LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.31
Vega: 2.34
Theta: -2.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 38.4 | 8.6 | 30.12 | 1,355 | -97 | 582 | |||
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| 7 Apr | 3068.50 | 32.15 | -27.15 | 35.11 | 2,693 | 8 | 691 | |||
| 4 Apr | 3260.15 | 58.6 | -214.6 | 19.75 | 2,171 | 691 | 691 | |||
| 3 Apr | 3420.15 | 273.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 273.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 273.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 273.2 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3280 expiring on 24APR2025
Delta for 3280 CE is 0.31
Historical price for 3280 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 38.4, which was 8.6 higher than the previous day. The implied volatity was 30.12, the open interest changed by -97 which decreased total open position to 582
On 7 Apr LT was trading at 3068.50. The strike last trading price was 32.15, which was -27.15 lower than the previous day. The implied volatity was 35.11, the open interest changed by 8 which increased total open position to 691
On 4 Apr LT was trading at 3260.15. The strike last trading price was 58.6, which was -214.6 lower than the previous day. The implied volatity was 19.75, the open interest changed by 691 which increased total open position to 691
On 3 Apr LT was trading at 3420.15. The strike last trading price was 273.2, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 273.2, 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 1 Apr LT was trading at 3436.80. The strike last trading price was 273.2, 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 28 Mar LT was trading at 3492.30. The strike last trading price was 273.2, 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
| LT 24APR2025 3280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 2.29
Theta: -1.44
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 145.75 | -83.6 | 29.22 | 9 | -4 | 483 |
| 7 Apr | 3068.50 | 224.45 | 148.75 | 41.81 | 300 | -97 | 489 |
| 4 Apr | 3260.15 | 76.85 | 56.95 | 24.73 | 2,162 | 255 | 598 |
| 3 Apr | 3420.15 | 20.1 | -1.05 | 23.04 | 247 | 75 | 347 |
| 2 Apr | 3419.90 | 20.7 | 0.05 | 23.44 | 217 | 74 | 271 |
| 1 Apr | 3436.80 | 22.7 | 6.65 | 24.86 | 202 | 74 | 202 |
| 28 Mar | 3492.30 | 16.3 | -17.35 | 23.92 | 263 | 128 | 128 |
For Larsen & Toubro Ltd. - strike price 3280 expiring on 24APR2025
Delta for 3280 PE is -0.70
Historical price for 3280 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 145.75, which was -83.6 lower than the previous day. The implied volatity was 29.22, the open interest changed by -4 which decreased total open position to 483
On 7 Apr LT was trading at 3068.50. The strike last trading price was 224.45, which was 148.75 higher than the previous day. The implied volatity was 41.81, the open interest changed by -97 which decreased total open position to 489
On 4 Apr LT was trading at 3260.15. The strike last trading price was 76.85, which was 56.95 higher than the previous day. The implied volatity was 24.73, the open interest changed by 255 which increased total open position to 598
On 3 Apr LT was trading at 3420.15. The strike last trading price was 20.1, which was -1.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 75 which increased total open position to 347
On 2 Apr LT was trading at 3419.90. The strike last trading price was 20.7, which was 0.05 higher than the previous day. The implied volatity was 23.44, the open interest changed by 74 which increased total open position to 271
On 1 Apr LT was trading at 3436.80. The strike last trading price was 22.7, which was 6.65 higher than the previous day. The implied volatity was 24.86, the open interest changed by 74 which increased total open position to 202
On 28 Mar LT was trading at 3492.30. The strike last trading price was 16.3, which was -17.35 lower than the previous day. The implied volatity was 23.92, the open interest changed by 128 which increased total open position to 128
