LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.82
Theta: -3.67
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 244 | -71.00 | 41.61 | 71 | 11 | 75 | |||
| 19 Dec | 3716.35 | 315 | -113.00 | - | 4 | 0 | 63 | |||
| 18 Dec | 3758.15 | 428 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3807.20 | 428 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 3877.85 | 428 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Dec | 3887.00 | 428 | -52.00 | - | 3 | 0 | 62 | |||
| 12 Dec | 3859.90 | 480 | -42.65 | 37.34 | 1 | 0 | 63 | |||
| 11 Dec | 3916.75 | 522.65 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 10 Dec | 3923.15 | 522.65 | 120.70 | - | 3 | -2 | 63 | |||
| 9 Dec | 3947.30 | 401.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3866.70 | 401.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 3831.55 | 401.95 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Dec | 3789.90 | 401.95 | 69.20 | - | 1 | 0 | 64 | |||
| 3 Dec | 3787.05 | 332.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 2 Dec | 3704.05 | 332.75 | -20.65 | - | 2 | 1 | 64 | |||
| 29 Nov | 3724.80 | 353.4 | 38.20 | 23.64 | 22 | 7 | 63 | |||
| 28 Nov | 3666.05 | 315.2 | -16.70 | 29.13 | 5 | 2 | 57 | |||
| 27 Nov | 3698.70 | 331.9 | -0.10 | 22.91 | 18 | 9 | 52 | |||
| 26 Nov | 3702.60 | 332 | -38.00 | 19.68 | 6 | 0 | 47 | |||
| 25 Nov | 3753.00 | 370 | 129.80 | - | 38 | 34 | 47 | |||
| 22 Nov | 3603.50 | 240.2 | 57.10 | 14.10 | 132 | 51 | 64 | |||
| 21 Nov | 3483.50 | 183.1 | -312.90 | 26.28 | 31 | 9 | 9 | |||
| 20 Nov | 3505.90 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 496 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 8 Nov | 3660.30 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3574.45 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3622.30 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3408.35 | 496 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3340.80 | 496 | 496.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3400 expiring on 26DEC2024
Delta for 3400 CE is 0.90
Historical price for 3400 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 244, which was -71.00 lower than the previous day. The implied volatity was 41.61, the open interest changed by 11 which increased total open position to 75
On 19 Dec LT was trading at 3716.35. The strike last trading price was 315, which was -113.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 63
On 18 Dec LT was trading at 3758.15. The strike last trading price was 428, which was 0.00 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 Dec LT was trading at 3807.20. The strike last trading price was 428, which was 0.00 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 16 Dec LT was trading at 3877.85. The strike last trading price was 428, which was 0.00 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 13 Dec LT was trading at 3887.00. The strike last trading price was 428, which was -52.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62
On 12 Dec LT was trading at 3859.90. The strike last trading price was 480, which was -42.65 lower than the previous day. The implied volatity was 37.34, the open interest changed by 0 which decreased total open position to 63
On 11 Dec LT was trading at 3916.75. The strike last trading price was 522.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 10 Dec LT was trading at 3923.15. The strike last trading price was 522.65, which was 120.70 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 63
On 9 Dec LT was trading at 3947.30. The strike last trading price was 401.95, which was 0.00 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 Dec LT was trading at 3866.70. The strike last trading price was 401.95, which was 0.00 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 5 Dec LT was trading at 3831.55. The strike last trading price was 401.95, which was 0.00 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 4 Dec LT was trading at 3789.90. The strike last trading price was 401.95, which was 69.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 3 Dec LT was trading at 3787.05. The strike last trading price was 332.75, which was 0.00 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 2 Dec LT was trading at 3704.05. The strike last trading price was 332.75, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 64
On 29 Nov LT was trading at 3724.80. The strike last trading price was 353.4, which was 38.20 higher than the previous day. The implied volatity was 23.64, the open interest changed by 7 which increased total open position to 63
On 28 Nov LT was trading at 3666.05. The strike last trading price was 315.2, which was -16.70 lower than the previous day. The implied volatity was 29.13, the open interest changed by 2 which increased total open position to 57
On 27 Nov LT was trading at 3698.70. The strike last trading price was 331.9, which was -0.10 lower than the previous day. The implied volatity was 22.91, the open interest changed by 9 which increased total open position to 52
On 26 Nov LT was trading at 3702.60. The strike last trading price was 332, which was -38.00 lower than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 47
On 25 Nov LT was trading at 3753.00. The strike last trading price was 370, which was 129.80 higher than the previous day. The implied volatity was -, the open interest changed by 34 which increased total open position to 47
On 22 Nov LT was trading at 3603.50. The strike last trading price was 240.2, which was 57.10 higher than the previous day. The implied volatity was 14.10, the open interest changed by 51 which increased total open position to 64
