LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Nov 2024 04:11 PM IST
| LT 28NOV2024 3450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.68
Vega: 1.72
Theta: -3.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3483.50 | 67.65 | -23.30 | 20.92 | 3,772 | 353 | 620 | |||
| 20 Nov | 3505.90 | 90.95 | 0.00 | 22.19 | 283 | -12 | 267 | |||
| 19 Nov | 3505.90 | 90.95 | -19.00 | 22.19 | 283 | -12 | 267 | |||
| 18 Nov | 3542.15 | 109.95 | 1.95 | 19.77 | 250 | 25 | 277 | |||
| 14 Nov | 3526.25 | 108 | -21.00 | 15.33 | 248 | -28 | 258 | |||
| 13 Nov | 3547.95 | 129 | -26.10 | 19.43 | 52 | -6 | 286 | |||
| 12 Nov | 3591.35 | 155.1 | -35.90 | 15.48 | 50 | -24 | 293 | |||
| 11 Nov | 3628.85 | 191 | -32.00 | - | 32 | -9 | 317 | |||
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| 8 Nov | 3660.30 | 223 | 3.75 | 17.45 | 19 | -6 | 326 | |||
| 7 Nov | 3646.55 | 219.25 | -0.75 | 19.24 | 44 | -24 | 332 | |||
| 6 Nov | 3645.45 | 220 | 56.80 | 13.25 | 101 | -41 | 357 | |||
| 5 Nov | 3574.80 | 163.2 | -1.50 | 21.46 | 96 | 2 | 399 | |||
| 4 Nov | 3574.45 | 164.7 | -46.30 | 18.22 | 245 | -33 | 398 | |||
| 1 Nov | 3626.35 | 211 | -3.75 | 17.59 | 39 | -8 | 432 | |||
| 31 Oct | 3622.30 | 214.75 | 112.20 | - | 2,324 | -633 | 461 | |||
| 30 Oct | 3408.35 | 102.55 | 11.15 | - | 4,290 | 716 | 1,088 | |||
| 29 Oct | 3380.90 | 91.4 | 9.95 | - | 950 | 84 | 373 | |||
| 28 Oct | 3340.80 | 81.45 | 8.95 | - | 732 | 62 | 290 | |||
| 25 Oct | 3326.40 | 72.5 | -51.25 | - | 370 | 146 | 228 | |||
| 24 Oct | 3442.65 | 123.75 | -3.25 | - | 191 | 28 | 81 | |||
| 23 Oct | 3455.40 | 127 | -54.85 | - | 69 | 41 | 52 | |||
| 22 Oct | 3511.90 | 181.85 | -8.15 | - | 2 | 0 | 9 | |||
| 21 Oct | 3585.60 | 190 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3577.80 | 190 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3570.30 | 190 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3532.60 | 190 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3551.90 | 190 | -9.50 | - | 1 | 0 | 9 | |||
| 14 Oct | 3555.05 | 199.5 | 44.50 | - | 2 | 0 | 9 | |||
| 11 Oct | 3482.55 | 155 | -0.35 | - | 3 | 1 | 8 | |||
| 10 Oct | 3460.35 | 155.35 | -23.60 | - | 3 | 1 | 7 | |||
| 9 Oct | 3487.10 | 178.95 | 0.00 | - | 0 | 1 | 0 | |||
| 8 Oct | 3532.40 | 178.95 | 13.55 | - | 1 | 0 | 5 | |||
| 7 Oct | 3468.35 | 165.4 | -14.60 | - | 10 | 4 | 6 | |||
| 4 Oct | 3493.95 | 180 | -236.45 | - | 2 | 1 | 1 | |||
| 3 Oct | 3497.65 | 416.45 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3450 expiring on 28NOV2024
Delta for 3450 CE is 0.68
Historical price for 3450 CE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 67.65, which was -23.30 lower than the previous day. The implied volatity was 20.92, the open interest changed by 353 which increased total open position to 620
On 20 Nov LT was trading at 3505.90. The strike last trading price was 90.95, which was 0.00 lower than the previous day. The implied volatity was 22.19, the open interest changed by -12 which decreased total open position to 267
On 19 Nov LT was trading at 3505.90. The strike last trading price was 90.95, which was -19.00 lower than the previous day. The implied volatity was 22.19, the open interest changed by -12 which decreased total open position to 267
On 18 Nov LT was trading at 3542.15. The strike last trading price was 109.95, which was 1.95 higher than the previous day. The implied volatity was 19.77, the open interest changed by 25 which increased total open position to 277
On 14 Nov LT was trading at 3526.25. The strike last trading price was 108, which was -21.00 lower than the previous day. The implied volatity was 15.33, the open interest changed by -28 which decreased total open position to 258
On 13 Nov LT was trading at 3547.95. The strike last trading price was 129, which was -26.10 lower than the previous day. The implied volatity was 19.43, the open interest changed by -6 which decreased total open position to 286
On 12 Nov LT was trading at 3591.35. The strike last trading price was 155.1, which was -35.90 lower than the previous day. The implied volatity was 15.48, the open interest changed by -24 which decreased total open position to 293
On 11 Nov LT was trading at 3628.85. The strike last trading price was 191, which was -32.00 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 317
On 8 Nov LT was trading at 3660.30. The strike last trading price was 223, which was 3.75 higher than the previous day. The implied volatity was 17.45, the open interest changed by -6 which decreased total open position to 326
On 7 Nov LT was trading at 3646.55. The strike last trading price was 219.25, which was -0.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by -24 which decreased total open position to 332
