LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.69
Theta: -2.53
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 189.6 | -77.40 | 29.24 | 179 | 96 | 190 | |||
| 19 Dec | 3716.35 | 267 | -53.00 | - | 6 | 2 | 95 | |||
| 18 Dec | 3758.15 | 320 | -47.80 | 31.96 | 8 | -7 | 94 | |||
| 17 Dec | 3807.20 | 367.8 | -135.75 | 41.42 | 4 | -1 | 101 | |||
| 16 Dec | 3877.85 | 503.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3887.00 | 503.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 3859.90 | 503.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 3916.75 | 503.55 | -1.45 | 56.14 | 1 | 0 | 103 | |||
| 10 Dec | 3923.15 | 505 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 9 Dec | 3947.30 | 505 | 61.00 | - | 2 | -1 | 104 | |||
| 6 Dec | 3866.70 | 444 | 88.30 | 38.01 | 1 | 0 | 106 | |||
| 5 Dec | 3831.55 | 355.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 3789.90 | 355.7 | 3.95 | - | 6 | 0 | 106 | |||
| 3 Dec | 3787.05 | 351.75 | 78.95 | 25.74 | 2 | 0 | 107 | |||
| 2 Dec | 3704.05 | 272.8 | 8.55 | - | 11 | 3 | 106 | |||
|
|
||||||||||
| 29 Nov | 3724.80 | 264.25 | 0.00 | 0.00 | 0 | 27 | 0 | |||
| 28 Nov | 3666.05 | 264.25 | -34.65 | 25.05 | 34 | 27 | 103 | |||
| 27 Nov | 3698.70 | 298.9 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 26 Nov | 3702.60 | 298.9 | -39.50 | 26.23 | 35 | 19 | 75 | |||
| 25 Nov | 3753.00 | 338.4 | 130.85 | 17.31 | 69 | -58 | 56 | |||
| 22 Nov | 3603.50 | 207.55 | 86.00 | 19.29 | 335 | -20 | 94 | |||
| 21 Nov | 3483.50 | 121.55 | -176.05 | 18.71 | 289 | 114 | 114 | |||
| 20 Nov | 3505.90 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 297.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3574.45 | 297.6 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3450 expiring on 26DEC2024
Delta for 3450 CE is 0.92
Historical price for 3450 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 189.6, which was -77.40 lower than the previous day. The implied volatity was 29.24, the open interest changed by 96 which increased total open position to 190
On 19 Dec LT was trading at 3716.35. The strike last trading price was 267, which was -53.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 95
On 18 Dec LT was trading at 3758.15. The strike last trading price was 320, which was -47.80 lower than the previous day. The implied volatity was 31.96, the open interest changed by -7 which decreased total open position to 94
On 17 Dec LT was trading at 3807.20. The strike last trading price was 367.8, which was -135.75 lower than the previous day. The implied volatity was 41.42, the open interest changed by -1 which decreased total open position to 101
On 16 Dec LT was trading at 3877.85. The strike last trading price was 503.55, which was 0.00 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 13 Dec LT was trading at 3887.00. The strike last trading price was 503.55, which was 0.00 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 12 Dec LT was trading at 3859.90. The strike last trading price was 503.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Dec LT was trading at 3916.75. The strike last trading price was 503.55, which was -1.45 lower than the previous day. The implied volatity was 56.14, the open interest changed by 0 which decreased total open position to 103
On 10 Dec LT was trading at 3923.15. The strike last trading price was 505, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 9 Dec LT was trading at 3947.30. The strike last trading price was 505, which was 61.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 104
On 6 Dec LT was trading at 3866.70. The strike last trading price was 444, which was 88.30 higher than the previous day. The implied volatity was 38.01, the open interest changed by 0 which decreased total open position to 106
On 5 Dec LT was trading at 3831.55. The strike last trading price was 355.7, which was 0.00 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 4 Dec LT was trading at 3789.90. The strike last trading price was 355.7, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 106
On 3 Dec LT was trading at 3787.05. The strike last trading price was 351.75, which was 78.95 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 107
On 2 Dec LT was trading at 3704.05. The strike last trading price was 272.8, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 106
On 29 Nov LT was trading at 3724.80. The strike last trading price was 264.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 27 which increased total open position to 0
On 28 Nov LT was trading at 3666.05. The strike last trading price was 264.25, which was -34.65 lower than the previous day. The implied volatity was 25.05, the open interest changed by 27 which increased total open position to 103
