LT
Larsen & Toubro Ltd.
Historical option data for LT
17 Apr 2025 04:11 PM IST
| LT 24APR2025 3440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.44
Theta: -0.81
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 17 Apr | 3247.30 | 2.1 | -1.7 | 24.15 | 872 | -74 | 841 | |||
| 16 Apr | 3227.70 | 3.85 | -3.85 | 27.06 | 530 | 10 | 921 | |||
| 15 Apr | 3257.60 | 8 | 3.1 | 27.31 | 582 | 42 | 911 | |||
|
|
||||||||||
| 11 Apr | 3115.95 | 4.95 | -0.55 | 31.91 | 582 | 78 | 869 | |||
| 9 Apr | 3054.15 | 5.55 | -6.05 | 34.99 | 281 | -23 | 793 | |||
| 8 Apr | 3164.60 | 11.65 | 1.3 | 31.08 | 1,179 | -153 | 816 | |||
| 7 Apr | 3068.50 | 10.95 | -1.75 | 36.22 | 931 | 34 | 971 | |||
| 4 Apr | 3260.15 | 12.55 | -43.35 | 20.24 | 4,109 | 146 | 939 | |||
| 3 Apr | 3420.15 | 55.35 | -13.55 | 17.11 | 2,458 | 460 | 795 | |||
| 2 Apr | 3419.90 | 70.75 | -12.45 | 20.10 | 1,373 | 172 | 335 | |||
| 1 Apr | 3436.80 | 84 | -27.85 | 21.45 | 405 | 94 | 162 | |||
| 28 Mar | 3492.30 | 111.35 | -52.05 | 18.30 | 121 | 68 | 68 | |||
For Larsen & Toubro Ltd. - strike price 3440 expiring on 24APR2025
Delta for 3440 CE is 0.05
Historical price for 3440 CE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 2.1, which was -1.7 lower than the previous day. The implied volatity was 24.15, the open interest changed by -74 which decreased total open position to 841
On 16 Apr LT was trading at 3227.70. The strike last trading price was 3.85, which was -3.85 lower than the previous day. The implied volatity was 27.06, the open interest changed by 10 which increased total open position to 921
On 15 Apr LT was trading at 3257.60. The strike last trading price was 8, which was 3.1 higher than the previous day. The implied volatity was 27.31, the open interest changed by 42 which increased total open position to 911
On 11 Apr LT was trading at 3115.95. The strike last trading price was 4.95, which was -0.55 lower than the previous day. The implied volatity was 31.91, the open interest changed by 78 which increased total open position to 869
On 9 Apr LT was trading at 3054.15. The strike last trading price was 5.55, which was -6.05 lower than the previous day. The implied volatity was 34.99, the open interest changed by -23 which decreased total open position to 793
On 8 Apr LT was trading at 3164.60. The strike last trading price was 11.65, which was 1.3 higher than the previous day. The implied volatity was 31.08, the open interest changed by -153 which decreased total open position to 816
On 7 Apr LT was trading at 3068.50. The strike last trading price was 10.95, which was -1.75 lower than the previous day. The implied volatity was 36.22, the open interest changed by 34 which increased total open position to 971
On 4 Apr LT was trading at 3260.15. The strike last trading price was 12.55, which was -43.35 lower than the previous day. The implied volatity was 20.24, the open interest changed by 146 which increased total open position to 939
On 3 Apr LT was trading at 3420.15. The strike last trading price was 55.35, which was -13.55 lower than the previous day. The implied volatity was 17.11, the open interest changed by 460 which increased total open position to 795
On 2 Apr LT was trading at 3419.90. The strike last trading price was 70.75, which was -12.45 lower than the previous day. The implied volatity was 20.10, the open interest changed by 172 which increased total open position to 335
On 1 Apr LT was trading at 3436.80. The strike last trading price was 84, which was -27.85 lower than the previous day. The implied volatity was 21.45, the open interest changed by 94 which increased total open position to 162
