LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 1.04
Theta: -7.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 360 | -186.95 | 73.27 | 3 | -2 | 11 | |||
| 19 Dec | 3716.35 | 546.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 3758.15 | 546.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3807.20 | 546.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3877.85 | 546.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 3887.00 | 546.95 | -92.55 | - | 2 | -1 | 13 | |||
| 12 Dec | 3859.90 | 639.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 3916.75 | 639.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 3923.15 | 639.5 | -5.50 | 40.79 | 2 | -1 | 14 | |||
| 9 Dec | 3947.30 | 645 | 70.15 | - | 1 | 0 | 14 | |||
| 6 Dec | 3866.70 | 574.85 | 4.85 | - | 3 | 0 | 14 | |||
| 5 Dec | 3831.55 | 570 | 47.95 | 50.67 | 3 | 0 | 15 | |||
| 4 Dec | 3789.90 | 522.05 | 26.05 | - | 1 | 0 | 14 | |||
| 3 Dec | 3787.05 | 496 | 78.80 | 28.30 | 2 | 0 | 16 | |||
| 2 Dec | 3704.05 | 417.2 | 3.65 | - | 1 | 0 | 16 | |||
| 29 Nov | 3724.80 | 413.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 3666.05 | 413.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 3698.70 | 413.55 | -18.00 | - | 1 | 0 | 16 | |||
| 26 Nov | 3702.60 | 431.55 | -28.45 | 25.11 | 2 | 0 | 16 | |||
| 25 Nov | 3753.00 | 460 | 129.00 | - | 2 | 7 | 16 | |||
| 22 Nov | 3603.50 | 331 | 96.10 | - | 18 | 6 | 15 | |||
| 21 Nov | 3483.50 | 234.9 | -55.10 | 19.05 | 6 | 5 | 8 | |||
| 20 Nov | 3505.90 | 290 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 290 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 3542.15 | 290 | -10.00 | 22.89 | 1 | 0 | 2 | |||
| 14 Nov | 3526.25 | 300 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 13 Nov | 3547.95 | 300 | -272.55 | 20.05 | 2 | 1 | 1 | |||
| 12 Nov | 3591.35 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3574.45 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3622.30 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3408.35 | 572.55 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3340.80 | 572.55 | 572.55 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3300 expiring on 26DEC2024
Delta for 3300 CE is 0.86
Historical price for 3300 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 360, which was -186.95 lower than the previous day. The implied volatity was 73.27, the open interest changed by -2 which decreased total open position to 11
On 19 Dec LT was trading at 3716.35. The strike last trading price was 546.95, 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 Dec LT was trading at 3758.15. The strike last trading price was 546.95, 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 17 Dec LT was trading at 3807.20. The strike last trading price was 546.95, 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 16 Dec LT was trading at 3877.85. The strike last trading price was 546.95, 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 13 Dec LT was trading at 3887.00. The strike last trading price was 546.95, which was -92.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 12 Dec LT was trading at 3859.90. The strike last trading price was 639.5, 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 11 Dec LT was trading at 3916.75. The strike last trading price was 639.5, 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 10 Dec LT was trading at 3923.15. The strike last trading price was 639.5, which was -5.50 lower than the previous day. The implied volatity was 40.79, the open interest changed by -1 which decreased total open position to 14
On 9 Dec LT was trading at 3947.30. The strike last trading price was 645, which was 70.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 6 Dec LT was trading at 3866.70. The strike last trading price was 574.85, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Dec LT was trading at 3831.55. The strike last trading price was 570, which was 47.95 higher than the previous day. The implied volatity was 50.67, the open interest changed by 0 which decreased total open position to 15
On 4 Dec LT was trading at 3789.90. The strike last trading price was 522.05, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec LT was trading at 3787.05. The strike last trading price was 496, which was 78.80 higher than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 16
