LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 1.53
Theta: -1.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 15.15 | 1.8 | 30.83 | 5,900 | -289 | 2,910 | |||
| 7 Apr | 3068.50 | 14.35 | -4.05 | 35.84 | 6,558 | -318 | 3,239 | |||
| 4 Apr | 3260.15 | 18.05 | -58.95 | 19.54 | 12,770 | 1,750 | 3,568 | |||
| 3 Apr | 3420.15 | 76.5 | -15 | 16.94 | 2,266 | -123 | 1,821 | |||
| 2 Apr | 3419.90 | 94 | -12.8 | 20.49 | 1,160 | -34 | 1,946 | |||
| 1 Apr | 3436.80 | 106.9 | -33.6 | 21.46 | 881 | -52 | 1,981 | |||
| 28 Mar | 3492.30 | 138.15 | -22.25 | 17.99 | 614 | 1 | 2,033 | |||
| 27 Mar | 3501.60 | 168 | 45.2 | 21.78 | 1,672 | -80 | 2,031 | |||
| 26 Mar | 3444.80 | 123.1 | -11.15 | 19.69 | 1,591 | 261 | 2,088 | |||
| 25 Mar | 3469.60 | 132 | -14.15 | 21.96 | 812 | 11 | 1,824 | |||
| 24 Mar | 3481.85 | 146 | 41.3 | 19.49 | 1,160 | 7 | 1,813 | |||
| 21 Mar | 3415.95 | 106.05 | 36.5 | 19.53 | 2,106 | 139 | 1,806 | |||
| 20 Mar | 3351.05 | 70.2 | 7.8 | 18.67 | 2,458 | 1,315 | 1,670 | |||
| 19 Mar | 3319.55 | 61.5 | 13.45 | 19.96 | 630 | 51 | 354 | |||
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| 18 Mar | 3270.70 | 47.8 | 20.1 | 20.67 | 444 | -18 | 300 | |||
| 17 Mar | 3173.45 | 27.25 | -3.8 | 22.04 | 307 | 70 | 310 | |||
| 13 Mar | 3187.30 | 31.75 | -0.85 | 21.15 | 147 | 60 | 240 | |||
| 12 Mar | 3193.65 | 32.7 | -3.5 | 21.05 | 72 | 19 | 178 | |||
| 11 Mar | 3195.45 | 37.85 | 3.3 | 21.19 | 136 | 58 | 157 | |||
| 10 Mar | 3177.70 | 34.8 | -21 | 21.91 | 143 | 11 | 99 | |||
| 7 Mar | 3244.70 | 55 | -4.75 | 21.04 | 23 | 11 | 88 | |||
| 6 Mar | 3259.90 | 59.75 | 6.4 | 20.86 | 29 | 6 | 76 | |||
| 5 Mar | 3239.65 | 52.05 | 7.05 | 20.04 | 34 | 16 | 70 | |||
| 4 Mar | 3213.00 | 45 | 0.45 | 20.52 | 41 | 33 | 53 | |||
| 3 Mar | 3197.30 | 44.15 | -5.75 | 20.96 | 30 | 16 | 18 | |||
| 28 Feb | 3163.85 | 49.9 | -188.35 | 23.50 | 2 | 1 | 1 | |||
| 27 Feb | 3209.50 | 238.25 | 0 | 2.83 | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 238.25 | 0 | 2.29 | 0 | 0 | 0 | |||
| 14 Feb | 3237.65 | 238.25 | 0 | 1.89 | 0 | 0 | 0 | |||
| 11 Feb | 3239.65 | 238.25 | 0 | 1.63 | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 238.25 | 0 | 0.18 | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 238.25 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 3439.15 | 238.25 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 0 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3400 expiring on 24APR2025
Delta for 3400 CE is 0.15
Historical price for 3400 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 15.15, which was 1.8 higher than the previous day. The implied volatity was 30.83, the open interest changed by -289 which decreased total open position to 2910
On 7 Apr LT was trading at 3068.50. The strike last trading price was 14.35, which was -4.05 lower than the previous day. The implied volatity was 35.84, the open interest changed by -318 which decreased total open position to 3239
On 4 Apr LT was trading at 3260.15. The strike last trading price was 18.05, which was -58.95 lower than the previous day. The implied volatity was 19.54, the open interest changed by 1750 which increased total open position to 3568
On 3 Apr LT was trading at 3420.15. The strike last trading price was 76.5, which was -15 lower than the previous day. The implied volatity was 16.94, the open interest changed by -123 which decreased total open position to 1821
On 2 Apr LT was trading at 3419.90. The strike last trading price was 94, which was -12.8 lower than the previous day. The implied volatity was 20.49, the open interest changed by -34 which decreased total open position to 1946
On 1 Apr LT was trading at 3436.80. The strike last trading price was 106.9, which was -33.6 lower than the previous day. The implied volatity was 21.46, the open interest changed by -52 which decreased total open position to 1981
On 28 Mar LT was trading at 3492.30. The strike last trading price was 138.15, which was -22.25 lower than the previous day. The implied volatity was 17.99, the open interest changed by 1 which increased total open position to 2033
On 27 Mar LT was trading at 3501.60. The strike last trading price was 168, which was 45.2 higher than the previous day. The implied volatity was 21.78, the open interest changed by -80 which decreased total open position to 2031
