`
[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3526.25 -21.70 (-0.61%)

Back to Option Chain


Historical option data for LT

14 Nov 2024 04:11 PM IST
LT 28NOV2024 3300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 243.8 -26.15 - 17 -9 396
13 Nov 3547.95 269.95 -37.55 27.64 17 -5 406
12 Nov 3591.35 307.5 -51.50 29.92 11 -8 412
11 Nov 3628.85 359 -7.60 39.92 4 -2 421
8 Nov 3660.30 366.6 5.40 - 9 -7 423
7 Nov 3646.55 361.2 1.20 17.26 42 12 429
6 Nov 3645.45 360 70.00 - 30 -10 418
5 Nov 3574.80 290 -8.55 19.87 16 2 428
4 Nov 3574.45 298.55 -46.45 16.40 105 15 425
1 Nov 3626.35 345 -8.95 - 3 0 412
31 Oct 3622.30 353.95 159.95 - 353 -139 407
30 Oct 3408.35 194 19.15 - 861 32 547
29 Oct 3380.90 174.85 11.85 - 1,014 0 518
28 Oct 3340.80 163 16.60 - 2,483 141 526
25 Oct 3326.40 146.4 -70.20 - 628 355 385
24 Oct 3442.65 216.6 -93.45 - 32 18 23
23 Oct 3455.40 310.05 0.00 - 0 0 0
22 Oct 3511.90 310.05 0.00 - 0 0 0
21 Oct 3585.60 310.05 0.00 - 0 0 0
18 Oct 3577.80 310.05 0.00 - 0 0 0
17 Oct 3570.30 310.05 0.00 - 0 0 0
16 Oct 3532.60 310.05 0.00 - 0 0 0
15 Oct 3551.90 310.05 0.00 - 0 -1 0
14 Oct 3555.05 310.05 55.05 - 6 -1 5
11 Oct 3482.55 255 -256.20 - 6 2 2
10 Oct 3460.35 511.2 0.00 - 0 0 0
9 Oct 3487.10 511.2 0.00 - 0 0 0
8 Oct 3532.40 511.2 0.00 - 0 0 0
7 Oct 3468.35 511.2 0.00 - 0 0 0
4 Oct 3493.95 511.2 0.00 - 0 0 0
3 Oct 3497.65 511.2 511.20 - 0 0 0
25 Sept 3793.85 0 0.00 - 0 0 0
24 Sept 3791.60 0 0.00 - 0 0 0
23 Sept 3787.70 0 0.00 - 0 0 0
20 Sept 3793.90 0 0.00 - 0 0 0
19 Sept 3683.70 0 0.00 - 0 0 0
18 Sept 3730.45 0 0.00 - 0 0 0
17 Sept 3695.20 0 0.00 - 0 0 0
16 Sept 3662.25 0 0.00 - 0 0 0
13 Sept 3613.00 0 0.00 - 0 0 0
12 Sept 3622.00 0 0.00 - 0 0 0
11 Sept 3536.95 0 0.00 - 0 0 0
10 Sept 3596.15 0 0.00 - 0 0 0
9 Sept 3578.30 0 0.00 - 0 0 0
6 Sept 3574.75 0 0.00 - 0 0 0
5 Sept 3624.15 0 0.00 - 0 0 0
4 Sept 3650.80 0 0.00 - 0 0 0
3 Sept 3690.15 0 0.00 - 0 0 0
2 Sept 3683.10 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3300 expiring on 28NOV2024

Delta for 3300 CE is -

Historical price for 3300 CE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 243.8, which was -26.15 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 396


On 13 Nov LT was trading at 3547.95. The strike last trading price was 269.95, which was -37.55 lower than the previous day. The implied volatity was 27.64, the open interest changed by -5 which decreased total open position to 406


On 12 Nov LT was trading at 3591.35. The strike last trading price was 307.5, which was -51.50 lower than the previous day. The implied volatity was 29.92, the open interest changed by -8 which decreased total open position to 412


On 11 Nov LT was trading at 3628.85. The strike last trading price was 359, which was -7.60 lower than the previous day. The implied volatity was 39.92, the open interest changed by -2 which decreased total open position to 421


On 8 Nov LT was trading at 3660.30. The strike last trading price was 366.6, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 423


On 7 Nov LT was trading at 3646.55. The strike last trading price was 361.2, which was 1.20 higher than the previous day. The implied volatity was 17.26, the open interest changed by 12 which increased total open position to 429


On 6 Nov LT was trading at 3645.45. The strike last trading price was 360, which was 70.00 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 418


On 5 Nov LT was trading at 3574.80. The strike last trading price was 290, which was -8.55 lower than the previous day. The implied volatity was 19.87, the open interest changed by 2 which increased total open position to 428


