LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 2.49
Theta: -2.65
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 48.1 | 11.25 | 30.25 | 2,783 | 145 | 629 | |||
| 7 Apr | 3068.50 | 39.8 | -35.7 | 35.36 | 2,852 | -9 | 490 | |||
| 4 Apr | 3260.15 | 75.5 | -115.9 | 20.19 | 1,865 | 453 | 502 | |||
| 3 Apr | 3420.15 | 191.4 | -6.6 | 15.78 | 4 | -3 | 49 | |||
| 2 Apr | 3419.90 | 198 | -30 | 14.54 | 26 | -20 | 53 | |||
| 1 Apr | 3436.80 | 228 | -39.5 | 25.87 | 18 | -10 | 74 | |||
| 28 Mar | 3492.30 | 267.5 | -15.2 | 19.49 | 18 | -7 | 84 | |||
| 27 Mar | 3501.60 | 282.7 | 46.15 | - | 15 | 0 | 92 | |||
| 26 Mar | 3444.80 | 238 | -7.95 | 20.46 | 47 | 6 | 87 | |||
| 25 Mar | 3469.60 | 245.95 | -17.5 | 22.83 | 34 | 6 | 81 | |||
| 24 Mar | 3481.85 | 266.35 | 31.35 | 18.34 | 41 | 2 | 75 | |||
| 21 Mar | 3415.95 | 235 | 79.9 | 27.55 | 24 | -3 | 74 | |||
| 20 Mar | 3351.05 | 155.1 | 12.25 | 16.92 | 71 | -2 | 75 | |||
| 19 Mar | 3319.55 | 142.75 | 27.7 | 20.39 | 75 | 0 | 78 | |||
| 18 Mar | 3270.70 | 114.2 | 41.15 | 20.54 | 211 | 20 | 78 | |||
| 17 Mar | 3173.45 | 73 | -4.85 | 22.36 | 108 | 30 | 59 | |||
| 13 Mar | 3187.30 | 76 | -6 | 20.18 | 51 | 19 | 28 | |||
| 12 Mar | 3193.65 | 82 | 2 | 21.12 | 9 | 8 | 10 | |||
| 11 Mar | 3195.45 | 80 | -43.4 | 18.82 | 1 | 0 | 1 | |||
| 10 Mar | 3177.70 | 120.15 | -3.25 | 0.00 | 0 | 1 | 0 | |||
| 7 Mar | 3244.70 | 120.15 | -36.05 | 21.37 | 2 | 1 | 1 | |||
| 6 Mar | 3259.90 | 156.2 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 5 Mar | 3239.65 | 156.2 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 156.2 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 156.2 | 0 | 0.12 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 156.2 | 0 | 0.73 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3250 expiring on 24APR2025
Delta for 3250 CE is 0.36
Historical price for 3250 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 48.1, which was 11.25 higher than the previous day. The implied volatity was 30.25, the open interest changed by 145 which increased total open position to 629
On 7 Apr LT was trading at 3068.50. The strike last trading price was 39.8, which was -35.7 lower than the previous day. The implied volatity was 35.36, the open interest changed by -9 which decreased total open position to 490
On 4 Apr LT was trading at 3260.15. The strike last trading price was 75.5, which was -115.9 lower than the previous day. The implied volatity was 20.19, the open interest changed by 453 which increased total open position to 502
On 3 Apr LT was trading at 3420.15. The strike last trading price was 191.4, which was -6.6 lower than the previous day. The implied volatity was 15.78, the open interest changed by -3 which decreased total open position to 49
On 2 Apr LT was trading at 3419.90. The strike last trading price was 198, which was -30 lower than the previous day. The implied volatity was 14.54, the open interest changed by -20 which decreased total open position to 53
On 1 Apr LT was trading at 3436.80. The strike last trading price was 228, which was -39.5 lower than the previous day. The implied volatity was 25.87, the open interest changed by -10 which decreased total open position to 74
On 28 Mar LT was trading at 3492.30. The strike last trading price was 267.5, which was -15.2 lower than the previous day. The implied volatity was 19.49, the open interest changed by -7 which decreased total open position to 84
On 27 Mar LT was trading at 3501.60. The strike last trading price was 282.7, which was 46.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 26 Mar LT was trading at 3444.80. The strike last trading price was 238, which was -7.95 lower than the previous day. The implied volatity was 20.46, the open interest changed by 6 which increased total open position to 87
On 25 Mar LT was trading at 3469.60. The strike last trading price was 245.95, which was -17.5 lower than the previous day. The implied volatity was 22.83, the open interest changed by 6 which increased total open position to 81
On 24 Mar LT was trading at 3481.85. The strike last trading price was 266.35, which was 31.35 higher than the previous day. The implied volatity was 18.34, the open interest changed by 2 which increased total open position to 75
