LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.30
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 1.9 | -0.95 | 43.45 | 659 | 117 | 2,045 | |||
| 8 Apr | 3164.60 | 2.7 | 0.05 | 37.49 | 564 | 107 | 1,925 | |||
| 7 Apr | 3068.50 | 2.8 | 0.55 | 41.57 | 1,141 | -87 | 1,816 | |||
| 4 Apr | 3260.15 | 2.2 | -3.05 | 26.83 | 1,986 | 374 | 1,898 | |||
| 3 Apr | 3420.15 | 5.4 | -1.95 | 20.65 | 1,111 | 188 | 1,527 | |||
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| 2 Apr | 3419.90 | 7.55 | -2.15 | 21.34 | 1,047 | -7 | 1,348 | |||
| 1 Apr | 3436.80 | 9.95 | -7.3 | 21.56 | 2,260 | -53 | 1,361 | |||
| 28 Mar | 3492.30 | 16.9 | -8 | 19.61 | 2,732 | 253 | 1,414 | |||
| 27 Mar | 3501.60 | 27.7 | 9.9 | 21.49 | 7,124 | 373 | 1,166 | |||
| 26 Mar | 3444.80 | 17.85 | -1.75 | 21.71 | 1,435 | 224 | 792 | |||
| 25 Mar | 3469.60 | 18.3 | -4.25 | 21.34 | 1,269 | -10 | 568 | |||
| 24 Mar | 3481.85 | 21.7 | 8.55 | 20.15 | 1,391 | 275 | 578 | |||
| 21 Mar | 3415.95 | 12.65 | 5.15 | 19.78 | 549 | 244 | 302 | |||
| 20 Mar | 3351.05 | 7.9 | 1.15 | 20.37 | 71 | 8 | 58 | |||
| 19 Mar | 3319.55 | 6.75 | 0.75 | 21.04 | 45 | 35 | 50 | |||
| 18 Mar | 3270.70 | 6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 3187.30 | 6 | -0.95 | 24.58 | 8 | 1 | 13 | |||
| 12 Mar | 3193.65 | 6.95 | -0.55 | 25.00 | 3 | 2 | 11 | |||
| 11 Mar | 3195.45 | 7.5 | -1.4 | 24.53 | 2 | 0 | 8 | |||
| 10 Mar | 3177.70 | 8.9 | -2.1 | 26.32 | 15 | 7 | 8 | |||
| 7 Mar | 3244.70 | 11 | -103.9 | 23.40 | 2 | 1 | 1 | |||
| 3 Mar | 3197.30 | 114.9 | 0 | 8.35 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 114.9 | 0 | 9.02 | 0 | 0 | 0 | |||
| 26 Feb | 3225.90 | 114.9 | 0 | 7.59 | 0 | 0 | 0 | |||
| 25 Feb | 3225.90 | 114.9 | 0 | 7.59 | 0 | 0 | 0 | |||
| 18 Feb | 3220.15 | 114.9 | 0 | 7.17 | 0 | 0 | 0 | |||
| 14 Feb | 3237.65 | 114.9 | 0 | 6.05 | 0 | 0 | 0 | |||
| 10 Feb | 3328.65 | 114.9 | 0 | 5.17 | 0 | 0 | 0 | |||
| 7 Feb | 3336.90 | 114.9 | 0 | 4.63 | 0 | 0 | 0 | |||
| 5 Feb | 3383.20 | 114.9 | 0 | 3.81 | 0 | 0 | 0 | |||
| 4 Feb | 3439.15 | 114.9 | 0 | 2.87 | 0 | 0 | 0 | |||
| 1 Feb | 3447.50 | 114.9 | 0 | 3.11 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3700 expiring on 24APR2025
Delta for 3700 CE is 0.02
Historical price for 3700 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 43.45, the open interest changed by 117 which increased total open position to 2045
On 8 Apr LT was trading at 3164.60. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 37.49, the open interest changed by 107 which increased total open position to 1925
On 7 Apr LT was trading at 3068.50. The strike last trading price was 2.8, which was 0.55 higher than the previous day. The implied volatity was 41.57, the open interest changed by -87 which decreased total open position to 1816
On 4 Apr LT was trading at 3260.15. The strike last trading price was 2.2, which was -3.05 lower than the previous day. The implied volatity was 26.83, the open interest changed by 374 which increased total open position to 1898
On 3 Apr LT was trading at 3420.15. The strike last trading price was 5.4, which was -1.95 lower than the previous day. The implied volatity was 20.65, the open interest changed by 188 which increased total open position to 1527
On 2 Apr LT was trading at 3419.90. The strike last trading price was 7.55, which was -2.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by -7 which decreased total open position to 1348
On 1 Apr LT was trading at 3436.80. The strike last trading price was 9.95, which was -7.3 lower than the previous day. The implied volatity was 21.56, the open interest changed by -53 which decreased total open position to 1361
On 28 Mar LT was trading at 3492.30. The strike last trading price was 16.9, which was -8 lower than the previous day. The implied volatity was 19.61, the open interest changed by 253 which increased total open position to 1414
On 27 Mar LT was trading at 3501.60. The strike last trading price was 27.7, which was 9.9 higher than the previous day. The implied volatity was 21.49, the open interest changed by 373 which increased total open position to 1166
On 26 Mar LT was trading at 3444.80. The strike last trading price was 17.85, which was -1.75 lower than the previous day. The implied volatity was 21.71, the open interest changed by 224 which increased total open position to 792
On 25 Mar LT was trading at 3469.60. The strike last trading price was 18.3, which was -4.25 lower than the previous day. The implied volatity was 21.34, the open interest changed by -10 which decreased total open position to 568
On 24 Mar LT was trading at 3481.85. The strike last trading price was 21.7, which was 8.55 higher than the previous day. The implied volatity was 20.15, the open interest changed by 275 which increased total open position to 578
On 21 Mar LT was trading at 3415.95. The strike last trading price was 12.65, which was 5.15 higher than the previous day. The implied volatity was 19.78, the open interest changed by 244 which increased total open position to 302
