LT
Larsen & Toubro Ltd.
Historical option data for LT
14 Nov 2024 04:11 PM IST
| LT 28NOV2024 3550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 2.76
Theta: -2.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 3526.25 | 44.8 | -14.05 | 16.47 | 6,346 | 298 | 2,143 | |||
| 13 Nov | 3547.95 | 58.85 | -19.00 | 18.09 | 6,002 | 1,053 | 1,850 | |||
| 12 Nov | 3591.35 | 77.85 | -30.85 | 16.28 | 1,285 | -25 | 787 | |||
| 11 Nov | 3628.85 | 108.7 | -22.15 | 16.31 | 439 | -48 | 815 | |||
| 8 Nov | 3660.30 | 130.85 | 4.30 | 14.91 | 446 | -67 | 864 | |||
| 7 Nov | 3646.55 | 126.55 | -7.95 | 15.22 | 634 | 1 | 929 | |||
| 6 Nov | 3645.45 | 134.5 | 43.85 | 15.83 | 2,737 | -280 | 932 | |||
| 5 Nov | 3574.80 | 90.65 | -2.05 | 19.66 | 3,167 | 464 | 1,226 | |||
| 4 Nov | 3574.45 | 92.7 | -44.60 | 19.74 | 2,777 | 284 | 765 | |||
| 1 Nov | 3626.35 | 137.3 | -6.30 | 19.49 | 97 | 6 | 477 | |||
| 31 Oct | 3622.30 | 143.6 | 83.90 | - | 6,875 | -183 | 462 | |||
| 30 Oct | 3408.35 | 59.7 | 6.00 | - | 2,392 | 197 | 643 | |||
| 29 Oct | 3380.90 | 53.7 | 7.25 | - | 927 | 129 | 446 | |||
| 28 Oct | 3340.80 | 46.45 | 6.60 | - | 659 | 163 | 317 | |||
| 25 Oct | 3326.40 | 39.85 | -37.90 | - | 291 | 17 | 154 | |||
| 24 Oct | 3442.65 | 77.75 | -2.05 | - | 83 | 35 | 136 | |||
| 23 Oct | 3455.40 | 79.8 | -24.35 | - | 89 | 37 | 101 | |||
| 22 Oct | 3511.90 | 104.15 | -34.85 | - | 79 | 27 | 62 | |||
| 21 Oct | 3585.60 | 139 | 0.45 | - | 12 | -1 | 34 | |||
| 18 Oct | 3577.80 | 138.55 | 2.60 | - | 24 | 5 | 36 | |||
| 17 Oct | 3570.30 | 135.95 | 16.85 | - | 36 | 3 | 31 | |||
| 16 Oct | 3532.60 | 119.1 | -7.80 | - | 21 | 13 | 27 | |||
| 15 Oct | 3551.90 | 126.9 | -5.80 | - | 14 | 2 | 14 | |||
| 14 Oct | 3555.05 | 132.7 | 31.25 | - | 10 | -2 | 11 | |||
| 11 Oct | 3482.55 | 101.45 | -1.60 | - | 4 | 2 | 13 | |||
| 10 Oct | 3460.35 | 103.05 | -21.90 | - | 1 | 0 | 11 | |||
| 9 Oct | 3487.10 | 124.95 | -6.70 | - | 9 | 3 | 11 | |||
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| 8 Oct | 3532.40 | 131.65 | 4.20 | - | 12 | 2 | 8 | |||
| 7 Oct | 3468.35 | 127.45 | -0.55 | - | 1 | 0 | 6 | |||
| 4 Oct | 3493.95 | 128 | -217.40 | - | 9 | 5 | 5 | |||
| 3 Oct | 3497.65 | 345.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 345.4 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3550 expiring on 28NOV2024
Delta for 3550 CE is 0.50
Historical price for 3550 CE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 44.8, which was -14.05 lower than the previous day. The implied volatity was 16.47, the open interest changed by 298 which increased total open position to 2143
On 13 Nov LT was trading at 3547.95. The strike last trading price was 58.85, which was -19.00 lower than the previous day. The implied volatity was 18.09, the open interest changed by 1053 which increased total open position to 1850
On 12 Nov LT was trading at 3591.35. The strike last trading price was 77.85, which was -30.85 lower than the previous day. The implied volatity was 16.28, the open interest changed by -25 which decreased total open position to 787
On 11 Nov LT was trading at 3628.85. The strike last trading price was 108.7, which was -22.15 lower than the previous day. The implied volatity was 16.31, the open interest changed by -48 which decreased total open position to 815
On 8 Nov LT was trading at 3660.30. The strike last trading price was 130.85, which was 4.30 higher than the previous day. The implied volatity was 14.91, the open interest changed by -67 which decreased total open position to 864
On 7 Nov LT was trading at 3646.55. The strike last trading price was 126.55, which was -7.95 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1 which increased total open position to 929
On 6 Nov LT was trading at 3645.45. The strike last trading price was 134.5, which was 43.85 higher than the previous day. The implied volatity was 15.83, the open interest changed by -280 which decreased total open position to 932
On 5 Nov LT was trading at 3574.80. The strike last trading price was 90.65, which was -2.05 lower than the previous day. The implied volatity was 19.66, the open interest changed by 464 which increased total open position to 1226
On 4 Nov LT was trading at 3574.45. The strike last trading price was 92.7, which was -44.60 lower than the previous day. The implied volatity was 19.74, the open interest changed by 284 which increased total open position to 765
