LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 1.84
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 30.25 | -58.65 | 20.04 | 6,818 | 1,041 | 1,385 | |||
| 19 Dec | 3716.35 | 88.9 | -36.15 | 22.38 | 1,070 | 122 | 344 | |||
| 18 Dec | 3758.15 | 125.05 | -50.40 | 19.02 | 499 | -51 | 227 | |||
| 17 Dec | 3807.20 | 175.45 | -66.55 | 27.73 | 115 | -34 | 277 | |||
| 16 Dec | 3877.85 | 242 | -8.00 | 30.18 | 6 | -2 | 312 | |||
| 13 Dec | 3887.00 | 250 | 12.95 | - | 84 | -28 | 315 | |||
| 12 Dec | 3859.90 | 237.05 | -49.95 | 25.26 | 20 | 0 | 343 | |||
| 11 Dec | 3916.75 | 287 | 9.45 | 27.31 | 7 | -4 | 343 | |||
| 10 Dec | 3923.15 | 277.55 | -30.80 | - | 14 | -2 | 346 | |||
| 9 Dec | 3947.30 | 308.35 | 57.05 | - | 66 | -43 | 349 | |||
| 6 Dec | 3866.70 | 251.3 | 42.95 | 26.80 | 57 | -31 | 393 | |||
| 5 Dec | 3831.55 | 208.35 | 12.85 | 18.61 | 202 | -9 | 421 | |||
| 4 Dec | 3789.90 | 195.5 | 28.65 | 21.06 | 159 | -9 | 425 | |||
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| 3 Dec | 3787.05 | 166.85 | 43.80 | 19.27 | 969 | -6 | 442 | |||
| 2 Dec | 3704.05 | 123.05 | -15.25 | 18.37 | 1,469 | 75 | 452 | |||
| 29 Nov | 3724.80 | 138.3 | 27.75 | 19.88 | 1,292 | -5 | 376 | |||
| 28 Nov | 3666.05 | 110.55 | -14.85 | 21.42 | 1,239 | 107 | 377 | |||
| 27 Nov | 3698.70 | 125.4 | -5.75 | 19.91 | 371 | 61 | 268 | |||
| 26 Nov | 3702.60 | 131.15 | -39.30 | 20.39 | 343 | 4 | 210 | |||
| 25 Nov | 3753.00 | 170.45 | 97.40 | 19.63 | 628 | -41 | 210 | |||
| 22 Nov | 3603.50 | 73.05 | 37.30 | 17.86 | 953 | -20 | 231 | |||
| 21 Nov | 3483.50 | 35.75 | -13.70 | 19.12 | 224 | 47 | 251 | |||
| 20 Nov | 3505.90 | 49.45 | 0.00 | 20.24 | 713 | 70 | 205 | |||
| 19 Nov | 3505.90 | 49.45 | -7.40 | 20.24 | 713 | 71 | 205 | |||
| 18 Nov | 3542.15 | 56.85 | -1.20 | 19.36 | 92 | 25 | 134 | |||
| 14 Nov | 3526.25 | 58.05 | -5.80 | 18.62 | 145 | 74 | 110 | |||
| 13 Nov | 3547.95 | 63.85 | -22.65 | 18.38 | 48 | 10 | 37 | |||
| 12 Nov | 3591.35 | 86.5 | -24.50 | 19.43 | 18 | 13 | 26 | |||
| 11 Nov | 3628.85 | 111 | -16.70 | 19.92 | 14 | 7 | 13 | |||
| 8 Nov | 3660.30 | 127.7 | -6.30 | 19.46 | 1 | 0 | 5 | |||
| 7 Nov | 3646.55 | 134 | 8.70 | 21.26 | 9 | 2 | 5 | |||
| 6 Nov | 3645.45 | 125.3 | 35.30 | 18.63 | 4 | 0 | 1 | |||
| 5 Nov | 3574.80 | 90 | -93.55 | 19.93 | 1 | 0 | 0 | |||
| 4 Nov | 3574.45 | 183.55 | 183.55 | 0.65 | 0 | 0 | 0 | |||
| 1 Nov | 3626.35 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.44
Historical price for 3650 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 30.25, which was -58.65 lower than the previous day. The implied volatity was 20.04, the open interest changed by 1041 which increased total open position to 1385
On 19 Dec LT was trading at 3716.35. The strike last trading price was 88.9, which was -36.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 122 which increased total open position to 344
On 18 Dec LT was trading at 3758.15. The strike last trading price was 125.05, which was -50.40 lower than the previous day. The implied volatity was 19.02, the open interest changed by -51 which decreased total open position to 227
On 17 Dec LT was trading at 3807.20. The strike last trading price was 175.45, which was -66.55 lower than the previous day. The implied volatity was 27.73, the open interest changed by -34 which decreased total open position to 277
On 16 Dec LT was trading at 3877.85. The strike last trading price was 242, which was -8.00 lower than the previous day. The implied volatity was 30.18, the open interest changed by -2 which decreased total open position to 312
On 13 Dec LT was trading at 3887.00. The strike last trading price was 250, which was 12.95 higher than the previous day. The implied volatity was -, the open interest changed by -28 which decreased total open position to 315
On 12 Dec LT was trading at 3859.90. The strike last trading price was 237.05, which was -49.95 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 343
On 11 Dec LT was trading at 3916.75. The strike last trading price was 287, which was 9.45 higher than the previous day. The implied volatity was 27.31, the open interest changed by -4 which decreased total open position to 343
On 10 Dec LT was trading at 3923.15. The strike last trading price was 277.55, which was -30.80 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 346
On 9 Dec LT was trading at 3947.30. The strike last trading price was 308.35, which was 57.05 higher than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 349
