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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3526.25 -21.70 (-0.61%)

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Historical option data for LT

14 Nov 2024 04:11 PM IST
LT 28NOV2024 3400 CE
Delta: 0.93
Vega: 0.89
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 151 -26.25 14.66 245 -78 518
13 Nov 3547.95 177.25 -21.10 23.64 198 -108 595
12 Nov 3591.35 198.35 -42.15 - 71 -44 703
11 Nov 3628.85 240.5 -26.50 - 90 -66 748
8 Nov 3660.30 267 5.40 - 45 -5 814
7 Nov 3646.55 261.6 -3.40 11.42 57 -17 819
6 Nov 3645.45 265 60.10 - 270 -127 837
5 Nov 3574.80 204.9 3.35 22.40 322 32 966
4 Nov 3574.45 201.55 -52.45 14.37 579 -196 935
1 Nov 3626.35 254 -2.80 14.85 81 -33 1,130
31 Oct 3622.30 256.8 126.80 - 3,252 -914 1,169
30 Oct 3408.35 130 13.75 - 6,811 530 2,070
29 Oct 3380.90 116.25 10.25 - 4,266 307 1,541
28 Oct 3340.80 106 12.55 - 2,546 408 1,236
25 Oct 3326.40 93.45 -42.60 - 1,637 707 828
24 Oct 3442.65 136.05 -17.95 - 287 98 128
23 Oct 3455.40 154 -39.75 - 39 22 29
22 Oct 3511.90 193.75 -51.25 - 5 -1 5
21 Oct 3585.60 245 -1.00 - 3 2 5
18 Oct 3577.80 246 6.00 - 2 1 3
17 Oct 3570.30 240 40.00 - 1 0 1
16 Oct 3532.60 200 0.00 - 0 0 0
15 Oct 3551.90 200 0.00 - 0 0 0
14 Oct 3555.05 200 0.00 - 0 0 0
11 Oct 3482.55 200 0.00 - 0 0 0
10 Oct 3460.35 200 0.00 - 0 0 0
9 Oct 3487.10 200 0.00 - 0 0 0
8 Oct 3532.40 200 0.00 - 0 1 0
7 Oct 3468.35 200 -239.45 - 1 0 0
4 Oct 3493.95 439.45 0.00 - 0 0 0
3 Oct 3497.65 439.45 439.45 - 0 0 0
25 Sept 3793.85 0 0.00 - 0 0 0
24 Sept 3791.60 0 0.00 - 0 0 0
23 Sept 3787.70 0 0.00 - 0 0 0
20 Sept 3793.90 0 0.00 - 0 0 0
19 Sept 3683.70 0 0.00 - 0 0 0
18 Sept 3730.45 0 0.00 - 0 0 0
17 Sept 3695.20 0 0.00 - 0 0 0
16 Sept 3662.25 0 0.00 - 0 0 0
13 Sept 3613.00 0 0.00 - 0 0 0
12 Sept 3622.00 0 0.00 - 0 0 0
11 Sept 3536.95 0 0.00 - 0 0 0
10 Sept 3596.15 0 0.00 - 0 0 0
9 Sept 3578.30 0 0.00 - 0 0 0
6 Sept 3574.75 0 0.00 - 0 0 0
5 Sept 3624.15 0 0.00 - 0 0 0
4 Sept 3650.80 0 0.00 - 0 0 0
3 Sept 3690.15 0 0.00 - 0 0 0
2 Sept 3683.10 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3400 expiring on 28NOV2024

Delta for 3400 CE is 0.93

Historical price for 3400 CE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 151, which was -26.25 lower than the previous day. The implied volatity was 14.66, the open interest changed by -78 which decreased total open position to 518


On 13 Nov LT was trading at 3547.95. The strike last trading price was 177.25, which was -21.10 lower than the previous day. The implied volatity was 23.64, the open interest changed by -108 which decreased total open position to 595


On 12 Nov LT was trading at 3591.35. The strike last trading price was 198.35, which was -42.15 lower than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 703


On 11 Nov LT was trading at 3628.85. The strike last trading price was 240.5, which was -26.50 lower than the previous day. The implied volatity was -, the open interest changed by -66 which decreased total open position to 748


On 8 Nov LT was trading at 3660.30. The strike last trading price was 267, which was 5.40 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 814


On 7 Nov LT was trading at 3646.55. The strike last trading price was 261.6, which was -3.40 lower than the previous day. The implied volatity was 11.42, the open interest changed by -17 which decreased total open position to 819


On 6 Nov LT was trading at 3645.45. The strike last trading price was 265, which was 60.10 higher than the previous day. The implied volatity was -, the open interest changed by -127 which decreased total open position to 837


