LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 1.01
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 7.9 | 0.75 | 32.41 | 6,080 | 451 | 7,626 | |||
| 7 Apr | 3068.50 | 7.6 | 0.1 | 37.19 | 5,021 | -211 | 7,173 | |||
| 4 Apr | 3260.15 | 7.5 | -25.05 | 21.44 | 13,360 | 1,631 | 7,422 | |||
| 3 Apr | 3420.15 | 32.15 | -11 | 17.44 | 10,022 | 1,655 | 5,784 | |||
| 2 Apr | 3419.90 | 44 | -9.85 | 19.87 | 4,748 | 477 | 4,134 | |||
| 1 Apr | 3436.80 | 54 | -24.85 | 20.83 | 7,742 | 850 | 3,664 | |||
| 28 Mar | 3492.30 | 77.5 | -19.15 | 18.64 | 6,202 | 610 | 2,814 | |||
| 27 Mar | 3501.60 | 103.2 | 33 | 21.65 | 13,128 | -23 | 2,227 | |||
| 26 Mar | 3444.80 | 69.95 | -8.9 | 20.59 | 6,850 | 767 | 2,248 | |||
| 25 Mar | 3469.60 | 76 | -9.65 | 21.45 | 3,311 | 193 | 1,482 | |||
| 24 Mar | 3481.85 | 86.95 | 30.75 | 19.91 | 3,357 | -46 | 1,288 | |||
| 21 Mar | 3415.95 | 55.2 | 20 | 18.78 | 2,607 | -48 | 1,332 | |||
| 20 Mar | 3351.05 | 35.85 | 4.95 | 19.08 | 1,511 | 726 | 1,362 | |||
| 19 Mar | 3319.55 | 29.6 | 5.8 | 19.65 | 1,026 | -11 | 633 | |||
| 18 Mar | 3270.70 | 23.8 | 8.95 | 20.84 | 513 | 107 | 646 | |||
| 17 Mar | 3173.45 | 15.2 | -1.8 | 23.25 | 242 | 18 | 523 | |||
| 13 Mar | 3187.30 | 17.2 | -0.35 | 21.98 | 134 | 98 | 506 | |||
| 12 Mar | 3193.65 | 17.1 | -3.3 | 21.58 | 60 | 27 | 408 | |||
| 11 Mar | 3195.45 | 19.95 | 0.5 | 21.56 | 56 | 6 | 382 | |||
| 10 Mar | 3177.70 | 19.45 | -11.3 | 22.60 | 447 | 340 | 376 | |||
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| 7 Mar | 3244.70 | 30 | -3.15 | 21.07 | 43 | 34 | 36 | |||
| 6 Mar | 3259.90 | 30.5 | -159.2 | 20.19 | 4 | 2 | 2 | |||
| 5 Mar | 3239.65 | 189.7 | 0 | 4.45 | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 189.7 | 0 | 5.03 | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 189.7 | 0 | 5.13 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 189.7 | 0 | 5.60 | 0 | 0 | 0 | |||
| 27 Feb | 3209.50 | 189.7 | 0 | 4.69 | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 189.7 | 0 | 4.04 | 0 | 0 | 0 | |||
| 14 Feb | 3237.65 | 189.7 | 0 | 3.60 | 0 | 0 | 0 | |||
| 11 Feb | 3239.65 | 189.7 | 0 | 3.32 | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 189.7 | 0 | 1.88 | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 189.7 | 0 | 0.20 | 0 | 0 | 0 | |||
| 4 Feb | 3439.15 | 189.7 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 189.7 | 0 | - | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3500 expiring on 24APR2025
Delta for 3500 CE is 0.08
Historical price for 3500 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 7.9, which was 0.75 higher than the previous day. The implied volatity was 32.41, the open interest changed by 451 which increased total open position to 7626
On 7 Apr LT was trading at 3068.50. The strike last trading price was 7.6, which was 0.1 higher than the previous day. The implied volatity was 37.19, the open interest changed by -211 which decreased total open position to 7173
On 4 Apr LT was trading at 3260.15. The strike last trading price was 7.5, which was -25.05 lower than the previous day. The implied volatity was 21.44, the open interest changed by 1631 which increased total open position to 7422
On 3 Apr LT was trading at 3420.15. The strike last trading price was 32.15, which was -11 lower than the previous day. The implied volatity was 17.44, the open interest changed by 1655 which increased total open position to 5784
On 2 Apr LT was trading at 3419.90. The strike last trading price was 44, which was -9.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 477 which increased total open position to 4134
On 1 Apr LT was trading at 3436.80. The strike last trading price was 54, which was -24.85 lower than the previous day. The implied volatity was 20.83, the open interest changed by 850 which increased total open position to 3664
On 28 Mar LT was trading at 3492.30. The strike last trading price was 77.5, which was -19.15 lower than the previous day. The implied volatity was 18.64, the open interest changed by 610 which increased total open position to 2814
On 27 Mar LT was trading at 3501.60. The strike last trading price was 103.2, which was 33 higher than the previous day. The implied volatity was 21.65, the open interest changed by -23 which decreased total open position to 2227