On 26 Mar LT was trading at 3444.80. The strike last trading price was 123.1, which was -11.15 lower than the previous day. The implied volatity was 19.69, the open interest changed by 261 which increased total open position to 2088
On 25 Mar LT was trading at 3469.60. The strike last trading price was 132, which was -14.15 lower than the previous day. The implied volatity was 21.96, the open interest changed by 11 which increased total open position to 1824
On 24 Mar LT was trading at 3481.85. The strike last trading price was 146, which was 41.3 higher than the previous day. The implied volatity was 19.49, the open interest changed by 7 which increased total open position to 1813
On 21 Mar LT was trading at 3415.95. The strike last trading price was 106.05, which was 36.5 higher than the previous day. The implied volatity was 19.53, the open interest changed by 139 which increased total open position to 1806
On 20 Mar LT was trading at 3351.05. The strike last trading price was 70.2, which was 7.8 higher than the previous day. The implied volatity was 18.67, the open interest changed by 1315 which increased total open position to 1670
On 19 Mar LT was trading at 3319.55. The strike last trading price was 61.5, which was 13.45 higher than the previous day. The implied volatity was 19.96, the open interest changed by 51 which increased total open position to 354
On 18 Mar LT was trading at 3270.70. The strike last trading price was 47.8, which was 20.1 higher than the previous day. The implied volatity was 20.67, the open interest changed by -18 which decreased total open position to 300
On 17 Mar LT was trading at 3173.45. The strike last trading price was 27.25, which was -3.8 lower than the previous day. The implied volatity was 22.04, the open interest changed by 70 which increased total open position to 310
On 13 Mar LT was trading at 3187.30. The strike last trading price was 31.75, which was -0.85 lower than the previous day. The implied volatity was 21.15, the open interest changed by 60 which increased total open position to 240
On 12 Mar LT was trading at 3193.65. The strike last trading price was 32.7, which was -3.5 lower than the previous day. The implied volatity was 21.05, the open interest changed by 19 which increased total open position to 178
On 11 Mar LT was trading at 3195.45. The strike last trading price was 37.85, which was 3.3 higher than the previous day. The implied volatity was 21.19, the open interest changed by 58 which increased total open position to 157
On 10 Mar LT was trading at 3177.70. The strike last trading price was 34.8, which was -21 lower than the previous day. The implied volatity was 21.91, the open interest changed by 11 which increased total open position to 99
On 7 Mar LT was trading at 3244.70. The strike last trading price was 55, which was -4.75 lower than the previous day. The implied volatity was 21.04, the open interest changed by 11 which increased total open position to 88
On 6 Mar LT was trading at 3259.90. The strike last trading price was 59.75, which was 6.4 higher than the previous day. The implied volatity was 20.86, the open interest changed by 6 which increased total open position to 76
On 5 Mar LT was trading at 3239.65. The strike last trading price was 52.05, which was 7.05 higher than the previous day. The implied volatity was 20.04, the open interest changed by 16 which increased total open position to 70
On 4 Mar LT was trading at 3213.00. The strike last trading price was 45, which was 0.45 higher than the previous day. The implied volatity was 20.52, the open interest changed by 33 which increased total open position to 53
On 3 Mar LT was trading at 3197.30. The strike last trading price was 44.15, which was -5.75 lower than the previous day. The implied volatity was 20.96, the open interest changed by 16 which increased total open position to 18
On 28 Feb LT was trading at 3163.85. The strike last trading price was 49.9, which was -188.35 lower than the previous day. The implied volatity was 23.50, the open interest changed by 1 which increased total open position to 1
On 27 Feb LT was trading at 3209.50. The strike last trading price was 238.25, which was 0 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 238.25, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
