LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 1.06
Theta: -1.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 8.45 | 0.45 | 32.24 | 492 | -110 | 923 | |||
| 7 Apr | 3068.50 | 8.65 | -0.15 | 36.94 | 589 | -34 | 1,056 | |||
| 4 Apr | 3260.15 | 8.65 | -29.95 | 20.88 | 2,710 | 200 | 1,091 | |||
| 3 Apr | 3420.15 | 38.35 | -12 | 17.17 | 2,659 | 591 | 911 | |||
| 2 Apr | 3419.90 | 51.9 | -10.7 | 19.92 | 962 | 76 | 322 | |||
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| 1 Apr | 3436.80 | 62.7 | -26.1 | 20.91 | 1,309 | 114 | 245 | |||
| 28 Mar | 3492.30 | 87.7 | -53.25 | 18.48 | 498 | 131 | 131 | |||
For Larsen & Toubro Ltd. - strike price 3480 expiring on 24APR2025
Delta for 3480 CE is 0.09
Historical price for 3480 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 8.45, which was 0.45 higher than the previous day. The implied volatity was 32.24, the open interest changed by -110 which decreased total open position to 923
On 7 Apr LT was trading at 3068.50. The strike last trading price was 8.65, which was -0.15 lower than the previous day. The implied volatity was 36.94, the open interest changed by -34 which decreased total open position to 1056
On 4 Apr LT was trading at 3260.15. The strike last trading price was 8.65, which was -29.95 lower than the previous day. The implied volatity was 20.88, the open interest changed by 200 which increased total open position to 1091
On 3 Apr LT was trading at 3420.15. The strike last trading price was 38.35, which was -12 lower than the previous day. The implied volatity was 17.17, the open interest changed by 591 which increased total open position to 911
On 2 Apr LT was trading at 3419.90. The strike last trading price was 51.9, which was -10.7 lower than the previous day. The implied volatity was 19.92, the open interest changed by 76 which increased total open position to 322
On 1 Apr LT was trading at 3436.80. The strike last trading price was 62.7, which was -26.1 lower than the previous day. The implied volatity was 20.91, the open interest changed by 114 which increased total open position to 245
On 28 Mar LT was trading at 3492.30. The strike last trading price was 87.7, which was -53.25 lower than the previous day. The implied volatity was 18.48, the open interest changed by 131 which increased total open position to 131
| LT 24APR2025 3480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 305.6 | -104.4 | - | 3 | 0 | 440 |
| 7 Apr | 3068.50 | 410 | 184.65 | 54.43 | 9 | 5 | 441 |
| 4 Apr | 3260.15 | 225.35 | 134.85 | 28.94 | 99 | -9 | 437 |
| 3 Apr | 3420.15 | 94.2 | 3.25 | 21.83 | 574 | -47 | 444 |
| 2 Apr | 3419.90 | 90.4 | 6.35 | 21.55 | 303 | 20 | 491 |
| 1 Apr | 3436.80 | 85 | 16.5 | 21.62 | 1,736 | 79 | 471 |
| 28 Mar | 3492.30 | 69.4 | -30.95 | 22.62 | 1,178 | 392 | 392 |
For Larsen & Toubro Ltd. - strike price 3480 expiring on 24APR2025
Delta for 3480 PE is -
Historical price for 3480 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 305.6, which was -104.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 440
On 7 Apr LT was trading at 3068.50. The strike last trading price was 410, which was 184.65 higher than the previous day. The implied volatity was 54.43, the open interest changed by 5 which increased total open position to 441
On 4 Apr LT was trading at 3260.15. The strike last trading price was 225.35, which was 134.85 higher than the previous day. The implied volatity was 28.94, the open interest changed by -9 which decreased total open position to 437
On 3 Apr LT was trading at 3420.15. The strike last trading price was 94.2, which was 3.25 higher than the previous day. The implied volatity was 21.83, the open interest changed by -47 which decreased total open position to 444
On 2 Apr LT was trading at 3419.90. The strike last trading price was 90.4, which was 6.35 higher than the previous day. The implied volatity was 21.55, the open interest changed by 20 which increased total open position to 491
On 1 Apr LT was trading at 3436.80. The strike last trading price was 85, which was 16.5 higher than the previous day. The implied volatity was 21.62, the open interest changed by 79 which increased total open position to 471
On 28 Mar LT was trading at 3492.30. The strike last trading price was 69.4, which was -30.95 lower than the previous day. The implied volatity was 22.62, the open interest changed by 392 which increased total open position to 392
