LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.81
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 6.15 | -7 | 34.33 | 346 | -53 | 685 | |||
| 8 Apr | 3164.60 | 13.25 | 1.15 | 30.61 | 868 | -177 | 745 | |||
| 7 Apr | 3068.50 | 12.7 | -2.65 | 36.15 | 1,018 | -103 | 922 | |||
| 4 Apr | 3260.15 | 15.1 | -51.25 | 19.91 | 4,574 | 528 | 1,029 | |||
| 3 Apr | 3420.15 | 65 | -15.35 | 16.92 | 1,557 | 251 | 501 | |||
| 2 Apr | 3419.90 | 81.7 | -12.85 | 20.23 | 731 | 105 | 244 | |||
| 1 Apr | 3436.80 | 94.65 | -32.5 | 21.34 | 171 | 63 | 140 | |||
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| 28 Mar | 3492.30 | 129.95 | -45.4 | 19.88 | 98 | 77 | 77 | |||
For Larsen & Toubro Ltd. - strike price 3420 expiring on 24APR2025
Delta for 3420 CE is 0.07
Historical price for 3420 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 6.15, which was -7 lower than the previous day. The implied volatity was 34.33, the open interest changed by -53 which decreased total open position to 685
On 8 Apr LT was trading at 3164.60. The strike last trading price was 13.25, which was 1.15 higher than the previous day. The implied volatity was 30.61, the open interest changed by -177 which decreased total open position to 745
On 7 Apr LT was trading at 3068.50. The strike last trading price was 12.7, which was -2.65 lower than the previous day. The implied volatity was 36.15, the open interest changed by -103 which decreased total open position to 922
On 4 Apr LT was trading at 3260.15. The strike last trading price was 15.1, which was -51.25 lower than the previous day. The implied volatity was 19.91, the open interest changed by 528 which increased total open position to 1029
On 3 Apr LT was trading at 3420.15. The strike last trading price was 65, which was -15.35 lower than the previous day. The implied volatity was 16.92, the open interest changed by 251 which increased total open position to 501
On 2 Apr LT was trading at 3419.90. The strike last trading price was 81.7, which was -12.85 lower than the previous day. The implied volatity was 20.23, the open interest changed by 105 which increased total open position to 244
On 1 Apr LT was trading at 3436.80. The strike last trading price was 94.65, which was -32.5 lower than the previous day. The implied volatity was 21.34, the open interest changed by 63 which increased total open position to 140
On 28 Mar LT was trading at 3492.30. The strike last trading price was 129.95, which was -45.4 lower than the previous day. The implied volatity was 19.88, the open interest changed by 77 which increased total open position to 77
| LT 24APR2025 3420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 336 | 68.4 | - | 2 | 0 | 375 |
| 8 Apr | 3164.60 | 267.6 | -95.1 | 39.05 | 27 | -7 | 376 |
| 7 Apr | 3068.50 | 362.7 | 191.95 | 55.65 | 30 | -9 | 384 |
| 4 Apr | 3260.15 | 169.85 | 111.35 | 25.46 | 361 | -39 | 393 |
| 3 Apr | 3420.15 | 59.8 | -0.15 | 21.06 | 2,069 | 120 | 432 |
| 2 Apr | 3419.90 | 58.15 | 2 | 21.13 | 1,656 | 170 | 308 |
| 1 Apr | 3436.80 | 56.95 | 11.65 | 21.96 | 583 | 59 | 142 |
| 28 Mar | 3492.30 | 45.65 | -29.45 | 22.55 | 284 | 83 | 83 |
For Larsen & Toubro Ltd. - strike price 3420 expiring on 24APR2025
Delta for 3420 PE is -
Historical price for 3420 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 336, which was 68.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 375
On 8 Apr LT was trading at 3164.60. The strike last trading price was 267.6, which was -95.1 lower than the previous day. The implied volatity was 39.05, the open interest changed by -7 which decreased total open position to 376
On 7 Apr LT was trading at 3068.50. The strike last trading price was 362.7, which was 191.95 higher than the previous day. The implied volatity was 55.65, the open interest changed by -9 which decreased total open position to 384
On 4 Apr LT was trading at 3260.15. The strike last trading price was 169.85, which was 111.35 higher than the previous day. The implied volatity was 25.46, the open interest changed by -39 which decreased total open position to 393
On 3 Apr LT was trading at 3420.15. The strike last trading price was 59.8, which was -0.15 lower than the previous day. The implied volatity was 21.06, the open interest changed by 120 which increased total open position to 432
On 2 Apr LT was trading at 3419.90. The strike last trading price was 58.15, which was 2 higher than the previous day. The implied volatity was 21.13, the open interest changed by 170 which increased total open position to 308
On 1 Apr LT was trading at 3436.80. The strike last trading price was 56.95, which was 11.65 higher than the previous day. The implied volatity was 21.96, the open interest changed by 59 which increased total open position to 142
On 28 Mar LT was trading at 3492.30. The strike last trading price was 45.65, which was -29.45 lower than the previous day. The implied volatity was 22.55, the open interest changed by 83 which increased total open position to 83
