LT
Larsen & Toubro Ltd.
Historical option data for LT
17 Apr 2025 04:11 PM IST
| LT 24APR2025 3340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 1.15
Theta: -1.82
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 3247.30 | 8.35 | -2.85 | 20.33 | 1,445 | 156 | 1,693 | |||
| 16 Apr | 3227.70 | 11.9 | -9 | 23.62 | 1,230 | -15 | 1,534 | |||
| 15 Apr | 3257.60 | 21.4 | 11.05 | 23.99 | 1,214 | 84 | 1,545 | |||
| 11 Apr | 3115.95 | 10.5 | -0.55 | 29.24 | 905 | 15 | 1,461 | |||
| 9 Apr | 3054.15 | 11.25 | -12.85 | 33.14 | 578 | 25 | 1,447 | |||
| 8 Apr | 3164.60 | 24 | 4.45 | 29.51 | 725 | 3 | 1,423 | |||
| 7 Apr | 3068.50 | 21.05 | -12.25 | 35.10 | 1,981 | 103 | 1,449 | |||
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| 4 Apr | 3260.15 | 33.15 | -85.45 | 19.31 | 3,538 | 1,318 | 1,361 | |||
| 3 Apr | 3420.15 | 116.1 | -17.05 | 16.51 | 39 | 13 | 43 | |||
| 2 Apr | 3419.90 | 135 | -15.1 | 21.03 | 17 | 8 | 31 | |||
| 1 Apr | 3436.80 | 149.4 | -28.35 | 22.23 | 14 | 9 | 16 | |||
| 28 Mar | 3492.30 | 177.75 | -50.65 | 13.76 | 15 | 7 | 7 | |||
For Larsen & Toubro Ltd. - strike price 3340 expiring on 24APR2025
Delta for 3340 CE is 0.17
Historical price for 3340 CE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 8.35, which was -2.85 lower than the previous day. The implied volatity was 20.33, the open interest changed by 156 which increased total open position to 1693
On 16 Apr LT was trading at 3227.70. The strike last trading price was 11.9, which was -9 lower than the previous day. The implied volatity was 23.62, the open interest changed by -15 which decreased total open position to 1534
On 15 Apr LT was trading at 3257.60. The strike last trading price was 21.4, which was 11.05 higher than the previous day. The implied volatity was 23.99, the open interest changed by 84 which increased total open position to 1545
On 11 Apr LT was trading at 3115.95. The strike last trading price was 10.5, which was -0.55 lower than the previous day. The implied volatity was 29.24, the open interest changed by 15 which increased total open position to 1461
On 9 Apr LT was trading at 3054.15. The strike last trading price was 11.25, which was -12.85 lower than the previous day. The implied volatity was 33.14, the open interest changed by 25 which increased total open position to 1447
On 8 Apr LT was trading at 3164.60. The strike last trading price was 24, which was 4.45 higher than the previous day. The implied volatity was 29.51, the open interest changed by 3 which increased total open position to 1423
On 7 Apr LT was trading at 3068.50. The strike last trading price was 21.05, which was -12.25 lower than the previous day. The implied volatity was 35.10, the open interest changed by 103 which increased total open position to 1449
On 4 Apr LT was trading at 3260.15. The strike last trading price was 33.15, which was -85.45 lower than the previous day. The implied volatity was 19.31, the open interest changed by 1318 which increased total open position to 1361
On 3 Apr LT was trading at 3420.15. The strike last trading price was 116.1, which was -17.05 lower than the previous day. The implied volatity was 16.51, the open interest changed by 13 which increased total open position to 43
On 2 Apr LT was trading at 3419.90. The strike last trading price was 135, which was -15.1 lower than the previous day. The implied volatity was 21.03, the open interest changed by 8 which increased total open position to 31
On 1 Apr LT was trading at 3436.80. The strike last trading price was 149.4, which was -28.35 lower than the previous day. The implied volatity was 22.23, the open interest changed by 9 which increased total open position to 16