On 4 Nov LT was trading at 3574.45. The strike last trading price was 298.55, which was -46.45 lower than the previous day. The implied volatity was 16.40, the open interest changed by 15 which increased total open position to 425


On 1 Nov LT was trading at 3626.35. The strike last trading price was 345, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 412


On 31 Oct LT was trading at 3622.30. The strike last trading price was 353.95, which was 159.95 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 194, which was 19.15 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 174.85, which was 11.85 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 163, which was 16.60 higher 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 146.4, which was -70.20 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 216.6, which was -93.45 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 310.05, 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 310.05, 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 310.05, 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 310.05, 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 310.05, 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 310.05, 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 310.05, 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 310.05, which was 55.05 higher 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 255, which was -256.20 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 511.2, 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 9 Oct LT was trading at 3487.10. The strike last trading price was 511.2, 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 8 Oct LT was trading at 3532.40. The strike last trading price was 511.2, 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 511.2, 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 4 Oct LT was trading at 3493.95. The strike last trading price was 511.2, 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 3 Oct LT was trading at 3497.65. The strike last trading price was 511.2, which was 511.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LT was trading at 3793.85. 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 24 Sept LT was trading at 3791.60. 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 23 Sept LT was trading at 3787.70. 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 20 Sept LT was trading at 3793.90. 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 19 Sept LT was trading at 3683.70. 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 18 Sept LT was trading at 3730.45. 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 17 Sept LT was trading at 3695.20. 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 16 Sept LT was trading at 3662.25. 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 13 Sept LT was trading at 3613.00. 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 12 Sept LT was trading at 3622.00. 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 11 Sept LT was trading at 3536.95. 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 10 Sept LT was trading at 3596.15. 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 9 Sept LT was trading at 3578.30. 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 6 Sept LT was trading at 3574.75. 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 5 Sept LT was trading at 3624.15. 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 4 Sept LT was trading at 3650.80. 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 3 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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 28NOV2024 3300 PE
Delta: -0.07
Vega: 0.92
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 5.5 0.30 25.47 1,939 -70 1,655
13 Nov 3547.95 5.2 0.80 25.35 1,466 -106 1,732
12 Nov 3591.35 4.4 0.95 26.11 561 38 1,878
11 Nov 3628.85 3.45 -0.35 26.57 513 -6 1,842
8 Nov 3660.30 3.8 -0.75 26.50 846 -227 1,847
7 Nov 3646.55 4.55 -0.15 26.42 841 -10 2,085
6 Nov 3645.45 4.7 -5.15 26.36 2,048 -171 2,097
5 Nov 3574.80 9.85 -2.15 25.56 2,135 50 2,259
4 Nov 3574.45 12 2.35 27.08 4,388 8 2,226
1 Nov 3626.35 9.65 -0.70 27.14 395 99 2,201
31 Oct 3622.30 10.35 -53.65 - 8,081 -658 2,101
30 Oct 3408.35 64 -3.50 - 5,353 1,829 2,759
29 Oct 3380.90 67.5 -5.85 - 913 85 929
28 Oct 3340.80 73.35 -11.65 - 1,519 171 846
25 Oct 3326.40 85 42.00 - 1,115 77 675
24 Oct 3442.65 43 -0.30 - 474 105 596
23 Oct 3455.40 43.3 12.45 - 607 61 490
22 Oct 3511.90 30.85 12.85 - 130 32 431
21 Oct 3585.60 18 0.25 - 101 5 397
18 Oct 3577.80 17.75 -1.15 - 8 0 393
17 Oct 3570.30 18.9 -5.60 - 106 0 392
16 Oct 3532.60 24.5 -0.50 - 166 117 388
15 Oct 3551.90 25 -1.10 - 34 17 272
14 Oct 3555.05 26.1 -14.90 - 201 54 253
11 Oct 3482.55 41 -6.90 - 69 27 199
10 Oct 3460.35 47.9 4.00 - 91 77 169
9 Oct 3487.10 43.9 4.90 - 67 63 91
8 Oct 3532.40 39 -15.20 - 9 2 27
7 Oct 3468.35 54.2 4.20 - 24 12 25
4 Oct 3493.95 50 4.50 - 11 9 11
3 Oct 3497.65 45.5 -22.90 - 1 0 1
25 Sept 3793.85 68.4 0.00 - 0 0 0
24 Sept 3791.60 68.4 0.00 - 0 0 0
23 Sept 3787.70 68.4 0.00 - 0 0 0
20 Sept 3793.90 68.4 0.00 - 0 0 0
19 Sept 3683.70 68.4 0.00 - 0 0 0
18 Sept 3730.45 68.4 0.00 - 0 0 0
17 Sept 3695.20 68.4 0.00 - 0 0 0
16 Sept 3662.25 68.4 0.00 - 0 0 0
13 Sept 3613.00 68.4 0.00 - 0 0 0
12 Sept 3622.00 68.4 0.00 - 0 0 0
11 Sept 3536.95 68.4 0.00 - 0 0 0
10 Sept 3596.15 68.4 0.00 - 0 0 0
9 Sept 3578.30 68.4 0.00 - 0 0 0
6 Sept 3574.75 68.4 0.00 - 0 0 0
5 Sept 3624.15 68.4 0.00 - 0 0 0
4 Sept 3650.80 68.4 68.40 - 0 0 0
3 Sept 3690.15 0 0.00 - 0 0 0
2 Sept 3683.10 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3300 expiring on 28NOV2024

