LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 1.39
Theta: -3.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 99.7 | -71.25 | 24.62 | 138 | 32 | 147 | |||
| 19 Dec | 3716.35 | 170.95 | -59.05 | 17.84 | 123 | -2 | 116 | |||
| 18 Dec | 3758.15 | 230 | -47.20 | 35.15 | 3 | 0 | 118 | |||
| 17 Dec | 3807.20 | 277.2 | -67.80 | 40.63 | 7 | -4 | 117 | |||
| 16 Dec | 3877.85 | 345 | 24.85 | 42.93 | 4 | -3 | 122 | |||
| 13 Dec | 3887.00 | 320.15 | -6.05 | - | 14 | 1 | 129 | |||
| 12 Dec | 3859.90 | 326.2 | 6.50 | - | 1 | 0 | 128 | |||
| 11 Dec | 3916.75 | 319.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 3923.15 | 319.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 3947.30 | 319.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 3866.70 | 319.7 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 5 Dec | 3831.55 | 319.7 | 67.45 | 32.14 | 17 | 2 | 126 | |||
| 4 Dec | 3789.90 | 252.25 | 1.05 | - | 25 | -1 | 123 | |||
| 3 Dec | 3787.05 | 251.2 | 52.60 | 18.74 | 35 | 9 | 122 | |||
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| 2 Dec | 3704.05 | 198.6 | -24.20 | 17.26 | 22 | 2 | 113 | |||
| 29 Nov | 3724.80 | 222.8 | 46.25 | 23.30 | 91 | -20 | 112 | |||
| 28 Nov | 3666.05 | 176.55 | -25.25 | 21.64 | 138 | -20 | 132 | |||
| 27 Nov | 3698.70 | 201.8 | -3.30 | 21.65 | 38 | 5 | 150 | |||
| 26 Nov | 3702.60 | 205.1 | -44.50 | 21.34 | 35 | -14 | 146 | |||
| 25 Nov | 3753.00 | 249.6 | 121.45 | 19.34 | 172 | -22 | 160 | |||
| 22 Nov | 3603.50 | 128.15 | 59.35 | 17.59 | 1,262 | 6 | 188 | |||
| 21 Nov | 3483.50 | 68.8 | -21.90 | 18.76 | 406 | 67 | 180 | |||
| 20 Nov | 3505.90 | 90.7 | 0.00 | 20.67 | 274 | -4 | 111 | |||
| 19 Nov | 3505.90 | 90.7 | -10.30 | 20.67 | 274 | -6 | 111 | |||
| 18 Nov | 3542.15 | 101 | 1.00 | 19.40 | 100 | 46 | 118 | |||
| 14 Nov | 3526.25 | 100 | -15.00 | 18.17 | 73 | 63 | 71 | |||
| 13 Nov | 3547.95 | 115 | -70.85 | 19.32 | 4 | 2 | 8 | |||
| 12 Nov | 3591.35 | 185.85 | -50.30 | 29.28 | 6 | 0 | 0 | |||
| 11 Nov | 3628.85 | 236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 236.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3574.45 | 236.15 | 236.15 | - | 0 | 0 | 0 | |||
| 1 Nov | 3626.35 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3550 expiring on 26DEC2024
Delta for 3550 CE is 0.78
Historical price for 3550 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 99.7, which was -71.25 lower than the previous day. The implied volatity was 24.62, the open interest changed by 32 which increased total open position to 147
On 19 Dec LT was trading at 3716.35. The strike last trading price was 170.95, which was -59.05 lower than the previous day. The implied volatity was 17.84, the open interest changed by -2 which decreased total open position to 116
On 18 Dec LT was trading at 3758.15. The strike last trading price was 230, which was -47.20 lower than the previous day. The implied volatity was 35.15, the open interest changed by 0 which decreased total open position to 118
On 17 Dec LT was trading at 3807.20. The strike last trading price was 277.2, which was -67.80 lower than the previous day. The implied volatity was 40.63, the open interest changed by -4 which decreased total open position to 117
On 16 Dec LT was trading at 3877.85. The strike last trading price was 345, which was 24.85 higher than the previous day. The implied volatity was 42.93, the open interest changed by -3 which decreased total open position to 122
On 13 Dec LT was trading at 3887.00. The strike last trading price was 320.15, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 129
On 12 Dec LT was trading at 3859.90. The strike last trading price was 326.2, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 128
On 11 Dec LT was trading at 3916.75. The strike last trading price was 319.7, which was 0.00 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 10 Dec LT was trading at 3923.15. The strike last trading price was 319.7, which was 0.00 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 Dec LT was trading at 3947.30. The strike last trading price was 319.7, which was 0.00 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 Dec LT was trading at 3866.70. The strike last trading price was 319.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 5 Dec LT was trading at 3831.55. The strike last trading price was 319.7, which was 67.45 higher than the previous day. The implied volatity was 32.14, the open interest changed by 2 which increased total open position to 126
