LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.24
Theta: -2.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 33.25 | 7.6 | 29.53 | 8,231 | -237 | 1,972 | |||
| 7 Apr | 3068.50 | 28.1 | -21.5 | 35.15 | 8,106 | 203 | 2,212 | |||
| 4 Apr | 3260.15 | 49.2 | -102.3 | 19.64 | 8,443 | 1,447 | 2,000 | |||
| 3 Apr | 3420.15 | 148 | -15.05 | 16.42 | 171 | 38 | 552 | |||
| 2 Apr | 3419.90 | 168.25 | -11.3 | 22.36 | 117 | 16 | 513 | |||
| 1 Apr | 3436.80 | 179.55 | -38.4 | 22.17 | 32 | 9 | 496 | |||
| 28 Mar | 3492.30 | 216 | -28.25 | 14.99 | 17 | -4 | 487 | |||
| 27 Mar | 3501.60 | 249.6 | 54.1 | 22.61 | 180 | -76 | 493 | |||
| 26 Mar | 3444.80 | 194.65 | -16.35 | 19.87 | 361 | -50 | 571 | |||
| 25 Mar | 3469.60 | 203.9 | -17.7 | 22.24 | 209 | 53 | 621 | |||
| 24 Mar | 3481.85 | 220.8 | 48.85 | 17.86 | 289 | -23 | 568 | |||
| 21 Mar | 3415.95 | 174.95 | 49.65 | 20.27 | 643 | -118 | 592 | |||
| 20 Mar | 3351.05 | 125.35 | 14.6 | 18.61 | 1,131 | 207 | 712 | |||
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| 19 Mar | 3319.55 | 109.1 | 21.7 | 19.74 | 703 | 109 | 505 | |||
| 18 Mar | 3270.70 | 86.1 | 32.05 | 20.22 | 867 | 89 | 390 | |||
| 17 Mar | 3173.45 | 54 | -3.9 | 22.24 | 434 | 89 | 300 | |||
| 13 Mar | 3187.30 | 58.45 | -3.6 | 20.71 | 244 | 83 | 209 | |||
| 12 Mar | 3193.65 | 61.9 | -5.65 | 21.12 | 78 | 27 | 125 | |||
| 11 Mar | 3195.45 | 69 | 6.5 | 21.15 | 80 | 7 | 97 | |||
| 10 Mar | 3177.70 | 62.2 | -32.9 | 21.67 | 151 | 59 | 90 | |||
| 7 Mar | 3244.70 | 95 | -2.75 | 21.34 | 51 | 10 | 31 | |||
| 6 Mar | 3259.90 | 97.5 | 5.1 | 20.27 | 30 | 18 | 21 | |||
| 5 Mar | 3239.65 | 92.4 | 12.4 | 20.81 | 1 | 0 | 2 | |||
| 4 Mar | 3213.00 | 80 | 0 | 20.78 | 1 | 0 | 1 | |||
| 3 Mar | 3197.30 | 80 | -214.65 | 21.68 | 1 | 0 | 0 | |||
| 28 Feb | 3163.85 | 294.65 | 0 | 1.72 | 0 | 0 | 0 | |||
| 27 Feb | 3209.50 | 294.65 | 0 | 0.90 | 0 | 0 | 0 | |||
| 24 Feb | 3257.70 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 294.65 | 0 | 0.46 | 0 | 0 | 0 | |||
| 14 Feb | 3237.65 | 294.65 | 0 | 0.13 | 0 | 0 | 0 | |||
| 11 Feb | 3239.65 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 3439.15 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 3289.20 | 294.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3300 expiring on 24APR2025
Delta for 3300 CE is 0.28
Historical price for 3300 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 33.25, which was 7.6 higher than the previous day. The implied volatity was 29.53, the open interest changed by -237 which decreased total open position to 1972
On 7 Apr LT was trading at 3068.50. The strike last trading price was 28.1, which was -21.5 lower than the previous day. The implied volatity was 35.15, the open interest changed by 203 which increased total open position to 2212
On 4 Apr LT was trading at 3260.15. The strike last trading price was 49.2, which was -102.3 lower than the previous day. The implied volatity was 19.64, the open interest changed by 1447 which increased total open position to 2000
On 3 Apr LT was trading at 3420.15. The strike last trading price was 148, which was -15.05 lower than the previous day. The implied volatity was 16.42, the open interest changed by 38 which increased total open position to 552
On 2 Apr LT was trading at 3419.90. The strike last trading price was 168.25, which was -11.3 lower than the previous day. The implied volatity was 22.36, the open interest changed by 16 which increased total open position to 513
On 1 Apr LT was trading at 3436.80. The strike last trading price was 179.55, which was -38.4 lower than the previous day. The implied volatity was 22.17, the open interest changed by 9 which increased total open position to 496
On 28 Mar LT was trading at 3492.30. The strike last trading price was 216, which was -28.25 lower than the previous day. The implied volatity was 14.99, the open interest changed by -4 which decreased total open position to 487
On 27 Mar LT was trading at 3501.60. The strike last trading price was 249.6, which was 54.1 higher than the previous day. The implied volatity was 22.61, the open interest changed by -76 which decreased total open position to 493
On 26 Mar LT was trading at 3444.80. The strike last trading price was 194.65, which was -16.35 lower than the previous day. The implied volatity was 19.87, the open interest changed by -50 which decreased total open position to 571
On 25 Mar LT was trading at 3469.60. The strike last trading price was 203.9, which was -17.7 lower than the previous day. The implied volatity was 22.24, the open interest changed by 53 which increased total open position to 621