On 21 Nov LT was trading at 3483.50. The strike last trading price was 183.1, which was -312.90 lower than the previous day. The implied volatity was 26.28, the open interest changed by 9 which increased total open position to 9
On 20 Nov LT was trading at 3505.90. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 3526.25. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 496, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 496, 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 30 Oct LT was trading at 3408.35. The strike last trading price was 496, 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 28 Oct LT was trading at 3340.80. The strike last trading price was 496, which was 496.00 higher 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 0, 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 1 Oct LT was trading at 3653.50. The strike last trading price was 0, 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 30 Sept LT was trading at 3675.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 26DEC2024 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.26
Theta: -0.55
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 1.1 | -1.10 | 26.48 | 1,991 | -453 | 1,156 |
| 19 Dec | 3716.35 | 2.2 | -0.05 | 35.22 | 365 | -36 | 1,608 |
| 18 Dec | 3758.15 | 2.25 | 0.30 | 36.91 | 573 | -3 | 1,646 |
| 17 Dec | 3807.20 | 1.95 | 0.30 | 37.10 | 272 | -49 | 1,649 |
| 16 Dec | 3877.85 | 1.65 | -0.35 | 38.93 | 73 | -9 | 1,698 |
| 13 Dec | 3887.00 | 2 | -0.30 | 36.22 | 722 | -34 | 1,707 |
| 12 Dec | 3859.90 | 2.3 | 0.40 | 34.29 | 209 | -28 | 1,742 |
| 11 Dec | 3916.75 | 1.9 | -0.40 | 34.80 | 117 | -51 | 1,771 |
| 10 Dec | 3923.15 | 2.3 | -0.25 | 35.26 | 190 | -19 | 1,822 |
| 9 Dec | 3947.30 | 2.55 | -1.10 | 36.40 | 642 | 36 | 1,816 |
| 6 Dec | 3866.70 | 3.65 | -1.15 | 31.26 | 889 | 149 | 1,782 |
| 5 Dec | 3831.55 | 4.8 | -0.35 | 30.48 | 1,330 | 206 | 1,645 |
| 4 Dec | 3789.90 | 5.15 | -0.85 | 29.08 | 1,425 | 107 | 1,438 |
| 3 Dec | 3787.05 | 6 | -2.00 | 27.76 | 2,188 | 343 | 1,350 |
| 2 Dec | 3704.05 | 8 | -1.50 | 25.94 | 1,199 | -127 | 1,001 |
| 29 Nov | 3724.80 | 9.5 | -5.40 | 25.99 | 1,495 | -47 | 1,130 |
| 28 Nov | 3666.05 | 14.9 | 4.10 | 25.68 | 1,436 | 267 | 1,183 |
| 27 Nov | 3698.70 | 10.8 | -1.55 | 24.71 | 291 | 115 | 914 |
| 26 Nov | 3702.60 | 12.35 | 1.20 | 25.39 | 626 | 227 | 799 |
| 25 Nov | 3753.00 | 11.15 | -12.35 | 27.22 | 562 | -350 | 571 |
| 22 Nov | 3603.50 | 23.5 | -26.40 | 23.67 | 1,669 | -403 | 518 |
| 21 Nov | 3483.50 | 49.9 | 3.90 | 23.47 | 1,383 | 634 | 921 |
| 20 Nov | 3505.90 | 46 | 0.00 | 23.54 | 516 | 137 | 287 |
| 19 Nov | 3505.90 | 46 | 7.00 | 23.54 | 516 | 137 | 287 |
| 18 Nov | 3542.15 | 39 | -2.90 | 23.27 | 157 | 17 | 150 |
| 14 Nov | 3526.25 | 41.9 | 3.85 | 22.97 | 143 | 41 | 133 |
| 13 Nov | 3547.95 | 38.05 | 12.55 | 22.62 | 133 | 90 | 92 |
| 12 Nov | 3591.35 | 25.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 11 Nov | 3628.85 | 25.5 | -47.05 | 22.85 | 7 | 1 | 1 |
| 8 Nov | 3660.30 | 72.55 | 0.00 | 5.90 | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 72.55 | 0.00 | 5.72 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 72.55 | 0.00 | 5.79 | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 72.55 | 0.00 | 4.28 | 0 | 0 | 0 |
| 4 Nov | 3574.45 | 72.55 | 0.00 | 4.43 | 0 | 0 | 0 |
| 31 Oct | 3622.30 | 72.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3408.35 | 72.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 72.55 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 72.55 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 72.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 72.55 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3400 expiring on 26DEC2024
Delta for 3400 PE is -0.02
Historical price for 3400 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1.1, which was -1.10 lower than the previous day. The implied volatity was 26.48, the open interest changed by -453 which decreased total open position to 1156
On 19 Dec LT was trading at 3716.35. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 35.22, the open interest changed by -36 which decreased total open position to 1608
On 18 Dec LT was trading at 3758.15. The strike last trading price was 2.25, which was 0.30 higher than the previous day. The implied volatity was 36.91, the open interest changed by -3 which decreased total open position to 1646
On 17 Dec LT was trading at 3807.20. The strike last trading price was 1.95, which was 0.30 higher than the previous day. The implied volatity was 37.10, the open interest changed by -49 which decreased total open position to 1649
On 16 Dec LT was trading at 3877.85. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 38.93, the open interest changed by -9 which decreased total open position to 1698
On 13 Dec LT was trading at 3887.00. The strike last trading price was 2, which was -0.30 lower than the previous day. The implied volatity was 36.22, the open interest changed by -34 which decreased total open position to 1707
On 12 Dec LT was trading at 3859.90. The strike last trading price was 2.3, which was 0.40 higher than the previous day. The implied volatity was 34.29, the open interest changed by -28 which decreased total open position to 1742
On 11 Dec LT was trading at 3916.75. The strike last trading price was 1.9, which was -0.40 lower than the previous day. The implied volatity was 34.80, the open interest changed by -51 which decreased total open position to 1771
