45 | 32.22 | 92 | -16 | 244 |
| 22 Nov | 3603.50 | 9.05 | -8.85 | 28.48 | 519 | 8 | 268 |
| 21 Nov | 3483.50 | 17.9 | -16.50 | 27.34 | 437 | 261 | 261 |
| 20 Nov | 3505.90 | 34.4 | 0.00 | 7.99 | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 34.4 | 0.00 | 7.99 | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 34.4 | 0.00 | 8.37 | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 34.4 | 0.00 | 9.65 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 34.4 | 0.00 | 9.35 | 0 | 0 | 0 |
| 31 Oct | 3622.30 | 34.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3408.35 | 34.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 34.4 | 34.40 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3200 expiring on 26DEC2024
Delta for 3200 PE is -0.01
Historical price for 3200 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 39.80, the open interest changed by -7 which decreased total open position to 682
On 19 Dec LT was trading at 3716.35. The strike last trading price was 0.7, which was 0.20 higher than the previous day. The implied volatity was 46.31, the open interest changed by -39 which decreased total open position to 689
On 18 Dec LT was trading at 3758.15. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 44.69, the open interest changed by -25 which decreased total open position to 728
On 17 Dec LT was trading at 3807.20. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.65, the open interest changed by -9 which decreased total open position to 749
On 16 Dec LT was trading at 3877.85. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 45.84, the open interest changed by 0 which decreased total open position to 759
On 13 Dec LT was trading at 3887.00. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 43.91, the open interest changed by -52 which decreased total open position to 758
On 12 Dec LT was trading at 3859.90. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 40.80, the open interest changed by -3 which decreased total open position to 810
On 11 Dec LT was trading at 3916.75. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 41.74, the open interest changed by -8 which decreased total open position to 813
On 10 Dec LT was trading at 3923.15. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 41.55, the open interest changed by -81 which decreased total open position to 822
On 9 Dec LT was trading at 3947.30. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 42.77, the open interest changed by -3 which decreased total open position to 904
On 6 Dec LT was trading at 3866.70. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 37.18, the open interest changed by -12 which decreased total open position to 908
On 5 Dec LT was trading at 3831.55. The strike last trading price was 1.55, which was -0.50 lower than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 921
On 4 Dec LT was trading at 3789.90. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 35.15, the open interest changed by -9 which decreased total open position to 917
On 3 Dec LT was trading at 3787.05. The strike last trading price was 2.3, which was -0.45 lower than the previous day. The implied volatity was 33.60, the open interest changed by 10 which increased total open position to 924
On 2 Dec LT was trading at 3704.05. The strike last trading price was 2.75, which was -0.70 lower than the previous day. The implied volatity was 31.11, the open interest changed by 288 which increased total open position to 914
On 29 Nov LT was trading at 3724.80. The strike last trading price was 3.45, which was -3.35 lower than the previous day. The implied volatity was 31.12, the open interest changed by 389 which increased total open position to 633
On 28 Nov LT was trading at 3666.05. The strike last trading price was 6.8, which was 2.30 higher than the previous day. The implied volatity was 32.15, the open interest changed by -3 which decreased total open position to 248
On 27 Nov LT was trading at 3698.70. The strike last trading price was 4.5, which was -1.00 lower than the previous day. The implied volatity was 30.49, the open interest changed by 10 which increased total open position to 251
On 26 Nov LT was trading at 3702.60. The strike last trading price was 5.5, which was 0.90 higher than the previous day. The implied volatity was 31.50, the open interest changed by -1 which decreased total open position to 243
On 25 Nov LT was trading at 3753.00. The strike last trading price was 4.6, which was -4.45 lower than the previous day. The implied volatity was 32.22, the open interest changed by -16 which decreased total open position to 244
On 22 Nov LT was trading at 3603.50. The strike last trading price was 9.05, which was -8.85 lower than the previous day. The implied volatity was 28.48, the open interest changed by 8 which increased total open position to 268
On 21 Nov LT was trading at 3483.50. The strike last trading price was 17.9, which was -16.50 lower than the previous day. The implied volatity was 27.34, the open interest changed by 261 which increased total open position to 261
On 20 Nov LT was trading at 3505.90. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 7.99, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 8.37, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 9.65, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was 9.35, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 34.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 34.4, which was 34.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LT was trading at 3675.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
