LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Nov 2024 04:11 PM IST
| LT 28NOV2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.74
Theta: -1.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3483.50 | 4 | -4.00 | 22.12 | 3,811 | -205 | 5,506 | |||
| 20 Nov | 3505.90 | 8 | 0.00 | 20.94 | 10,401 | 357 | 5,730 | |||
| 19 Nov | 3505.90 | 8 | -3.15 | 20.94 | 10,401 | 376 | 5,730 | |||
| 18 Nov | 3542.15 | 11.15 | -1.85 | 18.93 | 5,581 | 240 | 5,354 | |||
| 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 | |||
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| 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 0.08
Historical price for 3650 CE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 4, which was -4.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by -205 which decreased total open position to 5506
On 20 Nov LT was trading at 3505.90. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 20.94, the open interest changed by 357 which increased total open position to 5730
On 19 Nov LT was trading at 3505.90. The strike last trading price was 8, which was -3.15 lower than the previous day. The implied volatity was 20.94, the open interest changed by 376 which increased total open position to 5730
On 18 Nov LT was trading at 3542.15. The strike last trading price was 11.15, which was -1.85 lower than the previous day. The implied volatity was 18.93, the open interest changed by 240 which increased total open position to 5354
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: -0.82
Vega: 1.27
Theta: -2.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3483.50 | 168.45 | 27.00 | 33.20 | 118 | 5 | 932 |
| 20 Nov | 3505.90 | 141.45 | 0.00 | 23.72 | 857 | -13 | 927 |
| 19 Nov | 3505.90 | 141.45 | 22.10 | 23.72 | 857 | -13 | 927 |
| 18 Nov | 3542.15 | 119.35 | -5.85 | 22.64 | 205 | -64 | 940 |
| 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 -0.82
Historical price for 3650 PE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 168.45, which was 27.00 higher than the previous day. The implied volatity was 33.20, the open interest changed by 5 which increased total open position to 932
On 20 Nov LT was trading at 3505.90. The strike last trading price was 141.45, which was 0.00 lower than the previous day. The implied volatity was 23.72, the open interest changed by -13 which decreased total open position to 927
On 19 Nov LT was trading at 3505.90. The strike last trading price was 141.45, which was 22.10 higher than the previous day. The implied volatity was 23.72, the open interest changed by -13 which decreased total open position to 927
On 18 Nov LT was trading at 3542.15. The strike last trading price was 119.35, which was -5.85 lower than the previous day. The implied volatity was 22.64, the open interest changed by -64 which decreased total open position to 940
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