On 28 Mar LT was trading at 3492.30. The strike last trading price was 177.75, which was -50.65 lower than the previous day. The implied volatity was 13.76, the open interest changed by 7 which increased total open position to 7
| LT 24APR2025 3340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 1.45
Theta: -2.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 3247.30 | 108.45 | -13.1 | 28.97 | 19 | -13 | 135 |
| 16 Apr | 3227.70 | 122 | 17.65 | 29.81 | 57 | -8 | 148 |
| 15 Apr | 3257.60 | 103.55 | -116.8 | 29.22 | 61 | -14 | 160 |
| 11 Apr | 3115.95 | 220.2 | 24.3 | 29.91 | 7 | -2 | 174 |
| 9 Apr | 3054.15 | 197 | 1.1 | 0.00 | 0 | -5 | 0 |
| 8 Apr | 3164.60 | 197 | -71.45 | 35.41 | 8 | -4 | 177 |
| 7 Apr | 3068.50 | 267.5 | 157.8 | 40.05 | 68 | -34 | 181 |
| 4 Apr | 3260.15 | 109.85 | 78.05 | 24.18 | 982 | -62 | 214 |
| 3 Apr | 3420.15 | 32.95 | -0.95 | 22.20 | 353 | 12 | 276 |
| 2 Apr | 3419.90 | 32.45 | 0.8 | 22.30 | 314 | 88 | 264 |
| 1 Apr | 3436.80 | 31.25 | -17.3 | 22.63 | 367 | 175 | 175 |
| 28 Mar | 3492.30 | 48.55 | 0 | 4.81 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3340 expiring on 24APR2025
Delta for 3340 PE is -0.74
Historical price for 3340 PE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 108.45, which was -13.1 lower than the previous day. The implied volatity was 28.97, the open interest changed by -13 which decreased total open position to 135
On 16 Apr LT was trading at 3227.70. The strike last trading price was 122, which was 17.65 higher than the previous day. The implied volatity was 29.81, the open interest changed by -8 which decreased total open position to 148
On 15 Apr LT was trading at 3257.60. The strike last trading price was 103.55, which was -116.8 lower than the previous day. The implied volatity was 29.22, the open interest changed by -14 which decreased total open position to 160
On 11 Apr LT was trading at 3115.95. The strike last trading price was 220.2, which was 24.3 higher than the previous day. The implied volatity was 29.91, the open interest changed by -2 which decreased total open position to 174
On 9 Apr LT was trading at 3054.15. The strike last trading price was 197, which was 1.1 higher than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 8 Apr LT was trading at 3164.60. The strike last trading price was 197, which was -71.45 lower than the previous day. The implied volatity was 35.41, the open interest changed by -4 which decreased total open position to 177
On 7 Apr LT was trading at 3068.50. The strike last trading price was 267.5, which was 157.8 higher than the previous day. The implied volatity was 40.05, the open interest changed by -34 which decreased total open position to 181
On 4 Apr LT was trading at 3260.15. The strike last trading price was 109.85, which was 78.05 higher than the previous day. The implied volatity was 24.18, the open interest changed by -62 which decreased total open position to 214
On 3 Apr LT was trading at 3420.15. The strike last trading price was 32.95, which was -0.95 lower than the previous day. The implied volatity was 22.20, the open interest changed by 12 which increased total open position to 276
On 2 Apr LT was trading at 3419.90. The strike last trading price was 32.45, which was 0.8 higher than the previous day. The implied volatity was 22.30, the open interest changed by 88 which increased total open position to 264
On 1 Apr LT was trading at 3436.80. The strike last trading price was 31.25, which was -17.3 lower than the previous day. The implied volatity was 22.63, the open interest changed by 175 which increased total open position to 175
On 28 Mar LT was trading at 3492.30. The strike last trading price was 48.55, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0
