LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0.54
Theta: -0.64
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 3.45 | 0.55 | 36.19 | 64 | -15 | 170 | |||
| 7 Apr | 3068.50 | 2.85 | 0.25 | 38.48 | 35 | 3 | 190 | |||
| 4 Apr | 3260.15 | 2.6 | -6.3 | 24.52 | 349 | -43 | 187 | |||
| 3 Apr | 3420.15 | 8.9 | -3.75 | 19.48 | 284 | 90 | 230 | |||
| 2 Apr | 3419.90 | 13 | -3.75 | 20.74 | 212 | 18 | 139 | |||
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| 1 Apr | 3436.80 | 16.9 | -11.45 | 21.12 | 336 | 70 | 122 | |||
| 28 Mar | 3492.30 | 27.45 | -44.6 | 19.15 | 111 | 52 | 52 | |||
For Larsen & Toubro Ltd. - strike price 3640 expiring on 24APR2025
Delta for 3640 CE is 0.04
Historical price for 3640 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 36.19, the open interest changed by -15 which decreased total open position to 170
On 7 Apr LT was trading at 3068.50. The strike last trading price was 2.85, which was 0.25 higher than the previous day. The implied volatity was 38.48, the open interest changed by 3 which increased total open position to 190
On 4 Apr LT was trading at 3260.15. The strike last trading price was 2.6, which was -6.3 lower than the previous day. The implied volatity was 24.52, the open interest changed by -43 which decreased total open position to 187
On 3 Apr LT was trading at 3420.15. The strike last trading price was 8.9, which was -3.75 lower than the previous day. The implied volatity was 19.48, the open interest changed by 90 which increased total open position to 230
On 2 Apr LT was trading at 3419.90. The strike last trading price was 13, which was -3.75 lower than the previous day. The implied volatity was 20.74, the open interest changed by 18 which increased total open position to 139
On 1 Apr LT was trading at 3436.80. The strike last trading price was 16.9, which was -11.45 lower than the previous day. The implied volatity was 21.12, the open interest changed by 70 which increased total open position to 122
On 28 Mar LT was trading at 3492.30. The strike last trading price was 27.45, which was -44.6 lower than the previous day. The implied volatity was 19.15, the open interest changed by 52 which increased total open position to 52
| LT 24APR2025 3640 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 | 3156.70 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 163.4 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 163.4 | 0 | 0.00 | 0 | 24 | 0 |
| 28 Mar | 3492.30 | 163.4 | -27.15 | 22.55 | 40 | 24 | 24 |
For Larsen & Toubro Ltd. - strike price 3640 expiring on 24APR2025
Delta for 3640 PE is 0.00
Historical price for 3640 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 163.4, 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 163.4, 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 163.4, 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 163.4, 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 163.4, 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 1 Apr LT was trading at 3436.80. The strike last trading price was 163.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 24 which increased total open position to 0
On 28 Mar LT was trading at 3492.30. The strike last trading price was 163.4, which was -27.15 lower than the previous day. The implied volatity was 22.55, the open interest changed by 24 which increased total open position to 24
