LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.47
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 3.05 | -2.75 | 37.38 | 148 | 4 | 736 | |||
| 8 Apr | 3164.60 | 5.7 | 0.1 | 32.76 | 522 | 24 | 738 | |||
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| 7 Apr | 3068.50 | 5.85 | 0.6 | 37.68 | 495 | -19 | 716 | |||
| 4 Apr | 3260.15 | 5.1 | -17 | 21.99 | 1,412 | 126 | 736 | |||
| 3 Apr | 3420.15 | 22.15 | -8.35 | 17.90 | 947 | -3 | 609 | |||
| 2 Apr | 3419.90 | 31.35 | -8.05 | 19.96 | 1,467 | 326 | 618 | |||
| 1 Apr | 3436.80 | 39.2 | -21.3 | 20.69 | 869 | 196 | 291 | |||
| 28 Mar | 3492.30 | 59.2 | -52.1 | 18.80 | 340 | 95 | 95 | |||
For Larsen & Toubro Ltd. - strike price 3540 expiring on 24APR2025
Delta for 3540 CE is 0.03
Historical price for 3540 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 3.05, which was -2.75 lower than the previous day. The implied volatity was 37.38, the open interest changed by 4 which increased total open position to 736
On 8 Apr LT was trading at 3164.60. The strike last trading price was 5.7, which was 0.1 higher than the previous day. The implied volatity was 32.76, the open interest changed by 24 which increased total open position to 738
On 7 Apr LT was trading at 3068.50. The strike last trading price was 5.85, which was 0.6 higher than the previous day. The implied volatity was 37.68, the open interest changed by -19 which decreased total open position to 716
On 4 Apr LT was trading at 3260.15. The strike last trading price was 5.1, which was -17 lower than the previous day. The implied volatity was 21.99, the open interest changed by 126 which increased total open position to 736
On 3 Apr LT was trading at 3420.15. The strike last trading price was 22.15, which was -8.35 lower than the previous day. The implied volatity was 17.90, the open interest changed by -3 which decreased total open position to 609
On 2 Apr LT was trading at 3419.90. The strike last trading price was 31.35, which was -8.05 lower than the previous day. The implied volatity was 19.96, the open interest changed by 326 which increased total open position to 618
On 1 Apr LT was trading at 3436.80. The strike last trading price was 39.2, which was -21.3 lower than the previous day. The implied volatity was 20.69, the open interest changed by 196 which increased total open position to 291
On 28 Mar LT was trading at 3492.30. The strike last trading price was 59.2, which was -52.1 lower than the previous day. The implied volatity was 18.80, the open interest changed by 95 which increased total open position to 95
| LT 24APR2025 3540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 453 | 97 | - | 1 | 0 | 86 |
| 8 Apr | 3164.60 | 356 | -115.05 | - | 2 | 0 | 86 |
| 7 Apr | 3068.50 | 471.05 | 192.05 | 60.24 | 1 | 0 | 86 |
| 4 Apr | 3260.15 | 279 | 147.4 | 30.58 | 4 | 0 | 86 |
| 3 Apr | 3420.15 | 131.6 | 1.6 | 21.10 | 1 | 0 | 86 |
| 2 Apr | 3419.90 | 130 | 7.6 | 21.96 | 9 | 0 | 87 |
| 1 Apr | 3436.80 | 122.4 | 24.15 | 21.87 | 82 | 24 | 87 |
| 28 Mar | 3492.30 | 99.2 | -31.15 | 22.54 | 164 | 63 | 63 |
For Larsen & Toubro Ltd. - strike price 3540 expiring on 24APR2025
Delta for 3540 PE is -
Historical price for 3540 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 453, which was 97 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 8 Apr LT was trading at 3164.60. The strike last trading price was 356, which was -115.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 86
On 7 Apr LT was trading at 3068.50. The strike last trading price was 471.05, which was 192.05 higher than the previous day. The implied volatity was 60.24, the open interest changed by 0 which decreased total open position to 86
On 4 Apr LT was trading at 3260.15. The strike last trading price was 279, which was 147.4 higher than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 86
On 3 Apr LT was trading at 3420.15. The strike last trading price was 131.6, which was 1.6 higher than the previous day. The implied volatity was 21.10, the open interest changed by 0 which decreased total open position to 86
On 2 Apr LT was trading at 3419.90. The strike last trading price was 130, which was 7.6 higher than the previous day. The implied volatity was 21.96, the open interest changed by 0 which decreased total open position to 87
On 1 Apr LT was trading at 3436.80. The strike last trading price was 122.4, which was 24.15 higher than the previous day. The implied volatity was 21.87, the open interest changed by 24 which increased total open position to 87
On 28 Mar LT was trading at 3492.30. The strike last trading price was 99.2, which was -31.15 lower than the previous day. The implied volatity was 22.54, the open interest changed by 63 which increased total open position to 63
