LT
Larsen & Toubro Ltd.
Historical option data for LT
14 Nov 2024 04:11 PM IST
| LT 28NOV2024 3350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3526.25 | 194.65 | -20.50 | - | 42 | 0 | 147 | |||
| 13 Nov | 3547.95 | 215.15 | -29.10 | 18.19 | 2 | 0 | 147 | |||
| 12 Nov | 3591.35 | 244.25 | -47.40 | - | 15 | -4 | 148 | |||
| 11 Nov | 3628.85 | 291.65 | -21.30 | 18.97 | 5 | 2 | 151 | |||
| 8 Nov | 3660.30 | 312.95 | 3.45 | - | 3 | -1 | 149 | |||
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| 7 Nov | 3646.55 | 309.5 | -1.60 | - | 1 | 0 | 150 | |||
| 6 Nov | 3645.45 | 311.1 | 61.30 | - | 21 | -6 | 151 | |||
| 5 Nov | 3574.80 | 249.8 | -4.25 | 23.81 | 82 | -16 | 157 | |||
| 4 Nov | 3574.45 | 254.05 | -52.35 | 19.78 | 133 | -43 | 173 | |||
| 1 Nov | 3626.35 | 306.4 | 3.40 | 21.05 | 1 | 0 | 216 | |||
| 31 Oct | 3622.30 | 303 | 141.45 | - | 402 | -135 | 216 | |||
| 30 Oct | 3408.35 | 161.55 | 18.55 | - | 1,125 | 89 | 350 | |||
| 29 Oct | 3380.90 | 143 | 11.00 | - | 1,240 | 68 | 256 | |||
| 28 Oct | 3340.80 | 132 | 16.00 | - | 1,191 | 96 | 188 | |||
| 25 Oct | 3326.40 | 116 | -378.30 | - | 159 | 92 | 92 | |||
| 24 Oct | 3442.65 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3455.40 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3511.90 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3585.60 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3577.80 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3570.30 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3532.60 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3551.90 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3555.05 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3482.55 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3460.35 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3487.10 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3532.40 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3468.35 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3493.95 | 494.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 494.3 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3350 expiring on 28NOV2024
Delta for 3350 CE is -
Historical price for 3350 CE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 194.65, which was -20.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 147
On 13 Nov LT was trading at 3547.95. The strike last trading price was 215.15, which was -29.10 lower than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 147
On 12 Nov LT was trading at 3591.35. The strike last trading price was 244.25, which was -47.40 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 148
On 11 Nov LT was trading at 3628.85. The strike last trading price was 291.65, which was -21.30 lower than the previous day. The implied volatity was 18.97, the open interest changed by 2 which increased total open position to 151
On 8 Nov LT was trading at 3660.30. The strike last trading price was 312.95, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 149
On 7 Nov LT was trading at 3646.55. The strike last trading price was 309.5, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 6 Nov LT was trading at 3645.45. The strike last trading price was 311.1, which was 61.30 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 151
On 5 Nov LT was trading at 3574.80. The strike last trading price was 249.8, which was -4.25 lower than the previous day. The implied volatity was 23.81, the open interest changed by -16 which decreased total open position to 157
On 4 Nov LT was trading at 3574.45. The strike last trading price was 254.05, which was -52.35 lower than the previous day. The implied volatity was 19.78, the open interest changed by -43 which decreased total open position to 173
On 1 Nov LT was trading at 3626.35. The strike last trading price was 306.4, which was 3.40 higher than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 216
On 31 Oct LT was trading at 3622.30. The strike last trading price was 303, which was 141.45 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 161.55, which was 18.55 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 143, which was 11.00 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 132, which was 16.00 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 116, which was -378.30 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 494.3, 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 Oct LT was trading at 3455.40. The strike last trading price was 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, 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 Oct LT was trading at 3482.55. The strike last trading price was 494.3, 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 Oct LT was trading at 3460.35. The strike last trading price was 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, 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 494.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 1.21
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3526.25 | 7.75 | 0.40 | 23.32 | 1,508 | -65 | 664 |
| 13 Nov | 3547.95 | 7.35 | 1.40 | 23.37 | 2,148 | 239 | 723 |
| 12 Nov | 3591.35 | 5.95 | 1.65 | 24.08 | 1,336 | -32 | 486 |
| 11 Nov | 3628.85 | 4.3 | -0.10 | 24.29 | 683 | 3 | 522 |
| 8 Nov | 3660.30 | 4.4 | -1.45 | 24.12 | 615 | 5 | 523 |
| 7 Nov | 3646.55 | 5.85 | -0.30 | 24.62 | 802 | 19 | 520 |
| 6 Nov | 3645.45 | 6.15 | -6.75 | 24.72 | 1,678 | -30 | 512 |
