LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 1.33
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 13.25 | -15.5 | 32.98 | 639 | 66 | 463 | |||
| 8 Apr | 3164.60 | 28.3 | 6 | 29.51 | 797 | 46 | 394 | |||
| 7 Apr | 3068.50 | 24.65 | -16.25 | 35.28 | 1,459 | -34 | 348 | |||
| 4 Apr | 3260.15 | 40.15 | -202.9 | 19.30 | 1,538 | 405 | 405 | |||
| 3 Apr | 3420.15 | 243.05 | 0 | - | 0 | 0 | 0 | |||
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| 2 Apr | 3419.90 | 243.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 3436.80 | 243.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 3492.30 | 243.05 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3320 expiring on 24APR2025
Delta for 3320 CE is 0.13
Historical price for 3320 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 13.25, which was -15.5 lower than the previous day. The implied volatity was 32.98, the open interest changed by 66 which increased total open position to 463
On 8 Apr LT was trading at 3164.60. The strike last trading price was 28.3, which was 6 higher than the previous day. The implied volatity was 29.51, the open interest changed by 46 which increased total open position to 394
On 7 Apr LT was trading at 3068.50. The strike last trading price was 24.65, which was -16.25 lower than the previous day. The implied volatity was 35.28, the open interest changed by -34 which decreased total open position to 348
On 4 Apr LT was trading at 3260.15. The strike last trading price was 40.15, which was -202.9 lower than the previous day. The implied volatity was 19.30, the open interest changed by 405 which increased total open position to 405
On 3 Apr LT was trading at 3420.15. The strike last trading price was 243.05, 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 243.05, 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 243.05, 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 243.05, 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 3320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 163.95 | 0 | 0.00 | 0 | -4 | 0 |
| 8 Apr | 3164.60 | 163.95 | -88.75 | 26.97 | 6 | -4 | 294 |
| 7 Apr | 3068.50 | 248.6 | 151.85 | 38.62 | 178 | -19 | 300 |
| 4 Apr | 3260.15 | 97.75 | 70.8 | 24.28 | 1,217 | 4 | 323 |
| 3 Apr | 3420.15 | 27.9 | -1.25 | 22.42 | 277 | 43 | 318 |
| 2 Apr | 3419.90 | 27.95 | 0.85 | 22.66 | 243 | 115 | 275 |
| 1 Apr | 3436.80 | 28.35 | -14.95 | 23.49 | 224 | 159 | 159 |
| 28 Mar | 3492.30 | 43.3 | 0 | 5.34 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3320 expiring on 24APR2025
Delta for 3320 PE is 0.00
Historical price for 3320 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 163.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 8 Apr LT was trading at 3164.60. The strike last trading price was 163.95, which was -88.75 lower than the previous day. The implied volatity was 26.97, the open interest changed by -4 which decreased total open position to 294
On 7 Apr LT was trading at 3068.50. The strike last trading price was 248.6, which was 151.85 higher than the previous day. The implied volatity was 38.62, the open interest changed by -19 which decreased total open position to 300
On 4 Apr LT was trading at 3260.15. The strike last trading price was 97.75, which was 70.8 higher than the previous day. The implied volatity was 24.28, the open interest changed by 4 which increased total open position to 323
On 3 Apr LT was trading at 3420.15. The strike last trading price was 27.9, which was -1.25 lower than the previous day. The implied volatity was 22.42, the open interest changed by 43 which increased total open position to 318
On 2 Apr LT was trading at 3419.90. The strike last trading price was 27.95, which was 0.85 higher than the previous day. The implied volatity was 22.66, the open interest changed by 115 which increased total open position to 275
On 1 Apr LT was trading at 3436.80. The strike last trading price was 28.35, which was -14.95 lower than the previous day. The implied volatity was 23.49, the open interest changed by 159 which increased total open position to 159
On 28 Mar LT was trading at 3492.30. The strike last trading price was 43.3, which was 0 lower than the previous day. The implied volatity was 5.34, the open interest changed by 0 which decreased total open position to 0
