LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:41 PM IST
| LT 24APR2025 3660 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.50
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3166.00 | 3.15 | 0.5 | 36.03 | 47 | 0 | 81 | |||
| 7 Apr | 3068.50 | 2.65 | -0.1 | 39.09 | 13 | -1 | 81 | |||
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| 4 Apr | 3260.15 | 2.75 | -4.7 | 25.81 | 159 | -16 | 85 | |||
| 3 Apr | 3420.15 | 7.55 | -3.25 | 19.89 | 163 | 41 | 102 | |||
| 2 Apr | 3419.90 | 10.85 | -3.05 | 20.93 | 124 | 35 | 59 | |||
| 1 Apr | 3436.80 | 14 | -51.65 | 21.16 | 44 | 24 | 24 | |||
| 28 Mar | 3492.30 | 65.65 | 0 | 3.90 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3660 expiring on 24APR2025
Delta for 3660 CE is 0.03
Historical price for 3660 CE is as follows
On 8 Apr LT was trading at 3166.00. The strike last trading price was 3.15, which was 0.5 higher than the previous day. The implied volatity was 36.03, the open interest changed by 0 which decreased total open position to 81
On 7 Apr LT was trading at 3068.50. The strike last trading price was 2.65, which was -0.1 lower than the previous day. The implied volatity was 39.09, the open interest changed by -1 which decreased total open position to 81
On 4 Apr LT was trading at 3260.15. The strike last trading price was 2.75, which was -4.7 lower than the previous day. The implied volatity was 25.81, the open interest changed by -16 which decreased total open position to 85
On 3 Apr LT was trading at 3420.15. The strike last trading price was 7.55, which was -3.25 lower than the previous day. The implied volatity was 19.89, the open interest changed by 41 which increased total open position to 102
On 2 Apr LT was trading at 3419.90. The strike last trading price was 10.85, which was -3.05 lower than the previous day. The implied volatity was 20.93, the open interest changed by 35 which increased total open position to 59
On 1 Apr LT was trading at 3436.80. The strike last trading price was 14, which was -51.65 lower than the previous day. The implied volatity was 21.16, the open interest changed by 24 which increased total open position to 24
On 28 Mar LT was trading at 3492.30. The strike last trading price was 65.65, which was 0 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3660 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3166.00 | 204.05 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 204.05 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 204.05 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 204.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 204.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 204.05 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 204.05 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3660 expiring on 24APR2025
Delta for 3660 PE is -
Historical price for 3660 PE is as follows
On 8 Apr LT was trading at 3166.00. The strike last trading price was 204.05, 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 Apr LT was trading at 3068.50. The strike last trading price was 204.05, 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 4 Apr LT was trading at 3260.15. The strike last trading price was 204.05, 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 Apr LT was trading at 3420.15. The strike last trading price was 204.05, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 204.05, 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 1 Apr LT was trading at 3436.80. The strike last trading price was 204.05, 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 28 Mar LT was trading at 3492.30. The strike last trading price was 204.05, 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