On 21 Mar LT was trading at 3415.95. The strike last trading price was 235, which was 79.9 higher than the previous day. The implied volatity was 27.55, the open interest changed by -3 which decreased total open position to 74
On 20 Mar LT was trading at 3351.05. The strike last trading price was 155.1, which was 12.25 higher than the previous day. The implied volatity was 16.92, the open interest changed by -2 which decreased total open position to 75
On 19 Mar LT was trading at 3319.55. The strike last trading price was 142.75, which was 27.7 higher than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 78
On 18 Mar LT was trading at 3270.70. The strike last trading price was 114.2, which was 41.15 higher than the previous day. The implied volatity was 20.54, the open interest changed by 20 which increased total open position to 78
On 17 Mar LT was trading at 3173.45. The strike last trading price was 73, which was -4.85 lower than the previous day. The implied volatity was 22.36, the open interest changed by 30 which increased total open position to 59
On 13 Mar LT was trading at 3187.30. The strike last trading price was 76, which was -6 lower than the previous day. The implied volatity was 20.18, the open interest changed by 19 which increased total open position to 28
On 12 Mar LT was trading at 3193.65. The strike last trading price was 82, which was 2 higher than the previous day. The implied volatity was 21.12, the open interest changed by 8 which increased total open position to 10
On 11 Mar LT was trading at 3195.45. The strike last trading price was 80, which was -43.4 lower than the previous day. The implied volatity was 18.82, the open interest changed by 0 which decreased total open position to 1
On 10 Mar LT was trading at 3177.70. The strike last trading price was 120.15, which was -3.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 120.15, which was -36.05 lower than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 1
On 6 Mar LT was trading at 3259.90. The strike last trading price was 156.2, 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 Mar LT was trading at 3239.65. The strike last trading price was 156.2, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 156.2, 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 3 Mar LT was trading at 3197.30. The strike last trading price was 156.2, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 156.2, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 2.52
Theta: -2.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 133.3 | -75.4 | 33.52 | 116 | -15 | 601 |
| 7 Apr | 3068.50 | 195.85 | 133.5 | 38.92 | 942 | -359 | 618 |
| 4 Apr | 3260.15 | 63.3 | 47.45 | 25.06 | 3,453 | 370 | 978 |
| 3 Apr | 3420.15 | 15.75 | -1.3 | 23.60 | 561 | 34 | 611 |
| 2 Apr | 3419.90 | 16.65 | 0.9 | 24.12 | 455 | 103 | 580 |
| 1 Apr | 3436.80 | 15.7 | 2.7 | 24.10 | 453 | 191 | 482 |
| 28 Mar | 3492.30 | 13.1 | -0.1 | 24.40 | 538 | 7 | 291 |
| 27 Mar | 3501.60 | 12.45 | -7.35 | 24.99 | 1,314 | 59 | 287 |
| 26 Mar | 3444.80 | 19.7 | 1.6 | 24.47 | 284 | 58 | 229 |
| 25 Mar | 3469.60 | 18.35 | 1.8 | 23.66 | 313 | 6 | 171 |
| 24 Mar | 3481.85 | 16.25 | -6.85 | 24.26 | 538 | -106 | 165 |
| 21 Mar | 3415.95 | 23.65 | -15.85 | 22.12 | 351 | 61 | 262 |
| 20 Mar | 3351.05 | 38.9 | -10.95 | 22.28 | 160 | 61 | 201 |
| 19 Mar | 3319.55 | 49.7 | -21.9 | 22.25 | 197 | 78 | 140 |
| 18 Mar | 3270.70 | 71 | -52.95 | 23.18 | 86 | 60 | 61 |
| 17 Mar | 3173.45 | 123.95 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 123.95 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 123.95 | 17.45 | 25.48 | 2 | 1 | 2 |
| 11 Mar | 3195.45 | 106.5 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 106.5 | 0 | 0.00 | 0 | 1 | 0 |
| 7 Mar | 3244.70 | 106.5 | -54.65 | 26.74 | 1 | 0 | 0 |
| 6 Mar | 3259.90 | 161.15 | 0 | 1.24 | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 161.15 | 0 | 0.83 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 161.15 | 0 | 0.16 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 161.15 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 161.15 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3250 expiring on 24APR2025
Delta for 3250 PE is -0.62
Historical price for 3250 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 133.3, which was -75.4 lower than the previous day. The implied volatity was 33.52, the open interest changed by -15 which decreased total open position to 601