On 5 Nov LT was trading at 3574.80. The strike last trading price was 204.9, which was 3.35 higher than the previous day. The implied volatity was 22.40, the open interest changed by 32 which increased total open position to 966


On 4 Nov LT was trading at 3574.45. The strike last trading price was 201.55, which was -52.45 lower than the previous day. The implied volatity was 14.37, the open interest changed by -196 which decreased total open position to 935


On 1 Nov LT was trading at 3626.35. The strike last trading price was 254, which was -2.80 lower than the previous day. The implied volatity was 14.85, the open interest changed by -33 which decreased total open position to 1130


On 31 Oct LT was trading at 3622.30. The strike last trading price was 256.8, which was 126.80 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 130, which was 13.75 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 116.25, which was 10.25 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 106, which was 12.55 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 93.45, which was -42.60 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 136.05, which was -17.95 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 154, which was -39.75 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 193.75, which was -51.25 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 245, which was -1.00 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 246, which was 6.00 higher 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 240, which was 40.00 higher 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 200, 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 200, 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 200, 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 200, 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 200, 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 200, 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 200, 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 200, which was -239.45 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 439.45, 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 439.45, which was 439.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LT was trading at 3793.85. 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 24 Sept LT was trading at 3791.60. 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 23 Sept LT was trading at 3787.70. 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 20 Sept LT was trading at 3793.90. 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 19 Sept LT was trading at 3683.70. 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 18 Sept LT was trading at 3730.45. 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 17 Sept LT was trading at 3695.20. 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 16 Sept LT was trading at 3662.25. 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 13 Sept LT was trading at 3613.00. 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 12 Sept LT was trading at 3622.00. 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 11 Sept LT was trading at 3536.95. 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 10 Sept LT was trading at 3596.15. 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 9 Sept LT was trading at 3578.30. 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 6 Sept LT was trading at 3574.75. 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 5 Sept LT was trading at 3624.15. 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 4 Sept LT was trading at 3650.80. 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 3 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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 28NOV2024 3400 PE
Delta: -0.16
Vega: 1.67
Theta: -1.18
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 13.1 1.80 22.31 5,277 110 2,389
13 Nov 3547.95 11.3 2.40 21.80 4,189 274 2,280
12 Nov 3591.35 8.9 2.70 22.52 3,108 -80 2,024
11 Nov 3628.85 6.2 0.20 22.66 1,550 -157 2,104
8 Nov 3660.30 6 -1.95 22.46 1,619 -88 2,259
7 Nov 3646.55 7.95 0.65 23.03 2,099 48 2,351
6 Nov 3645.45 7.3 -10.70 22.45 3,683 -58 2,501
5 Nov 3574.80 18 -3.65 22.61 3,225 197 2,580
4 Nov 3574.45 21.65 3.85 24.51 5,485 -66 2,385
1 Nov 3626.35 17.8 -0.60 25.12 432 -11 2,493
31 Oct 3622.30 18.4 -80.10 - 10,709 544 2,501
30 Oct 3408.35 98.5 -8.25 - 5,192 806 1,959
29 Oct 3380.90 106.75 -10.25 - 1,099 201 1,155
28 Oct 3340.80 117 -17.45 - 979 236 954
25 Oct 3326.40 134.45 61.45 - 756 8 718
24 Oct 3442.65 73 -6.95 - 442 53 710
23 Oct 3455.40 79.95 28.70 - 324 23 657
22 Oct 3511.90 51.25 15.40 - 434 28 633
21 Oct 3585.60 35.85 4.35 - 383 213 604
18 Oct 3577.80 31.5 -3.50 - 213 175 392
17 Oct 3570.30 35 -11.45 - 124 -33 216
16 Oct 3532.60 46.45 0.45 - 43 15 249
15 Oct 3551.90 46 1.00 - 39 16 234
14 Oct 3555.05 45 -19.55 - 292 -181 218
11 Oct 3482.55 64.55 -14.45 - 263 233 399
10 Oct 3460.35 79 9.90 - 20 16 165
9 Oct 3487.10 69.1 9.00 - 39 29 149
8 Oct 3532.40 60.1 -17.90 - 53 38 120
7 Oct 3468.35 78 1.00 - 181 -111 83
4 Oct 3493.95 77 7.00 - 31 20 194
3 Oct 3497.65 70 -24.85 - 177 173 173
25 Sept 3793.85 94.85 0.00 - 0 0 0
24 Sept 3791.60 94.85 0.00 - 0 0 0
23 Sept 3787.70 94.85 0.00 - 0 0 0
20 Sept 3793.90 94.85 0.00 - 0 0 0
19 Sept 3683.70 94.85 0.00 - 0 0 0
18 Sept 3730.45 94.85 0.00 - 0 0 0
17 Sept 3695.20 94.85 0.00 - 0 0 0
16 Sept 3662.25 94.85 0.00 - 0 0 0
13 Sept 3613.00 94.85 0.00 - 0 0 0
12 Sept 3622.00 94.85 0.00 - 0 0 0
11 Sept 3536.95 94.85 0.00 - 0 0 0
10 Sept 3596.15 94.85 0.00 - 0 0 0
9 Sept 3578.30 94.85 0.00 - 0 0 0
6 Sept 3574.75 94.85 0.00 - 0 0 0
5 Sept 3624.15 94.85 0.00 - 0 0 0
4 Sept 3650.80 94.85 94.85 - 0 0 0
3 Sept 3690.15 0 0.00 - 0 0 0
2 Sept 3683.10 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3400 expiring on 28NOV2024

