LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.35
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 3054.15 | 2.5 | -0.05 | 46.40 | 3 | 0 | 84 | |||
| 8 Apr | 3164.60 | 2.55 | 1.35 | 38.23 | 14 | -2 | 96 | |||
| 7 Apr | 3068.50 | 1.2 | 0 | 0.00 | 0 | -18 | 0 | |||
| 4 Apr | 3260.15 | 1.2 | -3.2 | 25.35 | 88 | -16 | 100 | |||
| 3 Apr | 3420.15 | 4.45 | -1.6 | 20.89 | 42 | 13 | 117 | |||
| 2 Apr | 3419.90 | 6.05 | -2.1 | 21.36 | 91 | 37 | 106 | |||
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| 1 Apr | 3436.80 | 8.15 | -41.05 | 21.60 | 253 | 69 | 69 | |||
| 28 Mar | 3492.30 | 49.2 | 0 | 5.36 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3720 expiring on 24APR2025
Delta for 3720 CE is 0.02
Historical price for 3720 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 2.5, which was -0.05 lower than the previous day. The implied volatity was 46.40, the open interest changed by 0 which decreased total open position to 84
On 8 Apr LT was trading at 3164.60. The strike last trading price was 2.55, which was 1.35 higher than the previous day. The implied volatity was 38.23, the open interest changed by -2 which decreased total open position to 96
On 7 Apr LT was trading at 3068.50. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -18 which decreased total open position to 0
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.2, which was -3.2 lower than the previous day. The implied volatity was 25.35, the open interest changed by -16 which decreased total open position to 100
On 3 Apr LT was trading at 3420.15. The strike last trading price was 4.45, which was -1.6 lower than the previous day. The implied volatity was 20.89, the open interest changed by 13 which increased total open position to 117
On 2 Apr LT was trading at 3419.90. The strike last trading price was 6.05, which was -2.1 lower than the previous day. The implied volatity was 21.36, the open interest changed by 37 which increased total open position to 106
On 1 Apr LT was trading at 3436.80. The strike last trading price was 8.15, which was -41.05 lower than the previous day. The implied volatity was 21.60, the open interest changed by 69 which increased total open position to 69
On 28 Mar LT was trading at 3492.30. The strike last trading price was 49.2, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 247.25 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3164.60 | 247.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 247.25 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 247.25 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 247.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 247.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 247.25 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 247.25 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3720 expiring on 24APR2025
Delta for 3720 PE is -
Historical price for 3720 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 247.25, 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 247.25, 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 247.25, 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 247.25, 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 247.25, 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 247.25, 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 247.25, 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 247.25, 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