On 4 Dec LT was trading at 3789.90. The strike last trading price was 252.25, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 123
On 3 Dec LT was trading at 3787.05. The strike last trading price was 251.2, which was 52.60 higher than the previous day. The implied volatity was 18.74, the open interest changed by 9 which increased total open position to 122
On 2 Dec LT was trading at 3704.05. The strike last trading price was 198.6, which was -24.20 lower than the previous day. The implied volatity was 17.26, the open interest changed by 2 which increased total open position to 113
On 29 Nov LT was trading at 3724.80. The strike last trading price was 222.8, which was 46.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by -20 which decreased total open position to 112
On 28 Nov LT was trading at 3666.05. The strike last trading price was 176.55, which was -25.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by -20 which decreased total open position to 132
On 27 Nov LT was trading at 3698.70. The strike last trading price was 201.8, which was -3.30 lower than the previous day. The implied volatity was 21.65, the open interest changed by 5 which increased total open position to 150
On 26 Nov LT was trading at 3702.60. The strike last trading price was 205.1, which was -44.50 lower than the previous day. The implied volatity was 21.34, the open interest changed by -14 which decreased total open position to 146
On 25 Nov LT was trading at 3753.00. The strike last trading price was 249.6, which was 121.45 higher than the previous day. The implied volatity was 19.34, the open interest changed by -22 which decreased total open position to 160
On 22 Nov LT was trading at 3603.50. The strike last trading price was 128.15, which was 59.35 higher than the previous day. The implied volatity was 17.59, the open interest changed by 6 which increased total open position to 188
On 21 Nov LT was trading at 3483.50. The strike last trading price was 68.8, which was -21.90 lower than the previous day. The implied volatity was 18.76, the open interest changed by 67 which increased total open position to 180
On 20 Nov LT was trading at 3505.90. The strike last trading price was 90.7, which was 0.00 lower than the previous day. The implied volatity was 20.67, the open interest changed by -4 which decreased total open position to 111
On 19 Nov LT was trading at 3505.90. The strike last trading price was 90.7, which was -10.30 lower than the previous day. The implied volatity was 20.67, the open interest changed by -6 which decreased total open position to 111
On 18 Nov LT was trading at 3542.15. The strike last trading price was 101, which was 1.00 higher than the previous day. The implied volatity was 19.40, the open interest changed by 46 which increased total open position to 118
On 14 Nov LT was trading at 3526.25. The strike last trading price was 100, which was -15.00 lower than the previous day. The implied volatity was 18.17, the open interest changed by 63 which increased total open position to 71
On 13 Nov LT was trading at 3547.95. The strike last trading price was 115, which was -70.85 lower than the previous day. The implied volatity was 19.32, the open interest changed by 2 which increased total open position to 8
On 12 Nov LT was trading at 3591.35. The strike last trading price was 185.85, which was -50.30 lower than the previous day. The implied volatity was 29.28, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 236.15, 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 8 Nov LT was trading at 3660.30. The strike last trading price was 236.15, 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 7 Nov LT was trading at 3646.55. The strike last trading price was 236.15, 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 Nov LT was trading at 3645.45. The strike last trading price was 236.15, 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 Nov LT was trading at 3574.80. The strike last trading price was 236.15, 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 Nov LT was trading at 3574.45. The strike last trading price was 236.15, which was 236.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, 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 26DEC2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 1.27