On 7 Apr LT was trading at 3068.50. The strike last trading price was 195.85, which was 133.5 higher than the previous day. The implied volatity was 38.92, the open interest changed by -359 which decreased total open position to 618
On 4 Apr LT was trading at 3260.15. The strike last trading price was 63.3, which was 47.45 higher than the previous day. The implied volatity was 25.06, the open interest changed by 370 which increased total open position to 978
On 3 Apr LT was trading at 3420.15. The strike last trading price was 15.75, which was -1.3 lower than the previous day. The implied volatity was 23.60, the open interest changed by 34 which increased total open position to 611
On 2 Apr LT was trading at 3419.90. The strike last trading price was 16.65, which was 0.9 higher than the previous day. The implied volatity was 24.12, the open interest changed by 103 which increased total open position to 580
On 1 Apr LT was trading at 3436.80. The strike last trading price was 15.7, which was 2.7 higher than the previous day. The implied volatity was 24.10, the open interest changed by 191 which increased total open position to 482
On 28 Mar LT was trading at 3492.30. The strike last trading price was 13.1, which was -0.1 lower than the previous day. The implied volatity was 24.40, the open interest changed by 7 which increased total open position to 291
On 27 Mar LT was trading at 3501.60. The strike last trading price was 12.45, which was -7.35 lower than the previous day. The implied volatity was 24.99, the open interest changed by 59 which increased total open position to 287
On 26 Mar LT was trading at 3444.80. The strike last trading price was 19.7, which was 1.6 higher than the previous day. The implied volatity was 24.47, the open interest changed by 58 which increased total open position to 229
On 25 Mar LT was trading at 3469.60. The strike last trading price was 18.35, which was 1.8 higher than the previous day. The implied volatity was 23.66, the open interest changed by 6 which increased total open position to 171
On 24 Mar LT was trading at 3481.85. The strike last trading price was 16.25, which was -6.85 lower than the previous day. The implied volatity was 24.26, the open interest changed by -106 which decreased total open position to 165
On 21 Mar LT was trading at 3415.95. The strike last trading price was 23.65, which was -15.85 lower than the previous day. The implied volatity was 22.12, the open interest changed by 61 which increased total open position to 262
On 20 Mar LT was trading at 3351.05. The strike last trading price was 38.9, which was -10.95 lower than the previous day. The implied volatity was 22.28, the open interest changed by 61 which increased total open position to 201
On 19 Mar LT was trading at 3319.55. The strike last trading price was 49.7, which was -21.9 lower than the previous day. The implied volatity was 22.25, the open interest changed by 78 which increased total open position to 140
On 18 Mar LT was trading at 3270.70. The strike last trading price was 71, which was -52.95 lower than the previous day. The implied volatity was 23.18, the open interest changed by 60 which increased total open position to 61
On 17 Mar LT was trading at 3173.45. The strike last trading price was 123.95, 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 13 Mar LT was trading at 3187.30. The strike last trading price was 123.95, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 123.95, which was 17.45 higher than the previous day. The implied volatity was 25.48, the open interest changed by 1 which increased total open position to 2
On 11 Mar LT was trading at 3195.45. The strike last trading price was 106.5, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 106.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 106.5, which was -54.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3259.90. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 3239.65. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0.83, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 161.15, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 161.15, 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
