LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 2.58
Theta: -2.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 59.2 | 15.65 | 30.89 | 1,205 | 32 | 256 | |||
| 7 Apr | 3068.50 | 47.85 | -46.15 | 35.27 | 1,740 | 130 | 222 | |||
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| 4 Apr | 3260.15 | 92.8 | -228.8 | 20.00 | 218 | 93 | 93 | |||
| 3 Apr | 3420.15 | 321.6 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 321.6 | 0 | - | 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 3220 expiring on 24APR2025
Delta for 3220 CE is 0.42
Historical price for 3220 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 59.2, which was 15.65 higher than the previous day. The implied volatity was 30.89, the open interest changed by 32 which increased total open position to 256
On 7 Apr LT was trading at 3068.50. The strike last trading price was 47.85, which was -46.15 lower than the previous day. The implied volatity was 35.27, the open interest changed by 130 which increased total open position to 222
On 4 Apr LT was trading at 3260.15. The strike last trading price was 92.8, which was -228.8 lower than the previous day. The implied volatity was 20.00, the open interest changed by 93 which increased total open position to 93
On 3 Apr LT was trading at 3420.15. The strike last trading price was 321.6, 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 321.6, 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 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 3220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 2.59
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 114.35 | -69.8 | 32.58 | 68 | -7 | 331 |
| 7 Apr | 3068.50 | 183.25 | 132.85 | 42.37 | 994 | -212 | 337 |
| 4 Apr | 3260.15 | 50.3 | 37.9 | 24.94 | 1,909 | 271 | 546 |
| 3 Apr | 3420.15 | 12.65 | -0.6 | 24.37 | 265 | 81 | 281 |
| 2 Apr | 3419.90 | 13 | -9.45 | 24.59 | 294 | 199 | 199 |
| 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 3220 expiring on 24APR2025
Delta for 3220 PE is -0.58
Historical price for 3220 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 114.35, which was -69.8 lower than the previous day. The implied volatity was 32.58, the open interest changed by -7 which decreased total open position to 331
On 7 Apr LT was trading at 3068.50. The strike last trading price was 183.25, which was 132.85 higher than the previous day. The implied volatity was 42.37, the open interest changed by -212 which decreased total open position to 337
On 4 Apr LT was trading at 3260.15. The strike last trading price was 50.3, which was 37.9 higher than the previous day. The implied volatity was 24.94, the open interest changed by 271 which increased total open position to 546
On 3 Apr LT was trading at 3420.15. The strike last trading price was 12.65, which was -0.6 lower than the previous day. The implied volatity was 24.37, the open interest changed by 81 which increased total open position to 281
On 2 Apr LT was trading at 3419.90. The strike last trading price was 13, which was -9.45 lower than the previous day. The implied volatity was 24.59, the open interest changed by 199 which increased total open position to 199
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