On 1 Nov LT was trading at 3626.35. The strike last trading price was 137.3, which was -6.30 lower than the previous day. The implied volatity was 19.49, the open interest changed by 6 which increased total open position to 477
On 31 Oct LT was trading at 3622.30. The strike last trading price was 143.6, which was 83.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 59.7, which was 6.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 53.7, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 46.45, which was 6.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 39.85, which was -37.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 77.75, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 79.8, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 104.15, which was -34.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 139, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LT was trading at 3577.80. The strike last trading price was 138.55, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LT was trading at 3570.30. The strike last trading price was 135.95, which was 16.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LT was trading at 3532.60. The strike last trading price was 119.1, which was -7.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LT was trading at 3551.90. The strike last trading price was 126.9, which was -5.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LT was trading at 3555.05. The strike last trading price was 132.7, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LT was trading at 3482.55. The strike last trading price was 101.45, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LT was trading at 3460.35. The strike last trading price was 103.05, which was -21.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LT was trading at 3487.10. The strike last trading price was 124.95, which was -6.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LT was trading at 3532.40. The strike last trading price was 131.65, which was 4.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LT was trading at 3468.35. The strike last trading price was 127.45, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LT was trading at 3493.95. The strike last trading price was 128, which was -217.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 345.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 345.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 2.76
Theta: -1.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 3526.25 | 56.35 | 8.85 | 20.14 | 4,086 | -146 | 1,360 |
| 13 Nov | 3547.95 | 47.5 | 9.70 | 18.85 | 5,863 | 168 | 1,508 |
| 12 Nov | 3591.35 | 37.8 | 12.90 | 20.08 | 3,816 | -70 | 1,381 |
| 11 Nov | 3628.85 | 24.9 | 4.70 | 19.42 | 2,801 | 65 | 1,453 |
| 8 Nov | 3660.30 | 20.2 | -5.10 | 18.68 | 2,668 | 382 | 1,398 |
| 7 Nov | 3646.55 | 25.3 | -0.50 | 19.54 | 2,104 | -71 | 1,017 |
| 6 Nov | 3645.45 | 25.8 | -27.70 | 19.88 | 2,889 | 232 | 1,090 |
| 5 Nov | 3574.80 | 53.5 | -7.50 | 19.99 | 3,093 | -8 | 863 |
| 4 Nov | 3574.45 | 61 | 9.55 | 22.93 | 5,397 | -123 | 879 |
| 1 Nov | 3626.35 | 51.45 | 1.20 | 24.33 | 211 | -5 | 1,011 |
| 31 Oct | 3622.30 | 50.25 | -123.70 | - | 5,327 | 605 | 1,039 |
| 30 Oct | 3408.35 | 173.95 | -17.60 | - | 656 | 271 | 430 |
| 29 Oct | 3380.90 | 191.55 | -33.45 | - | 137 | 53 | 161 |
| 28 Oct | 3340.80 | 225 | -2.70 | - | 77 | 46 | 107 |
| 25 Oct | 3326.40 | 227.7 | 78.70 | - | 49 | 15 | 61 |
| 24 Oct | 3442.65 | 149 | 0.30 | - | 31 | 3 | 45 |
| 23 Oct | 3455.40 | 148.7 | 35.20 | - | 41 | 1 | 42 |
| 22 Oct | 3511.90 | 113.5 | 31.25 | - | 54 | 20 | 40 |
| 21 Oct | 3585.60 | 82.25 | 12.25 | - | 20 | 14 | 20 |
| 18 Oct | 3577.80 | 70 | -12.20 | - | 2 | 1 | 5 |
| 17 Oct | 3570.30 | 82.2 | -13.35 | - | 13 | 0 | 5 |
| 16 Oct | 3532.60 | 95.55 | -4.45 | - | 4 | 2 | 6 |
| 15 Oct | 3551.90 | 100 | 2.15 | - | 2 | 0 | 5 |
| 14 Oct | 3555.05 | 97.85 | -18.15 | - | 3 | 2 | 5 |
| 11 Oct | 3482.55 | 116 | 0.00 | - | 0 | 3 | 0 |
| 10 Oct | 3460.35 | 116 | 27.20 | - | 3 | 1 | 1 |
| 9 Oct | 3487.10 | 88.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3532.40 | 88.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3468.35 | 88.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3493.95 | 88.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 88.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 88.8 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3550 expiring on 28NOV2024
Delta for 3550 PE is -0.50
Historical price for 3550 PE is as follows
