LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3260 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 2.46
Theta: -2.55
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 8 Apr | 3161.10 | 44.75 | 10.7 | 29.43 | 967 | 59 | 412 | |||
| 7 Apr | 3068.50 | 36.95 | -32.75 | 35.20 | 1,793 | -57 | 354 | |||
| 4 Apr | 3260.15 | 69.1 | -219.85 | 19.87 | 1,720 | 426 | 426 | |||
| 3 Apr | 3420.15 | 288.95 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 288.95 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 288.95 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 288.95 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3260 expiring on 24APR2025
Delta for 3260 CE is 0.35
Historical price for 3260 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 44.75, which was 10.7 higher than the previous day. The implied volatity was 29.43, the open interest changed by 59 which increased total open position to 412
On 7 Apr LT was trading at 3068.50. The strike last trading price was 36.95, which was -32.75 lower than the previous day. The implied volatity was 35.20, the open interest changed by -57 which decreased total open position to 354
On 4 Apr LT was trading at 3260.15. The strike last trading price was 69.1, which was -219.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 426 which increased total open position to 426
On 3 Apr LT was trading at 3420.15. The strike last trading price was 288.95, 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 288.95, 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 288.95, 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 Mar LT was trading at 3492.30. The strike last trading price was 288.95, 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
| LT 24APR2025 3260 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 2.52
Theta: -2.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 140.3 | -76.45 | 35.21 | 96 | -42 | 528 |
| 7 Apr | 3068.50 | 213.45 | 146.95 | 43.36 | 672 | -253 | 575 |
| 4 Apr | 3260.15 | 66.55 | 49.45 | 24.60 | 2,507 | 455 | 833 |
| 3 Apr | 3420.15 | 17.25 | -1.15 | 23.49 | 293 | 97 | 377 |
| 2 Apr | 3419.90 | 18.05 | 1 | 23.96 | 160 | 33 | 279 |
| 1 Apr | 3436.80 | 17.15 | 3.3 | 24.02 | 284 | 153 | 255 |
| 28 Mar | 3492.30 | 13.9 | -15.65 | 24.14 | 154 | 102 | 102 |
For Larsen & Toubro Ltd. - strike price 3260 expiring on 24APR2025
Delta for 3260 PE is -0.62
Historical price for 3260 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 140.3, which was -76.45 lower than the previous day. The implied volatity was 35.21, the open interest changed by -42 which decreased total open position to 528
On 7 Apr LT was trading at 3068.50. The strike last trading price was 213.45, which was 146.95 higher than the previous day. The implied volatity was 43.36, the open interest changed by -253 which decreased total open position to 575
On 4 Apr LT was trading at 3260.15. The strike last trading price was 66.55, which was 49.45 higher than the previous day. The implied volatity was 24.60, the open interest changed by 455 which increased total open position to 833
On 3 Apr LT was trading at 3420.15. The strike last trading price was 17.25, which was -1.15 lower than the previous day. The implied volatity was 23.49, the open interest changed by 97 which increased total open position to 377
On 2 Apr LT was trading at 3419.90. The strike last trading price was 18.05, which was 1 higher than the previous day. The implied volatity was 23.96, the open interest changed by 33 which increased total open position to 279
On 1 Apr LT was trading at 3436.80. The strike last trading price was 17.15, which was 3.3 higher than the previous day. The implied volatity was 24.02, the open interest changed by 153 which increased total open position to 255
On 28 Mar LT was trading at 3492.30. The strike last trading price was 13.9, which was -15.65 lower than the previous day. The implied volatity was 24.14, the open interest changed by 102 which increased total open position to 102