On 27 Nov LT was trading at 3698.70. The strike last trading price was 298.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 26 Nov LT was trading at 3702.60. The strike last trading price was 298.9, which was -39.50 lower than the previous day. The implied volatity was 26.23, the open interest changed by 19 which increased total open position to 75
On 25 Nov LT was trading at 3753.00. The strike last trading price was 338.4, which was 130.85 higher than the previous day. The implied volatity was 17.31, the open interest changed by -58 which decreased total open position to 56
On 22 Nov LT was trading at 3603.50. The strike last trading price was 207.55, which was 86.00 higher than the previous day. The implied volatity was 19.29, the open interest changed by -20 which decreased total open position to 94
On 21 Nov LT was trading at 3483.50. The strike last trading price was 121.55, which was -176.05 lower than the previous day. The implied volatity was 18.71, the open interest changed by 114 which increased total open position to 114
On 20 Nov LT was trading at 3505.90. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 3526.25. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 297.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 297.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.47
Theta: -0.93
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 2.4 | -0.15 | 24.88 | 1,655 | 52 | 406 |
| 19 Dec | 3716.35 | 2.55 | -0.35 | 31.26 | 354 | 3 | 353 |
| 18 Dec | 3758.15 | 2.9 | 0.20 | 34.02 | 313 | -16 | 351 |
| 17 Dec | 3807.20 | 2.7 | 0.90 | 34.96 | 325 | -36 | 366 |
| 16 Dec | 3877.85 | 1.8 | -0.35 | 35.61 | 57 | -21 | 403 |
| 13 Dec | 3887.00 | 2.15 | 0.35 | 33.30 | 480 | -49 | 424 |
| 12 Dec | 3859.90 | 1.8 | -0.20 | 29.84 | 156 | 6 | 479 |
| 11 Dec | 3916.75 | 2 | -0.40 | 32.02 | 83 | -48 | 475 |
| 10 Dec | 3923.15 | 2.4 | -0.40 | 32.49 | 330 | -14 | 529 |
| 9 Dec | 3947.30 | 2.8 | -1.75 | 33.99 | 510 | -12 | 542 |
| 6 Dec | 3866.70 | 4.55 | -1.55 | 29.58 | 932 | 31 | 557 |
| 5 Dec | 3831.55 | 6.1 | -0.50 | 28.92 | 1,165 | 110 | 534 |
| 4 Dec | 3789.90 | 6.6 | -1.45 | 27.58 | 1,304 | 21 | 422 |
| 3 Dec | 3787.05 | 8.05 | -3.10 | 26.52 | 1,258 | -99 | 413 |
| 2 Dec | 3704.05 | 11.15 | -1.90 | 24.91 | 1,382 | 122 | 515 |
| 29 Nov | 3724.80 | 13.05 | -6.05 | 25.06 | 1,166 | 0 | 394 |
| 28 Nov | 3666.05 | 19.1 | 5.10 | 24.30 | 892 | -14 | 395 |
| 27 Nov | 3698.70 | 14 | -2.75 | 23.39 | 251 | 56 | 409 |
| 26 Nov | 3702.60 | 16.75 | 3.85 | 24.52 | 147 | 2 | 353 |
| 25 Nov | 3753.00 | 12.9 | -17.45 | 25.36 | 503 | 207 | 351 |
| 22 Nov | 3603.50 | 30.35 | -35.35 | 22.54 | 396 | -37 | 107 |
| 21 Nov | 3483.50 | 65.7 | 6.30 | 22.95 | 418 | 49 | 147 |
| 20 Nov | 3505.90 | 59.4 | 0.00 | 22.78 | 101 | 32 | 100 |
| 19 Nov | 3505.90 | 59.4 | 7.85 | 22.78 | 101 | 34 | 100 |
| 18 Nov | 3542.15 | 51.55 | -35.40 | 22.73 | 75 | 65 | 65 |
| 14 Nov | 3526.25 | 86.95 | 0.00 | 2.78 | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 86.95 | 0.00 | 3.07 | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 86.95 | 0.00 | 3.79 | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 86.95 | 0.00 | 4.55 | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 86.95 | 0.00 | 5.06 | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 86.95 | 0.00 | 4.76 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 86.95 | 0.00 | 4.84 | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 86.95 | 0.00 | 3.30 | 0 | 0 | 0 |
| 4 Nov | 3574.45 | 86.95 | 3.47 | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3450 expiring on 26DEC2024
Delta for 3450 PE is -0.05
Historical price for 3450 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 2.4, which was -0.15 lower than the previous day. The implied volatity was 24.88, the open interest changed by 52 which increased total open position to 406
On 19 Dec LT was trading at 3716.35. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 31.26, the open interest changed by 3 which increased total open position to 353
On 18 Dec LT was trading at 3758.15. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 34.02, the open interest changed by -16 which decreased total open position to 351
On 17 Dec LT was trading at 3807.20. The strike last trading price was 2.7, which was 0.90 higher than the previous day. The implied volatity was 34.96, the open interest changed by -36 which decreased total open position to 366
On 16 Dec LT was trading at 3877.85. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 35.61, the open interest changed by -21 which decreased total open position to 403