On 10 Dec LT was trading at 3923.15. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 35.26, the open interest changed by -19 which decreased total open position to 1822
On 9 Dec LT was trading at 3947.30. The strike last trading price was 2.55, which was -1.10 lower than the previous day. The implied volatity was 36.40, the open interest changed by 36 which increased total open position to 1816
On 6 Dec LT was trading at 3866.70. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 31.26, the open interest changed by 149 which increased total open position to 1782
On 5 Dec LT was trading at 3831.55. The strike last trading price was 4.8, which was -0.35 lower than the previous day. The implied volatity was 30.48, the open interest changed by 206 which increased total open position to 1645
On 4 Dec LT was trading at 3789.90. The strike last trading price was 5.15, which was -0.85 lower than the previous day. The implied volatity was 29.08, the open interest changed by 107 which increased total open position to 1438
On 3 Dec LT was trading at 3787.05. The strike last trading price was 6, which was -2.00 lower than the previous day. The implied volatity was 27.76, the open interest changed by 343 which increased total open position to 1350
On 2 Dec LT was trading at 3704.05. The strike last trading price was 8, which was -1.50 lower than the previous day. The implied volatity was 25.94, the open interest changed by -127 which decreased total open position to 1001
On 29 Nov LT was trading at 3724.80. The strike last trading price was 9.5, which was -5.40 lower than the previous day. The implied volatity was 25.99, the open interest changed by -47 which decreased total open position to 1130
On 28 Nov LT was trading at 3666.05. The strike last trading price was 14.9, which was 4.10 higher than the previous day. The implied volatity was 25.68, the open interest changed by 267 which increased total open position to 1183
On 27 Nov LT was trading at 3698.70. The strike last trading price was 10.8, which was -1.55 lower than the previous day. The implied volatity was 24.71, the open interest changed by 115 which increased total open position to 914
On 26 Nov LT was trading at 3702.60. The strike last trading price was 12.35, which was 1.20 higher than the previous day. The implied volatity was 25.39, the open interest changed by 227 which increased total open position to 799
On 25 Nov LT was trading at 3753.00. The strike last trading price was 11.15, which was -12.35 lower than the previous day. The implied volatity was 27.22, the open interest changed by -350 which decreased total open position to 571
On 22 Nov LT was trading at 3603.50. The strike last trading price was 23.5, which was -26.40 lower than the previous day. The implied volatity was 23.67, the open interest changed by -403 which decreased total open position to 518
On 21 Nov LT was trading at 3483.50. The strike last trading price was 49.9, which was 3.90 higher than the previous day. The implied volatity was 23.47, the open interest changed by 634 which increased total open position to 921
On 20 Nov LT was trading at 3505.90. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 23.54, the open interest changed by 137 which increased total open position to 287
On 19 Nov LT was trading at 3505.90. The strike last trading price was 46, which was 7.00 higher than the previous day. The implied volatity was 23.54, the open interest changed by 137 which increased total open position to 287
On 18 Nov LT was trading at 3542.15. The strike last trading price was 39, which was -2.90 lower than the previous day. The implied volatity was 23.27, the open interest changed by 17 which increased total open position to 150
On 14 Nov LT was trading at 3526.25. The strike last trading price was 41.9, which was 3.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by 41 which increased total open position to 133
On 13 Nov LT was trading at 3547.95. The strike last trading price was 38.05, which was 12.55 higher than the previous day. The implied volatity was 22.62, the open interest changed by 90 which increased total open position to 92
On 12 Nov LT was trading at 3591.35. The strike last trading price was 25.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 25.5, which was -47.05 lower than the previous day. The implied volatity was 22.85, the open interest changed by 1 which increased total open position to 1
On 8 Nov LT was trading at 3660.30. The strike last trading price was 72.55, which was 0.00 lower than the previous day. The implied volatity was 5.90, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 72.55, which was 0.00 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 72.55, which was 0.00 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 72.55, which was 0.00 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 72.55, which was 0.00 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 72.55, 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 30 Oct LT was trading at 3408.35. The strike last trading price was 72.55, 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 28 Oct LT was trading at 3340.80. The strike last trading price was 72.55, 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 72.55, 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 1 Oct LT was trading at 3653.50. The strike last trading price was 72.55, 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 30 Sept LT was trading at 3675.55. The strike last trading price was 72.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
