LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.46
Theta: -0.61
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 3 | -2.55 | 37.88 | 544 | -58 | 1,885 | |||
|
|
||||||||||
| 8 Apr | 3164.60 | 5.65 | 0.25 | 33.36 | 1,506 | -35 | 1,944 | |||
| 7 Apr | 3068.50 | 5.65 | 0.65 | 38.04 | 1,052 | -106 | 1,979 | |||
| 4 Apr | 3260.15 | 4.95 | -15.2 | 22.45 | 3,356 | 332 | 2,087 | |||
| 3 Apr | 3420.15 | 20.4 | -7.65 | 18.12 | 1,880 | 257 | 1,745 | |||
| 2 Apr | 3419.90 | 28.95 | -7.2 | 20.08 | 1,155 | 49 | 1,501 | |||
| 1 Apr | 3436.80 | 36.5 | -19.05 | 20.82 | 2,268 | 215 | 1,454 | |||
| 28 Mar | 3492.30 | 55 | -16.65 | 18.80 | 2,544 | 226 | 1,239 | |||
| 27 Mar | 3501.60 | 75.7 | 25.6 | 21.09 | 7,256 | 431 | 1,014 | |||
| 26 Mar | 3444.80 | 50.5 | -6.35 | 20.68 | 1,628 | 213 | 582 | |||
| 25 Mar | 3469.60 | 54 | -8.95 | 20.99 | 1,208 | -94 | 368 | |||
| 24 Mar | 3481.85 | 64 | 24.6 | 19.93 | 1,198 | 202 | 662 | |||
| 21 Mar | 3415.95 | 39.25 | 14.95 | 19.00 | 773 | 368 | 459 | |||
| 20 Mar | 3351.05 | 24.5 | 2.5 | 19.21 | 110 | 67 | 81 | |||
| 19 Mar | 3319.55 | 22 | 6.05 | 20.43 | 13 | 12 | 13 | |||
| 18 Mar | 3270.70 | 15.95 | -41 | 20.87 | 1 | 0 | 0 | |||
| 17 Mar | 3173.45 | 56.95 | 0 | 7.76 | 0 | 0 | 0 | |||
| 13 Mar | 3187.30 | 56.95 | 0 | 7.12 | 0 | 0 | 0 | |||
| 12 Mar | 3193.65 | 56.95 | 0 | 6.92 | 0 | 0 | 0 | |||
| 11 Mar | 3195.45 | 56.95 | 0 | 6.57 | 0 | 0 | 0 | |||
| 10 Mar | 3177.70 | 56.95 | 0 | 7.02 | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 56.95 | 0 | 5.39 | 0 | 0 | 0 | |||
| 6 Mar | 3259.90 | 56.95 | 0 | 5.08 | 0 | 0 | 0 | |||
| 5 Mar | 3239.65 | 56.95 | 0 | 5.35 | 0 | 0 | 0 | |||
| 4 Mar | 3213.00 | 56.95 | 0 | 5.90 | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 56.95 | 0 | 6.02 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 56.95 | 0 | 6.41 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3550 expiring on 24APR2025
Delta for 3550 CE is 0.03
Historical price for 3550 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 3, which was -2.55 lower than the previous day. The implied volatity was 37.88, the open interest changed by -58 which decreased total open position to 1885
On 8 Apr LT was trading at 3164.60. The strike last trading price was 5.65, which was 0.25 higher than the previous day. The implied volatity was 33.36, the open interest changed by -35 which decreased total open position to 1944
On 7 Apr LT was trading at 3068.50. The strike last trading price was 5.65, which was 0.65 higher than the previous day. The implied volatity was 38.04, the open interest changed by -106 which decreased total open position to 1979
On 4 Apr LT was trading at 3260.15. The strike last trading price was 4.95, which was -15.2 lower than the previous day. The implied volatity was 22.45, the open interest changed by 332 which increased total open position to 2087
On 3 Apr LT was trading at 3420.15. The strike last trading price was 20.4, which was -7.65 lower than the previous day. The implied volatity was 18.12, the open interest changed by 257 which increased total open position to 1745
On 2 Apr LT was trading at 3419.90. The strike last trading price was 28.95, which was -7.2 lower than the previous day. The implied volatity was 20.08, the open interest changed by 49 which increased total open position to 1501
On 1 Apr LT was trading at 3436.80. The strike last trading price was 36.5, which was -19.05 lower than the previous day. The implied volatity was 20.82, the open interest changed by 215 which increased total open position to 1454
On 28 Mar LT was trading at 3492.30. The strike last trading price was 55, which was -16.65 lower than the previous day. The implied volatity was 18.80, the open interest changed by 226 which increased total open position to 1239
On 27 Mar LT was trading at 3501.60. The strike last trading price was 75.7, which was 25.6 higher than the previous day. The implied volatity was 21.09, the open interest changed by 431 which increased total open position to 1014
On 26 Mar LT was trading at 3444.80. The strike last trading price was 50.5, which was -6.35 lower than the previous day. The implied volatity was 20.68, the open interest changed by 213 which increased total open position to 582
