LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:41 PM IST
| LT 24APR2025 3620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.62
Theta: -0.73
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3166.00 | 4.2 | 1.55 | 35.54 | 52 | -26 | 172 | |||
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| 7 Apr | 3068.50 | 2.65 | -0.6 | 36.94 | 18 | -3 | 198 | |||
| 4 Apr | 3260.15 | 3.15 | -7.5 | 24.31 | 413 | 5 | 207 | |||
| 3 Apr | 3420.15 | 10.4 | -4.75 | 19.01 | 245 | 37 | 202 | |||
| 2 Apr | 3419.90 | 15.6 | -4.3 | 20.57 | 276 | 36 | 170 | |||
| 1 Apr | 3436.80 | 20.05 | -12.15 | 20.97 | 411 | 79 | 133 | |||
| 28 Mar | 3492.30 | 32.35 | -46.6 | 19.08 | 151 | 54 | 54 | |||
For Larsen & Toubro Ltd. - strike price 3620 expiring on 24APR2025
Delta for 3620 CE is 0.04
Historical price for 3620 CE is as follows
On 8 Apr LT was trading at 3166.00. The strike last trading price was 4.2, which was 1.55 higher than the previous day. The implied volatity was 35.54, the open interest changed by -26 which decreased total open position to 172
On 7 Apr LT was trading at 3068.50. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 36.94, the open interest changed by -3 which decreased total open position to 198
On 4 Apr LT was trading at 3260.15. The strike last trading price was 3.15, which was -7.5 lower than the previous day. The implied volatity was 24.31, the open interest changed by 5 which increased total open position to 207
On 3 Apr LT was trading at 3420.15. The strike last trading price was 10.4, which was -4.75 lower than the previous day. The implied volatity was 19.01, the open interest changed by 37 which increased total open position to 202
On 2 Apr LT was trading at 3419.90. The strike last trading price was 15.6, which was -4.3 lower than the previous day. The implied volatity was 20.57, the open interest changed by 36 which increased total open position to 170
On 1 Apr LT was trading at 3436.80. The strike last trading price was 20.05, which was -12.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by 79 which increased total open position to 133
On 28 Mar LT was trading at 3492.30. The strike last trading price was 32.35, which was -46.6 lower than the previous day. The implied volatity was 19.08, the open interest changed by 54 which increased total open position to 54
| LT 24APR2025 3620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3166.00 | 179.25 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 179.25 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 179.25 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 179.25 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 179.25 | 0 | 0.00 | 0 | 1 | 0 |
| 1 Apr | 3436.80 | 179.25 | 32.8 | 21.07 | 1 | 1 | 18 |
| 28 Mar | 3492.30 | 146.45 | -31.1 | 21.72 | 24 | 17 | 17 |
For Larsen & Toubro Ltd. - strike price 3620 expiring on 24APR2025
Delta for 3620 PE is 0.00
Historical price for 3620 PE is as follows
On 8 Apr LT was trading at 3166.00. The strike last trading price was 179.25, 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 7 Apr LT was trading at 3068.50. The strike last trading price was 179.25, 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 179.25, 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 3 Apr LT was trading at 3420.15. The strike last trading price was 179.25, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 179.25, which was 0 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 1 Apr LT was trading at 3436.80. The strike last trading price was 179.25, which was 32.8 higher than the previous day. The implied volatity was 21.07, the open interest changed by 1 which increased total open position to 18
On 28 Mar LT was trading at 3492.30. The strike last trading price was 146.45, which was -31.1 lower than the previous day. The implied volatity was 21.72, the open interest changed by 17 which increased total open position to 17