On 6 Nov LT was trading at 3645.45. The strike last trading price was 220, which was 56.80 higher than the previous day. The implied volatity was 13.25, the open interest changed by -41 which decreased total open position to 357
On 5 Nov LT was trading at 3574.80. The strike last trading price was 163.2, which was -1.50 lower than the previous day. The implied volatity was 21.46, the open interest changed by 2 which increased total open position to 399
On 4 Nov LT was trading at 3574.45. The strike last trading price was 164.7, which was -46.30 lower than the previous day. The implied volatity was 18.22, the open interest changed by -33 which decreased total open position to 398
On 1 Nov LT was trading at 3626.35. The strike last trading price was 211, which was -3.75 lower than the previous day. The implied volatity was 17.59, the open interest changed by -8 which decreased total open position to 432
On 31 Oct LT was trading at 3622.30. The strike last trading price was 214.75, which was 112.20 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 102.55, which was 11.15 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 91.4, which was 9.95 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 81.45, which was 8.95 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 72.5, 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 24 Oct LT was trading at 3442.65. The strike last trading price was 123.75, which was -3.25 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 127, which was -54.85 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 181.85, which was -8.15 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 190, 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 Oct LT was trading at 3577.80. The strike last trading price was 190, 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 Oct LT was trading at 3570.30. The strike last trading price was 190, 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 Oct LT was trading at 3532.60. The strike last trading price was 190, 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 190, which was -9.50 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 199.5, which was 44.50 higher 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 155, which was -0.35 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 155.35, which was -23.60 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 178.95, 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 178.95, which was 13.55 higher 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 165.4, which was -14.60 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 180, which was -236.45 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 416.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 1.77
Theta: -2.79
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3483.50 | 27.5 | 3.40 | 24.65 | 5,368 | 275 | 1,011 |
| 20 Nov | 3505.90 | 24.1 | 0.00 | 23.71 | 5,176 | -245 | 778 |
| 19 Nov | 3505.90 | 24.1 | 5.25 | 23.71 | 5,176 | -203 | 778 |
| 18 Nov | 3542.15 | 18.85 | -2.35 | 23.53 | 2,365 | 108 | 983 |
| 14 Nov | 3526.25 | 21.2 | 2.65 | 21.09 | 3,063 | 96 | 874 |
| 13 Nov | 3547.95 | 18.55 | 4.55 | 20.72 | 3,356 | -36 | 791 |
| 12 Nov | 3591.35 | 14 | 4.60 | 21.26 | 2,974 | -87 | 829 |
| 11 Nov | 3628.85 | 9.4 | 1.25 | 21.22 | 2,094 | 158 | 914 |
| 8 Nov | 3660.30 | 8.15 | -3.30 | 20.66 | 1,405 | 116 | 747 |
| 7 Nov | 3646.55 | 11.45 | -0.05 | 21.73 | 1,719 | 27 | 626 |
| 6 Nov | 3645.45 | 11.5 | -14.50 | 21.73 | 2,199 | -260 | 596 |
| 5 Nov | 3574.80 | 26 | -4.65 | 21.64 | 1,202 | 86 | 859 |
| 4 Nov | 3574.45 | 30.65 | 5.40 | 23.76 | 2,526 | 137 | 773 |
| 1 Nov | 3626.35 | 25.25 | -0.35 | 24.55 | 126 | 1 | 638 |
| 31 Oct | 3622.30 | 25.6 | -94.40 | - | 3,190 | 220 | 637 |
| 30 Oct | 3408.35 | 120 | -12.10 | - | 1,338 | 161 | 421 |
| 29 Oct | 3380.90 | 132.1 | -9.15 | - | 524 | 61 | 260 |
| 28 Oct | 3340.80 | 141.25 | -19.70 | - | 303 | 42 | 200 |
| 25 Oct | 3326.40 | 160.95 | 65.75 | - | 206 | 30 | 158 |
| 24 Oct | 3442.65 | 95.2 | -9.85 | - | 195 | 54 | 117 |
| 23 Oct | 3455.40 | 105.05 | 35.05 | - | 88 | 20 | 62 |
| 22 Oct | 3511.90 | 70 | 30.15 | - | 48 | 30 | 41 |
| 21 Oct | 3585.60 | 39.85 | -20.00 | - | 1 | 0 | 12 |
| 18 Oct | 3577.80 | 59.85 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3570.30 | 59.85 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3532.60 | 59.85 | 0.00 | - | 0 | 1 | 0 |
| 15 Oct | 3551.90 | 59.85 | 1.85 | - | 3 | 1 | 12 |
| 14 Oct | 3555.05 | 58 | -3.15 | - | 12 | 1 | 1 |
| 11 Oct | 3482.55 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3460.35 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3487.10 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3532.40 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3468.35 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3493.95 | 61.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 61.15 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3450 expiring on 28NOV2024
