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

3526.25 -21.70 (-0.61%)

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Historical option data for LT

14 Nov 2024 04:11 PM IST
LT 28NOV2024 3650 CE
Delta: 0.20
Vega: 1.95
Theta: -1.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 13 -7.35 16.89 6,167 335 5,122
13 Nov 3547.95 20.35 -8.45 18.09 8,296 301 4,791
12 Nov 3591.35 28.8 -18.10 16.41 11,239 331 4,647
11 Nov 3628.85 46.9 -17.05 15.66 6,792 78 4,324
8 Nov 3660.30 63.95 2.70 15.70 7,130 409 4,410
7 Nov 3646.55 61.25 -7.45 15.68 8,994 506 4,003
6 Nov 3645.45 68.7 26.70 16.33 12,893 75 3,517
5 Nov 3574.80 42 -5.55 18.95 5,762 497 3,445
4 Nov 3574.45 47.55 -36.15 20.09 8,807 1,010 2,967
1 Nov 3626.35 83.7 -4.65 20.86 832 32 1,959
31 Oct 3622.30 88.35 56.25 - 17,285 1,505 1,920
30 Oct 3408.35 32.1 2.60 - 1,161 90 415
29 Oct 3380.90 29.5 4.00 - 533 154 326
28 Oct 3340.80 25.5 2.15 - 344 59 174
25 Oct 3326.40 23.35 -20.65 - 159 41 115
24 Oct 3442.65 44 -4.10 - 61 13 71
23 Oct 3455.40 48.1 -14.00 - 54 -7 57
22 Oct 3511.90 62.1 -25.65 - 50 26 67
21 Oct 3585.60 87.75 -0.25 - 71 22 39
18 Oct 3577.80 88 1.80 - 14 8 17
17 Oct 3570.30 86.2 10.20 - 8 2 8
16 Oct 3532.60 76 -5.10 - 7 4 6
15 Oct 3551.90 81.1 -200.85 - 3 2 2
14 Oct 3555.05 281.95 0.00 - 0 0 0
11 Oct 3482.55 281.95 0.00 - 0 0 0
10 Oct 3460.35 281.95 0.00 - 0 0 0
9 Oct 3487.10 281.95 0.00 - 0 0 0
8 Oct 3532.40 281.95 0.00 - 0 0 0
7 Oct 3468.35 281.95 0.00 - 0 0 0
4 Oct 3493.95 281.95 0.00 - 0 0 0
3 Oct 3497.65 281.95 0.00 - 0 0 0
1 Oct 3653.50 281.95 0.00 - 0 0 0
30 Sept 3675.55 281.95 0.00 - 0 0 0
27 Sept 3705.65 281.95 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3650 expiring on 28NOV2024

Delta for 3650 CE is 0.20

Historical price for 3650 CE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 13, which was -7.35 lower than the previous day. The implied volatity was 16.89, the open interest changed by 335 which increased total open position to 5122


On 13 Nov LT was trading at 3547.95. The strike last trading price was 20.35, which was -8.45 lower than the previous day. The implied volatity was 18.09, the open interest changed by 301 which increased total open position to 4791


On 12 Nov LT was trading at 3591.35. The strike last trading price was 28.8, which was -18.10 lower than the previous day. The implied volatity was 16.41, the open interest changed by 331 which increased total open position to 4647


On 11 Nov LT was trading at 3628.85. The strike last trading price was 46.9, which was -17.05 lower than the previous day. The implied volatity was 15.66, the open interest changed by 78 which increased total open position to 4324


On 8 Nov LT was trading at 3660.30. The strike last trading price was 63.95, which was 2.70 higher than the previous day. The implied volatity was 15.70, the open interest changed by 409 which increased total open position to 4410


On 7 Nov LT was trading at 3646.55. The strike last trading price was 61.25, which was -7.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 506 which increased total open position to 4003


On 6 Nov LT was trading at 3645.45. The strike last trading price was 68.7, which was 26.70 higher than the previous day. The implied volatity was 16.33, the open interest changed by 75 which increased total open position to 3517