On 25 Mar LT was trading at 3469.60. The strike last trading price was 54, which was -8.95 lower than the previous day. The implied volatity was 20.99, the open interest changed by -94 which decreased total open position to 368
On 24 Mar LT was trading at 3481.85. The strike last trading price was 64, which was 24.6 higher than the previous day. The implied volatity was 19.93, the open interest changed by 202 which increased total open position to 662
On 21 Mar LT was trading at 3415.95. The strike last trading price was 39.25, which was 14.95 higher than the previous day. The implied volatity was 19.00, the open interest changed by 368 which increased total open position to 459
On 20 Mar LT was trading at 3351.05. The strike last trading price was 24.5, which was 2.5 higher than the previous day. The implied volatity was 19.21, the open interest changed by 67 which increased total open position to 81
On 19 Mar LT was trading at 3319.55. The strike last trading price was 22, which was 6.05 higher than the previous day. The implied volatity was 20.43, the open interest changed by 12 which increased total open position to 13
On 18 Mar LT was trading at 3270.70. The strike last trading price was 15.95, which was -41 lower than the previous day. The implied volatity was 20.87, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LT was trading at 3173.45. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3187.30. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3193.65. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3195.45. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3177.70. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LT was trading at 3244.70. The strike last trading price was 56.95, which was 0 lower than the previous day. The implied volatity was 5.39, 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 56.95, which was 0 lower than the previous day. The implied volatity was 5.08, 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 56.95, which was 0 lower than the previous day. The implied volatity was 5.35, 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 56.95, which was 0 lower than the previous day. The implied volatity was 5.90, 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 56.95, which was 0 lower than the previous day. The implied volatity was 6.02, 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 56.95, which was 0 lower than the previous day. The implied volatity was 6.41, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 420.65 | 49.65 | - | 4 | 1 | 402 |
| 8 Apr | 3164.60 | 371 | -111 | 25.11 | 6 | -2 | 400 |
| 7 Apr | 3068.50 | 482 | 190.95 | 61.65 | 29 | -13 | 403 |
| 4 Apr | 3260.15 | 291.05 | 151.4 | 32.51 | 32 | -10 | 415 |
| 3 Apr | 3420.15 | 140.05 | -3.95 | 21.52 | 128 | 35 | 425 |
| 2 Apr | 3419.90 | 144 | 17.5 | 24.30 | 59 | -10 | 390 |
| 1 Apr | 3436.80 | 128.4 | 23.85 | 21.63 | 333 | 0 | 401 |
| 28 Mar | 3492.30 | 105.95 | 10.95 | 22.84 | 688 | 47 | 401 |
| 27 Mar | 3501.60 | 91.1 | -41.15 | 21.76 | 1,874 | 9 | 355 |
| 26 Mar | 3444.80 | 132.8 | 10.3 | 23.75 | 509 | 136 | 343 |
| 25 Mar | 3469.60 | 123.9 | 11.3 | 21.46 | 318 | 0 | 184 |
| 24 Mar | 3481.85 | 111.45 | -247.2 | 22.56 | 421 | 183 | 183 |
| 21 Mar | 3415.95 | 358.65 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3351.05 | 358.65 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3319.55 | 358.65 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3270.70 | 358.65 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3173.45 | 358.65 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 358.65 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 358.65 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 358.65 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 358.65 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 358.65 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3259.90 | 358.65 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 3239.65 | 358.65 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3213.00 | 358.65 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 358.65 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 358.65 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3550 expiring on 24APR2025
Delta for 3550 PE is -
