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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3526.25 -21.70 (-0.61%)

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Historical option data for LT

14 Nov 2024 04:11 PM IST
LT 28NOV2024 3450 CE
Delta: 0.83
Vega: 1.75
Theta: -1.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
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 0.83

Historical price for 3450 CE is as follows

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: -0.24
Vega: 2.16
Theta: -1.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.24

Historical price for 3450 PE is as follows

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