LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 1.85
Theta: -1.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 21.7 | 2.95 | 30.34 | 1,988 | -119 | 4,873 | |||
| 7 Apr | 3068.50 | 19.65 | -10.3 | 35.15 | 4,897 | 110 | 4,980 | |||
| 4 Apr | 3260.15 | 29.75 | -81.65 | 19.21 | 11,179 | 4,634 | 4,877 | |||
| 3 Apr | 3420.15 | 109.9 | -15.3 | 16.99 | 144 | 39 | 243 | |||
| 2 Apr | 3419.90 | 124.65 | -15.45 | 19.86 | 30 | -2 | 204 | |||
| 1 Apr | 3436.80 | 143 | -31.7 | 22.48 | 107 | -12 | 207 | |||
| 28 Mar | 3492.30 | 175.55 | -24.05 | 17.25 | 32 | 9 | 219 | |||
| 27 Mar | 3501.60 | 209.1 | 56.15 | 22.87 | 212 | 39 | 210 | |||
| 26 Mar | 3444.80 | 156 | -11.7 | 19.90 | 137 | 28 | 171 | |||
| 25 Mar | 3469.60 | 167.95 | -12.85 | 22.69 | 86 | -15 | 142 | |||
| 24 Mar | 3481.85 | 181.2 | 45.85 | 18.77 | 600 | -202 | 157 | |||
| 21 Mar | 3415.95 | 138 | 44.25 | 19.77 | 1,953 | 54 | 360 | |||
| 20 Mar | 3351.05 | 97 | 12.55 | 19.07 | 458 | 114 | 305 | |||
| 19 Mar | 3319.55 | 84.95 | 20.1 | 20.70 | 267 | 149 | 189 | |||
| 18 Mar | 3270.70 | 63.55 | 25.75 | 20.14 | 81 | 16 | 35 | |||
| 17 Mar | 3173.45 | 38 | -9 | 21.88 | 12 | 2 | 15 | |||
| 13 Mar | 3187.30 | 47 | 8.8 | 21.87 | 10 | 6 | 12 | |||
| 12 Mar | 3193.65 | 38.2 | -5.8 | 19.06 | 1 | 0 | 5 | |||
| 11 Mar | 3195.45 | 44 | -4.7 | 19.34 | 2 | 1 | 4 | |||
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| 10 Mar | 3177.70 | 48.7 | -65.75 | 22.39 | 7 | 4 | 4 | |||
| 7 Mar | 3244.70 | 114.45 | 0 | 1.35 | 0 | 0 | 0 | |||
| 6 Mar | 3259.90 | 114.45 | 0 | 1.13 | 0 | 0 | 0 | |||
| 5 Mar | 3239.65 | 114.45 | 0 | 1.38 | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 114.45 | 0 | 2.04 | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 114.45 | 0 | 2.22 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 114.45 | 0 | 2.75 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3350 expiring on 24APR2025
Delta for 3350 CE is 0.20
Historical price for 3350 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 21.7, which was 2.95 higher than the previous day. The implied volatity was 30.34, the open interest changed by -119 which decreased total open position to 4873
On 7 Apr LT was trading at 3068.50. The strike last trading price was 19.65, which was -10.3 lower than the previous day. The implied volatity was 35.15, the open interest changed by 110 which increased total open position to 4980
On 4 Apr LT was trading at 3260.15. The strike last trading price was 29.75, which was -81.65 lower than the previous day. The implied volatity was 19.21, the open interest changed by 4634 which increased total open position to 4877
On 3 Apr LT was trading at 3420.15. The strike last trading price was 109.9, which was -15.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by 39 which increased total open position to 243
On 2 Apr LT was trading at 3419.90. The strike last trading price was 124.65, which was -15.45 lower than the previous day. The implied volatity was 19.86, the open interest changed by -2 which decreased total open position to 204
On 1 Apr LT was trading at 3436.80. The strike last trading price was 143, which was -31.7 lower than the previous day. The implied volatity was 22.48, the open interest changed by -12 which decreased total open position to 207
On 28 Mar LT was trading at 3492.30. The strike last trading price was 175.55, which was -24.05 lower than the previous day. The implied volatity was 17.25, the open interest changed by 9 which increased total open position to 219
On 27 Mar LT was trading at 3501.60. The strike last trading price was 209.1, which was 56.15 higher than the previous day. The implied volatity was 22.87, the open interest changed by 39 which increased total open position to 210
On 26 Mar LT was trading at 3444.80. The strike last trading price was 156, which was -11.7 lower than the previous day. The implied volatity was 19.90, the open interest changed by 28 which increased total open position to 171
On 25 Mar LT was trading at 3469.60. The strike last trading price was 167.95, which was -12.85 lower than the previous day. The implied volatity was 22.69, the open interest changed by -15 which decreased total open position to 142
On 24 Mar LT was trading at 3481.85. The strike last trading price was 181.2, which was 45.85 higher than the previous day. The implied volatity was 18.77, the open interest changed by -202 which decreased total open position to 157
