LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.76
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 5.35 | 0.15 | 33.63 | 32 | -1 | 282 | |||
| 7 Apr | 3068.50 | 5.45 | 0.8 | 38.38 | 96 | -3 | 296 | |||
| 4 Apr | 3260.15 | 4.6 | -13.8 | 22.69 | 836 | 10 | 300 | |||
| 3 Apr | 3420.15 | 18.85 | -6.95 | 18.36 | 480 | 43 | 290 | |||
| 2 Apr | 3419.90 | 26.2 | -6.8 | 20.01 | 443 | 78 | 246 | |||
| 1 Apr | 3436.80 | 32.85 | -19.1 | 20.58 | 442 | 105 | 174 | |||
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| 28 Mar | 3492.30 | 51.15 | -51.3 | 18.83 | 245 | 69 | 69 | |||
For Larsen & Toubro Ltd. - strike price 3560 expiring on 24APR2025
Delta for 3560 CE is 0.06
Historical price for 3560 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 5.35, which was 0.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by -1 which decreased total open position to 282
On 7 Apr LT was trading at 3068.50. The strike last trading price was 5.45, which was 0.8 higher than the previous day. The implied volatity was 38.38, the open interest changed by -3 which decreased total open position to 296
On 4 Apr LT was trading at 3260.15. The strike last trading price was 4.6, which was -13.8 lower than the previous day. The implied volatity was 22.69, the open interest changed by 10 which increased total open position to 300
On 3 Apr LT was trading at 3420.15. The strike last trading price was 18.85, which was -6.95 lower than the previous day. The implied volatity was 18.36, the open interest changed by 43 which increased total open position to 290
On 2 Apr LT was trading at 3419.90. The strike last trading price was 26.2, which was -6.8 lower than the previous day. The implied volatity was 20.01, the open interest changed by 78 which increased total open position to 246
On 1 Apr LT was trading at 3436.80. The strike last trading price was 32.85, which was -19.1 lower than the previous day. The implied volatity was 20.58, the open interest changed by 105 which increased total open position to 174
On 28 Mar LT was trading at 3492.30. The strike last trading price was 51.15, which was -51.3 lower than the previous day. The implied volatity was 18.83, the open interest changed by 69 which increased total open position to 69
| LT 24APR2025 3560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 1.52
Theta: -1.47
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 403.15 | 253.6 | 48.99 | 2 | -1 | 80 |
| 7 Apr | 3068.50 | 149.55 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 149.55 | 0 | 0.00 | 0 | 10 | 0 |
| 3 Apr | 3420.15 | 149.55 | 3.55 | 22.29 | 24 | 8 | 79 |
| 2 Apr | 3419.90 | 146 | 11.2 | 22.56 | 1 | 0 | 71 |
| 1 Apr | 3436.80 | 134.75 | 22.25 | 21.43 | 35 | 16 | 74 |
| 28 Mar | 3492.30 | 113.65 | -27.75 | 23.34 | 83 | 58 | 58 |
For Larsen & Toubro Ltd. - strike price 3560 expiring on 24APR2025
Delta for 3560 PE is -0.85
Historical price for 3560 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 403.15, which was 253.6 higher than the previous day. The implied volatity was 48.99, the open interest changed by -1 which decreased total open position to 80
On 7 Apr LT was trading at 3068.50. The strike last trading price was 149.55, which was 0 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 4 Apr LT was trading at 3260.15. The strike last trading price was 149.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 3 Apr LT was trading at 3420.15. The strike last trading price was 149.55, which was 3.55 higher than the previous day. The implied volatity was 22.29, the open interest changed by 8 which increased total open position to 79
On 2 Apr LT was trading at 3419.90. The strike last trading price was 146, which was 11.2 higher than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 71
On 1 Apr LT was trading at 3436.80. The strike last trading price was 134.75, which was 22.25 higher than the previous day. The implied volatity was 21.43, the open interest changed by 16 which increased total open position to 74
On 28 Mar LT was trading at 3492.30. The strike last trading price was 113.65, which was -27.75 lower than the previous day. The implied volatity was 23.34, the open interest changed by 58 which increased total open position to 58