On 14 Feb LT was trading at 3237.65. The strike last trading price was 238.25, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LT was trading at 3239.65. The strike last trading price was 238.25, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 238.25, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 238.25, 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 4 Feb LT was trading at 3439.15. The strike last trading price was 238.25, 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 1 Feb LT was trading at 3447.50. The strike last trading price was 0, 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
| LT 24APR2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.98
Theta: 0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 235.45 | -99.55 | 23.41 | 113 | -20 | 1,972 |
| 7 Apr | 3068.50 | 319.9 | 165.95 | 41.37 | 323 | -120 | 1,993 |
| 4 Apr | 3260.15 | 154 | 103.7 | 25.16 | 2,197 | 174 | 2,113 |
| 3 Apr | 3420.15 | 50.15 | -1.85 | 20.80 | 3,042 | -21 | 1,936 |
| 2 Apr | 3419.90 | 50 | 1.35 | 21.25 | 2,781 | 39 | 1,952 |
| 1 Apr | 3436.80 | 48.7 | 9.5 | 21.91 | 2,021 | 66 | 1,914 |
| 28 Mar | 3492.30 | 39.75 | 3.55 | 22.71 | 2,538 | 23 | 1,848 |
| 27 Mar | 3501.60 | 34 | -22.85 | 22.44 | 4,759 | 1,008 | 1,836 |
| 26 Mar | 3444.80 | 56.6 | 6.95 | 23.53 | 1,900 | -26 | 825 |
| 25 Mar | 3469.60 | 51.25 | 5.4 | 21.94 | 1,423 | 32 | 851 |
| 24 Mar | 3481.85 | 45 | -18.9 | 22.61 | 1,855 | 98 | 816 |
| 21 Mar | 3415.95 | 63 | -36.75 | 20.40 | 981 | 229 | 718 |
| 20 Mar | 3351.05 | 99.95 | -18.9 | 22.22 | 151 | 12 | 491 |
| 19 Mar | 3319.55 | 119.45 | -30.55 | 22.17 | 295 | 221 | 478 |
| 18 Mar | 3270.70 | 150 | -71.25 | 22.60 | 285 | 236 | 256 |
| 17 Mar | 3173.45 | 229.5 | 39.5 | 26.13 | 18 | 17 | 20 |
| 13 Mar | 3187.30 | 190 | -35 | 17.04 | 1 | 0 | 2 |
| 12 Mar | 3193.65 | 225 | 64.25 | 27.09 | 2 | 0 | 0 |
| 11 Mar | 3195.45 | 160.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 160.75 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 160.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 160.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 160.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 160.75 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 160.75 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 160.75 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 3209.50 | 160.75 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 160.75 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 3237.65 | 160.75 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 3239.65 | 160.75 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 160.75 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 160.75 | 0 | 1.10 | 0 | 0 | 0 |
| 4 Feb | 3439.15 | 160.75 | 0 | 1.66 | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 160.75 | 0 | 2.03 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3400 expiring on 24APR2025
Delta for 3400 PE is -0.92
Historical price for 3400 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 235.45, which was -99.55 lower than the previous day. The implied volatity was 23.41, the open interest changed by -20 which decreased total open position to 1972
On 7 Apr LT was trading at 3068.50. The strike last trading price was 319.9, which was 165.95 higher than the previous day. The implied volatity was 41.37, the open interest changed by -120 which decreased total open position to 1993
On 4 Apr LT was trading at 3260.15. The strike last trading price was 154, which was 103.7 higher than the previous day. The implied volatity was 25.16, the open interest changed by 174 which increased total open position to 2113
On 3 Apr LT was trading at 3420.15. The strike last trading price was 50.15, which was -1.85 lower than the previous day. The implied volatity was 20.80, the open interest changed by -21 which decreased total open position to 1936
On 2 Apr LT was trading at 3419.90. The strike last trading price was 50, which was 1.35 higher than the previous day. The implied volatity was 21.25, the open interest changed by 39 which increased total open position to 1952
On 1 Apr LT was trading at 3436.80. The strike last trading price was 48.7, which was 9.5 higher than the previous day. The implied volatity was 21.91, the open interest changed by 66 which increased total open position to 1914