On 6 Dec LT was trading at 3866.70. The strike last trading price was 251.3, which was 42.95 higher than the previous day. The implied volatity was 26.80, the open interest changed by -31 which decreased total open position to 393
On 5 Dec LT was trading at 3831.55. The strike last trading price was 208.35, which was 12.85 higher than the previous day. The implied volatity was 18.61, the open interest changed by -9 which decreased total open position to 421
On 4 Dec LT was trading at 3789.90. The strike last trading price was 195.5, which was 28.65 higher than the previous day. The implied volatity was 21.06, the open interest changed by -9 which decreased total open position to 425
On 3 Dec LT was trading at 3787.05. The strike last trading price was 166.85, which was 43.80 higher than the previous day. The implied volatity was 19.27, the open interest changed by -6 which decreased total open position to 442
On 2 Dec LT was trading at 3704.05. The strike last trading price was 123.05, which was -15.25 lower than the previous day. The implied volatity was 18.37, the open interest changed by 75 which increased total open position to 452
On 29 Nov LT was trading at 3724.80. The strike last trading price was 138.3, which was 27.75 higher than the previous day. The implied volatity was 19.88, the open interest changed by -5 which decreased total open position to 376
On 28 Nov LT was trading at 3666.05. The strike last trading price was 110.55, which was -14.85 lower than the previous day. The implied volatity was 21.42, the open interest changed by 107 which increased total open position to 377
On 27 Nov LT was trading at 3698.70. The strike last trading price was 125.4, which was -5.75 lower than the previous day. The implied volatity was 19.91, the open interest changed by 61 which increased total open position to 268
On 26 Nov LT was trading at 3702.60. The strike last trading price was 131.15, which was -39.30 lower than the previous day. The implied volatity was 20.39, the open interest changed by 4 which increased total open position to 210
On 25 Nov LT was trading at 3753.00. The strike last trading price was 170.45, which was 97.40 higher than the previous day. The implied volatity was 19.63, the open interest changed by -41 which decreased total open position to 210
On 22 Nov LT was trading at 3603.50. The strike last trading price was 73.05, which was 37.30 higher than the previous day. The implied volatity was 17.86, the open interest changed by -20 which decreased total open position to 231
On 21 Nov LT was trading at 3483.50. The strike last trading price was 35.75, which was -13.70 lower than the previous day. The implied volatity was 19.12, the open interest changed by 47 which increased total open position to 251
On 20 Nov LT was trading at 3505.90. The strike last trading price was 49.45, which was 0.00 lower than the previous day. The implied volatity was 20.24, the open interest changed by 70 which increased total open position to 205
On 19 Nov LT was trading at 3505.90. The strike last trading price was 49.45, which was -7.40 lower than the previous day. The implied volatity was 20.24, the open interest changed by 71 which increased total open position to 205
On 18 Nov LT was trading at 3542.15. The strike last trading price was 56.85, which was -1.20 lower than the previous day. The implied volatity was 19.36, the open interest changed by 25 which increased total open position to 134
On 14 Nov LT was trading at 3526.25. The strike last trading price was 58.05, which was -5.80 lower than the previous day. The implied volatity was 18.62, the open interest changed by 74 which increased total open position to 110
On 13 Nov LT was trading at 3547.95. The strike last trading price was 63.85, which was -22.65 lower than the previous day. The implied volatity was 18.38, the open interest changed by 10 which increased total open position to 37
On 12 Nov LT was trading at 3591.35. The strike last trading price was 86.5, which was -24.50 lower than the previous day. The implied volatity was 19.43, the open interest changed by 13 which increased total open position to 26
On 11 Nov LT was trading at 3628.85. The strike last trading price was 111, which was -16.70 lower than the previous day. The implied volatity was 19.92, the open interest changed by 7 which increased total open position to 13
On 8 Nov LT was trading at 3660.30. The strike last trading price was 127.7, which was -6.30 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 5
