LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Apr 2025 04:11 PM IST
| LT 24APR2025 3680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.29
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 3115.95 | 1.75 | -0.7 | 41.05 | 36 | -11 | 113 | |||
| 9 Apr | 3054.15 | 2.45 | 0 | 44.07 | 1 | 0 | 125 | |||
| 8 Apr | 3164.60 | 2.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Apr | 3068.50 | 2.45 | 0 | 39.66 | 1 | 0 | 125 | |||
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| 4 Apr | 3260.15 | 2.45 | -3.85 | 26.31 | 447 | -127 | 148 | |||
| 3 Apr | 3420.15 | 6.35 | -2.45 | 20.25 | 114 | -4 | 275 | |||
| 2 Apr | 3419.90 | 8.85 | -2.85 | 21.00 | 270 | 31 | 279 | |||
| 1 Apr | 3436.80 | 11.8 | -47.9 | 21.35 | 405 | 251 | 251 | |||
| 28 Mar | 3492.30 | 59.7 | 0 | 4.34 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3680 expiring on 24APR2025
Delta for 3680 CE is 0.02
Historical price for 3680 CE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 1.75, which was -0.7 lower than the previous day. The implied volatity was 41.05, the open interest changed by -11 which decreased total open position to 113
On 9 Apr LT was trading at 3054.15. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 44.07, the open interest changed by 0 which decreased total open position to 125
On 8 Apr LT was trading at 3164.60. The strike last trading price was 2.45, which was 0 lower than the previous day. The implied volatity was 0.00, 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 2.45, which was 0 lower than the previous day. The implied volatity was 39.66, the open interest changed by 0 which decreased total open position to 125
On 4 Apr LT was trading at 3260.15. The strike last trading price was 2.45, which was -3.85 lower than the previous day. The implied volatity was 26.31, the open interest changed by -127 which decreased total open position to 148
On 3 Apr LT was trading at 3420.15. The strike last trading price was 6.35, which was -2.45 lower than the previous day. The implied volatity was 20.25, the open interest changed by -4 which decreased total open position to 275
On 2 Apr LT was trading at 3419.90. The strike last trading price was 8.85, which was -2.85 lower than the previous day. The implied volatity was 21.00, the open interest changed by 31 which increased total open position to 279
On 1 Apr LT was trading at 3436.80. The strike last trading price was 11.8, which was -47.9 lower than the previous day. The implied volatity was 21.35, the open interest changed by 251 which increased total open position to 251
On 28 Mar LT was trading at 3492.30. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 3115.95 | 218 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 3054.15 | 218 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3164.60 | 218 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 218 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 218 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 218 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 218 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 218 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 218 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3680 expiring on 24APR2025
Delta for 3680 PE is -
Historical price for 3680 PE is as follows
On 11 Apr LT was trading at 3115.95. The strike last trading price was 218, 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 9 Apr LT was trading at 3054.15. The strike last trading price was 218, 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 8 Apr LT was trading at 3164.60. The strike last trading price was 218, 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 218, 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 218, 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 218, 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 218, 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 218, 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 218, 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
