LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.00
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 8.35 | -9.45 | 33.76 | 350 | -53 | 889 | |||
| 8 Apr | 3164.60 | 17.75 | 2.75 | 29.98 | 796 | 7 | 943 | |||
| 7 Apr | 3068.50 | 15.85 | -6.5 | 35.27 | 1,270 | -37 | 937 | |||
| 4 Apr | 3260.15 | 21.9 | -68.25 | 19.31 | 4,353 | 843 | 971 | |||
| 3 Apr | 3420.15 | 88.95 | -15.2 | 16.92 | 120 | 1 | 128 | |||
| 2 Apr | 3419.90 | 104.55 | -14.3 | 19.92 | 115 | 43 | 127 | |||
| 1 Apr | 3436.80 | 119.45 | -36.5 | 21.42 | 99 | 58 | 84 | |||
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| 28 Mar | 3492.30 | 155.95 | -44.95 | 18.97 | 37 | 26 | 26 | |||
For Larsen & Toubro Ltd. - strike price 3380 expiring on 24APR2025
Delta for 3380 CE is 0.09
Historical price for 3380 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 8.35, which was -9.45 lower than the previous day. The implied volatity was 33.76, the open interest changed by -53 which decreased total open position to 889
On 8 Apr LT was trading at 3164.60. The strike last trading price was 17.75, which was 2.75 higher than the previous day. The implied volatity was 29.98, the open interest changed by 7 which increased total open position to 943
On 7 Apr LT was trading at 3068.50. The strike last trading price was 15.85, which was -6.5 lower than the previous day. The implied volatity was 35.27, the open interest changed by -37 which decreased total open position to 937
On 4 Apr LT was trading at 3260.15. The strike last trading price was 21.9, which was -68.25 lower than the previous day. The implied volatity was 19.31, the open interest changed by 843 which increased total open position to 971
On 3 Apr LT was trading at 3420.15. The strike last trading price was 88.95, which was -15.2 lower than the previous day. The implied volatity was 16.92, the open interest changed by 1 which increased total open position to 128
On 2 Apr LT was trading at 3419.90. The strike last trading price was 104.55, which was -14.3 lower than the previous day. The implied volatity was 19.92, the open interest changed by 43 which increased total open position to 127
On 1 Apr LT was trading at 3436.80. The strike last trading price was 119.45, which was -36.5 lower than the previous day. The implied volatity was 21.42, the open interest changed by 58 which increased total open position to 84
On 28 Mar LT was trading at 3492.30. The strike last trading price was 155.95, which was -44.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by 26 which increased total open position to 26
| LT 24APR2025 3380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 267.9 | 38.25 | - | 1 | 0 | 122 |
| 8 Apr | 3164.60 | 229.2 | -93 | 35.91 | 15 | -4 | 123 |
| 7 Apr | 3068.50 | 322.2 | 185.1 | 51.44 | 18 | -5 | 126 |
| 4 Apr | 3260.15 | 137.4 | 93.65 | 24.36 | 645 | -42 | 131 |
| 3 Apr | 3420.15 | 44.75 | -0.65 | 21.62 | 817 | -24 | 177 |
| 2 Apr | 3419.90 | 44.3 | 1.65 | 21.88 | 1,051 | 73 | 209 |
| 1 Apr | 3436.80 | 42.55 | -18.3 | 22.27 | 348 | 134 | 134 |
| 28 Mar | 3492.30 | 60.85 | 0 | 3.73 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3380 expiring on 24APR2025
Delta for 3380 PE is -
Historical price for 3380 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 267.9, which was 38.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 8 Apr LT was trading at 3164.60. The strike last trading price was 229.2, which was -93 lower than the previous day. The implied volatity was 35.91, the open interest changed by -4 which decreased total open position to 123
On 7 Apr LT was trading at 3068.50. The strike last trading price was 322.2, which was 185.1 higher than the previous day. The implied volatity was 51.44, the open interest changed by -5 which decreased total open position to 126
On 4 Apr LT was trading at 3260.15. The strike last trading price was 137.4, which was 93.65 higher than the previous day. The implied volatity was 24.36, the open interest changed by -42 which decreased total open position to 131
On 3 Apr LT was trading at 3420.15. The strike last trading price was 44.75, which was -0.65 lower than the previous day. The implied volatity was 21.62, the open interest changed by -24 which decreased total open position to 177
On 2 Apr LT was trading at 3419.90. The strike last trading price was 44.3, which was 1.65 higher than the previous day. The implied volatity was 21.88, the open interest changed by 73 which increased total open position to 209
On 1 Apr LT was trading at 3436.80. The strike last trading price was 42.55, which was -18.3 lower than the previous day. The implied volatity was 22.27, the open interest changed by 134 which increased total open position to 134
On 28 Mar LT was trading at 3492.30. The strike last trading price was 60.85, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0