Theta: -2.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 10.8 | 4.45 | 21.57 | 8,597 | -195 | 633 |
| 19 Dec | 3716.35 | 6.35 | 0.70 | 26.48 | 1,810 | -20 | 835 |
| 18 Dec | 3758.15 | 5.65 | 1.00 | 28.76 | 1,780 | -233 | 856 |
| 17 Dec | 3807.20 | 4.65 | 1.50 | 29.64 | 1,302 | 147 | 1,096 |
| 16 Dec | 3877.85 | 3.15 | -0.15 | 31.10 | 283 | -32 | 949 |
| 13 Dec | 3887.00 | 3.3 | -0.75 | 28.80 | 2,852 | -126 | 980 |
| 12 Dec | 3859.90 | 4.05 | 0.45 | 27.30 | 1,172 | -198 | 1,109 |
| 11 Dec | 3916.75 | 3.6 | -0.50 | 28.78 | 576 | -123 | 1,338 |
| 10 Dec | 3923.15 | 4.1 | -0.70 | 29.19 | 1,445 | 246 | 1,448 |
| 9 Dec | 3947.30 | 4.8 | -2.90 | 31.05 | 1,706 | 77 | 1,207 |
| 6 Dec | 3866.70 | 7.7 | -2.85 | 26.56 | 1,359 | 177 | 1,130 |
| 5 Dec | 3831.55 | 10.55 | -1.55 | 26.09 | 1,558 | 113 | 954 |
| 4 Dec | 3789.90 | 12.1 | -3.25 | 25.12 | 1,494 | -38 | 835 |
| 3 Dec | 3787.05 | 15.35 | -6.15 | 24.37 | 2,614 | 116 | 873 |
| 2 Dec | 3704.05 | 21.5 | -2.05 | 22.81 | 2,980 | 147 | 775 |
| 29 Nov | 3724.80 | 23.55 | -11.85 | 22.90 | 1,882 | 104 | 634 |
| 28 Nov | 3666.05 | 35.4 | 9.45 | 22.57 | 1,770 | 202 | 495 |
| 27 Nov | 3698.70 | 25.95 | -2.50 | 21.40 | 328 | 19 | 295 |
| 26 Nov | 3702.60 | 28.45 | 7.30 | 22.14 | 329 | 13 | 271 |
| 25 Nov | 3753.00 | 21.15 | -32.85 | 22.91 | 788 | -42 | 260 |
| 22 Nov | 3603.50 | 54 | -58.25 | 21.06 | 698 | 87 | 389 |
| 21 Nov | 3483.50 | 112.25 | 9.65 | 22.80 | 393 | 13 | 302 |
| 20 Nov | 3505.90 | 102.6 | 0.00 | 22.66 | 420 | 101 | 290 |
| 19 Nov | 3505.90 | 102.6 | 13.05 | 22.66 | 420 | 102 | 290 |
| 18 Nov | 3542.15 | 89.55 | -14.90 | 22.36 | 149 | 27 | 187 |
| 14 Nov | 3526.25 | 104.45 | -19.95 | 24.51 | 164 | 160 | 160 |
| 13 Nov | 3547.95 | 124.4 | 0.00 | 0.96 | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 124.4 | 0.00 | 1.68 | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 124.4 | 0.00 | 2.50 | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 124.4 | 0.00 | 2.97 | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 124.4 | 0.00 | 2.80 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 124.4 | 0.00 | 2.91 | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 124.4 | 0.00 | 1.32 | 0 | 0 | 0 |
| 4 Nov | 3574.45 | 124.4 | 124.40 | 1.52 | 0 | 0 | 0 |
| 1 Nov | 3626.35 | 0 | 2.63 | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3550 expiring on 26DEC2024
Delta for 3550 PE is -0.19
Historical price for 3550 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 10.8, which was 4.45 higher than the previous day. The implied volatity was 21.57, the open interest changed by -195 which decreased total open position to 633
On 19 Dec LT was trading at 3716.35. The strike last trading price was 6.35, which was 0.70 higher than the previous day. The implied volatity was 26.48, the open interest changed by -20 which decreased total open position to 835
On 18 Dec LT was trading at 3758.15. The strike last trading price was 5.65, which was 1.00 higher than the previous day. The implied volatity was 28.76, the open interest changed by -233 which decreased total open position to 856
On 17 Dec LT was trading at 3807.20. The strike last trading price was 4.65, which was 1.50 higher than the previous day. The implied volatity was 29.64, the open interest changed by 147 which increased total open position to 1096
On 16 Dec LT was trading at 3877.85. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 31.10, the open interest changed by -32 which decreased total open position to 949
On 13 Dec LT was trading at 3887.00. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 28.80, the open interest changed by -126 which decreased total open position to 980
On 12 Dec LT was trading at 3859.90. The strike last trading price was 4.05, which was 0.45 higher than the previous day. The implied volatity was 27.30, the open interest changed by -198 which decreased total open position to 1109
On 11 Dec LT was trading at 3916.75. The strike last trading price was 3.6, which was -0.50 lower than the previous day. The implied volatity was 28.78, the open interest changed by -123 which decreased total open position to 1338