On 21 Mar LT was trading at 3415.95. The strike last trading price was 138, which was 44.25 higher than the previous day. The implied volatity was 19.77, the open interest changed by 54 which increased total open position to 360
On 20 Mar LT was trading at 3351.05. The strike last trading price was 97, which was 12.55 higher than the previous day. The implied volatity was 19.07, the open interest changed by 114 which increased total open position to 305
On 19 Mar LT was trading at 3319.55. The strike last trading price was 84.95, which was 20.1 higher than the previous day. The implied volatity was 20.70, the open interest changed by 149 which increased total open position to 189
On 18 Mar LT was trading at 3270.70. The strike last trading price was 63.55, which was 25.75 higher than the previous day. The implied volatity was 20.14, the open interest changed by 16 which increased total open position to 35
On 17 Mar LT was trading at 3173.45. The strike last trading price was 38, which was -9 lower than the previous day. The implied volatity was 21.88, the open interest changed by 2 which increased total open position to 15
On 13 Mar LT was trading at 3187.30. The strike last trading price was 47, which was 8.8 higher than the previous day. The implied volatity was 21.87, the open interest changed by 6 which increased total open position to 12
On 12 Mar LT was trading at 3193.65. The strike last trading price was 38.2, which was -5.8 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 5
On 11 Mar LT was trading at 3195.45. The strike last trading price was 44, which was -4.7 lower than the previous day. The implied volatity was 19.34, the open interest changed by 1 which increased total open position to 4
On 10 Mar LT was trading at 3177.70. The strike last trading price was 48.7, which was -65.75 lower than the previous day. The implied volatity was 22.39, the open interest changed by 4 which increased total open position to 4
On 7 Mar LT was trading at 3244.70. The strike last trading price was 114.45, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3259.90. The strike last trading price was 114.45, which was 0 lower than the previous day. The implied volatity was 1.13, 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 114.45, which was 0 lower than the previous day. The implied volatity was 1.38, 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 114.45, which was 0 lower than the previous day. The implied volatity was 2.04, 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 114.45, which was 0 lower than the previous day. The implied volatity was 2.22, 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 114.45, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 1.91
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 205.15 | -85.45 | 31.81 | 67 | -52 | 370 |
| 7 Apr | 3068.50 | 275.55 | 159.35 | 39.98 | 355 | -177 | 423 |
| 4 Apr | 3260.15 | 117.3 | 82.95 | 24.52 | 2,260 | -100 | 600 |
| 3 Apr | 3420.15 | 34.9 | -1.6 | 21.80 | 755 | -29 | 697 |
| 2 Apr | 3419.90 | 35.1 | 0.95 | 22.18 | 572 | 38 | 729 |
| 1 Apr | 3436.80 | 34.55 | 7.6 | 22.79 | 953 | 6 | 693 |
| 28 Mar | 3492.30 | 27.8 | 2.15 | 23.19 | 1,430 | 191 | 687 |
| 27 Mar | 3501.60 | 23.9 | -16.2 | 23.04 | 1,863 | 188 | 497 |
| 26 Mar | 3444.80 | 40 | 4.2 | 23.56 | 721 | 78 | 310 |
| 25 Mar | 3469.60 | 36.95 | 3.8 | 22.46 | 369 | 44 | 234 |
| 24 Mar | 3481.85 | 32.85 | -13.2 | 23.23 | 532 | 34 | 190 |
| 21 Mar | 3415.95 | 46.15 | -29.15 | 20.93 | 310 | 113 | 156 |
| 20 Mar | 3351.05 | 73.55 | -36.45 | 21.78 | 77 | 46 | 46 |
| 19 Mar | 3319.55 | 110 | -49.9 | 26.39 | 1 | 0 | 1 |
| 18 Mar | 3270.70 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Mar | 3173.45 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 159.9 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 159.9 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Mar | 3239.65 | 159.9 | -58.4 | 26.00 | 1 | 0 | 0 |
| 4 Mar | 3213.00 | 218.3 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 218.3 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 218.3 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3350 expiring on 24APR2025
Delta for 3350 PE is -0.79
Historical price for 3350 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 205.15, which was -85.45 lower than the previous day. The implied volatity was 31.81, the open interest changed by -52 which decreased total open position to 370
