LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.66
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 4.65 | -5.1 | 35.09 | 397 | 4 | 4,613 | |||
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| 8 Apr | 3164.60 | 9.75 | 1.3 | 31.13 | 1,387 | 34 | 4,609 | |||
| 7 Apr | 3068.50 | 9.4 | -0.95 | 36.27 | 690 | -55 | 4,575 | |||
| 4 Apr | 3260.15 | 10.25 | -35.95 | 20.45 | 5,104 | 83 | 4,631 | |||
| 3 Apr | 3420.15 | 45.85 | -13.7 | 17.00 | 8,120 | 4,142 | 4,550 | |||
| 2 Apr | 3419.90 | 60.8 | -11.4 | 19.99 | 1,261 | 176 | 401 | |||
| 1 Apr | 3436.80 | 72.3 | -27.95 | 21.00 | 914 | 119 | 226 | |||
| 28 Mar | 3492.30 | 99.15 | -52.75 | 18.41 | 258 | 107 | 107 | |||
For Larsen & Toubro Ltd. - strike price 3460 expiring on 24APR2025
Delta for 3460 CE is 0.05
Historical price for 3460 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 4.65, which was -5.1 lower than the previous day. The implied volatity was 35.09, the open interest changed by 4 which increased total open position to 4613
On 8 Apr LT was trading at 3164.60. The strike last trading price was 9.75, which was 1.3 higher than the previous day. The implied volatity was 31.13, the open interest changed by 34 which increased total open position to 4609
On 7 Apr LT was trading at 3068.50. The strike last trading price was 9.4, which was -0.95 lower than the previous day. The implied volatity was 36.27, the open interest changed by -55 which decreased total open position to 4575
On 4 Apr LT was trading at 3260.15. The strike last trading price was 10.25, which was -35.95 lower than the previous day. The implied volatity was 20.45, the open interest changed by 83 which increased total open position to 4631
On 3 Apr LT was trading at 3420.15. The strike last trading price was 45.85, which was -13.7 lower than the previous day. The implied volatity was 17.00, the open interest changed by 4142 which increased total open position to 4550
On 2 Apr LT was trading at 3419.90. The strike last trading price was 60.8, which was -11.4 lower than the previous day. The implied volatity was 19.99, the open interest changed by 176 which increased total open position to 401
On 1 Apr LT was trading at 3436.80. The strike last trading price was 72.3, which was -27.95 lower than the previous day. The implied volatity was 21.00, the open interest changed by 119 which increased total open position to 226
On 28 Mar LT was trading at 3492.30. The strike last trading price was 99.15, which was -52.75 lower than the previous day. The implied volatity was 18.41, the open interest changed by 107 which increased total open position to 107
| LT 24APR2025 3460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 375 | 88.2 | - | 2 | 0 | 529 |
| 8 Apr | 3164.60 | 286.8 | -115.2 | 28.15 | 7 | -4 | 530 |
| 7 Apr | 3068.50 | 402 | 196.5 | 59.12 | 4 | 0 | 535 |
| 4 Apr | 3260.15 | 206 | 127.65 | 27.49 | 191 | -31 | 536 |
| 3 Apr | 3420.15 | 79.7 | 0.35 | 20.91 | 1,329 | 125 | 575 |
| 2 Apr | 3419.90 | 76.45 | 2.7 | 20.72 | 608 | 28 | 448 |
| 1 Apr | 3436.80 | 74.65 | 15.15 | 21.69 | 1,928 | 267 | 425 |
| 28 Mar | 3492.30 | 60.65 | -30.75 | 22.56 | 541 | 158 | 158 |
For Larsen & Toubro Ltd. - strike price 3460 expiring on 24APR2025
Delta for 3460 PE is -
Historical price for 3460 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 375, which was 88.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 529
On 8 Apr LT was trading at 3164.60. The strike last trading price was 286.8, which was -115.2 lower than the previous day. The implied volatity was 28.15, the open interest changed by -4 which decreased total open position to 530
On 7 Apr LT was trading at 3068.50. The strike last trading price was 402, which was 196.5 higher than the previous day. The implied volatity was 59.12, the open interest changed by 0 which decreased total open position to 535
On 4 Apr LT was trading at 3260.15. The strike last trading price was 206, which was 127.65 higher than the previous day. The implied volatity was 27.49, the open interest changed by -31 which decreased total open position to 536
On 3 Apr LT was trading at 3420.15. The strike last trading price was 79.7, which was 0.35 higher than the previous day. The implied volatity was 20.91, the open interest changed by 125 which increased total open position to 575
On 2 Apr LT was trading at 3419.90. The strike last trading price was 76.45, which was 2.7 higher than the previous day. The implied volatity was 20.72, the open interest changed by 28 which increased total open position to 448
On 1 Apr LT was trading at 3436.80. The strike last trading price was 74.65, which was 15.15 higher than the previous day. The implied volatity was 21.69, the open interest changed by 267 which increased total open position to 425
On 28 Mar LT was trading at 3492.30. The strike last trading price was 60.65, which was -30.75 lower than the previous day. The implied volatity was 22.56, the open interest changed by 158 which increased total open position to 158
