LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Apr 2025 04:11 PM IST
| LT 24APR2025 3450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.69
Theta: -0.91
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 3115.95 | 4.7 | -0.45 | 32.31 | 1,435 | 30 | 1,826 | |||
| 9 Apr | 3054.15 | 5.2 | -5.65 | 35.20 | 1,080 | 21 | 1,801 | |||
| 8 Apr | 3164.60 | 10.8 | 1.1 | 31.21 | 2,001 | -66 | 1,785 | |||
| 7 Apr | 3068.50 | 10.45 | -1.1 | 36.52 | 1,890 | -160 | 1,855 | |||
| 4 Apr | 3260.15 | 11.45 | -39.9 | 20.40 | 6,418 | 580 | 2,014 | |||
| 3 Apr | 3420.15 | 50.6 | -13.55 | 17.10 | 3,804 | 441 | 1,437 | |||
|
|
||||||||||
| 2 Apr | 3419.90 | 66.2 | -11.35 | 20.20 | 2,426 | 259 | 975 | |||
| 1 Apr | 3436.80 | 77.4 | -30 | 21.03 | 1,376 | 101 | 722 | |||
| 28 Mar | 3492.30 | 105.2 | -21.65 | 18.37 | 653 | -59 | 621 | |||
| 27 Mar | 3501.60 | 134.25 | 40.45 | 21.95 | 3,078 | -309 | 681 | |||
| 26 Mar | 3444.80 | 93.5 | -11.75 | 20.32 | 1,801 | 291 | 988 | |||
| 25 Mar | 3469.60 | 102.1 | -10.55 | 21.79 | 1,256 | 243 | 693 | |||
| 24 Mar | 3481.85 | 115 | 36.85 | 19.95 | 968 | 136 | 450 | |||
| 21 Mar | 3415.95 | 78 | 28.4 | 19.11 | 1,037 | 170 | 313 | |||
| 20 Mar | 3351.05 | 52 | 8.05 | 19.18 | 194 | 83 | 141 | |||
| 19 Mar | 3319.55 | 43.3 | 9.7 | 19.76 | 90 | 28 | 57 | |||
| 18 Mar | 3270.70 | 33.6 | 11.9 | 20.60 | 37 | 10 | 29 | |||
| 17 Mar | 3173.45 | 21.7 | -7.3 | 23.16 | 5 | 1 | 22 | |||
| 13 Mar | 3187.30 | 29 | 2.8 | 23.57 | 2 | 0 | 20 | |||
| 12 Mar | 3193.65 | 26.2 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 3195.45 | 26.2 | 0 | 0.00 | 0 | 13 | 0 | |||
| 10 Mar | 3177.70 | 26.2 | -23.9 | 22.40 | 16 | 1 | 7 | |||
| 7 Mar | 3244.70 | 50.1 | 1.1 | 23.31 | 14 | 4 | 6 | |||
| 6 Mar | 3259.90 | 49 | -0.75 | 21.87 | 1 | 0 | 1 | |||
| 5 Mar | 3239.65 | 49.75 | -32 | 22.85 | 1 | 0 | 0 | |||
| 4 Mar | 3213.00 | 81.75 | 0 | 4.04 | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 81.75 | 0 | 4.19 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 81.75 | 0 | 4.63 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3450 expiring on 24APR2025
Delta for 3450 CE is 0.06
Historical price for 3450 CE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 4.7, which was -0.45 lower than the previous day. The implied volatity was 32.31, the open interest changed by 30 which increased total open position to 1826
On 9 Apr LT was trading at 3054.15. The strike last trading price was 5.2, which was -5.65 lower than the previous day. The implied volatity was 35.20, the open interest changed by 21 which increased total open position to 1801
On 8 Apr LT was trading at 3164.60. The strike last trading price was 10.8, which was 1.1 higher than the previous day. The implied volatity was 31.21, the open interest changed by -66 which decreased total open position to 1785
On 7 Apr LT was trading at 3068.50. The strike last trading price was 10.45, which was -1.1 lower than the previous day. The implied volatity was 36.52, the open interest changed by -160 which decreased total open position to 1855
On 4 Apr LT was trading at 3260.15. The strike last trading price was 11.45, which was -39.9 lower than the previous day. The implied volatity was 20.40, the open interest changed by 580 which increased total open position to 2014
On 3 Apr LT was trading at 3420.15. The strike last trading price was 50.6, which was -13.55 lower than the previous day. The implied volatity was 17.10, the open interest changed by 441 which increased total open position to 1437
On 2 Apr LT was trading at 3419.90. The strike last trading price was 66.2, which was -11.35 lower than the previous day. The implied volatity was 20.20, the open interest changed by 259 which increased total open position to 975
On 1 Apr LT was trading at 3436.80. The strike last trading price was 77.4, which was -30 lower than the previous day. The implied volatity was 21.03, the open interest changed by 101 which increased total open position to 722
On 28 Mar LT was trading at 3492.30. The strike last trading price was 105.2, which was -21.65 lower than the previous day. The implied volatity was 18.37, the open interest changed by -59 which decreased total open position to 621
On 27 Mar LT was trading at 3501.60. The strike last trading price was 134.25, which was 40.45 higher than the previous day. The implied volatity was 21.95, the open interest changed by -309 which decreased total open position to 681
On 26 Mar LT was trading at 3444.80. The strike last trading price was 93.5, which was -11.75 lower than the previous day. The implied volatity was 20.32, the open interest changed by 291 which increased total open position to 988