On 7 Apr LT was trading at 3068.50. The strike last trading price was 275.55, which was 159.35 higher than the previous day. The implied volatity was 39.98, the open interest changed by -177 which decreased total open position to 423
On 4 Apr LT was trading at 3260.15. The strike last trading price was 117.3, which was 82.95 higher than the previous day. The implied volatity was 24.52, the open interest changed by -100 which decreased total open position to 600
On 3 Apr LT was trading at 3420.15. The strike last trading price was 34.9, which was -1.6 lower than the previous day. The implied volatity was 21.80, the open interest changed by -29 which decreased total open position to 697
On 2 Apr LT was trading at 3419.90. The strike last trading price was 35.1, which was 0.95 higher than the previous day. The implied volatity was 22.18, the open interest changed by 38 which increased total open position to 729
On 1 Apr LT was trading at 3436.80. The strike last trading price was 34.55, which was 7.6 higher than the previous day. The implied volatity was 22.79, the open interest changed by 6 which increased total open position to 693
On 28 Mar LT was trading at 3492.30. The strike last trading price was 27.8, which was 2.15 higher than the previous day. The implied volatity was 23.19, the open interest changed by 191 which increased total open position to 687
On 27 Mar LT was trading at 3501.60. The strike last trading price was 23.9, which was -16.2 lower than the previous day. The implied volatity was 23.04, the open interest changed by 188 which increased total open position to 497
On 26 Mar LT was trading at 3444.80. The strike last trading price was 40, which was 4.2 higher than the previous day. The implied volatity was 23.56, the open interest changed by 78 which increased total open position to 310
On 25 Mar LT was trading at 3469.60. The strike last trading price was 36.95, which was 3.8 higher than the previous day. The implied volatity was 22.46, the open interest changed by 44 which increased total open position to 234
On 24 Mar LT was trading at 3481.85. The strike last trading price was 32.85, which was -13.2 lower than the previous day. The implied volatity was 23.23, the open interest changed by 34 which increased total open position to 190
On 21 Mar LT was trading at 3415.95. The strike last trading price was 46.15, which was -29.15 lower than the previous day. The implied volatity was 20.93, the open interest changed by 113 which increased total open position to 156
On 20 Mar LT was trading at 3351.05. The strike last trading price was 73.55, which was -36.45 lower than the previous day. The implied volatity was 21.78, the open interest changed by 46 which increased total open position to 46
On 19 Mar LT was trading at 3319.55. The strike last trading price was 110, which was -49.9 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 1
On 18 Mar LT was trading at 3270.70. The strike last trading price was 159.9, 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 17 Mar LT was trading at 3173.45. The strike last trading price was 159.9, 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 13 Mar LT was trading at 3187.30. The strike last trading price was 159.9, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 159.9, 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 11 Mar LT was trading at 3195.45. The strike last trading price was 159.9, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 159.9, 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 7 Mar LT was trading at 3244.70. The strike last trading price was 159.9, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 159.9, which was 0 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 5 Mar LT was trading at 3239.65. The strike last trading price was 159.9, which was -58.4 lower than the previous day. The implied volatity was 26.00, 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 218.3, 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 Mar LT was trading at 3197.30. The strike last trading price was 218.3, 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 Feb LT was trading at 3163.85. The strike last trading price was 218.3, 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