On 24 Mar LT was trading at 3481.85. The strike last trading price was 220.8, which was 48.85 higher than the previous day. The implied volatity was 17.86, the open interest changed by -23 which decreased total open position to 568
On 21 Mar LT was trading at 3415.95. The strike last trading price was 174.95, which was 49.65 higher than the previous day. The implied volatity was 20.27, the open interest changed by -118 which decreased total open position to 592
On 20 Mar LT was trading at 3351.05. The strike last trading price was 125.35, which was 14.6 higher than the previous day. The implied volatity was 18.61, the open interest changed by 207 which increased total open position to 712
On 19 Mar LT was trading at 3319.55. The strike last trading price was 109.1, which was 21.7 higher than the previous day. The implied volatity was 19.74, the open interest changed by 109 which increased total open position to 505
On 18 Mar LT was trading at 3270.70. The strike last trading price was 86.1, which was 32.05 higher than the previous day. The implied volatity was 20.22, the open interest changed by 89 which increased total open position to 390
On 17 Mar LT was trading at 3173.45. The strike last trading price was 54, which was -3.9 lower than the previous day. The implied volatity was 22.24, the open interest changed by 89 which increased total open position to 300
On 13 Mar LT was trading at 3187.30. The strike last trading price was 58.45, which was -3.6 lower than the previous day. The implied volatity was 20.71, the open interest changed by 83 which increased total open position to 209
On 12 Mar LT was trading at 3193.65. The strike last trading price was 61.9, which was -5.65 lower than the previous day. The implied volatity was 21.12, the open interest changed by 27 which increased total open position to 125
On 11 Mar LT was trading at 3195.45. The strike last trading price was 69, which was 6.5 higher than the previous day. The implied volatity was 21.15, the open interest changed by 7 which increased total open position to 97
On 10 Mar LT was trading at 3177.70. The strike last trading price was 62.2, which was -32.9 lower than the previous day. The implied volatity was 21.67, the open interest changed by 59 which increased total open position to 90
On 7 Mar LT was trading at 3244.70. The strike last trading price was 95, which was -2.75 lower than the previous day. The implied volatity was 21.34, the open interest changed by 10 which increased total open position to 31
On 6 Mar LT was trading at 3259.90. The strike last trading price was 97.5, which was 5.1 higher than the previous day. The implied volatity was 20.27, the open interest changed by 18 which increased total open position to 21
On 5 Mar LT was trading at 3239.65. The strike last trading price was 92.4, which was 12.4 higher than the previous day. The implied volatity was 20.81, the open interest changed by 0 which decreased total open position to 2
On 4 Mar LT was trading at 3213.00. The strike last trading price was 80, which was 0 lower than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 1
On 3 Mar LT was trading at 3197.30. The strike last trading price was 80, which was -214.65 lower than the previous day. The implied volatity was 21.68, 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 294.65, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LT was trading at 3209.50. The strike last trading price was 294.65, which was 0 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LT was trading at 3257.70. The strike last trading price was 294.65, 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 18 Feb LT was trading at 3220.15. The strike last trading price was 294.65, which was 0 lower than the previous day. The implied volatity was 0.46, the open interest changed by 0 which decreased total open position to 0
On 14 Feb LT was trading at 3237.65. The strike last trading price was 294.65, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LT was trading at 3239.65. The strike last trading price was 294.65, 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 10 Feb LT was trading at 3328.65. The strike last trading price was 294.65, 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 Feb LT was trading at 3383.20. The strike last trading price was 294.65, 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 Feb LT was trading at 3439.15. The strike last trading price was 294.65, 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 Feb LT was trading at 3289.20. The strike last trading price was 294.65, 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 Feb LT was trading at 3447.50. The strike last trading price was 0, 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 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 2.36