On 2 Dec LT was trading at 3704.05. The strike last trading price was 417.2, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 29 Nov LT was trading at 3724.80. The strike last trading price was 413.55, 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 28 Nov LT was trading at 3666.05. The strike last trading price was 413.55, 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 27 Nov LT was trading at 3698.70. The strike last trading price was 413.55, which was -18.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 26 Nov LT was trading at 3702.60. The strike last trading price was 431.55, which was -28.45 lower than the previous day. The implied volatity was 25.11, the open interest changed by 0 which decreased total open position to 16
On 25 Nov LT was trading at 3753.00. The strike last trading price was 460, which was 129.00 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 16
On 22 Nov LT was trading at 3603.50. The strike last trading price was 331, which was 96.10 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 15
On 21 Nov LT was trading at 3483.50. The strike last trading price was 234.9, which was -55.10 lower than the previous day. The implied volatity was 19.05, the open interest changed by 5 which increased total open position to 8
On 20 Nov LT was trading at 3505.90. The strike last trading price was 290, 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 290, which was 0.00 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 18 Nov LT was trading at 3542.15. The strike last trading price was 290, which was -10.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by 0 which decreased total open position to 2
On 14 Nov LT was trading at 3526.25. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 300, which was -272.55 lower than the previous day. The implied volatity was 20.05, the open interest changed by 1 which increased total open position to 1
On 12 Nov LT was trading at 3591.35. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, 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 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 572.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 572.55, 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 30 Oct LT was trading at 3408.35. The strike last trading price was 572.55, 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 28 Oct LT was trading at 3340.80. The strike last trading price was 572.55, which was 572.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, 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 1 Oct LT was trading at 3653.50. The strike last trading price was 0, 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 30 Sept LT was trading at 3675.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 26DEC2024 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.13
Theta: -0.34
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 0.55 | -0.65 | 32.93 | 502 | -59 | 749 |
| 19 Dec | 3716.35 | 1.2 | 0.15 | 40.78 | 82 | -13 | 808 |
| 18 Dec | 3758.15 | 1.05 | 0.35 | 40.84 | 98 | -1 | 821 |
| 17 Dec | 3807.20 | 0.7 | 0.00 | 39.21 | 65 | -20 | 822 |
| 16 Dec | 3877.85 | 0.7 | -0.20 | 41.26 | 27 | -6 | 842 |
| 13 Dec | 3887.00 | 0.9 | -0.10 | 38.38 | 122 | -30 | 849 |
| 12 Dec | 3859.90 | 1 | 0.10 | 36.25 | 39 | 1 | 884 |
| 11 Dec | 3916.75 | 0.9 | -0.15 | 36.95 | 90 | -40 | 884 |
| 10 Dec | 3923.15 | 1.05 | -0.40 | 36.99 | 165 | -23 | 926 |
| 9 Dec | 3947.30 | 1.45 | -0.65 | 38.97 | 281 | -118 | 950 |
| 6 Dec | 3866.70 | 2.1 | -0.80 | 33.89 | 286 | 0 | 1,069 |
| 5 Dec | 3831.55 | 2.9 | -0.20 | 33.32 | 760 | 164 | 1,069 |
| 4 Dec | 3789.90 | 3.1 | -0.30 | 31.91 | 647 | -145 | 906 |
| 3 Dec | 3787.05 | 3.4 | -0.95 | 30.28 | 1,352 | 144 | 1,068 |
| 2 Dec | 3704.05 | 4.35 | -1.05 | 28.32 | 1,201 | -61 | 924 |
| 29 Nov | 3724.80 | 5.4 | -3.60 | 28.28 | 1,671 | -3 | 986 |
| 28 Nov | 3666.05 | 9 | 2.40 | 28.27 | 1,262 | 215 | 989 |
| 27 Nov | 3698.70 | 6.6 | -1.40 | 27.37 | 54 | 9 | 773 |
| 26 Nov | 3702.60 | 8 | 1.00 | 28.46 | 281 | 9 | 764 |
| 25 Nov | 3753.00 | 7 | -7.65 | 29.61 | 904 | 101 | 755 |
| 22 Nov | 3603.50 | 14.65 | -14.50 | 26.17 | 582 | 50 | 704 |
| 21 Nov | 3483.50 | 29.15 | 2.65 | 25.09 | 946 | 44 | 653 |
