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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3115.95 61.80 (2.02%)

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Historical option data for LT

11 Apr 2025 04:11 PM IST
LT 24APR2025 3650 CE
Delta: 0.02
Vega: 0.31
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3115.95 1.9 -0.35 39.79 88 -17 512
9 Apr 3054.15 2.1 -1.3 41.37 104 -9 541
8 Apr 3164.60 3.4 0.1 36.12 290 -40 552
7 Apr 3068.50 3.4 0.7 40.19 289 -21 594
4 Apr 3260.15 2.65 -5.45 25.12 815 -36 622
3 Apr 3420.15 8.15 -3.25 19.66 972 61 658
2 Apr 3419.90 11.9 -3.25 20.84 884 64 594
1 Apr 3436.80 15.15 -11.2 21.02 988 126 532
28 Mar 3492.30 25.2 -11 19.17 1,165 135 406
27 Mar 3501.60 39.5 14.1 21.30 2,158 31 274
26 Mar 3444.80 24.9 -2.75 21.11 894 35 241
25 Mar 3469.60 26.65 -5.1 21.14 552 -23 207
24 Mar 3481.85 32.8 12.85 20.32 605 157 230
21 Mar 3415.95 19 7.95 19.60 111 68 73
20 Mar 3351.05 10.95 -27.75 19.74 6 4 4
19 Mar 3319.55 38.7 0 6.90 0 0 0
18 Mar 3270.70 38.7 0 7.74 0 0 0
13 Mar 3187.30 38.7 0 8.35 0 0 0
12 Mar 3193.65 38.7 0 8.66 0 0 0
11 Mar 3195.45 38.7 0 8.75 0 0 0
10 Mar 3177.70 38.7 0 7.95 0 0 0
7 Mar 3244.70 38.7 0 6.70 0 0 0
3 Mar 3197.30 0 0 0.00 0 0 0
28 Feb 3163.85 0 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 3650 expiring on 24APR2025

Delta for 3650 CE is 0.02

Historical price for 3650 CE is as follows

On 11 Apr LT was trading at 3115.95. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 39.79, the open interest changed by -17 which decreased total open position to 512


On 9 Apr LT was trading at 3054.15. The strike last trading price was 2.1, which was -1.3 lower than the previous day. The implied volatity was 41.37, the open interest changed by -9 which decreased total open position to 541


On 8 Apr LT was trading at 3164.60. The strike last trading price was 3.4, which was 0.1 higher than the previous day. The implied volatity was 36.12, the open interest changed by -40 which decreased total open position to 552


On 7 Apr LT was trading at 3068.50. The strike last trading price was 3.4, which was 0.7 higher than the previous day. The implied volatity was 40.19, the open interest changed by -21 which decreased total open position to 594


On 4 Apr LT was trading at 3260.15. The strike last trading price was 2.65, which was -5.45 lower than the previous day. The implied volatity was 25.12, the open interest changed by -36 which decreased total open position to 622


On 3 Apr LT was trading at 3420.15. The strike last trading price was 8.15, which was -3.25 lower than the previous day. The implied volatity was 19.66, the open interest changed by 61 which increased total open position to 658


On 2 Apr LT was trading at 3419.90. The strike last trading price was 11.9, which was -3.25 lower than the previous day. The implied volatity was 20.84, the open interest changed by 64 which increased total open position to 594


On 1 Apr LT was trading at 3436.80. The strike last trading price was 15.15, which was -11.2 lower than the previous day. The implied volatity was 21.02, the open interest changed by 126 which increased total open position to 532


On 28 Mar LT was trading at 3492.30. The strike last trading price was 25.2, which was -11 lower than the previous day. The implied volatity was 19.17, the open interest changed by 135 which increased total open position to 406


On 27 Mar LT was trading at 3501.60. The strike last trading price was 39.5, which was 14.1 higher than the previous day. The implied volatity was 21.30, the open interest changed by 31 which increased total open position to 274


On 26 Mar LT was trading at 3444.80. The strike last trading price was 24.9, which was -2.75 lower than the previous day. The implied volatity was 21.11, the open interest changed by 35 which increased total open position to 241


On 25 Mar LT was trading at 3469.60. The strike last trading price was 26.65, which was -5.1 lower than the previous day. The implied volatity was 21.14, the open interest changed by -23 which decreased total open position to 207


On 24 Mar LT was trading at 3481.85. The strike last trading price was 32.8, which was 12.85 higher than the previous day. The implied volatity was 20.32, the open interest changed by 157 which increased total open position to 230


On 21 Mar LT was trading at 3415.95. The strike last trading price was 19, which was 7.95 higher than the previous day. The implied volatity was 19.60, the open interest changed by 68 which increased total open position to 73


On 20 Mar LT was trading at 3351.05. The strike last trading price was 10.95, which was -27.75 lower than the previous day. The implied volatity was 19.74, the open interest changed by 4 which increased total open position to 4