On 14 Nov LT was trading at 3526.25. The strike last trading price was 56.35, which was 8.85 higher than the previous day. The implied volatity was 20.14, the open interest changed by -146 which decreased total open position to 1360
On 13 Nov LT was trading at 3547.95. The strike last trading price was 47.5, which was 9.70 higher than the previous day. The implied volatity was 18.85, the open interest changed by 168 which increased total open position to 1508
On 12 Nov LT was trading at 3591.35. The strike last trading price was 37.8, which was 12.90 higher than the previous day. The implied volatity was 20.08, the open interest changed by -70 which decreased total open position to 1381
On 11 Nov LT was trading at 3628.85. The strike last trading price was 24.9, which was 4.70 higher than the previous day. The implied volatity was 19.42, the open interest changed by 65 which increased total open position to 1453
On 8 Nov LT was trading at 3660.30. The strike last trading price was 20.2, which was -5.10 lower than the previous day. The implied volatity was 18.68, the open interest changed by 382 which increased total open position to 1398
On 7 Nov LT was trading at 3646.55. The strike last trading price was 25.3, which was -0.50 lower than the previous day. The implied volatity was 19.54, the open interest changed by -71 which decreased total open position to 1017
On 6 Nov LT was trading at 3645.45. The strike last trading price was 25.8, which was -27.70 lower than the previous day. The implied volatity was 19.88, the open interest changed by 232 which increased total open position to 1090
On 5 Nov LT was trading at 3574.80. The strike last trading price was 53.5, which was -7.50 lower than the previous day. The implied volatity was 19.99, the open interest changed by -8 which decreased total open position to 863
On 4 Nov LT was trading at 3574.45. The strike last trading price was 61, which was 9.55 higher than the previous day. The implied volatity was 22.93, the open interest changed by -123 which decreased total open position to 879
On 1 Nov LT was trading at 3626.35. The strike last trading price was 51.45, which was 1.20 higher than the previous day. The implied volatity was 24.33, the open interest changed by -5 which decreased total open position to 1011
On 31 Oct LT was trading at 3622.30. The strike last trading price was 50.25, which was -123.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 173.95, which was -17.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 191.55, which was -33.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 225, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 227.7, which was 78.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 149, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 148.7, which was 35.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 113.5, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 82.25, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LT was trading at 3577.80. The strike last trading price was 70, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LT was trading at 3570.30. The strike last trading price was 82.2, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LT was trading at 3532.60. The strike last trading price was 95.55, which was -4.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LT was trading at 3551.90. The strike last trading price was 100, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LT was trading at 3555.05. The strike last trading price was 97.85, which was -18.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LT was trading at 3482.55. The strike last trading price was 116, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LT was trading at 3460.35. The strike last trading price was 116, which was 27.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LT was trading at 3487.10. The strike last trading price was 88.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LT was trading at 3532.40. The strike last trading price was 88.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LT was trading at 3468.35. The strike last trading price was 88.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LT was trading at 3493.95. The strike last trading price was 88.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 88.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 88.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