| 20 Nov | 3505.90 | 26.5 | 0.00 | 24.92 | 745 | 83 | 616 |
| 19 Nov | 3505.90 | 26.5 | 2.50 | 24.92 | 745 | 90 | 616 |
| 18 Nov | 3542.15 | 24 | -0.25 | 25.31 | 271 | 97 | 526 |
| 14 Nov | 3526.25 | 24.25 | 1.70 | 24.22 | 373 | 138 | 428 |
| 13 Nov | 3547.95 | 22.55 | 5.30 | 24.12 | 281 | 212 | 286 |
| 12 Nov | 3591.35 | 17.25 | 1.40 | 23.66 | 31 | 18 | 73 |
| 11 Nov | 3628.85 | 15.85 | 3.85 | 24.69 | 7 | 6 | 55 |
| 8 Nov | 3660.30 | 12 | -1.00 | 23.33 | 8 | 3 | 49 |
| 7 Nov | 3646.55 | 13 | -5.00 | 23.29 | 9 | 2 | 46 |
| 6 Nov | 3645.45 | 18 | -10.00 | 25.52 | 27 | 13 | 44 |
| 5 Nov | 3574.80 | 28 | -9.65 | 25.13 | 24 | 16 | 31 |
| 4 Nov | 3574.45 | 37.65 | 18.65 | 28.32 | 7 | 3 | 14 |
| 31 Oct | 3622.30 | 19 | -31.90 | - | 11 | 7 | 7 |
| 30 Oct | 3408.35 | 50.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 50.9 | 50.90 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3300 expiring on 26DEC2024
Delta for 3300 PE is -0.01
Historical price for 3300 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 32.93, the open interest changed by -59 which decreased total open position to 749
On 19 Dec LT was trading at 3716.35. The strike last trading price was 1.2, which was 0.15 higher than the previous day. The implied volatity was 40.78, the open interest changed by -13 which decreased total open position to 808
On 18 Dec LT was trading at 3758.15. The strike last trading price was 1.05, which was 0.35 higher than the previous day. The implied volatity was 40.84, the open interest changed by -1 which decreased total open position to 821
On 17 Dec LT was trading at 3807.20. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 39.21, the open interest changed by -20 which decreased total open position to 822
On 16 Dec LT was trading at 3877.85. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 41.26, the open interest changed by -6 which decreased total open position to 842
On 13 Dec LT was trading at 3887.00. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 38.38, the open interest changed by -30 which decreased total open position to 849
On 12 Dec LT was trading at 3859.90. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 36.25, the open interest changed by 1 which increased total open position to 884
On 11 Dec LT was trading at 3916.75. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 36.95, the open interest changed by -40 which decreased total open position to 884
On 10 Dec LT was trading at 3923.15. The strike last trading price was 1.05, which was -0.40 lower than the previous day. The implied volatity was 36.99, the open interest changed by -23 which decreased total open position to 926
On 9 Dec LT was trading at 3947.30. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 38.97, the open interest changed by -118 which decreased total open position to 950
On 6 Dec LT was trading at 3866.70. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 33.89, the open interest changed by 0 which decreased total open position to 1069
On 5 Dec LT was trading at 3831.55. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was 33.32, the open interest changed by 164 which increased total open position to 1069
On 4 Dec LT was trading at 3789.90. The strike last trading price was 3.1, which was -0.30 lower than the previous day. The implied volatity was 31.91, the open interest changed by -145 which decreased total open position to 906
On 3 Dec LT was trading at 3787.05. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 30.28, the open interest changed by 144 which increased total open position to 1068
On 2 Dec LT was trading at 3704.05. The strike last trading price was 4.35, which was -1.05 lower than the previous day. The implied volatity was 28.32, the open interest changed by -61 which decreased total open position to 924
On 29 Nov LT was trading at 3724.80. The strike last trading price was 5.4, which was -3.60 lower than the previous day. The implied volatity was 28.28, the open interest changed by -3 which decreased total open position to 986
On 28 Nov LT was trading at 3666.05. The strike last trading price was 9, which was 2.40 higher than the previous day. The implied volatity was 28.27, the open interest changed by 215 which increased total open position to 989