On 7 Nov LT was trading at 3646.55. The strike last trading price was 134, which was 8.70 higher than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 5
On 6 Nov LT was trading at 3645.45. The strike last trading price was 125.3, which was 35.30 higher than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 1
On 5 Nov LT was trading at 3574.80. The strike last trading price was 90, which was -93.55 lower than the previous day. The implied volatity was 19.93, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 183.55, which was 183.55 higher than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 1.83
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 44.1 | 23.85 | 19.41 | 13,194 | 31 | 1,369 |
| 19 Dec | 3716.35 | 20.25 | 7.05 | 23.27 | 5,243 | -18 | 1,347 |
| 18 Dec | 3758.15 | 13.2 | 4.15 | 24.00 | 6,497 | -245 | 1,374 |
| 17 Dec | 3807.20 | 9.05 | 3.30 | 24.35 | 2,799 | 294 | 1,624 |
| 16 Dec | 3877.85 | 5.75 | -0.05 | 26.33 | 1,389 | 15 | 1,329 |
| 13 Dec | 3887.00 | 5.8 | -1.55 | 24.60 | 4,063 | -155 | 1,312 |
| 12 Dec | 3859.90 | 7.35 | 1.00 | 23.32 | 1,727 | 214 | 1,471 |
| 11 Dec | 3916.75 | 6.35 | -0.95 | 25.14 | 1,127 | -73 | 1,259 |
| 10 Dec | 3923.15 | 7.3 | -0.95 | 25.87 | 1,569 | -94 | 1,330 |
| 9 Dec | 3947.30 | 8.25 | -5.00 | 27.94 | 2,233 | 94 | 1,428 |
| 6 Dec | 3866.70 | 13.25 | -6.40 | 23.35 | 2,548 | 113 | 1,338 |
| 5 Dec | 3831.55 | 19.65 | -3.25 | 23.63 | 3,942 | 158 | 1,242 |
| 4 Dec | 3789.90 | 22.9 | -6.90 | 22.82 | 3,084 | -33 | 1,105 |
| 3 Dec | 3787.05 | 29.8 | -13.45 | 22.46 | 3,141 | 114 | 1,138 |
| 2 Dec | 3704.05 | 43.25 | -1.65 | 20.83 | 4,816 | 193 | 1,040 |
| 29 Nov | 3724.80 | 44.9 | -21.60 | 21.43 | 2,568 | 13 | 857 |
| 28 Nov | 3666.05 | 66.5 | 15.70 | 21.64 | 2,964 | 272 | 835 |
| 27 Nov | 3698.70 | 50.8 | -3.10 | 20.25 | 620 | 83 | 569 |
| 26 Nov | 3702.60 | 53.9 | 14.15 | 21.06 | 628 | 0 | 486 |
| 25 Nov | 3753.00 | 39.75 | -54.90 | 21.66 | 1,126 | 409 | 491 |
| 22 Nov | 3603.50 | 94.65 | -73.60 | 20.24 | 345 | 54 | 136 |
| 21 Nov | 3483.50 | 168.25 | 3.45 | 21.09 | 33 | 6 | 82 |
| 20 Nov | 3505.90 | 164.8 | 0.00 | 23.46 | 318 | 54 | 77 |
| 19 Nov | 3505.90 | 164.8 | 22.75 | 23.46 | 318 | 55 | 77 |
| 18 Nov | 3542.15 | 142.05 | -28.65 | 21.88 | 35 | 20 | 20 |
| 14 Nov | 3526.25 | 170.7 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 170.7 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 170.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 170.7 | 0.00 | 0.45 | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 170.7 | 0.00 | 1.15 | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 170.7 | 0.00 | 0.84 | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 170.7 | 0.00 | 1.02 | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 170.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3574.45 | 170.7 | 170.70 | - | 0 | 0 | 0 |
| 1 Nov | 3626.35 | 0 | 0.81 | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is -0.56
Historical price for 3650 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 44.1, which was 23.85 higher than the previous day. The implied volatity was 19.41, the open interest changed by 31 which increased total open position to 1369
On 19 Dec LT was trading at 3716.35. The strike last trading price was 20.25, which was 7.05 higher than the previous day. The implied volatity was 23.27, the open interest changed by -18 which decreased total open position to 1347
On 18 Dec LT was trading at 3758.15. The strike last trading price was 13.2, which was 4.15 higher than the previous day. The implied volatity was 24.00, the open interest changed by -245 which decreased total open position to 1374
On 17 Dec LT was trading at 3807.20. The strike last trading price was 9.05, which was 3.30 higher than the previous day. The implied volatity was 24.35, the open interest changed by 294 which increased total open position to 1624
On 16 Dec LT was trading at 3877.85. The strike last trading price was 5.75, which was -0.05 lower than the previous day. The implied volatity was 26.33, the open interest changed by 15 which increased total open position to 1329
On 13 Dec LT was trading at 3887.00. The strike last trading price was 5.8, which was -1.55 lower than the previous day. The implied volatity was 24.60, the open interest changed by -155 which decreased total open position to 1312