Delta for 3300 PE is -0.07

Historical price for 3300 PE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 5.5, which was 0.30 higher than the previous day. The implied volatity was 25.47, the open interest changed by -70 which decreased total open position to 1655


On 13 Nov LT was trading at 3547.95. The strike last trading price was 5.2, which was 0.80 higher than the previous day. The implied volatity was 25.35, the open interest changed by -106 which decreased total open position to 1732


On 12 Nov LT was trading at 3591.35. The strike last trading price was 4.4, which was 0.95 higher than the previous day. The implied volatity was 26.11, the open interest changed by 38 which increased total open position to 1878


On 11 Nov LT was trading at 3628.85. The strike last trading price was 3.45, which was -0.35 lower than the previous day. The implied volatity was 26.57, the open interest changed by -6 which decreased total open position to 1842


On 8 Nov LT was trading at 3660.30. The strike last trading price was 3.8, which was -0.75 lower than the previous day. The implied volatity was 26.50, the open interest changed by -227 which decreased total open position to 1847


On 7 Nov LT was trading at 3646.55. The strike last trading price was 4.55, which was -0.15 lower than the previous day. The implied volatity was 26.42, the open interest changed by -10 which decreased total open position to 2085


On 6 Nov LT was trading at 3645.45. The strike last trading price was 4.7, which was -5.15 lower than the previous day. The implied volatity was 26.36, the open interest changed by -171 which decreased total open position to 2097


On 5 Nov LT was trading at 3574.80. The strike last trading price was 9.85, which was -2.15 lower than the previous day. The implied volatity was 25.56, the open interest changed by 50 which increased total open position to 2259


On 4 Nov LT was trading at 3574.45. The strike last trading price was 12, which was 2.35 higher than the previous day. The implied volatity was 27.08, the open interest changed by 8 which increased total open position to 2226


On 1 Nov LT was trading at 3626.35. The strike last trading price was 9.65, which was -0.70 lower than the previous day. The implied volatity was 27.14, the open interest changed by 99 which increased total open position to 2201


On 31 Oct LT was trading at 3622.30. The strike last trading price was 10.35, which was -53.65 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 64, which was -3.50 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 67.5, which was -5.85 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 73.35, which was -11.65 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 85, which was 42.00 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 43, which was -0.30 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 43.3, which was 12.45 higher 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 30.85, which was 12.85 higher 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 18, which was 0.25 higher 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 17.75, which was -1.15 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 18.9, which was -5.60 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 24.5, which was -0.50 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 25, which was -1.10 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 26.1, which was -14.90 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 41, which was -6.90 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 47.9, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LT was trading at 3487.10. The strike last trading price was 43.9, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct LT was trading at 3532.40. The strike last trading price was 39, which was -15.20 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 54.2, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LT was trading at 3493.95. The strike last trading price was 50, which was 4.50 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 45.5, which was -22.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LT was trading at 3793.85. The strike last trading price was 68.4, 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 Sept LT was trading at 3791.60. The strike last trading price was 68.4, 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 Sept LT was trading at 3787.70. The strike last trading price was 68.4, 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 20 Sept LT was trading at 3793.90. The strike last trading price was 68.4, 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 19 Sept LT was trading at 3683.70. The strike last trading price was 68.4, 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 Sept LT was trading at 3730.45. The strike last trading price was 68.4, 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 Sept LT was trading at 3695.20. The strike last trading price was 68.4, 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 Sept LT was trading at 3662.25. The strike last trading price was 68.4, 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 13 Sept LT was trading at 3613.00. The strike last trading price was 68.4, 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 12 Sept LT was trading at 3622.00. The strike last trading price was 68.4, 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 Sept LT was trading at 3536.95. The strike last trading price was 68.4, 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 Sept LT was trading at 3596.15. The strike last trading price was 68.4, 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 9 Sept LT was trading at 3578.30. The strike last trading price was 68.4, 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 6 Sept LT was trading at 3574.75. The strike last trading price was 68.4, 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 5 Sept LT was trading at 3624.15. The strike last trading price was 68.4, 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 4 Sept LT was trading at 3650.80. The strike last trading price was 68.4, which was 68.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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