Delta for 3450 PE is -0.34
Historical price for 3450 PE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 27.5, which was 3.40 higher than the previous day. The implied volatity was 24.65, the open interest changed by 275 which increased total open position to 1011
On 20 Nov LT was trading at 3505.90. The strike last trading price was 24.1, which was 0.00 lower than the previous day. The implied volatity was 23.71, the open interest changed by -245 which decreased total open position to 778
On 19 Nov LT was trading at 3505.90. The strike last trading price was 24.1, which was 5.25 higher than the previous day. The implied volatity was 23.71, the open interest changed by -203 which decreased total open position to 778
On 18 Nov LT was trading at 3542.15. The strike last trading price was 18.85, which was -2.35 lower than the previous day. The implied volatity was 23.53, the open interest changed by 108 which increased total open position to 983
On 14 Nov LT was trading at 3526.25. The strike last trading price was 21.2, which was 2.65 higher than the previous day. The implied volatity was 21.09, the open interest changed by 96 which increased total open position to 874
On 13 Nov LT was trading at 3547.95. The strike last trading price was 18.55, which was 4.55 higher than the previous day. The implied volatity was 20.72, the open interest changed by -36 which decreased total open position to 791
On 12 Nov LT was trading at 3591.35. The strike last trading price was 14, which was 4.60 higher than the previous day. The implied volatity was 21.26, the open interest changed by -87 which decreased total open position to 829
On 11 Nov LT was trading at 3628.85. The strike last trading price was 9.4, which was 1.25 higher than the previous day. The implied volatity was 21.22, the open interest changed by 158 which increased total open position to 914
On 8 Nov LT was trading at 3660.30. The strike last trading price was 8.15, which was -3.30 lower than the previous day. The implied volatity was 20.66, the open interest changed by 116 which increased total open position to 747
On 7 Nov LT was trading at 3646.55. The strike last trading price was 11.45, which was -0.05 lower than the previous day. The implied volatity was 21.73, the open interest changed by 27 which increased total open position to 626
On 6 Nov LT was trading at 3645.45. The strike last trading price was 11.5, which was -14.50 lower than the previous day. The implied volatity was 21.73, the open interest changed by -260 which decreased total open position to 596
On 5 Nov LT was trading at 3574.80. The strike last trading price was 26, which was -4.65 lower than the previous day. The implied volatity was 21.64, the open interest changed by 86 which increased total open position to 859
On 4 Nov LT was trading at 3574.45. The strike last trading price was 30.65, which was 5.40 higher than the previous day. The implied volatity was 23.76, the open interest changed by 137 which increased total open position to 773
On 1 Nov LT was trading at 3626.35. The strike last trading price was 25.25, which was -0.35 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1 which increased total open position to 638
On 31 Oct LT was trading at 3622.30. The strike last trading price was 25.6, which was -94.40 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 120, which was -12.10 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 132.1, which was -9.15 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 141.25, which was -19.70 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 160.95, which was 65.75 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 95.2, which was -9.85 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 105.05, which was 35.05 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 70, which was 30.15 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 39.85, which was -20.00 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 59.85, 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 Oct LT was trading at 3570.30. The strike last trading price was 59.85, 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 Oct LT was trading at 3532.60. The strike last trading price was 59.85, 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 15 Oct LT was trading at 3551.90. The strike last trading price was 59.85, which was 1.85 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 58, which was -3.15 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 61.15, 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 Oct LT was trading at 3493.95. The strike last trading price was 61.15, 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 61.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