On 10 Dec LT was trading at 3923.15. The strike last trading price was 4.1, which was -0.70 lower than the previous day. The implied volatity was 29.19, the open interest changed by 246 which increased total open position to 1448
On 9 Dec LT was trading at 3947.30. The strike last trading price was 4.8, which was -2.90 lower than the previous day. The implied volatity was 31.05, the open interest changed by 77 which increased total open position to 1207
On 6 Dec LT was trading at 3866.70. The strike last trading price was 7.7, which was -2.85 lower than the previous day. The implied volatity was 26.56, the open interest changed by 177 which increased total open position to 1130
On 5 Dec LT was trading at 3831.55. The strike last trading price was 10.55, which was -1.55 lower than the previous day. The implied volatity was 26.09, the open interest changed by 113 which increased total open position to 954
On 4 Dec LT was trading at 3789.90. The strike last trading price was 12.1, which was -3.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by -38 which decreased total open position to 835
On 3 Dec LT was trading at 3787.05. The strike last trading price was 15.35, which was -6.15 lower than the previous day. The implied volatity was 24.37, the open interest changed by 116 which increased total open position to 873
On 2 Dec LT was trading at 3704.05. The strike last trading price was 21.5, which was -2.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by 147 which increased total open position to 775
On 29 Nov LT was trading at 3724.80. The strike last trading price was 23.55, which was -11.85 lower than the previous day. The implied volatity was 22.90, the open interest changed by 104 which increased total open position to 634
On 28 Nov LT was trading at 3666.05. The strike last trading price was 35.4, which was 9.45 higher than the previous day. The implied volatity was 22.57, the open interest changed by 202 which increased total open position to 495
On 27 Nov LT was trading at 3698.70. The strike last trading price was 25.95, which was -2.50 lower than the previous day. The implied volatity was 21.40, the open interest changed by 19 which increased total open position to 295
On 26 Nov LT was trading at 3702.60. The strike last trading price was 28.45, which was 7.30 higher than the previous day. The implied volatity was 22.14, the open interest changed by 13 which increased total open position to 271
On 25 Nov LT was trading at 3753.00. The strike last trading price was 21.15, which was -32.85 lower than the previous day. The implied volatity was 22.91, the open interest changed by -42 which decreased total open position to 260
On 22 Nov LT was trading at 3603.50. The strike last trading price was 54, which was -58.25 lower than the previous day. The implied volatity was 21.06, the open interest changed by 87 which increased total open position to 389
On 21 Nov LT was trading at 3483.50. The strike last trading price was 112.25, which was 9.65 higher than the previous day. The implied volatity was 22.80, the open interest changed by 13 which increased total open position to 302
On 20 Nov LT was trading at 3505.90. The strike last trading price was 102.6, which was 0.00 lower than the previous day. The implied volatity was 22.66, the open interest changed by 101 which increased total open position to 290
On 19 Nov LT was trading at 3505.90. The strike last trading price was 102.6, which was 13.05 higher than the previous day. The implied volatity was 22.66, the open interest changed by 102 which increased total open position to 290
On 18 Nov LT was trading at 3542.15. The strike last trading price was 89.55, which was -14.90 lower than the previous day. The implied volatity was 22.36, the open interest changed by 27 which increased total open position to 187
On 14 Nov LT was trading at 3526.25. The strike last trading price was 104.45, which was -19.95 lower than the previous day. The implied volatity was 24.51, the open interest changed by 160 which increased total open position to 160
On 13 Nov LT was trading at 3547.95. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 124.4, which was 0.00 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 124.4, which was 124.40 higher than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