On 13 Dec LT was trading at 3887.00. The strike last trading price was 2.15, which was 0.35 higher than the previous day. The implied volatity was 33.30, the open interest changed by -49 which decreased total open position to 424
On 12 Dec LT was trading at 3859.90. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 29.84, the open interest changed by 6 which increased total open position to 479
On 11 Dec LT was trading at 3916.75. The strike last trading price was 2, which was -0.40 lower than the previous day. The implied volatity was 32.02, the open interest changed by -48 which decreased total open position to 475
On 10 Dec LT was trading at 3923.15. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 32.49, the open interest changed by -14 which decreased total open position to 529
On 9 Dec LT was trading at 3947.30. The strike last trading price was 2.8, which was -1.75 lower than the previous day. The implied volatity was 33.99, the open interest changed by -12 which decreased total open position to 542
On 6 Dec LT was trading at 3866.70. The strike last trading price was 4.55, which was -1.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 31 which increased total open position to 557
On 5 Dec LT was trading at 3831.55. The strike last trading price was 6.1, which was -0.50 lower than the previous day. The implied volatity was 28.92, the open interest changed by 110 which increased total open position to 534
On 4 Dec LT was trading at 3789.90. The strike last trading price was 6.6, which was -1.45 lower than the previous day. The implied volatity was 27.58, the open interest changed by 21 which increased total open position to 422
On 3 Dec LT was trading at 3787.05. The strike last trading price was 8.05, which was -3.10 lower than the previous day. The implied volatity was 26.52, the open interest changed by -99 which decreased total open position to 413
On 2 Dec LT was trading at 3704.05. The strike last trading price was 11.15, which was -1.90 lower than the previous day. The implied volatity was 24.91, the open interest changed by 122 which increased total open position to 515
On 29 Nov LT was trading at 3724.80. The strike last trading price was 13.05, which was -6.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 394
On 28 Nov LT was trading at 3666.05. The strike last trading price was 19.1, which was 5.10 higher than the previous day. The implied volatity was 24.30, the open interest changed by -14 which decreased total open position to 395
On 27 Nov LT was trading at 3698.70. The strike last trading price was 14, which was -2.75 lower than the previous day. The implied volatity was 23.39, the open interest changed by 56 which increased total open position to 409
On 26 Nov LT was trading at 3702.60. The strike last trading price was 16.75, which was 3.85 higher than the previous day. The implied volatity was 24.52, the open interest changed by 2 which increased total open position to 353
On 25 Nov LT was trading at 3753.00. The strike last trading price was 12.9, which was -17.45 lower than the previous day. The implied volatity was 25.36, the open interest changed by 207 which increased total open position to 351
On 22 Nov LT was trading at 3603.50. The strike last trading price was 30.35, which was -35.35 lower than the previous day. The implied volatity was 22.54, the open interest changed by -37 which decreased total open position to 107
On 21 Nov LT was trading at 3483.50. The strike last trading price was 65.7, which was 6.30 higher than the previous day. The implied volatity was 22.95, the open interest changed by 49 which increased total open position to 147
On 20 Nov LT was trading at 3505.90. The strike last trading price was 59.4, which was 0.00 lower than the previous day. The implied volatity was 22.78, the open interest changed by 32 which increased total open position to 100
On 19 Nov LT was trading at 3505.90. The strike last trading price was 59.4, which was 7.85 higher than the previous day. The implied volatity was 22.78, the open interest changed by 34 which increased total open position to 100
On 18 Nov LT was trading at 3542.15. The strike last trading price was 51.55, which was -35.40 lower than the previous day. The implied volatity was 22.73, the open interest changed by 65 which increased total open position to 65
On 14 Nov LT was trading at 3526.25. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 3.79, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 86.95, which was 0.00 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 86.95, which was lower than the previous day. The implied volatity was 3.47, the open interest changed by 0 which decreased total open position to 0
