LT
Larsen & Toubro Ltd.
Historical option data for LT
14 Nov 2024 04:11 PM IST
| LT 28NOV2024 3200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3526.25 | 320 | -70.00 | - | 3 | 0 | 207 | |||
| 13 Nov | 3547.95 | 390 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 390 | -75.00 | - | 1 | 0 | 207 | |||
| 11 Nov | 3628.85 | 465 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 465 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 7 Nov | 3646.55 | 465 | 0.00 | 32.74 | 1 | 0 | 208 | |||
| 6 Nov | 3645.45 | 465 | 70.85 | - | 10 | -3 | 208 | |||
| 5 Nov | 3574.80 | 394.15 | 7.85 | 30.90 | 5 | -1 | 212 | |||
| 4 Nov | 3574.45 | 386.3 | -57.35 | - | 10 | -6 | 214 | |||
| 1 Nov | 3626.35 | 443.65 | 0.00 | 0.00 | 0 | -73 | 0 | |||
| 31 Oct | 3622.30 | 443.65 | 172.80 | - | 148 | -72 | 221 | |||
| 30 Oct | 3408.35 | 270.85 | 24.80 | - | 155 | 32 | 292 | |||
| 29 Oct | 3380.90 | 246.05 | 16.05 | - | 128 | 37 | 261 | |||
| 28 Oct | 3340.80 | 230 | 17.05 | - | 457 | 207 | 231 | |||
| 25 Oct | 3326.40 | 212.95 | -187.05 | - | 38 | 20 | 24 | |||
| 24 Oct | 3442.65 | 400 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3455.40 | 400 | 0.00 | - | 0 | 4 | 0 | |||
| 22 Oct | 3511.90 | 400 | -188.65 | - | 4 | 2 | 2 | |||
| 21 Oct | 3585.60 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3577.80 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3570.30 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3532.60 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3555.05 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3482.55 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3460.35 | 588.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3468.35 | 588.65 | 588.65 | - | 0 | 0 | 0 | |||
| 19 Sept | 3683.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 3695.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 3662.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Sept | 3613.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 3622.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 3536.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 3596.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 3578.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 3574.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 3624.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 3650.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 3690.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 2 Sept | 3683.10 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3200 expiring on 28NOV2024
Delta for 3200 CE is -
Historical price for 3200 CE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 320, which was -70.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 13 Nov LT was trading at 3547.95. The strike last trading price was 390, 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 12 Nov LT was trading at 3591.35. The strike last trading price was 390, which was -75.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 207
On 11 Nov LT was trading at 3628.85. The strike last trading price was 465, 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 8 Nov LT was trading at 3660.30. The strike last trading price was 465, 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 7 Nov LT was trading at 3646.55. The strike last trading price was 465, which was 0.00 lower than the previous day. The implied volatity was 32.74, the open interest changed by 0 which decreased total open position to 208
On 6 Nov LT was trading at 3645.45. The strike last trading price was 465, which was 70.85 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 208
On 5 Nov LT was trading at 3574.80. The strike last trading price was 394.15, which was 7.85 higher than the previous day. The implied volatity was 30.90, the open interest changed by -1 which decreased total open position to 212
On 4 Nov LT was trading at 3574.45. The strike last trading price was 386.3, which was -57.35 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 214
On 1 Nov LT was trading at 3626.35. The strike last trading price was 443.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -73 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 443.65, which was 172.80 higher 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 270.85, which was 24.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 246.05, which was 16.05 higher 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 230, which was 17.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 212.95, which was -187.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 400, 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 23 Oct LT was trading at 3455.40. The strike last trading price was 400, 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 22 Oct LT was trading at 3511.90. The strike last trading price was 400, which was -188.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 588.65, 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 18 Oct LT was trading at 3577.80. The strike last trading price was 588.65, 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 17 Oct LT was trading at 3570.30. The strike last trading price was 588.65, 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 16 Oct LT was trading at 3532.60. The strike last trading price was 588.65, 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 14 Oct LT was trading at 3555.05. The strike last trading price was 588.65, 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 11 Oct LT was trading at 3482.55. The strike last trading price was 588.65, 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 10 Oct LT was trading at 3460.35. The strike last trading price was 588.65, 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 7 Oct LT was trading at 3468.35. The strike last trading price was 588.65, which was 588.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept LT was trading at 3683.70. 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 17 Sept LT was trading at 3695.20. 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 16 Sept LT was trading at 3662.25. 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 13 Sept LT was trading at 3613.00. 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 12 Sept LT was trading at 3622.00. 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 11 Sept LT was trading at 3536.95. 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 10 Sept LT was trading at 3596.15. 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 9 Sept LT was trading at 3578.30. 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 6 Sept LT was trading at 3574.75. 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 5 Sept LT was trading at 3624.15. 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 4 Sept LT was trading at 3650.80. 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 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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 28NOV2024 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.57
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3526.25 | 3.25 | 0.30 | 30.24 | 732 | -45 | 820 |
| 13 Nov | 3547.95 | 2.95 | 0.20 | 29.64 | 667 | -13 | 865 |
| 12 Nov | 3591.35 | 2.75 | 0.55 | 30.54 | 271 | -28 | 912 |