On 27 Nov LT was trading at 3698.70. The strike last trading price was 6.6, which was -1.40 lower than the previous day. The implied volatity was 27.37, the open interest changed by 9 which increased total open position to 773
On 26 Nov LT was trading at 3702.60. The strike last trading price was 8, which was 1.00 higher than the previous day. The implied volatity was 28.46, the open interest changed by 9 which increased total open position to 764
On 25 Nov LT was trading at 3753.00. The strike last trading price was 7, which was -7.65 lower than the previous day. The implied volatity was 29.61, the open interest changed by 101 which increased total open position to 755
On 22 Nov LT was trading at 3603.50. The strike last trading price was 14.65, which was -14.50 lower than the previous day. The implied volatity was 26.17, the open interest changed by 50 which increased total open position to 704
On 21 Nov LT was trading at 3483.50. The strike last trading price was 29.15, which was 2.65 higher than the previous day. The implied volatity was 25.09, the open interest changed by 44 which increased total open position to 653
On 20 Nov LT was trading at 3505.90. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 24.92, the open interest changed by 83 which increased total open position to 616
On 19 Nov LT was trading at 3505.90. The strike last trading price was 26.5, which was 2.50 higher than the previous day. The implied volatity was 24.92, the open interest changed by 90 which increased total open position to 616
On 18 Nov LT was trading at 3542.15. The strike last trading price was 24, which was -0.25 lower than the previous day. The implied volatity was 25.31, the open interest changed by 97 which increased total open position to 526
On 14 Nov LT was trading at 3526.25. The strike last trading price was 24.25, which was 1.70 higher than the previous day. The implied volatity was 24.22, the open interest changed by 138 which increased total open position to 428
On 13 Nov LT was trading at 3547.95. The strike last trading price was 22.55, which was 5.30 higher than the previous day. The implied volatity was 24.12, the open interest changed by 212 which increased total open position to 286
On 12 Nov LT was trading at 3591.35. The strike last trading price was 17.25, which was 1.40 higher than the previous day. The implied volatity was 23.66, the open interest changed by 18 which increased total open position to 73
On 11 Nov LT was trading at 3628.85. The strike last trading price was 15.85, which was 3.85 higher than the previous day. The implied volatity was 24.69, the open interest changed by 6 which increased total open position to 55
On 8 Nov LT was trading at 3660.30. The strike last trading price was 12, which was -1.00 lower than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 49
On 7 Nov LT was trading at 3646.55. The strike last trading price was 13, which was -5.00 lower than the previous day. The implied volatity was 23.29, the open interest changed by 2 which increased total open position to 46
On 6 Nov LT was trading at 3645.45. The strike last trading price was 18, which was -10.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by 13 which increased total open position to 44
On 5 Nov LT was trading at 3574.80. The strike last trading price was 28, which was -9.65 lower than the previous day. The implied volatity was 25.13, the open interest changed by 16 which increased total open position to 31
On 4 Nov LT was trading at 3574.45. The strike last trading price was 37.65, which was 18.65 higher than the previous day. The implied volatity was 28.32, the open interest changed by 3 which increased total open position to 14
On 31 Oct LT was trading at 3622.30. The strike last trading price was 19, which was -31.90 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 50.9, 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 28 Oct LT was trading at 3340.80. The strike last trading price was 50.9, which was 50.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, 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 1 Oct LT was trading at 3653.50. The strike last trading price was 0, 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 30 Sept LT was trading at 3675.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
