LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 1.78
Theta: -1.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 20.2 | 3.35 | 30.47 | 540 | 28 | 1,118 | |||
| 7 Apr | 3068.50 | 18.3 | -8.85 | 35.19 | 1,677 | 117 | 1,089 | |||
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| 4 Apr | 3260.15 | 27.25 | -74.7 | 19.37 | 3,480 | 898 | 974 | |||
| 3 Apr | 3420.15 | 103.25 | -20.5 | 17.18 | 10 | 5 | 77 | |||
| 2 Apr | 3419.90 | 123.75 | -11.25 | 21.94 | 11 | 2 | 71 | |||
| 1 Apr | 3436.80 | 135.8 | -26.9 | 22.39 | 60 | 42 | 68 | |||
| 28 Mar | 3492.30 | 162.7 | -51.7 | 15.17 | 30 | 26 | 26 | |||
For Larsen & Toubro Ltd. - strike price 3360 expiring on 24APR2025
Delta for 3360 CE is 0.19
Historical price for 3360 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 20.2, which was 3.35 higher than the previous day. The implied volatity was 30.47, the open interest changed by 28 which increased total open position to 1118
On 7 Apr LT was trading at 3068.50. The strike last trading price was 18.3, which was -8.85 lower than the previous day. The implied volatity was 35.19, the open interest changed by 117 which increased total open position to 1089
On 4 Apr LT was trading at 3260.15. The strike last trading price was 27.25, which was -74.7 lower than the previous day. The implied volatity was 19.37, the open interest changed by 898 which increased total open position to 974
On 3 Apr LT was trading at 3420.15. The strike last trading price was 103.25, which was -20.5 lower than the previous day. The implied volatity was 17.18, the open interest changed by 5 which increased total open position to 77
On 2 Apr LT was trading at 3419.90. The strike last trading price was 123.75, which was -11.25 lower than the previous day. The implied volatity was 21.94, the open interest changed by 2 which increased total open position to 71
On 1 Apr LT was trading at 3436.80. The strike last trading price was 135.8, which was -26.9 lower than the previous day. The implied volatity was 22.39, the open interest changed by 42 which increased total open position to 68
On 28 Mar LT was trading at 3492.30. The strike last trading price was 162.7, which was -51.7 lower than the previous day. The implied volatity was 15.17, the open interest changed by 26 which increased total open position to 26
| LT 24APR2025 3360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 1.15
Theta: 0.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 196.6 | -109.55 | 21.28 | 5 | -1 | 284 |
| 7 Apr | 3068.50 | 306.15 | 183.45 | 51.28 | 19 | -8 | 286 |
| 4 Apr | 3260.15 | 124.2 | 87.45 | 24.61 | 1,541 | 45 | 295 |
| 3 Apr | 3420.15 | 37.25 | -2.05 | 21.49 | 598 | 3 | 252 |
| 2 Apr | 3419.90 | 38.15 | 1.65 | 22.14 | 734 | 92 | 252 |
| 1 Apr | 3436.80 | 36.5 | -17.95 | 22.43 | 373 | 161 | 161 |
| 28 Mar | 3492.30 | 54.45 | 0 | 4.27 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3360 expiring on 24APR2025
Delta for 3360 PE is -0.90
Historical price for 3360 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 196.6, which was -109.55 lower than the previous day. The implied volatity was 21.28, the open interest changed by -1 which decreased total open position to 284
On 7 Apr LT was trading at 3068.50. The strike last trading price was 306.15, which was 183.45 higher than the previous day. The implied volatity was 51.28, the open interest changed by -8 which decreased total open position to 286
On 4 Apr LT was trading at 3260.15. The strike last trading price was 124.2, which was 87.45 higher than the previous day. The implied volatity was 24.61, the open interest changed by 45 which increased total open position to 295
On 3 Apr LT was trading at 3420.15. The strike last trading price was 37.25, which was -2.05 lower than the previous day. The implied volatity was 21.49, the open interest changed by 3 which increased total open position to 252
On 2 Apr LT was trading at 3419.90. The strike last trading price was 38.15, which was 1.65 higher than the previous day. The implied volatity was 22.14, the open interest changed by 92 which increased total open position to 252
On 1 Apr LT was trading at 3436.80. The strike last trading price was 36.5, which was -17.95 lower than the previous day. The implied volatity was 22.43, the open interest changed by 161 which increased total open position to 161
On 28 Mar LT was trading at 3492.30. The strike last trading price was 54.45, which was 0 lower than the previous day. The implied volatity was 4.27, the open interest changed by 0 which decreased total open position to 0