| 11 Nov | 3628.85 | 2.2 | -0.30 | 30.77 | 171 | -10 | 939 |
| 8 Nov | 3660.30 | 2.5 | -0.30 | 30.39 | 315 | -101 | 950 |
| 7 Nov | 3646.55 | 2.8 | 0.00 | 29.88 | 236 | -8 | 1,060 |
| 6 Nov | 3645.45 | 2.8 | -3.00 | 29.54 | 1,253 | -131 | 1,068 |
| 5 Nov | 3574.80 | 5.8 | -1.30 | 28.74 | 1,287 | 73 | 1,201 |
| 4 Nov | 3574.45 | 7.1 | 1.30 | 30.00 | 2,316 | 90 | 1,134 |
| 1 Nov | 3626.35 | 5.8 | -1.20 | 29.81 | 270 | 62 | 1,040 |
| 31 Oct | 3622.30 | 7 | -33.45 | - | 3,424 | -34 | 1,004 |
| 30 Oct | 3408.35 | 40.45 | -0.55 | - | 2,848 | 154 | 1,031 |
| 29 Oct | 3380.90 | 41 | -4.00 | - | 621 | 119 | 876 |
| 28 Oct | 3340.80 | 45 | -7.50 | - | 1,474 | 223 | 755 |
| 25 Oct | 3326.40 | 52.5 | 27.15 | - | 1,371 | 192 | 532 |
| 24 Oct | 3442.65 | 25.35 | 0.85 | - | 409 | 124 | 337 |
| 23 Oct | 3455.40 | 24.5 | 6.50 | - | 173 | 115 | 214 |
| 22 Oct | 3511.90 | 18 | 8.35 | - | 104 | 77 | 96 |
| 21 Oct | 3585.60 | 9.65 | -0.35 | - | 9 | 4 | 19 |
| 18 Oct | 3577.80 | 10 | -1.80 | - | 1 | 0 | 14 |
| 17 Oct | 3570.30 | 11.8 | -1.25 | - | 31 | -2 | 38 |
| 16 Oct | 3532.60 | 13.05 | -8.75 | - | 7 | 0 | 34 |
| 14 Oct | 3555.05 | 21.8 | 0.80 | - | 1 | 0 | 33 |
| 11 Oct | 3482.55 | 21 | -3.20 | - | 7 | 5 | 33 |
| 10 Oct | 3460.35 | 24.2 | -12.80 | - | 28 | 16 | 18 |
| 7 Oct | 3468.35 | 37 | -10.65 | - | 3 | 2 | 2 |
| 19 Sept | 3683.70 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 3695.20 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 3662.25 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 3613.00 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 3622.00 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 3536.95 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 3596.15 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 3578.30 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 3574.75 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 3624.15 | 47.65 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 3650.80 | 47.65 | 47.65 | - | 0 | 0 | 0 |
| 3 Sept | 3690.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 3683.10 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3200 expiring on 28NOV2024
Delta for 3200 PE is -0.04
Historical price for 3200 PE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 3.25, which was 0.30 higher than the previous day. The implied volatity was 30.24, the open interest changed by -45 which decreased total open position to 820
On 13 Nov LT was trading at 3547.95. The strike last trading price was 2.95, which was 0.20 higher than the previous day. The implied volatity was 29.64, the open interest changed by -13 which decreased total open position to 865
On 12 Nov LT was trading at 3591.35. The strike last trading price was 2.75, which was 0.55 higher than the previous day. The implied volatity was 30.54, the open interest changed by -28 which decreased total open position to 912
On 11 Nov LT was trading at 3628.85. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 30.77, the open interest changed by -10 which decreased total open position to 939
On 8 Nov LT was trading at 3660.30. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was 30.39, the open interest changed by -101 which decreased total open position to 950
On 7 Nov LT was trading at 3646.55. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 29.88, the open interest changed by -8 which decreased total open position to 1060
On 6 Nov LT was trading at 3645.45. The strike last trading price was 2.8, which was -3.00 lower than the previous day. The implied volatity was 29.54, the open interest changed by -131 which decreased total open position to 1068
On 5 Nov LT was trading at 3574.80. The strike last trading price was 5.8, which was -1.30 lower than the previous day. The implied volatity was 28.74, the open interest changed by 73 which increased total open position to 1201
On 4 Nov LT was trading at 3574.45. The strike last trading price was 7.1, which was 1.30 higher than the previous day. The implied volatity was 30.00, the open interest changed by 90 which increased total open position to 1134
On 1 Nov LT was trading at 3626.35. The strike last trading price was 5.8, which was -1.20 lower than the previous day. The implied volatity was 29.81, the open interest changed by 62 which increased total open position to 1040
On 31 Oct LT was trading at 3622.30. The strike last trading price was 7, which was -33.45 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 40.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 41, which was -4.00 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 45, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 52.5, which was 27.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 25.35, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 24.5, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 18, which was 8.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 9.65, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LT was trading at 3577.80. The strike last trading price was 10, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LT was trading at 3570.30. The strike last trading price was 11.8, which was -1.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LT was trading at 3532.60. The strike last trading price was 13.05, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LT was trading at 3555.05. The strike last trading price was 21.8, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LT was trading at 3482.55. The strike last trading price was 21, which was -3.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LT was trading at 3460.35. The strike last trading price was 24.2, which was -12.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LT was trading at 3468.35. The strike last trading price was 37, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept LT was trading at 3683.70. The strike last trading price was 47.65, 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 17 Sept LT was trading at 3695.20. The strike last trading price was 47.65, 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 16 Sept LT was trading at 3662.25. The strike last trading price was 47.65, 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 13 Sept LT was trading at 3613.00. The strike last trading price was 47.65, 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 12 Sept LT was trading at 3622.00. The strike last trading price was 47.65, 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 11 Sept LT was trading at 3536.95. The strike last trading price was 47.65, 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 10 Sept LT was trading at 3596.15. The strike last trading price was 47.65, 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 9 Sept LT was trading at 3578.30. The strike last trading price was 47.65, 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 6 Sept LT was trading at 3574.75. The strike last trading price was 47.65, 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 5 Sept LT was trading at 3624.15. The strike last trading price was 47.65, 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 4 Sept LT was trading at 3650.80. The strike last trading price was 47.65, which was 47.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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
