LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Nov 2024 04:11 PM IST
| LT 28NOV2024 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3483.50 | 392 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 3505.90 | 392 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 392 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 392 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 392 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 392 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Nov | 3591.35 | 392 | -18.00 | 56.38 | 1 | 0 | 96 | |||
| 11 Nov | 3628.85 | 410 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 410 | 10.00 | - | 1 | 0 | 96 | |||
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| 7 Nov | 3646.55 | 400 | 17.00 | - | 1 | 0 | 96 | |||
| 6 Nov | 3645.45 | 383 | 64.05 | - | 4 | -1 | 96 | |||
| 5 Nov | 3574.80 | 318.95 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 4 Nov | 3574.45 | 318.95 | -101.05 | - | 12 | -5 | 97 | |||
| 1 Nov | 3626.35 | 420 | 0.00 | 0.00 | 0 | -10 | 0 | |||
| 31 Oct | 3622.30 | 420 | 186.65 | - | 13 | -9 | 103 | |||
| 30 Oct | 3408.35 | 233.35 | 24.35 | - | 107 | 3 | 111 | |||
| 29 Oct | 3380.90 | 209 | 33.20 | - | 159 | 44 | 107 | |||
| 28 Oct | 3340.80 | 175.8 | -402.20 | - | 133 | 63 | 63 | |||
| 25 Oct | 3326.40 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3442.65 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3455.40 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3511.90 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3585.60 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3577.80 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3570.30 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3532.60 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3551.90 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3555.05 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3482.55 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3460.35 | 578 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3468.35 | 578 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3250 expiring on 28NOV2024
Delta for 3250 CE is 0.00
Historical price for 3250 CE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 392, 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 20 Nov LT was trading at 3505.90. The strike last trading price was 392, 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 19 Nov LT was trading at 3505.90. The strike last trading price was 392, 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 18 Nov LT was trading at 3542.15. The strike last trading price was 392, 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 14 Nov LT was trading at 3526.25. The strike last trading price was 392, 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 13 Nov LT was trading at 3547.95. The strike last trading price was 392, 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 12 Nov LT was trading at 3591.35. The strike last trading price was 392, which was -18.00 lower than the previous day. The implied volatity was 56.38, the open interest changed by 0 which decreased total open position to 96
On 11 Nov LT was trading at 3628.85. The strike last trading price was 410, 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 410, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 7 Nov LT was trading at 3646.55. The strike last trading price was 400, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96
On 6 Nov LT was trading at 3645.45. The strike last trading price was 383, which was 64.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 96
On 5 Nov LT was trading at 3574.80. The strike last trading price was 318.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 318.95, which was -101.05 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 97
On 1 Nov LT was trading at 3626.35. The strike last trading price was 420, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 420, which was 186.65 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 233.35, which was 24.35 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 209, which was 33.20 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 175.8, which was -402.20 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 578, 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 24 Oct LT was trading at 3442.65. The strike last trading price was 578, 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 578, 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 578, 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 21 Oct LT was trading at 3585.60. The strike last trading price was 578, 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 578, 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 578, 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 578, 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 15 Oct LT was trading at 3551.90. The strike last trading price was 578, 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 578, 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 578, 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 578, 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 578, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.56
Theta: -1.29
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3483.50 | 4.1 | -0.10 | 34.00 | 1,156 | 128 | 566 |
| 20 Nov | 3505.90 | 4.2 | 0.00 | 32.24 | 780 | -51 | 448 |
| 19 Nov | 3505.90 | 4.2 | 0.50 | 32.24 | 780 | -41 | 448 |
| 18 Nov | 3542.15 | 3.7 | -0.30 | 32.08 | 642 | 139 | 494 |
| 14 Nov | 3526.25 | 4 | 0.10 | 27.61 | 768 | -35 | 357 |
| 13 Nov | 3547.95 | 3.9 | 0.50 | 27.53 | 238 | 18 | 395 |
| 12 Nov | 3591.35 | 3.4 | 0.40 | 28.26 | 129 | -66 | 378 |
| 11 Nov | 3628.85 | 3 | -0.05 | 29.15 | 85 | -8 | 444 |