On 26 Mar LT was trading at 3444.80. The strike last trading price was 69.95, which was -8.9 lower than the previous day. The implied volatity was 20.59, the open interest changed by 767 which increased total open position to 2248
On 25 Mar LT was trading at 3469.60. The strike last trading price was 76, which was -9.65 lower than the previous day. The implied volatity was 21.45, the open interest changed by 193 which increased total open position to 1482
On 24 Mar LT was trading at 3481.85. The strike last trading price was 86.95, which was 30.75 higher than the previous day. The implied volatity was 19.91, the open interest changed by -46 which decreased total open position to 1288
On 21 Mar LT was trading at 3415.95. The strike last trading price was 55.2, which was 20 higher than the previous day. The implied volatity was 18.78, the open interest changed by -48 which decreased total open position to 1332
On 20 Mar LT was trading at 3351.05. The strike last trading price was 35.85, which was 4.95 higher than the previous day. The implied volatity was 19.08, the open interest changed by 726 which increased total open position to 1362
On 19 Mar LT was trading at 3319.55. The strike last trading price was 29.6, which was 5.8 higher than the previous day. The implied volatity was 19.65, the open interest changed by -11 which decreased total open position to 633
On 18 Mar LT was trading at 3270.70. The strike last trading price was 23.8, which was 8.95 higher than the previous day. The implied volatity was 20.84, the open interest changed by 107 which increased total open position to 646
On 17 Mar LT was trading at 3173.45. The strike last trading price was 15.2, which was -1.8 lower than the previous day. The implied volatity was 23.25, the open interest changed by 18 which increased total open position to 523
On 13 Mar LT was trading at 3187.30. The strike last trading price was 17.2, which was -0.35 lower than the previous day. The implied volatity was 21.98, the open interest changed by 98 which increased total open position to 506
On 12 Mar LT was trading at 3193.65. The strike last trading price was 17.1, which was -3.3 lower than the previous day. The implied volatity was 21.58, the open interest changed by 27 which increased total open position to 408
On 11 Mar LT was trading at 3195.45. The strike last trading price was 19.95, which was 0.5 higher than the previous day. The implied volatity was 21.56, the open interest changed by 6 which increased total open position to 382
On 10 Mar LT was trading at 3177.70. The strike last trading price was 19.45, which was -11.3 lower than the previous day. The implied volatity was 22.60, the open interest changed by 340 which increased total open position to 376
On 7 Mar LT was trading at 3244.70. The strike last trading price was 30, which was -3.15 lower than the previous day. The implied volatity was 21.07, the open interest changed by 34 which increased total open position to 36
On 6 Mar LT was trading at 3259.90. The strike last trading price was 30.5, which was -159.2 lower than the previous day. The implied volatity was 20.19, the open interest changed by 2 which increased total open position to 2
On 5 Mar LT was trading at 3239.65. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 4.45, 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 189.7, which was 0 lower than the previous day. The implied volatity was 5.03, 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 189.7, which was 0 lower than the previous day. The implied volatity was 5.13, 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 189.7, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LT was trading at 3209.50. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 189.7, 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 14 Feb LT was trading at 3237.65. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 3.60, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LT was trading at 3239.65. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 189.7, which was 0 lower than the previous day. The implied volatity was 0.20, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LT was trading at 3439.15. The strike last trading price was 189.7, 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 1 Feb LT was trading at 3447.50. The strike last trading price was 189.7, 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