On 25 Mar LT was trading at 3469.60. The strike last trading price was 102.1, which was -10.55 lower than the previous day. The implied volatity was 21.79, the open interest changed by 243 which increased total open position to 693
On 24 Mar LT was trading at 3481.85. The strike last trading price was 115, which was 36.85 higher than the previous day. The implied volatity was 19.95, the open interest changed by 136 which increased total open position to 450
On 21 Mar LT was trading at 3415.95. The strike last trading price was 78, which was 28.4 higher than the previous day. The implied volatity was 19.11, the open interest changed by 170 which increased total open position to 313
On 20 Mar LT was trading at 3351.05. The strike last trading price was 52, which was 8.05 higher than the previous day. The implied volatity was 19.18, the open interest changed by 83 which increased total open position to 141
On 19 Mar LT was trading at 3319.55. The strike last trading price was 43.3, which was 9.7 higher than the previous day. The implied volatity was 19.76, the open interest changed by 28 which increased total open position to 57
On 18 Mar LT was trading at 3270.70. The strike last trading price was 33.6, which was 11.9 higher than the previous day. The implied volatity was 20.60, the open interest changed by 10 which increased total open position to 29
On 17 Mar LT was trading at 3173.45. The strike last trading price was 21.7, which was -7.3 lower than the previous day. The implied volatity was 23.16, the open interest changed by 1 which increased total open position to 22
On 13 Mar LT was trading at 3187.30. The strike last trading price was 29, which was 2.8 higher than the previous day. The implied volatity was 23.57, the open interest changed by 0 which decreased total open position to 20
On 12 Mar LT was trading at 3193.65. The strike last trading price was 26.2, which was 0 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 11 Mar LT was trading at 3195.45. The strike last trading price was 26.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 10 Mar LT was trading at 3177.70. The strike last trading price was 26.2, which was -23.9 lower than the previous day. The implied volatity was 22.40, the open interest changed by 1 which increased total open position to 7
On 7 Mar LT was trading at 3244.70. The strike last trading price was 50.1, which was 1.1 higher than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 6
On 6 Mar LT was trading at 3259.90. The strike last trading price was 49, which was -0.75 lower than the previous day. The implied volatity was 21.87, the open interest changed by 0 which decreased total open position to 1
On 5 Mar LT was trading at 3239.65. The strike last trading price was 49.75, which was -32 lower than the previous day. The implied volatity was 22.85, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 81.75, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 81.75, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 81.75, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 1.01
Theta: -0.63
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3115.95 | 328.5 | -54 | 38.54 | 12 | -9 | 547 |
| 9 Apr | 3054.15 | 390 | 92 | 46.31 | 8 | -3 | 557 |
| 8 Apr | 3164.60 | 298 | -103.5 | 42.15 | 18 | -4 | 560 |
| 7 Apr | 3068.50 | 400 | 202.9 | 62.18 | 100 | -9 | 564 |
| 4 Apr | 3260.15 | 198 | 124.35 | 27.49 | 549 | -186 | 574 |
| 3 Apr | 3420.15 | 74.2 | 0 | 20.89 | 2,319 | -18 | 766 |
| 2 Apr | 3419.90 | 71.35 | 2.35 | 20.77 | 1,885 | 14 | 781 |
| 1 Apr | 3436.80 | 69.15 | 13.8 | 21.53 | 2,265 | 118 | 776 |
| 28 Mar | 3492.30 | 56.65 | 5.4 | 22.56 | 1,330 | 116 | 658 |
| 27 Mar | 3501.60 | 48 | -30.05 | 22.00 | 2,823 | -79 | 542 |
| 26 Mar | 3444.80 | 77.2 | 8.95 | 23.46 | 1,562 | 267 | 618 |
| 25 Mar | 3469.60 | 71 | 7.9 | 21.79 | 1,067 | 100 | 339 |
| 24 Mar | 3481.85 | 62.7 | -24.05 | 22.54 | 688 | 168 | 235 |
| 21 Mar | 3415.95 | 87.5 | -84.5 | 20.68 | 144 | 65 | 66 |
| 20 Mar | 3351.05 | 172 | -112.5 | 32.85 | 1 | 0 | 0 |
| 19 Mar | 3319.55 | 284.5 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3270.70 | 284.5 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3173.45 | 284.5 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 284.5 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 284.5 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 284.5 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 284.5 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 284.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 284.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 284.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 284.5 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 284.5 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 284.5 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3450 expiring on 24APR2025