Historical price for 3550 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 420.65, which was 49.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 402
On 8 Apr LT was trading at 3164.60. The strike last trading price was 371, which was -111 lower than the previous day. The implied volatity was 25.11, the open interest changed by -2 which decreased total open position to 400
On 7 Apr LT was trading at 3068.50. The strike last trading price was 482, which was 190.95 higher than the previous day. The implied volatity was 61.65, the open interest changed by -13 which decreased total open position to 403
On 4 Apr LT was trading at 3260.15. The strike last trading price was 291.05, which was 151.4 higher than the previous day. The implied volatity was 32.51, the open interest changed by -10 which decreased total open position to 415
On 3 Apr LT was trading at 3420.15. The strike last trading price was 140.05, which was -3.95 lower than the previous day. The implied volatity was 21.52, the open interest changed by 35 which increased total open position to 425
On 2 Apr LT was trading at 3419.90. The strike last trading price was 144, which was 17.5 higher than the previous day. The implied volatity was 24.30, the open interest changed by -10 which decreased total open position to 390
On 1 Apr LT was trading at 3436.80. The strike last trading price was 128.4, which was 23.85 higher than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 401
On 28 Mar LT was trading at 3492.30. The strike last trading price was 105.95, which was 10.95 higher than the previous day. The implied volatity was 22.84, the open interest changed by 47 which increased total open position to 401
On 27 Mar LT was trading at 3501.60. The strike last trading price was 91.1, which was -41.15 lower than the previous day. The implied volatity was 21.76, the open interest changed by 9 which increased total open position to 355
On 26 Mar LT was trading at 3444.80. The strike last trading price was 132.8, which was 10.3 higher than the previous day. The implied volatity was 23.75, the open interest changed by 136 which increased total open position to 343
On 25 Mar LT was trading at 3469.60. The strike last trading price was 123.9, which was 11.3 higher than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 184
On 24 Mar LT was trading at 3481.85. The strike last trading price was 111.45, which was -247.2 lower than the previous day. The implied volatity was 22.56, the open interest changed by 183 which increased total open position to 183
On 21 Mar LT was trading at 3415.95. The strike last trading price was 358.65, 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 20 Mar LT was trading at 3351.05. The strike last trading price was 358.65, 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 19 Mar LT was trading at 3319.55. The strike last trading price was 358.65, 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 Mar LT was trading at 3270.70. The strike last trading price was 358.65, 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 17 Mar LT was trading at 3173.45. The strike last trading price was 358.65, 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 13 Mar LT was trading at 3187.30. The strike last trading price was 358.65, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 358.65, 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 Mar LT was trading at 3195.45. The strike last trading price was 358.65, 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 Mar LT was trading at 3177.70. The strike last trading price was 358.65, 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 7 Mar LT was trading at 3244.70. The strike last trading price was 358.65, 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 6 Mar LT was trading at 3259.90. The strike last trading price was 358.65, 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 Mar LT was trading at 3239.65. The strike last trading price was 358.65, 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 Mar LT was trading at 3213.00. The strike last trading price was 358.65, 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 3 Mar LT was trading at 3197.30. The strike last trading price was 358.65, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 358.65, 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