On 19 Mar LT was trading at 3319.55. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 6.90, the open interest changed by 0 which decreased total open position to 0


On 18 Mar LT was trading at 3270.70. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3187.30. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3193.65. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 8.66, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3195.45. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 8.75, the open interest changed by 0 which decreased total open position to 0


On 10 Mar LT was trading at 3177.70. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 7.95, the open interest changed by 0 which decreased total open position to 0


On 7 Mar LT was trading at 3244.70. The strike last trading price was 38.7, which was 0 lower than the previous day. The implied volatity was 6.70, the open interest changed by 0 which decreased total open position to 0


On 3 Mar LT was trading at 3197.30. The strike last trading price was 0, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 0, 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


LT 24APR2025 3650 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3115.95 229.95 1.25 0.00 0 0 0
9 Apr 3054.15 229.95 1.25 0.00 0 0 0
8 Apr 3164.60 229.95 1.25 0.00 0 0 0
7 Apr 3068.50 229.95 1.25 0.00 0 0 0
4 Apr 3260.15 229.95 1.25 0.00 0 -1 0
3 Apr 3420.15 229.95 6.9 26.01 9 -1 160
2 Apr 3419.90 223.05 18.55 25.25 21 -3 162
1 Apr 3436.80 206 34.35 21.98 22 -10 166
28 Mar 3492.30 171.65 11.2 22.85 19 1 176
27 Mar 3501.60 161.45 -49.95 24.14 237 126 177
26 Mar 3444.80 205.65 19.05 24.65 60 29 51
25 Mar 3469.60 186.6 4.25 18.58 30 8 23
24 Mar 3481.85 182.35 -256.95 24.21 26 15 15
21 Mar 3415.95 439.3 0 - 0 0 0
20 Mar 3351.05 439.3 0 - 0 0 0
19 Mar 3319.55 439.3 0 - 0 0 0
18 Mar 3270.70 439.3 0 - 0 0 0
13 Mar 3187.30 439.3 0 - 0 0 0
12 Mar 3193.65 439.3 0 - 0 0 0
11 Mar 3195.45 439.3 0 - 0 0 0
10 Mar 3177.70 439.3 0 - 0 0 0
7 Mar 3244.70 439.3 0 - 0 0 0
3 Mar 3197.30 0 0 0.00 0 0 0
28 Feb 3163.85 0 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 3650 expiring on 24APR2025

Delta for 3650 PE is 0.00

Historical price for 3650 PE is as follows

On 11 Apr LT was trading at 3115.95. The strike last trading price was 229.95, which was 1.25 higher 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 Apr LT was trading at 3054.15. The strike last trading price was 229.95, which was 1.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 8 Apr LT was trading at 3164.60. The strike last trading price was 229.95, which was 1.25 higher 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 229.95, which was 1.25 higher 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 229.95, which was 1.25 higher than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 3 Apr LT was trading at 3420.15. The strike last trading price was 229.95, which was 6.9 higher than the previous day. The implied volatity was 26.01, the open interest changed by -1 which decreased total open position to 160


On 2 Apr LT was trading at 3419.90. The strike last trading price was 223.05, which was 18.55 higher than the previous day. The implied volatity was 25.25, the open interest changed by -3 which decreased total open position to 162


On 1 Apr LT was trading at 3436.80. The strike last trading price was 206, which was 34.35 higher than the previous day. The implied volatity was 21.98, the open interest changed by -10 which decreased total open position to 166


On 28 Mar LT was trading at 3492.30. The strike last trading price was 171.65, which was 11.2 higher than the previous day. The implied volatity was 22.85, the open interest changed by 1 which increased total open position to 176


On 27 Mar LT was trading at 3501.60. The strike last trading price was 161.45, which was -49.95 lower than the previous day. The implied volatity was 24.14, the open interest changed by 126 which increased total open position to 177


On 26 Mar LT was trading at 3444.80. The strike last trading price was 205.65, which was 19.05 higher than the previous day. The implied volatity was 24.65, the open interest changed by 29 which increased total open position to 51


On 25 Mar LT was trading at 3469.60. The strike last trading price was 186.6, which was 4.25 higher than the previous day. The implied volatity was 18.58, the open interest changed by 8 which increased total open position to 23


On 24 Mar LT was trading at 3481.85. The strike last trading price was 182.35, which was -256.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by 15 which increased total open position to 15


On 21 Mar LT was trading at 3415.95. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar LT was trading at 3351.05. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar LT was trading at 3319.55. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar LT was trading at 3270.70. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3187.30. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3193.65. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3195.45. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar LT was trading at 3177.70. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Mar LT was trading at 3244.70. The strike last trading price was 439.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar LT was trading at 3197.30. The strike last trading price was 0, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 0, 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