On 12 Dec LT was trading at 3859.90. The strike last trading price was 7.35, which was 1.00 higher than the previous day. The implied volatity was 23.32, the open interest changed by 214 which increased total open position to 1471
On 11 Dec LT was trading at 3916.75. The strike last trading price was 6.35, which was -0.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by -73 which decreased total open position to 1259
On 10 Dec LT was trading at 3923.15. The strike last trading price was 7.3, which was -0.95 lower than the previous day. The implied volatity was 25.87, the open interest changed by -94 which decreased total open position to 1330
On 9 Dec LT was trading at 3947.30. The strike last trading price was 8.25, which was -5.00 lower than the previous day. The implied volatity was 27.94, the open interest changed by 94 which increased total open position to 1428
On 6 Dec LT was trading at 3866.70. The strike last trading price was 13.25, which was -6.40 lower than the previous day. The implied volatity was 23.35, the open interest changed by 113 which increased total open position to 1338
On 5 Dec LT was trading at 3831.55. The strike last trading price was 19.65, which was -3.25 lower than the previous day. The implied volatity was 23.63, the open interest changed by 158 which increased total open position to 1242
On 4 Dec LT was trading at 3789.90. The strike last trading price was 22.9, which was -6.90 lower than the previous day. The implied volatity was 22.82, the open interest changed by -33 which decreased total open position to 1105
On 3 Dec LT was trading at 3787.05. The strike last trading price was 29.8, which was -13.45 lower than the previous day. The implied volatity was 22.46, the open interest changed by 114 which increased total open position to 1138
On 2 Dec LT was trading at 3704.05. The strike last trading price was 43.25, which was -1.65 lower than the previous day. The implied volatity was 20.83, the open interest changed by 193 which increased total open position to 1040
On 29 Nov LT was trading at 3724.80. The strike last trading price was 44.9, which was -21.60 lower than the previous day. The implied volatity was 21.43, the open interest changed by 13 which increased total open position to 857
On 28 Nov LT was trading at 3666.05. The strike last trading price was 66.5, which was 15.70 higher than the previous day. The implied volatity was 21.64, the open interest changed by 272 which increased total open position to 835
On 27 Nov LT was trading at 3698.70. The strike last trading price was 50.8, which was -3.10 lower than the previous day. The implied volatity was 20.25, the open interest changed by 83 which increased total open position to 569
On 26 Nov LT was trading at 3702.60. The strike last trading price was 53.9, which was 14.15 higher than the previous day. The implied volatity was 21.06, the open interest changed by 0 which decreased total open position to 486
On 25 Nov LT was trading at 3753.00. The strike last trading price was 39.75, which was -54.90 lower than the previous day. The implied volatity was 21.66, the open interest changed by 409 which increased total open position to 491
On 22 Nov LT was trading at 3603.50. The strike last trading price was 94.65, which was -73.60 lower than the previous day. The implied volatity was 20.24, the open interest changed by 54 which increased total open position to 136
On 21 Nov LT was trading at 3483.50. The strike last trading price was 168.25, which was 3.45 higher than the previous day. The implied volatity was 21.09, the open interest changed by 6 which increased total open position to 82
On 20 Nov LT was trading at 3505.90. The strike last trading price was 164.8, which was 0.00 lower than the previous day. The implied volatity was 23.46, the open interest changed by 54 which increased total open position to 77
On 19 Nov LT was trading at 3505.90. The strike last trading price was 164.8, which was 22.75 higher than the previous day. The implied volatity was 23.46, the open interest changed by 55 which increased total open position to 77
On 18 Nov LT was trading at 3542.15. The strike last trading price was 142.05, which was -28.65 lower than the previous day. The implied volatity was 21.88, the open interest changed by 20 which increased total open position to 20
On 14 Nov LT was trading at 3526.25. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 170.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 170.7, which was 170.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