On 28 Mar LT was trading at 3492.30. The strike last trading price was 39.75, which was 3.55 higher than the previous day. The implied volatity was 22.71, the open interest changed by 23 which increased total open position to 1848
On 27 Mar LT was trading at 3501.60. The strike last trading price was 34, which was -22.85 lower than the previous day. The implied volatity was 22.44, the open interest changed by 1008 which increased total open position to 1836
On 26 Mar LT was trading at 3444.80. The strike last trading price was 56.6, which was 6.95 higher than the previous day. The implied volatity was 23.53, the open interest changed by -26 which decreased total open position to 825
On 25 Mar LT was trading at 3469.60. The strike last trading price was 51.25, which was 5.4 higher than the previous day. The implied volatity was 21.94, the open interest changed by 32 which increased total open position to 851
On 24 Mar LT was trading at 3481.85. The strike last trading price was 45, which was -18.9 lower than the previous day. The implied volatity was 22.61, the open interest changed by 98 which increased total open position to 816
On 21 Mar LT was trading at 3415.95. The strike last trading price was 63, which was -36.75 lower than the previous day. The implied volatity was 20.40, the open interest changed by 229 which increased total open position to 718
On 20 Mar LT was trading at 3351.05. The strike last trading price was 99.95, which was -18.9 lower than the previous day. The implied volatity was 22.22, the open interest changed by 12 which increased total open position to 491
On 19 Mar LT was trading at 3319.55. The strike last trading price was 119.45, which was -30.55 lower than the previous day. The implied volatity was 22.17, the open interest changed by 221 which increased total open position to 478
On 18 Mar LT was trading at 3270.70. The strike last trading price was 150, which was -71.25 lower than the previous day. The implied volatity was 22.60, the open interest changed by 236 which increased total open position to 256
On 17 Mar LT was trading at 3173.45. The strike last trading price was 229.5, which was 39.5 higher than the previous day. The implied volatity was 26.13, the open interest changed by 17 which increased total open position to 20
On 13 Mar LT was trading at 3187.30. The strike last trading price was 190, which was -35 lower than the previous day. The implied volatity was 17.04, the open interest changed by 0 which decreased total open position to 2
On 12 Mar LT was trading at 3193.65. The strike last trading price was 225, which was 64.25 higher than the previous day. The implied volatity was 27.09, 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 160.75, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 160.75, 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 7 Mar LT was trading at 3244.70. The strike last trading price was 160.75, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 160.75, 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 5 Mar LT was trading at 3239.65. The strike last trading price was 160.75, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 160.75, 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 160.75, 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 160.75, 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 27 Feb LT was trading at 3209.50. The strike last trading price was 160.75, 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 18 Feb LT was trading at 3220.15. The strike last trading price was 160.75, 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 14 Feb LT was trading at 3237.65. The strike last trading price was 160.75, 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 11 Feb LT was trading at 3239.65. The strike last trading price was 160.75, 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 10 Feb LT was trading at 3328.65. The strike last trading price was 160.75, 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 5 Feb LT was trading at 3383.20. The strike last trading price was 160.75, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LT was trading at 3439.15. The strike last trading price was 160.75, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. The strike last trading price was 160.75, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