Delta for 3400 PE is -0.16

Historical price for 3400 PE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 13.1, which was 1.80 higher than the previous day. The implied volatity was 22.31, the open interest changed by 110 which increased total open position to 2389


On 13 Nov LT was trading at 3547.95. The strike last trading price was 11.3, which was 2.40 higher than the previous day. The implied volatity was 21.80, the open interest changed by 274 which increased total open position to 2280


On 12 Nov LT was trading at 3591.35. The strike last trading price was 8.9, which was 2.70 higher than the previous day. The implied volatity was 22.52, the open interest changed by -80 which decreased total open position to 2024


On 11 Nov LT was trading at 3628.85. The strike last trading price was 6.2, which was 0.20 higher than the previous day. The implied volatity was 22.66, the open interest changed by -157 which decreased total open position to 2104


On 8 Nov LT was trading at 3660.30. The strike last trading price was 6, which was -1.95 lower than the previous day. The implied volatity was 22.46, the open interest changed by -88 which decreased total open position to 2259


On 7 Nov LT was trading at 3646.55. The strike last trading price was 7.95, which was 0.65 higher than the previous day. The implied volatity was 23.03, the open interest changed by 48 which increased total open position to 2351


On 6 Nov LT was trading at 3645.45. The strike last trading price was 7.3, which was -10.70 lower than the previous day. The implied volatity was 22.45, the open interest changed by -58 which decreased total open position to 2501


On 5 Nov LT was trading at 3574.80. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 22.61, the open interest changed by 197 which increased total open position to 2580


On 4 Nov LT was trading at 3574.45. The strike last trading price was 21.65, which was 3.85 higher than the previous day. The implied volatity was 24.51, the open interest changed by -66 which decreased total open position to 2385


On 1 Nov LT was trading at 3626.35. The strike last trading price was 17.8, which was -0.60 lower than the previous day. The implied volatity was 25.12, the open interest changed by -11 which decreased total open position to 2493


On 31 Oct LT was trading at 3622.30. The strike last trading price was 18.4, which was -80.10 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 98.5, which was -8.25 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 106.75, which was -10.25 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 117, which was -17.45 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 134.45, which was 61.45 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 73, which was -6.95 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 79.95, which was 28.70 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 51.25, which was 15.40 higher 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 35.85, which was 4.35 higher 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 31.5, which was -3.50 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 35, which was -11.45 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 46.45, which was 0.45 higher 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 46, which was 1.00 higher 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 45, which was -19.55 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 64.55, which was -14.45 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 79, which was 9.90 higher 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 69.1, which was 9.00 higher 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 60.1, which was -17.90 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 78, which was 1.00 higher 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 77, which was 7.00 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 70, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept LT was trading at 3793.85. The strike last trading price was 94.85, 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 24 Sept LT was trading at 3791.60. The strike last trading price was 94.85, 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 Sept LT was trading at 3787.70. The strike last trading price was 94.85, 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 20 Sept LT was trading at 3793.90. The strike last trading price was 94.85, 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 19 Sept LT was trading at 3683.70. The strike last trading price was 94.85, 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 Sept LT was trading at 3730.45. The strike last trading price was 94.85, 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 Sept LT was trading at 3695.20. The strike last trading price was 94.85, 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 Sept LT was trading at 3662.25. The strike last trading price was 94.85, 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 13 Sept LT was trading at 3613.00. The strike last trading price was 94.85, 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 12 Sept LT was trading at 3622.00. The strike last trading price was 94.85, 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 Sept LT was trading at 3536.95. The strike last trading price was 94.85, 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 Sept LT was trading at 3596.15. The strike last trading price was 94.85, 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 Sept LT was trading at 3578.30. The strike last trading price was 94.85, 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 6 Sept LT was trading at 3574.75. The strike last trading price was 94.85, 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 5 Sept LT was trading at 3624.15. The strike last trading price was 94.85, 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 Sept LT was trading at 3650.80. The strike last trading price was 94.85, which was 94.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept LT was trading at 3690.15. 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 2 Sept LT was trading at 3683.10. 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