| LT 24APR2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 1.66
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 346 | -81 | 45.58 | 25 | -2 | 2,338 |
| 7 Apr | 3068.50 | 427 | 184.45 | 54.40 | 399 | -235 | 2,340 |
| 4 Apr | 3260.15 | 242.95 | 138.25 | 29.47 | 523 | -2 | 2,575 |
| 3 Apr | 3420.15 | 106 | 2.6 | 21.65 | 786 | 5 | 2,576 |
| 2 Apr | 3419.90 | 99.75 | 4.85 | 20.73 | 1,268 | 77 | 2,571 |
| 1 Apr | 3436.80 | 94.3 | 16.7 | 21.00 | 4,264 | 813 | 2,494 |
| 28 Mar | 3492.30 | 78.4 | 7.35 | 22.54 | 2,931 | -177 | 1,681 |
| 27 Mar | 3501.60 | 66.1 | -36.65 | 21.57 | 4,828 | 457 | 1,861 |
| 26 Mar | 3444.80 | 102.4 | 11.25 | 23.94 | 2,063 | 301 | 1,408 |
| 25 Mar | 3469.60 | 94.9 | 9.75 | 21.55 | 1,010 | 105 | 1,106 |
| 24 Mar | 3481.85 | 84.4 | -30.65 | 22.41 | 1,158 | 205 | 1,000 |
| 21 Mar | 3415.95 | 114.1 | -50.45 | 20.36 | 643 | 437 | 794 |
| 20 Mar | 3351.05 | 161.75 | -23.05 | 22.29 | 76 | 20 | 357 |
| 19 Mar | 3319.55 | 184.5 | -41.5 | 21.78 | 323 | 262 | 338 |
| 18 Mar | 3270.70 | 226 | -74 | 23.61 | 50 | 26 | 75 |
| 17 Mar | 3173.45 | 300 | -4 | 21.61 | 9 | 5 | 45 |
| 13 Mar | 3187.30 | 304 | 4 | 27.65 | 8 | 7 | 39 |
| 12 Mar | 3193.65 | 300 | -4 | 26.54 | 21 | 16 | 30 |
| 11 Mar | 3195.45 | 304 | 3.1 | 30.84 | 12 | 8 | 10 |
| 10 Mar | 3177.70 | 300.9 | -44.1 | 23.39 | 1 | 1 | 1 |
| 7 Mar | 3244.70 | 345 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 345 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 345 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 345 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 345 | 0 | 0.00 | 0 | 1 | 0 |
| 28 Feb | 3163.85 | 345 | 134.5 | 33.08 | 1 | 0 | 0 |
| 27 Feb | 3209.50 | 210.5 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 210.5 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 3237.65 | 210.5 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 3239.65 | 210.5 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 210.5 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 210.5 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 3439.15 | 210.5 | 0 | 0.35 | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 210.5 | 0 | 0.45 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3500 expiring on 24APR2025
Delta for 3500 PE is -0.83
Historical price for 3500 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 346, which was -81 lower than the previous day. The implied volatity was 45.58, the open interest changed by -2 which decreased total open position to 2338
On 7 Apr LT was trading at 3068.50. The strike last trading price was 427, which was 184.45 higher than the previous day. The implied volatity was 54.40, the open interest changed by -235 which decreased total open position to 2340
On 4 Apr LT was trading at 3260.15. The strike last trading price was 242.95, which was 138.25 higher than the previous day. The implied volatity was 29.47, the open interest changed by -2 which decreased total open position to 2575
On 3 Apr LT was trading at 3420.15. The strike last trading price was 106, which was 2.6 higher than the previous day. The implied volatity was 21.65, the open interest changed by 5 which increased total open position to 2576
On 2 Apr LT was trading at 3419.90. The strike last trading price was 99.75, which was 4.85 higher than the previous day. The implied volatity was 20.73, the open interest changed by 77 which increased total open position to 2571
On 1 Apr LT was trading at 3436.80. The strike last trading price was 94.3, which was 16.7 higher than the previous day. The implied volatity was 21.00, the open interest changed by 813 which increased total open position to 2494
On 28 Mar LT was trading at 3492.30. The strike last trading price was 78.4, which was 7.35 higher than the previous day. The implied volatity was 22.54, the open interest changed by -177 which decreased total open position to 1681
On 27 Mar LT was trading at 3501.60. The strike last trading price was 66.1, which was -36.65 lower than the previous day. The implied volatity was 21.57, the open interest changed by 457 which increased total open position to 1861
