LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Apr 2025 04:11 PM IST
| LT 24APR2025 3520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.49
Theta: -0.68
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 3115.95 | 3.05 | -0.3 | 34.48 | 733 | -16 | 1,919 | |||
| 9 Apr | 3054.15 | 3.3 | -3.2 | 36.66 | 288 | 24 | 1,942 | |||
| 8 Apr | 3164.60 | 6.7 | 0.4 | 32.56 | 589 | 23 | 1,922 | |||
| 7 Apr | 3068.50 | 6.55 | 0.3 | 37.29 | 785 | 19 | 1,910 | |||
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| 4 Apr | 3260.15 | 6.05 | -20.45 | 21.60 | 2,228 | 183 | 1,906 | |||
| 3 Apr | 3420.15 | 26.5 | -9.65 | 17.58 | 1,698 | -28 | 1,723 | |||
| 2 Apr | 3419.90 | 37 | -9.4 | 19.83 | 3,516 | 1,415 | 1,751 | |||
| 1 Apr | 3436.80 | 45.9 | -22.75 | 20.67 | 1,256 | 130 | 338 | |||
| 28 Mar | 3492.30 | 67.7 | -52.95 | 18.66 | 529 | 208 | 208 | |||
For Larsen & Toubro Ltd. - strike price 3520 expiring on 24APR2025
Delta for 3520 CE is 0.04
Historical price for 3520 CE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 3.05, which was -0.3 lower than the previous day. The implied volatity was 34.48, the open interest changed by -16 which decreased total open position to 1919
On 9 Apr LT was trading at 3054.15. The strike last trading price was 3.3, which was -3.2 lower than the previous day. The implied volatity was 36.66, the open interest changed by 24 which increased total open position to 1942
On 8 Apr LT was trading at 3164.60. The strike last trading price was 6.7, which was 0.4 higher than the previous day. The implied volatity was 32.56, the open interest changed by 23 which increased total open position to 1922
On 7 Apr LT was trading at 3068.50. The strike last trading price was 6.55, which was 0.3 higher than the previous day. The implied volatity was 37.29, the open interest changed by 19 which increased total open position to 1910
On 4 Apr LT was trading at 3260.15. The strike last trading price was 6.05, which was -20.45 lower than the previous day. The implied volatity was 21.60, the open interest changed by 183 which increased total open position to 1906
On 3 Apr LT was trading at 3420.15. The strike last trading price was 26.5, which was -9.65 lower than the previous day. The implied volatity was 17.58, the open interest changed by -28 which decreased total open position to 1723
On 2 Apr LT was trading at 3419.90. The strike last trading price was 37, which was -9.4 lower than the previous day. The implied volatity was 19.83, the open interest changed by 1415 which increased total open position to 1751
On 1 Apr LT was trading at 3436.80. The strike last trading price was 45.9, which was -22.75 lower than the previous day. The implied volatity was 20.67, the open interest changed by 130 which increased total open position to 338
On 28 Mar LT was trading at 3492.30. The strike last trading price was 67.7, which was -52.95 lower than the previous day. The implied volatity was 18.66, the open interest changed by 208 which increased total open position to 208
| LT 24APR2025 3520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3115.95 | 239.5 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 3054.15 | 239.5 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 3164.60 | 239.5 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 239.5 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 239.5 | 122.45 | - | 1 | 0 | 174 |
| 3 Apr | 3420.15 | 115.95 | -0.7 | 20.56 | 58 | -4 | 175 |
| 2 Apr | 3419.90 | 116.65 | 9.1 | 22.01 | 75 | 4 | 179 |
| 1 Apr | 3436.80 | 108.75 | 20.85 | 21.66 | 350 | 63 | 174 |
| 28 Mar | 3492.30 | 89 | -30.85 | 22.69 | 302 | 111 | 111 |
For Larsen & Toubro Ltd. - strike price 3520 expiring on 24APR2025
Delta for 3520 PE is 0.00
Historical price for 3520 PE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 239.5, 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 9 Apr LT was trading at 3054.15. The strike last trading price was 239.5, 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 8 Apr LT was trading at 3164.60. The strike last trading price was 239.5, 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 7 Apr LT was trading at 3068.50. The strike last trading price was 239.5, 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 Apr LT was trading at 3260.15. The strike last trading price was 239.5, which was 122.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 174
On 3 Apr LT was trading at 3420.15. The strike last trading price was 115.95, which was -0.7 lower than the previous day. The implied volatity was 20.56, the open interest changed by -4 which decreased total open position to 175
On 2 Apr LT was trading at 3419.90. The strike last trading price was 116.65, which was 9.1 higher than the previous day. The implied volatity was 22.01, the open interest changed by 4 which increased total open position to 179
On 1 Apr LT was trading at 3436.80. The strike last trading price was 108.75, which was 20.85 higher than the previous day. The implied volatity was 21.66, the open interest changed by 63 which increased total open position to 174
On 28 Mar LT was trading at 3492.30. The strike last trading price was 89, which was -30.85 lower than the previous day. The implied volatity was 22.69, the open interest changed by 111 which increased total open position to 111