On 20 Mar LT was trading at 3351.05. The strike last trading price was 7.9, which was 1.15 higher than the previous day. The implied volatity was 20.37, the open interest changed by 8 which increased total open position to 58
On 19 Mar LT was trading at 3319.55. The strike last trading price was 6.75, which was 0.75 higher than the previous day. The implied volatity was 21.04, the open interest changed by 35 which increased total open position to 50
On 18 Mar LT was trading at 3270.70. The strike last trading price was 6, 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 13 Mar LT was trading at 3187.30. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 24.58, the open interest changed by 1 which increased total open position to 13
On 12 Mar LT was trading at 3193.65. The strike last trading price was 6.95, which was -0.55 lower than the previous day. The implied volatity was 25.00, the open interest changed by 2 which increased total open position to 11
On 11 Mar LT was trading at 3195.45. The strike last trading price was 7.5, which was -1.4 lower than the previous day. The implied volatity was 24.53, the open interest changed by 0 which decreased total open position to 8
On 10 Mar LT was trading at 3177.70. The strike last trading price was 8.9, which was -2.1 lower than the previous day. The implied volatity was 26.32, the open interest changed by 7 which increased total open position to 8
On 7 Mar LT was trading at 3244.70. The strike last trading price was 11, which was -103.9 lower than the previous day. The implied volatity was 23.40, the open interest changed by 1 which increased total open position to 1
On 3 Mar LT was trading at 3197.30. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0
On 28 Feb LT was trading at 3163.85. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 9.02, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LT was trading at 3225.90. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LT was trading at 3225.90. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 7.59, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 3220.15. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 7.17, the open interest changed by 0 which decreased total open position to 0
On 14 Feb LT was trading at 3237.65. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 6.05, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 3328.65. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 7 Feb LT was trading at 3336.90. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 3383.20. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LT was trading at 3439.15. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3447.50. The strike last trading price was 114.9, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 536.35 | 0 | 0.00 | 0 | -150 | 0 |
| 8 Apr | 3164.60 | 536.35 | -89.15 | 54.98 | 266 | -149 | 1,007 |
| 7 Apr | 3068.50 | 615 | 247 | 61.58 | 51 | -28 | 1,162 |
| 4 Apr | 3260.15 | 368 | 97.75 | - | 2 | 0 | 1,190 |
| 3 Apr | 3420.15 | 270.25 | 19.25 | 24.40 | 5 | -2 | 1,190 |
| 2 Apr | 3419.90 | 251 | 0 | 0.00 | 0 | 18 | 0 |
| 1 Apr | 3436.80 | 251 | 38.45 | 23.05 | 39 | 19 | 1,191 |
| 28 Mar | 3492.30 | 212.6 | 14.55 | 23.76 | 475 | 255 | 1,172 |
| 27 Mar | 3501.60 | 190.15 | -58.05 | 21.75 | 443 | 200 | 916 |
| 26 Mar | 3444.80 | 246.75 | 11.35 | 25.26 | 310 | 208 | 715 |
| 25 Mar | 3469.60 | 237.15 | 17.35 | 22.13 | 208 | 92 | 500 |
| 24 Mar | 3481.85 | 220.7 | -36.3 | 24.58 | 561 | 371 | 408 |
| 21 Mar | 3415.95 | 257 | -108 | 16.45 | 26 | 16 | 37 |
| 20 Mar | 3351.05 | 365 | 7 | 37.81 | 12 | 10 | 19 |
| 19 Mar | 3319.55 | 358 | -80 | 24.39 | 4 | 2 | 8 |
| 18 Mar | 3270.70 | 438 | -38 | 40.40 | 4 | 3 | 5 |
| 13 Mar | 3187.30 | 476 | 143.6 | 25.64 | 2 | 1 | 1 |
| 12 Mar | 3193.65 | 332.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 332.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 332.4 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 332.4 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 332.4 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 332.4 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 3225.90 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 3225.90 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 3220.15 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 3237.65 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 3328.65 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 3336.90 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 3383.20 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 3439.15 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 3447.50 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3700 expiring on 24APR2025
Delta for 3700 PE is 0.00
Historical price for 3700 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 536.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -150 which decreased total open position to 0
On 8 Apr LT was trading at 3164.60. The strike last trading price was 536.35, which was -89.15 lower than the previous day. The implied volatity was 54.98, the open interest changed by -149 which decreased total open position to 1007