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 167.15 | -76.45 | 35.14 | 587 | -2 | 1,487 |
| 7 Apr | 3068.50 | 234.65 | 148.95 | 39.51 | 688 | -194 | 1,493 |
| 4 Apr | 3260.15 | 86.5 | 63 | 24.38 | 5,772 | -62 | 1,700 |
| 3 Apr | 3420.15 | 23.55 | -1.7 | 22.66 | 1,398 | 90 | 1,765 |
| 2 Apr | 3419.90 | 24.2 | 0.7 | 23.10 | 946 | 35 | 1,671 |
| 1 Apr | 3436.80 | 23.65 | 4.8 | 23.48 | 1,430 | 346 | 1,635 |
| 28 Mar | 3492.30 | 18.85 | 0.75 | 23.61 | 1,217 | 194 | 1,289 |
| 27 Mar | 3501.60 | 18 | -10.25 | 24.34 | 2,420 | -255 | 1,095 |
| 26 Mar | 3444.80 | 26.7 | 1.75 | 23.40 | 1,031 | 58 | 1,355 |
| 25 Mar | 3469.60 | 25.8 | 2.55 | 22.89 | 1,060 | 92 | 1,298 |
| 24 Mar | 3481.85 | 22.75 | -10 | 23.52 | 1,024 | 27 | 1,204 |
| 21 Mar | 3415.95 | 32.75 | -23 | 21.34 | 1,481 | 699 | 1,177 |
| 20 Mar | 3351.05 | 55.7 | -12.55 | 22.41 | 489 | 42 | 477 |
| 19 Mar | 3319.55 | 68.9 | -24.8 | 22.23 | 374 | 152 | 434 |
| 18 Mar | 3270.70 | 93.15 | -53.5 | 22.95 | 219 | 116 | 280 |
| 17 Mar | 3173.45 | 150.75 | 13.15 | 23.92 | 34 | 10 | 165 |
| 13 Mar | 3187.30 | 137.6 | -22.4 | 22.13 | 7 | 1 | 154 |
| 12 Mar | 3193.65 | 160 | 19.45 | 27.58 | 29 | 14 | 149 |
| 11 Mar | 3195.45 | 139.2 | -18.8 | 24.25 | 72 | 9 | 140 |
| 10 Mar | 3177.70 | 158 | 44 | 24.94 | 151 | 89 | 131 |
| 7 Mar | 3244.70 | 114 | -61 | 23.07 | 48 | 36 | 42 |
| 6 Mar | 3259.90 | 175 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 175 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 175 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 175 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 175 | 70 | 26.31 | 5 | 5 | 5 |
| 27 Feb | 3209.50 | 105 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 3257.70 | 105 | -40 | 20.53 | 3 | 1 | 6 |
| 18 Feb | 3220.15 | 145 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 3237.65 | 145 | 0 | 25.54 | 1 | 0 | 5 |
| 11 Feb | 3239.65 | 145 | 49.4 | 25.59 | 1 | 0 | 4 |
| 10 Feb | 3328.65 | 95.6 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 95.6 | 0 | 0.00 | 0 | -1 | 0 |
| 4 Feb | 3439.15 | 95.6 | -51.4 | 28.72 | 2 | 0 | 5 |
| 3 Feb | 3289.20 | 147 | 28.2 | 28.69 | 5 | 3 | 3 |
| 1 Feb | 3447.50 | 118.8 | 0 | 3.64 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3300 expiring on 24APR2025
Delta for 3300 PE is -0.68
Historical price for 3300 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 167.15, which was -76.45 lower than the previous day. The implied volatity was 35.14, the open interest changed by -2 which decreased total open position to 1487
On 7 Apr LT was trading at 3068.50. The strike last trading price was 234.65, which was 148.95 higher than the previous day. The implied volatity was 39.51, the open interest changed by -194 which decreased total open position to 1493
On 4 Apr LT was trading at 3260.15. The strike last trading price was 86.5, which was 63 higher than the previous day. The implied volatity was 24.38, the open interest changed by -62 which decreased total open position to 1700
On 3 Apr LT was trading at 3420.15. The strike last trading price was 23.55, which was -1.7 lower than the previous day. The implied volatity was 22.66, the open interest changed by 90 which increased total open position to 1765
On 2 Apr LT was trading at 3419.90. The strike last trading price was 24.2, which was 0.7 higher than the previous day. The implied volatity was 23.10, the open interest changed by 35 which increased total open position to 1671
On 1 Apr LT was trading at 3436.80. The strike last trading price was 23.65, which was 4.8 higher than the previous day. The implied volatity was 23.48, the open interest changed by 346 which increased total open position to 1635
On 28 Mar LT was trading at 3492.30. The strike last trading price was 18.85, which was 0.75 higher than the previous day. The implied volatity was 23.61, the open interest changed by 194 which increased total open position to 1289
On 27 Mar LT was trading at 3501.60. The strike last trading price was 18, which was -10.25 lower than the previous day. The implied volatity was 24.34, the open interest changed by -255 which decreased total open position to 1095
On 26 Mar LT was trading at 3444.80. The strike last trading price was 26.7, which was 1.75 higher than the previous day. The implied volatity was 23.40, the open interest changed by 58 which increased total open position to 1355
On 25 Mar LT was trading at 3469.60. The strike last trading price was 25.8, which was 2.55 higher than the previous day. The implied volatity was 22.89, the open interest changed by 92 which increased total open position to 1298