On 5 Nov LT was trading at 3574.80. The strike last trading price was 42, which was -5.55 lower than the previous day. The implied volatity was 18.95, the open interest changed by 497 which increased total open position to 3445


On 4 Nov LT was trading at 3574.45. The strike last trading price was 47.55, which was -36.15 lower than the previous day. The implied volatity was 20.09, the open interest changed by 1010 which increased total open position to 2967


On 1 Nov LT was trading at 3626.35. The strike last trading price was 83.7, which was -4.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by 32 which increased total open position to 1959


On 31 Oct LT was trading at 3622.30. The strike last trading price was 88.35, which was 56.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LT was trading at 3408.35. The strike last trading price was 32.1, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LT was trading at 3380.90. The strike last trading price was 29.5, which was 4.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LT was trading at 3340.80. The strike last trading price was 25.5, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LT was trading at 3326.40. The strike last trading price was 23.35, which was -20.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LT was trading at 3442.65. The strike last trading price was 44, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LT was trading at 3455.40. The strike last trading price was 48.1, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LT was trading at 3511.90. The strike last trading price was 62.1, which was -25.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LT was trading at 3585.60. The strike last trading price was 87.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LT was trading at 3577.80. The strike last trading price was 88, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LT was trading at 3570.30. The strike last trading price was 86.2, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LT was trading at 3532.60. The strike last trading price was 76, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LT was trading at 3551.90. The strike last trading price was 81.1, which was -200.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LT was trading at 3555.05. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LT was trading at 3482.55. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LT was trading at 3460.35. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LT was trading at 3487.10. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct LT was trading at 3532.40. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LT was trading at 3468.35. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LT was trading at 3493.95. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct LT was trading at 3497.65. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct LT was trading at 3653.50. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept LT was trading at 3675.55. The strike last trading price was 281.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept LT was trading at 3705.65. The strike last trading price was 281.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


LT 28NOV2024 3650 PE
Delta: -0.73
Vega: 2.27
Theta: -1.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 3526.25 125.2 22.70 22.15 387 -102 1,002
13 Nov 3547.95 102.5 13.70 16.38 1,031 -168 1,109
12 Nov 3591.35 88.8 26.30 20.31 5,316 30 1,343
11 Nov 3628.85 62.5 11.00 18.69 4,094 -227 1,314
8 Nov 3660.30 51.5 -9.20 17.94 3,952 447 1,539
7 Nov 3646.55 60.7 1.50 19.25 4,076 206 1,094
6 Nov 3645.45 59.2 -46.70 19.28 3,162 397 872
5 Nov 3574.80 105.9 -8.15 19.78 904 -21 473
4 Nov 3574.45 114.05 17.55 23.53 2,152 -368 499
1 Nov 3626.35 96.5 2.90 24.99 263 -1 866
31 Oct 3622.30 93.6 -150.55 - 5,711 685 866
30 Oct 3408.35 244.15 -25.35 - 94 58 180
29 Oct 3380.90 269.5 49.95 - 148 117 121
28 Oct 3340.80 219.55 0.00 - 0 0 0
25 Oct 3326.40 219.55 0.00 - 0 0 0
24 Oct 3442.65 219.55 99.00 - 2 1 5
23 Oct 3455.40 120.55 0.00 - 0 0 0
22 Oct 3511.90 120.55 0.00 - 0 0 0
21 Oct 3585.60 120.55 0.00 - 0 1 0
18 Oct 3577.80 120.55 -104.45 - 3 0 3
17 Oct 3570.30 225 0.00 - 0 0 0
16 Oct 3532.60 225 0.00 - 0 0 0
15 Oct 3551.90 225 0.00 - 0 0 0
14 Oct 3555.05 225 0.00 - 0 0 0
11 Oct 3482.55 225 0.00 - 0 0 0
10 Oct 3460.35 225 0.00 - 0 0 0
9 Oct 3487.10 225 0.00 - 0 0 0
8 Oct 3532.40 225 0.00 - 0 0 0
7 Oct 3468.35 225 116.15 - 1 0 3
4 Oct 3493.95 108.85 0.00 - 0 0 0
3 Oct 3497.65 108.85 0.00 - 0 3 0
1 Oct 3653.50 108.85 -15.25 - 6 3 3
30 Sept 3675.55 124.1 0.00 - 0 0 0
27 Sept 3705.65 124.1 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3650 expiring on 28NOV2024