Delta for 3450 PE is -0.90
Historical price for 3450 PE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 328.5, which was -54 lower than the previous day. The implied volatity was 38.54, the open interest changed by -9 which decreased total open position to 547
On 9 Apr LT was trading at 3054.15. The strike last trading price was 390, which was 92 higher than the previous day. The implied volatity was 46.31, the open interest changed by -3 which decreased total open position to 557
On 8 Apr LT was trading at 3164.60. The strike last trading price was 298, which was -103.5 lower than the previous day. The implied volatity was 42.15, the open interest changed by -4 which decreased total open position to 560
On 7 Apr LT was trading at 3068.50. The strike last trading price was 400, which was 202.9 higher than the previous day. The implied volatity was 62.18, the open interest changed by -9 which decreased total open position to 564
On 4 Apr LT was trading at 3260.15. The strike last trading price was 198, which was 124.35 higher than the previous day. The implied volatity was 27.49, the open interest changed by -186 which decreased total open position to 574
On 3 Apr LT was trading at 3420.15. The strike last trading price was 74.2, which was 0 lower than the previous day. The implied volatity was 20.89, the open interest changed by -18 which decreased total open position to 766
On 2 Apr LT was trading at 3419.90. The strike last trading price was 71.35, which was 2.35 higher than the previous day. The implied volatity was 20.77, the open interest changed by 14 which increased total open position to 781
On 1 Apr LT was trading at 3436.80. The strike last trading price was 69.15, which was 13.8 higher than the previous day. The implied volatity was 21.53, the open interest changed by 118 which increased total open position to 776
On 28 Mar LT was trading at 3492.30. The strike last trading price was 56.65, which was 5.4 higher than the previous day. The implied volatity was 22.56, the open interest changed by 116 which increased total open position to 658
On 27 Mar LT was trading at 3501.60. The strike last trading price was 48, which was -30.05 lower than the previous day. The implied volatity was 22.00, the open interest changed by -79 which decreased total open position to 542
On 26 Mar LT was trading at 3444.80. The strike last trading price was 77.2, which was 8.95 higher than the previous day. The implied volatity was 23.46, the open interest changed by 267 which increased total open position to 618
On 25 Mar LT was trading at 3469.60. The strike last trading price was 71, which was 7.9 higher than the previous day. The implied volatity was 21.79, the open interest changed by 100 which increased total open position to 339
On 24 Mar LT was trading at 3481.85. The strike last trading price was 62.7, which was -24.05 lower than the previous day. The implied volatity was 22.54, the open interest changed by 168 which increased total open position to 235
On 21 Mar LT was trading at 3415.95. The strike last trading price was 87.5, which was -84.5 lower than the previous day. The implied volatity was 20.68, the open interest changed by 65 which increased total open position to 66
On 20 Mar LT was trading at 3351.05. The strike last trading price was 172, which was -112.5 lower than the previous day. The implied volatity was 32.85, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LT was trading at 3319.55. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LT was trading at 3270.70. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LT was trading at 3173.45. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3187.30. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3193.65. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3195.45. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3177.70. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3259.90. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 3239.65. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3213.00. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar LT was trading at 3197.30. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