On 24 Mar LT was trading at 3481.85. The strike last trading price was 22.75, which was -10 lower than the previous day. The implied volatity was 23.52, the open interest changed by 27 which increased total open position to 1204
On 21 Mar LT was trading at 3415.95. The strike last trading price was 32.75, which was -23 lower than the previous day. The implied volatity was 21.34, the open interest changed by 699 which increased total open position to 1177
On 20 Mar LT was trading at 3351.05. The strike last trading price was 55.7, which was -12.55 lower than the previous day. The implied volatity was 22.41, the open interest changed by 42 which increased total open position to 477
On 19 Mar LT was trading at 3319.55. The strike last trading price was 68.9, which was -24.8 lower than the previous day. The implied volatity was 22.23, the open interest changed by 152 which increased total open position to 434
On 18 Mar LT was trading at 3270.70. The strike last trading price was 93.15, which was -53.5 lower than the previous day. The implied volatity was 22.95, the open interest changed by 116 which increased total open position to 280
On 17 Mar LT was trading at 3173.45. The strike last trading price was 150.75, which was 13.15 higher than the previous day. The implied volatity was 23.92, the open interest changed by 10 which increased total open position to 165
On 13 Mar LT was trading at 3187.30. The strike last trading price was 137.6, which was -22.4 lower than the previous day. The implied volatity was 22.13, the open interest changed by 1 which increased total open position to 154
On 12 Mar LT was trading at 3193.65. The strike last trading price was 160, which was 19.45 higher than the previous day. The implied volatity was 27.58, the open interest changed by 14 which increased total open position to 149
On 11 Mar LT was trading at 3195.45. The strike last trading price was 139.2, which was -18.8 lower than the previous day. The implied volatity was 24.25, the open interest changed by 9 which increased total open position to 140
On 10 Mar LT was trading at 3177.70. The strike last trading price was 158, which was 44 higher than the previous day. The implied volatity was 24.94, the open interest changed by 89 which increased total open position to 131
On 7 Mar LT was trading at 3244.70. The strike last trading price was 114, which was -61 lower than the previous day. The implied volatity was 23.07, the open interest changed by 36 which increased total open position to 42
On 6 Mar LT was trading at 3259.90. The strike last trading price was 175, 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 5 Mar LT was trading at 3239.65. The strike last trading price was 175, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 175, 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 3 Mar LT was trading at 3197.30. The strike last trading price was 175, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 175, which was 70 higher than the previous day. The implied volatity was 26.31, the open interest changed by 5 which increased total open position to 5
On 27 Feb LT was trading at 3209.50. The strike last trading price was 105, 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 24 Feb LT was trading at 3257.70. The strike last trading price was 105, which was -40 lower than the previous day. The implied volatity was 20.53, the open interest changed by 1 which increased total open position to 6
On 18 Feb LT was trading at 3220.15. The strike last trading price was 145, 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 14 Feb LT was trading at 3237.65. The strike last trading price was 145, which was 0 lower than the previous day. The implied volatity was 25.54, the open interest changed by 0 which decreased total open position to 5
On 11 Feb LT was trading at 3239.65. The strike last trading price was 145, which was 49.4 higher than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 4
On 10 Feb LT was trading at 3328.65. The strike last trading price was 95.6, 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 5 Feb LT was trading at 3383.20. The strike last trading price was 95.6, which was 0 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 4 Feb LT was trading at 3439.15. The strike last trading price was 95.6, which was -51.4 lower than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 5
On 3 Feb LT was trading at 3289.20. The strike last trading price was 147, which was 28.2 higher than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 3
On 1 Feb LT was trading at 3447.50. The strike last trading price was 118.8, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