Delta for 3650 PE is -0.73

Historical price for 3650 PE is as follows

On 14 Nov LT was trading at 3526.25. The strike last trading price was 125.2, which was 22.70 higher than the previous day. The implied volatity was 22.15, the open interest changed by -102 which decreased total open position to 1002


On 13 Nov LT was trading at 3547.95. The strike last trading price was 102.5, which was 13.70 higher than the previous day. The implied volatity was 16.38, the open interest changed by -168 which decreased total open position to 1109


On 12 Nov LT was trading at 3591.35. The strike last trading price was 88.8, which was 26.30 higher than the previous day. The implied volatity was 20.31, the open interest changed by 30 which increased total open position to 1343


On 11 Nov LT was trading at 3628.85. The strike last trading price was 62.5, which was 11.00 higher than the previous day. The implied volatity was 18.69, the open interest changed by -227 which decreased total open position to 1314


On 8 Nov LT was trading at 3660.30. The strike last trading price was 51.5, which was -9.20 lower than the previous day. The implied volatity was 17.94, the open interest changed by 447 which increased total open position to 1539


On 7 Nov LT was trading at 3646.55. The strike last trading price was 60.7, which was 1.50 higher than the previous day. The implied volatity was 19.25, the open interest changed by 206 which increased total open position to 1094


On 6 Nov LT was trading at 3645.45. The strike last trading price was 59.2, which was -46.70 lower than the previous day. The implied volatity was 19.28, the open interest changed by 397 which increased total open position to 872


On 5 Nov LT was trading at 3574.80. The strike last trading price was 105.9, which was -8.15 lower than the previous day. The implied volatity was 19.78, the open interest changed by -21 which decreased total open position to 473


On 4 Nov LT was trading at 3574.45. The strike last trading price was 114.05, which was 17.55 higher than the previous day. The implied volatity was 23.53, the open interest changed by -368 which decreased total open position to 499


On 1 Nov LT was trading at 3626.35. The strike last trading price was 96.5, which was 2.90 higher than the previous day. The implied volatity was 24.99, the open interest changed by -1 which decreased total open position to 866


On 31 Oct LT was trading at 3622.30. The strike last trading price was 93.6, which was -150.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct LT was trading at 3408.35. The strike last trading price was 244.15, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct LT was trading at 3380.90. The strike last trading price was 269.5, which was 49.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct LT was trading at 3340.80. The strike last trading price was 219.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct LT was trading at 3326.40. The strike last trading price was 219.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct LT was trading at 3442.65. The strike last trading price was 219.55, which was 99.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct LT was trading at 3455.40. The strike last trading price was 120.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct LT was trading at 3511.90. The strike last trading price was 120.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct LT was trading at 3585.60. The strike last trading price was 120.55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct LT was trading at 3577.80. The strike last trading price was 120.55, which was -104.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct LT was trading at 3570.30. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct LT was trading at 3532.60. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct LT was trading at 3551.90. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct LT was trading at 3555.05. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct LT was trading at 3482.55. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct LT was trading at 3460.35. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct LT was trading at 3487.10. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct LT was trading at 3532.40. The strike last trading price was 225, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct LT was trading at 3468.35. The strike last trading price was 225, which was 116.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct LT was trading at 3493.95. The strike last trading price was 108.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct LT was trading at 3497.65. The strike last trading price was 108.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct LT was trading at 3653.50. The strike last trading price was 108.85, which was -15.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept LT was trading at 3675.55. The strike last trading price was 124.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept LT was trading at 3705.65. The strike last trading price was 124.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to