LT
Larsen & Toubro Ltd.
Historical option data for LT
26 Dec 2024 04:11 PM IST
| LT 30JAN2025 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 3.71
Theta: -1.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 3629.50 | 150.3 | -6.50 | 17.87 | 107 | 23 | 65 | |||
| 24 Dec | 3639.75 | 156.8 | -11.20 | 18.61 | 27 | 5 | 40 | |||
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| 23 Dec | 3640.50 | 168 | -13.90 | 19.21 | 47 | 31 | 34 | |||
| 20 Dec | 3629.85 | 181.9 | -99.65 | 23.64 | 5 | 2 | 2 | |||
| 19 Dec | 3716.35 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 3758.15 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 3807.20 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 3877.85 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 3887.00 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 3859.90 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 3916.75 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 3923.15 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 3947.30 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 3866.70 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 3831.55 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 3789.90 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 3787.05 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 3704.05 | 281.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 3724.80 | 281.55 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3550 expiring on 30JAN2025
Delta for 3550 CE is 0.73
Historical price for 3550 CE is as follows
On 26 Dec LT was trading at 3629.50. The strike last trading price was 150.3, which was -6.50 lower than the previous day. The implied volatity was 17.87, the open interest changed by 23 which increased total open position to 65
On 24 Dec LT was trading at 3639.75. The strike last trading price was 156.8, which was -11.20 lower than the previous day. The implied volatity was 18.61, the open interest changed by 5 which increased total open position to 40
On 23 Dec LT was trading at 3640.50. The strike last trading price was 168, which was -13.90 lower than the previous day. The implied volatity was 19.21, the open interest changed by 31 which increased total open position to 34
On 20 Dec LT was trading at 3629.85. The strike last trading price was 181.9, which was -99.65 lower than the previous day. The implied volatity was 23.64, the open interest changed by 2 which increased total open position to 2
On 19 Dec LT was trading at 3716.35. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Dec LT was trading at 3758.15. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec LT was trading at 3807.20. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec LT was trading at 3877.85. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec LT was trading at 3887.00. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LT was trading at 3859.90. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LT was trading at 3916.75. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec LT was trading at 3923.15. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LT was trading at 3947.30. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec LT was trading at 3866.70. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LT was trading at 3831.55. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LT was trading at 3789.90. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3787.05. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 3704.05. The strike last trading price was 281.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov LT was trading at 3724.80. The strike last trading price was 281.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 30JAN2025 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 3.85
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 3629.50 | 42.65 | 1.65 | 20.15 | 790 | 43 | 298 |
| 24 Dec | 3639.75 | 41 | -2.00 | 19.38 | 270 | 70 | 255 |
| 23 Dec | 3640.50 | 43 | -10.95 | 20.40 | 225 | 42 | 187 |
| 20 Dec | 3629.85 | 53.95 | 22.35 | 21.49 | 98 | 2 | 144 |
| 19 Dec | 3716.35 | 31.6 | 6.25 | 21.08 | 40 | 22 | 142 |
| 18 Dec | 3758.15 | 25.35 | 8.85 | 21.61 | 139 | 118 | 119 |
| 17 Dec | 3807.20 | 16.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 16 Dec | 3877.85 | 16.5 | -104.55 | 23.32 | 1 | 0 | 0 |
| 13 Dec | 3887.00 | 121.05 | 0.00 | 7.17 | 0 | 0 | 0 |
| 12 Dec | 3859.90 | 121.05 | 0.00 | 6.72 | 0 | 0 | 0 |
| 11 Dec | 3916.75 | 121.05 | 0.00 | 7.67 | 0 | 0 | 0 |
| 10 Dec | 3923.15 | 121.05 | 0.00 | 7.57 | 0 | 0 | 0 |
| 9 Dec | 3947.30 | 121.05 | 0.00 | 8.00 | 0 | 0 | 0 |
| 6 Dec | 3866.70 | 121.05 | 0.00 | 6.47 | 0 | 0 | 0 |
| 5 Dec | 3831.55 | 121.05 | 0.00 | 5.87 | 0 | 0 | 0 |
| 4 Dec | 3789.90 | 121.05 | 0.00 | 5.50 | 0 | 0 | 0 |
| 3 Dec | 3787.05 | 121.05 | 0.00 | 4.96 | 0 | 0 | 0 |
| 2 Dec | 3704.05 | 121.05 | 0.00 | 3.70 | 0 | 0 | 0 |
| 29 Nov | 3724.80 | 121.05 | 4.02 | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3550 expiring on 30JAN2025
Delta for 3550 PE is -0.29
Historical price for 3550 PE is as follows
On 26 Dec LT was trading at 3629.50. The strike last trading price was 42.65, which was 1.65 higher than the previous day. The implied volatity was 20.15, the open interest changed by 43 which increased total open position to 298
On 24 Dec LT was trading at 3639.75. The strike last trading price was 41, which was -2.00 lower than the previous day. The implied volatity was 19.38, the open interest changed by 70 which increased total open position to 255
On 23 Dec LT was trading at 3640.50. The strike last trading price was 43, which was -10.95 lower than the previous day. The implied volatity was 20.40, the open interest changed by 42 which increased total open position to 187
On 20 Dec LT was trading at 3629.85. The strike last trading price was 53.95, which was 22.35 higher than the previous day. The implied volatity was 21.49, the open interest changed by 2 which increased total open position to 144
On 19 Dec LT was trading at 3716.35. The strike last trading price was 31.6, which was 6.25 higher than the previous day. The implied volatity was 21.08, the open interest changed by 22 which increased total open position to 142
On 18 Dec LT was trading at 3758.15. The strike last trading price was 25.35, which was 8.85 higher than the previous day. The implied volatity was 21.61, the open interest changed by 118 which increased total open position to 119
On 17 Dec LT was trading at 3807.20. The strike last trading price was 16.5, which was 0.00 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 16 Dec LT was trading at 3877.85. The strike last trading price was 16.5, which was -104.55 lower than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 0
On 13 Dec LT was trading at 3887.00. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LT was trading at 3859.90. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LT was trading at 3916.75. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
On 10 Dec LT was trading at 3923.15. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LT was trading at 3947.30. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 8.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec LT was trading at 3866.70. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 6.47, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LT was trading at 3831.55. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LT was trading at 3789.90. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3787.05. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 4.96, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 3704.05. The strike last trading price was 121.05, which was 0.00 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 29 Nov LT was trading at 3724.80. The strike last trading price was 121.05, which was lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
