[--[65.84.65.76]--]
LT
LARSEN & TOUBRO LTD.

3627.15 53.85 (1.51%)

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Historical option data for LT

05 Jul 2024 04:11 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 3627.15 72.5 10.90 - 6,48,150 91,050 2,73,300
4 Jul 3573.30 61.6 - 3,83,250 56,100 1,82,250
3 Jul 3614.35 77.1 - 3,14,400 -12,750 1,26,150
2 Jul 3626.50 84.4 - 6,11,550 1,26,900 1,38,000
1 Jul 3526.55 47.8 - 21,900 11,100 11,100
28 Jun 3548.45 103 - 0 0 0


For LARSEN & TOUBRO LTD. - strike price 3650 expiring on 25JUL2024

Delta for 3650 CE is -

Historical price for 3650 CE is as follows

On 5 Jul LT was trading at 3627.15. The strike last trading price was 72.5, which was 10.90 higher than the previous day. The implied volatity was -, the open interest changed by 91050 which increased total open position to 273300


On 4 Jul LT was trading at 3573.30. The strike last trading price was 61.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 56100 which increased total open position to 182250


On 3 Jul LT was trading at 3614.35. The strike last trading price was 77.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -12750 which decreased total open position to 126150


On 2 Jul LT was trading at 3626.50. The strike last trading price was 84.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 126900 which increased total open position to 138000


On 1 Jul LT was trading at 3526.55. The strike last trading price was 47.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11100 which increased total open position to 11100


On 28 Jun LT was trading at 3548.45. The strike last trading price was 103, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 3627.15 81.9 -30.60 - 59,550 10,200 42,300
4 Jul 3573.30 112.5 - 39,000 1,950 32,100
3 Jul 3614.35 94.5 - 42,450 1,650 30,150
2 Jul 3626.50 95 - 70,200 24,150 28,500
1 Jul 3526.55 145.6 - 6,900 4,200 4,350
28 Jun 3548.45 135.35 - 450 150 150


For LARSEN & TOUBRO LTD. - strike price 3650 expiring on 25JUL2024

Delta for 3650 PE is -

Historical price for 3650 PE is as follows

On 5 Jul LT was trading at 3627.15. The strike last trading price was 81.9, which was -30.60 lower than the previous day. The implied volatity was -, the open interest changed by 10200 which increased total open position to 42300


On 4 Jul LT was trading at 3573.30. The strike last trading price was 112.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 32100


On 3 Jul LT was trading at 3614.35. The strike last trading price was 94.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1650 which increased total open position to 30150


On 2 Jul LT was trading at 3626.50. The strike last trading price was 95, which was lower than the previous day. The implied volatity was -, the open interest changed by 24150 which increased total open position to 28500


On 1 Jul LT was trading at 3526.55. The strike last trading price was 145.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 4200 which increased total open position to 4350


On 28 Jun LT was trading at 3548.45. The strike last trading price was 135.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150