On 7 Apr LT was trading at 3068.50. The strike last trading price was 615, which was 247 higher than the previous day. The implied volatity was 61.58, the open interest changed by -28 which decreased total open position to 1162
On 4 Apr LT was trading at 3260.15. The strike last trading price was 368, which was 97.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1190
On 3 Apr LT was trading at 3420.15. The strike last trading price was 270.25, which was 19.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by -2 which decreased total open position to 1190
On 2 Apr LT was trading at 3419.90. The strike last trading price was 251, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 1 Apr LT was trading at 3436.80. The strike last trading price was 251, which was 38.45 higher than the previous day. The implied volatity was 23.05, the open interest changed by 19 which increased total open position to 1191
On 28 Mar LT was trading at 3492.30. The strike last trading price was 212.6, which was 14.55 higher than the previous day. The implied volatity was 23.76, the open interest changed by 255 which increased total open position to 1172
On 27 Mar LT was trading at 3501.60. The strike last trading price was 190.15, which was -58.05 lower than the previous day. The implied volatity was 21.75, the open interest changed by 200 which increased total open position to 916
On 26 Mar LT was trading at 3444.80. The strike last trading price was 246.75, which was 11.35 higher than the previous day. The implied volatity was 25.26, the open interest changed by 208 which increased total open position to 715
On 25 Mar LT was trading at 3469.60. The strike last trading price was 237.15, which was 17.35 higher than the previous day. The implied volatity was 22.13, the open interest changed by 92 which increased total open position to 500
On 24 Mar LT was trading at 3481.85. The strike last trading price was 220.7, which was -36.3 lower than the previous day. The implied volatity was 24.58, the open interest changed by 371 which increased total open position to 408
On 21 Mar LT was trading at 3415.95. The strike last trading price was 257, which was -108 lower than the previous day. The implied volatity was 16.45, the open interest changed by 16 which increased total open position to 37
On 20 Mar LT was trading at 3351.05. The strike last trading price was 365, which was 7 higher than the previous day. The implied volatity was 37.81, the open interest changed by 10 which increased total open position to 19
On 19 Mar LT was trading at 3319.55. The strike last trading price was 358, which was -80 lower than the previous day. The implied volatity was 24.39, the open interest changed by 2 which increased total open position to 8
On 18 Mar LT was trading at 3270.70. The strike last trading price was 438, which was -38 lower than the previous day. The implied volatity was 40.40, the open interest changed by 3 which increased total open position to 5
On 13 Mar LT was trading at 3187.30. The strike last trading price was 476, which was 143.6 higher than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 1
On 12 Mar LT was trading at 3193.65. The strike last trading price was 332.4, 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 11 Mar LT was trading at 3195.45. The strike last trading price was 332.4, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 332.4, 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 Mar LT was trading at 3244.70. The strike last trading price was 332.4, 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 Mar LT was trading at 3197.30. The strike last trading price was 332.4, 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 Feb LT was trading at 3163.85. The strike last trading price was 332.4, 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 26 Feb LT was trading at 3225.90. The strike last trading price was 0, 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 25 Feb LT was trading at 3225.90. The strike last trading price was 0, 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 18 Feb LT was trading at 3220.15. The strike last trading price was 0, 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 14 Feb LT was trading at 3237.65. The strike last trading price was 0, 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 10 Feb LT was trading at 3328.65. The strike last trading price was 0, 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 Feb LT was trading at 3336.90. The strike last trading price was 0, 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 5 Feb LT was trading at 3383.20. The strike last trading price was 0, 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 Feb LT was trading at 3439.15. The strike last trading price was 0, 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 Feb LT was trading at 3447.50. The strike last trading price was 0, 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