| 5 Nov | 3574.80 | 12.9 | -2.85 | 23.89 | 1,418 | -9 | 544 |
| 4 Nov | 3574.45 | 15.75 | 2.85 | 25.62 | 2,251 | 8 | 555 |
| 1 Nov | 3626.35 | 12.9 | -0.80 | 26.01 | 64 | -23 | 550 |
| 31 Oct | 3622.30 | 13.7 | -65.30 | - | 2,564 | 157 | 570 |
| 30 Oct | 3408.35 | 79 | -7.00 | - | 1,410 | 165 | 412 |
| 29 Oct | 3380.90 | 86 | -6.90 | - | 643 | 74 | 246 |
| 28 Oct | 3340.80 | 92.9 | -15.10 | - | 574 | 31 | 172 |
| 25 Oct | 3326.40 | 108 | 51.10 | - | 288 | 5 | 141 |
| 24 Oct | 3442.65 | 56.9 | 9.20 | - | 168 | 78 | 136 |
| 23 Oct | 3455.40 | 47.7 | 24.70 | - | 45 | 43 | 58 |
| 22 Oct | 3511.90 | 23 | 0.00 | - | 0 | 10 | 0 |
| 21 Oct | 3585.60 | 23 | -11.00 | - | 13 | 9 | 14 |
| 18 Oct | 3577.80 | 34 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 3570.30 | 34 | -3.10 | - | 2 | 0 | 4 |
| 16 Oct | 3532.60 | 37.1 | 0.00 | - | 0 | 4 | 0 |
| 15 Oct | 3551.90 | 37.1 | -3.10 | - | 6 | 4 | 4 |
| 14 Oct | 3555.05 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3482.55 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3460.35 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3487.10 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3532.40 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3468.35 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3493.95 | 40.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 40.2 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3350 expiring on 28NOV2024
Delta for 3350 PE is -0.10
Historical price for 3350 PE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 7.75, which was 0.40 higher than the previous day. The implied volatity was 23.32, the open interest changed by -65 which decreased total open position to 664
On 13 Nov LT was trading at 3547.95. The strike last trading price was 7.35, which was 1.40 higher than the previous day. The implied volatity was 23.37, the open interest changed by 239 which increased total open position to 723
On 12 Nov LT was trading at 3591.35. The strike last trading price was 5.95, which was 1.65 higher than the previous day. The implied volatity was 24.08, the open interest changed by -32 which decreased total open position to 486
On 11 Nov LT was trading at 3628.85. The strike last trading price was 4.3, which was -0.10 lower than the previous day. The implied volatity was 24.29, the open interest changed by 3 which increased total open position to 522
On 8 Nov LT was trading at 3660.30. The strike last trading price was 4.4, which was -1.45 lower than the previous day. The implied volatity was 24.12, the open interest changed by 5 which increased total open position to 523
On 7 Nov LT was trading at 3646.55. The strike last trading price was 5.85, which was -0.30 lower than the previous day. The implied volatity was 24.62, the open interest changed by 19 which increased total open position to 520
On 6 Nov LT was trading at 3645.45. The strike last trading price was 6.15, which was -6.75 lower than the previous day. The implied volatity was 24.72, the open interest changed by -30 which decreased total open position to 512
On 5 Nov LT was trading at 3574.80. The strike last trading price was 12.9, which was -2.85 lower than the previous day. The implied volatity was 23.89, the open interest changed by -9 which decreased total open position to 544
On 4 Nov LT was trading at 3574.45. The strike last trading price was 15.75, which was 2.85 higher than the previous day. The implied volatity was 25.62, the open interest changed by 8 which increased total open position to 555
On 1 Nov LT was trading at 3626.35. The strike last trading price was 12.9, which was -0.80 lower than the previous day. The implied volatity was 26.01, the open interest changed by -23 which decreased total open position to 550
On 31 Oct LT was trading at 3622.30. The strike last trading price was 13.7, which was -65.30 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 79, which was -7.00 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 86, 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 28 Oct LT was trading at 3340.80. The strike last trading price was 92.9, which was -15.10 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 108, which was 51.10 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 56.9, which was 9.20 higher 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 47.7, which was 24.70 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 23, 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 23, which was -11.00 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 34, 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 34, which was -3.10 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 37.1, 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 37.1, which was -3.10 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 40.2, 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 11 Oct LT was trading at 3482.55. The strike last trading price was 40.2, 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 10 Oct LT was trading at 3460.35. The strike last trading price was 40.2, 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 40.2, 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 40.2, 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 40.2, 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 40.2, 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 40.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