| 8 Nov | 3660.30 | 3.05 | -0.40 | 28.43 | 127 | -40 | 452 |
| 7 Nov | 3646.55 | 3.45 | -0.25 | 28.01 | 247 | -15 | 493 |
| 6 Nov | 3645.45 | 3.7 | -3.70 | 28.08 | 554 | -22 | 507 |
| 5 Nov | 3574.80 | 7.4 | -1.95 | 27.05 | 638 | 73 | 526 |
| 4 Nov | 3574.45 | 9.35 | 3.55 | 28.65 | 1,372 | 155 | 460 |
| 1 Nov | 3626.35 | 5.8 | -2.30 | 26.93 | 31 | 9 | 305 |
| 31 Oct | 3622.30 | 8.1 | -41.40 | - | 1,521 | -25 | 303 |
| 30 Oct | 3408.35 | 49.5 | -3.15 | - | 573 | 66 | 328 |
| 29 Oct | 3380.90 | 52.65 | -4.80 | - | 367 | 71 | 261 |
| 28 Oct | 3340.80 | 57.45 | -9.15 | - | 509 | 131 | 192 |
| 25 Oct | 3326.40 | 66.6 | 33.60 | - | 282 | -132 | 61 |
| 24 Oct | 3442.65 | 33 | 15.65 | - | 307 | 98 | 191 |
| 23 Oct | 3455.40 | 17.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3511.90 | 17.35 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3585.60 | 17.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3577.80 | 17.35 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3570.30 | 17.35 | 2.35 | - | 10 | 0 | 93 |
| 16 Oct | 3532.60 | 15 | -1.60 | - | 3 | 0 | 93 |
| 15 Oct | 3551.90 | 16.6 | -21.65 | - | 2 | 0 | 93 |
| 14 Oct | 3555.05 | 38.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3482.55 | 38.25 | 0.00 | - | 0 | 93 | 0 |
| 10 Oct | 3460.35 | 38.25 | 13.10 | - | 95 | 93 | 93 |
| 7 Oct | 3468.35 | 25.15 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3250 expiring on 28NOV2024
Delta for 3250 PE is -0.06
Historical price for 3250 PE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 4.1, which was -0.10 lower than the previous day. The implied volatity was 34.00, the open interest changed by 128 which increased total open position to 566
On 20 Nov LT was trading at 3505.90. The strike last trading price was 4.2, which was 0.00 lower than the previous day. The implied volatity was 32.24, the open interest changed by -51 which decreased total open position to 448
On 19 Nov LT was trading at 3505.90. The strike last trading price was 4.2, which was 0.50 higher than the previous day. The implied volatity was 32.24, the open interest changed by -41 which decreased total open position to 448
On 18 Nov LT was trading at 3542.15. The strike last trading price was 3.7, which was -0.30 lower than the previous day. The implied volatity was 32.08, the open interest changed by 139 which increased total open position to 494
On 14 Nov LT was trading at 3526.25. The strike last trading price was 4, which was 0.10 higher than the previous day. The implied volatity was 27.61, the open interest changed by -35 which decreased total open position to 357
On 13 Nov LT was trading at 3547.95. The strike last trading price was 3.9, which was 0.50 higher than the previous day. The implied volatity was 27.53, the open interest changed by 18 which increased total open position to 395
On 12 Nov LT was trading at 3591.35. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 28.26, the open interest changed by -66 which decreased total open position to 378
On 11 Nov LT was trading at 3628.85. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 29.15, the open interest changed by -8 which decreased total open position to 444
On 8 Nov LT was trading at 3660.30. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 28.43, the open interest changed by -40 which decreased total open position to 452
On 7 Nov LT was trading at 3646.55. The strike last trading price was 3.45, which was -0.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by -15 which decreased total open position to 493
On 6 Nov LT was trading at 3645.45. The strike last trading price was 3.7, which was -3.70 lower than the previous day. The implied volatity was 28.08, the open interest changed by -22 which decreased total open position to 507
On 5 Nov LT was trading at 3574.80. The strike last trading price was 7.4, which was -1.95 lower than the previous day. The implied volatity was 27.05, the open interest changed by 73 which increased total open position to 526
On 4 Nov LT was trading at 3574.45. The strike last trading price was 9.35, which was 3.55 higher than the previous day. The implied volatity was 28.65, the open interest changed by 155 which increased total open position to 460
On 1 Nov LT was trading at 3626.35. The strike last trading price was 5.8, which was -2.30 lower than the previous day. The implied volatity was 26.93, the open interest changed by 9 which increased total open position to 305
On 31 Oct LT was trading at 3622.30. The strike last trading price was 8.1, which was -41.40 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 49.5, which was -3.15 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 52.65, which was -4.80 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 57.45, which was -9.15 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 66.6, which was 33.60 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 33, which was 15.65 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 17.35, 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 17.35, 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 21 Oct LT was trading at 3585.60. The strike last trading price was 17.35, 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 17.35, 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 17.35, which was 2.35 higher 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 15, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LT was trading at 3551.90. The strike last trading price was 16.6, which was -21.65 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 38.25, 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 38.25, 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 38.25, which was 13.10 higher 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 25.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