On 28 Mar LT was trading at 3492.30. The strike last trading price was 111.35, which was -52.05 lower than the previous day. The implied volatity was 18.30, the open interest changed by 68 which increased total open position to 68
| LT 24APR2025 3440 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 1.59
Theta: -7.98
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Apr | 3247.30 | 254.05 | 75.05 | 75.99 | 11 | 0 | 397 |
| 16 Apr | 3227.70 | 179 | -6.8 | - | 26 | -11 | 397 |
| 15 Apr | 3257.60 | 184.15 | -132.35 | 30.61 | 38 | -16 | 409 |
| 11 Apr | 3115.95 | 316.5 | 13.45 | 35.60 | 1 | 0 | 425 |
| 9 Apr | 3054.15 | 303.05 | 23.35 | - | 1 | 0 | 424 |
| 8 Apr | 3164.60 | 279.7 | -128.15 | 36.34 | 23 | 3 | 425 |
| 7 Apr | 3068.50 | 407.85 | 219.35 | 69.58 | 18 | 12 | 421 |
| 4 Apr | 3260.15 | 189.25 | 121.2 | 27.11 | 327 | -91 | 409 |
| 3 Apr | 3420.15 | 69 | 0.3 | 20.89 | 1,450 | 89 | 501 |
| 2 Apr | 3419.90 | 66.7 | 2.3 | 20.88 | 1,747 | 154 | 411 |
| 1 Apr | 3436.80 | 64.55 | 12.15 | 21.58 | 1,210 | 173 | 259 |
| 28 Mar | 3492.30 | 52.5 | -30.5 | 22.47 | 299 | 86 | 86 |
For Larsen & Toubro Ltd. - strike price 3440 expiring on 24APR2025
Delta for 3440 PE is -0.69
Historical price for 3440 PE is as follows
On 17 Apr LT was trading at 3247.30. The strike last trading price was 254.05, which was 75.05 higher than the previous day. The implied volatity was 75.99, the open interest changed by 0 which decreased total open position to 397
On 16 Apr LT was trading at 3227.70. The strike last trading price was 179, which was -6.8 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 397
On 15 Apr LT was trading at 3257.60. The strike last trading price was 184.15, which was -132.35 lower than the previous day. The implied volatity was 30.61, the open interest changed by -16 which decreased total open position to 409
On 11 Apr LT was trading at 3115.95. The strike last trading price was 316.5, which was 13.45 higher than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 425
On 9 Apr LT was trading at 3054.15. The strike last trading price was 303.05, which was 23.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 424
On 8 Apr LT was trading at 3164.60. The strike last trading price was 279.7, which was -128.15 lower than the previous day. The implied volatity was 36.34, the open interest changed by 3 which increased total open position to 425
On 7 Apr LT was trading at 3068.50. The strike last trading price was 407.85, which was 219.35 higher than the previous day. The implied volatity was 69.58, the open interest changed by 12 which increased total open position to 421
On 4 Apr LT was trading at 3260.15. The strike last trading price was 189.25, which was 121.2 higher than the previous day. The implied volatity was 27.11, the open interest changed by -91 which decreased total open position to 409
On 3 Apr LT was trading at 3420.15. The strike last trading price was 69, which was 0.3 higher than the previous day. The implied volatity was 20.89, the open interest changed by 89 which increased total open position to 501
On 2 Apr LT was trading at 3419.90. The strike last trading price was 66.7, which was 2.3 higher than the previous day. The implied volatity was 20.88, the open interest changed by 154 which increased total open position to 411
On 1 Apr LT was trading at 3436.80. The strike last trading price was 64.55, which was 12.15 higher than the previous day. The implied volatity was 21.58, the open interest changed by 173 which increased total open position to 259
On 28 Mar LT was trading at 3492.30. The strike last trading price was 52.5, which was -30.5 lower than the previous day. The implied volatity was 22.47, the open interest changed by 86 which increased total open position to 86