On 26 Mar LT was trading at 3444.80. The strike last trading price was 102.4, which was 11.25 higher than the previous day. The implied volatity was 23.94, the open interest changed by 301 which increased total open position to 1408
On 25 Mar LT was trading at 3469.60. The strike last trading price was 94.9, which was 9.75 higher than the previous day. The implied volatity was 21.55, the open interest changed by 105 which increased total open position to 1106
On 24 Mar LT was trading at 3481.85. The strike last trading price was 84.4, which was -30.65 lower than the previous day. The implied volatity was 22.41, the open interest changed by 205 which increased total open position to 1000
On 21 Mar LT was trading at 3415.95. The strike last trading price was 114.1, which was -50.45 lower than the previous day. The implied volatity was 20.36, the open interest changed by 437 which increased total open position to 794
On 20 Mar LT was trading at 3351.05. The strike last trading price was 161.75, which was -23.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 20 which increased total open position to 357
On 19 Mar LT was trading at 3319.55. The strike last trading price was 184.5, which was -41.5 lower than the previous day. The implied volatity was 21.78, the open interest changed by 262 which increased total open position to 338
On 18 Mar LT was trading at 3270.70. The strike last trading price was 226, which was -74 lower than the previous day. The implied volatity was 23.61, the open interest changed by 26 which increased total open position to 75
On 17 Mar LT was trading at 3173.45. The strike last trading price was 300, which was -4 lower than the previous day. The implied volatity was 21.61, the open interest changed by 5 which increased total open position to 45
On 13 Mar LT was trading at 3187.30. The strike last trading price was 304, which was 4 higher than the previous day. The implied volatity was 27.65, the open interest changed by 7 which increased total open position to 39
On 12 Mar LT was trading at 3193.65. The strike last trading price was 300, which was -4 lower than the previous day. The implied volatity was 26.54, the open interest changed by 16 which increased total open position to 30
On 11 Mar LT was trading at 3195.45. The strike last trading price was 304, which was 3.1 higher than the previous day. The implied volatity was 30.84, the open interest changed by 8 which increased total open position to 10
On 10 Mar LT was trading at 3177.70. The strike last trading price was 300.9, which was -44.1 lower than the previous day. The implied volatity was 23.39, the open interest changed by 1 which increased total open position to 1
On 7 Mar LT was trading at 3244.70. The strike last trading price was 345, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 345, 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 5 Mar LT was trading at 3239.65. The strike last trading price was 345, 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 4 Mar LT was trading at 3213.00. The strike last trading price was 345, 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 3 Mar LT was trading at 3197.30. The strike last trading price was 345, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 345, which was 134.5 higher than the previous day. The implied volatity was 33.08, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LT was trading at 3209.50. The strike last trading price was 210.5, 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 Feb LT was trading at 3220.15. The strike last trading price was 210.5, 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 14 Feb LT was trading at 3237.65. The strike last trading price was 210.5, 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 Feb LT was trading at 3239.65. The strike last trading price was 210.5, 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 Feb LT was trading at 3328.65. The strike last trading price was 210.5, 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 Feb LT was trading at 3383.20. The strike last trading price was 210.5, 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 Feb LT was trading at 3439.15. The strike last trading price was 210.5, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. The strike last trading price was 210.5, which was 0 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
