LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.97
Theta: -1.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 6.15 | -22.25 | 21.08 | 14,772 | 927 | 3,878 | |||
| 19 Dec | 3716.35 | 28.4 | -23.55 | 20.18 | 11,321 | 371 | 2,941 | |||
| 18 Dec | 3758.15 | 51.95 | -40.35 | 19.32 | 6,547 | 314 | 2,571 | |||
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| 17 Dec | 3807.20 | 92.3 | -57.00 | 23.61 | 824 | -2 | 2,257 | |||
| 16 Dec | 3877.85 | 149.3 | -7.70 | 24.52 | 152 | 10 | 2,262 | |||
| 13 Dec | 3887.00 | 157 | 11.50 | 15.53 | 1,894 | -34 | 2,252 | |||
| 12 Dec | 3859.90 | 145.5 | -45.30 | 20.86 | 349 | 17 | 2,286 | |||
| 11 Dec | 3916.75 | 190.8 | -1.45 | 21.60 | 78 | -7 | 2,272 | |||
| 10 Dec | 3923.15 | 192.25 | -30.80 | 14.93 | 162 | -2 | 2,280 | |||
| 9 Dec | 3947.30 | 223.05 | 67.00 | 13.24 | 454 | -80 | 2,282 | |||
| 6 Dec | 3866.70 | 156.05 | 28.80 | 20.26 | 1,857 | -129 | 2,364 | |||
| 5 Dec | 3831.55 | 127.25 | 10.20 | 18.47 | 4,168 | -154 | 2,499 | |||
| 4 Dec | 3789.90 | 117.05 | 21.25 | 19.44 | 5,457 | -112 | 2,655 | |||
| 3 Dec | 3787.05 | 95.8 | 30.30 | 18.66 | 14,367 | 21 | 2,774 | |||
| 2 Dec | 3704.05 | 65.5 | -12.50 | 19.18 | 7,496 | 1,398 | 2,752 | |||
| 29 Nov | 3724.80 | 78 | 18.00 | 19.36 | 7,237 | 106 | 1,357 | |||
| 28 Nov | 3666.05 | 60 | -11.70 | 20.68 | 4,557 | 318 | 1,251 | |||
| 27 Nov | 3698.70 | 71.7 | -4.90 | 19.87 | 1,534 | 165 | 934 | |||
| 26 Nov | 3702.60 | 76.6 | -30.70 | 20.25 | 1,922 | 149 | 771 | |||
| 25 Nov | 3753.00 | 107.3 | 71.20 | 19.92 | 3,759 | 456 | 613 | |||
| 22 Nov | 3603.50 | 36.1 | 17.85 | 17.80 | 659 | 120 | 277 | |||
| 21 Nov | 3483.50 | 18.25 | -7.60 | 19.95 | 492 | 69 | 159 | |||
| 20 Nov | 3505.90 | 25.85 | 0.00 | 20.52 | 490 | 90 | 91 | |||
| 19 Nov | 3505.90 | 25.85 | -113.85 | 20.52 | 490 | 91 | 91 | |||
| 18 Nov | 3542.15 | 139.7 | 0.00 | 3.86 | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 139.7 | 0.00 | 3.70 | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 139.7 | 0.00 | 3.31 | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 139.7 | 0.00 | 2.50 | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 139.7 | 0.00 | 1.64 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 139.7 | 0.00 | 0.99 | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 139.7 | 0.00 | 1.15 | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 139.7 | 0.00 | 1.07 | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 139.7 | 0.00 | 2.51 | 0 | 0 | 0 | |||
| 4 Nov | 3574.45 | 139.7 | 139.70 | 2.33 | 0 | 0 | 0 | |||
| 1 Nov | 3626.35 | 0 | 1.12 | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3750 expiring on 26DEC2024
Delta for 3750 CE is 0.13
Historical price for 3750 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 6.15, which was -22.25 lower than the previous day. The implied volatity was 21.08, the open interest changed by 927 which increased total open position to 3878
On 19 Dec LT was trading at 3716.35. The strike last trading price was 28.4, which was -23.55 lower than the previous day. The implied volatity was 20.18, the open interest changed by 371 which increased total open position to 2941
On 18 Dec LT was trading at 3758.15. The strike last trading price was 51.95, which was -40.35 lower than the previous day. The implied volatity was 19.32, the open interest changed by 314 which increased total open position to 2571
On 17 Dec LT was trading at 3807.20. The strike last trading price was 92.3, which was -57.00 lower than the previous day. The implied volatity was 23.61, the open interest changed by -2 which decreased total open position to 2257
On 16 Dec LT was trading at 3877.85. The strike last trading price was 149.3, which was -7.70 lower than the previous day. The implied volatity was 24.52, the open interest changed by 10 which increased total open position to 2262
On 13 Dec LT was trading at 3887.00. The strike last trading price was 157, which was 11.50 higher than the previous day. The implied volatity was 15.53, the open interest changed by -34 which decreased total open position to 2252
On 12 Dec LT was trading at 3859.90. The strike last trading price was 145.5, which was -45.30 lower than the previous day. The implied volatity was 20.86, the open interest changed by 17 which increased total open position to 2286
On 11 Dec LT was trading at 3916.75. The strike last trading price was 190.8, which was -1.45 lower than the previous day. The implied volatity was 21.60, the open interest changed by -7 which decreased total open position to 2272
On 10 Dec LT was trading at 3923.15. The strike last trading price was 192.25, which was -30.80 lower than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 2280
On 9 Dec LT was trading at 3947.30. The strike last trading price was 223.05, which was 67.00 higher than the previous day. The implied volatity was 13.24, the open interest changed by -80 which decreased total open position to 2282
On 6 Dec LT was trading at 3866.70. The strike last trading price was 156.05, which was 28.80 higher than the previous day. The implied volatity was 20.26, the open interest changed by -129 which decreased total open position to 2364
On 5 Dec LT was trading at 3831.55. The strike last trading price was 127.25, which was 10.20 higher than the previous day. The implied volatity was 18.47, the open interest changed by -154 which decreased total open position to 2499
On 4 Dec LT was trading at 3789.90. The strike last trading price was 117.05, which was 21.25 higher than the previous day. The implied volatity was 19.44, the open interest changed by -112 which decreased total open position to 2655
On 3 Dec LT was trading at 3787.05. The strike last trading price was 95.8, which was 30.30 higher than the previous day. The implied volatity was 18.66, the open interest changed by 21 which increased total open position to 2774
On 2 Dec LT was trading at 3704.05. The strike last trading price was 65.5, which was -12.50 lower than the previous day. The implied volatity was 19.18, the open interest changed by 1398 which increased total open position to 2752
On 29 Nov LT was trading at 3724.80. The strike last trading price was 78, which was 18.00 higher than the previous day. The implied volatity was 19.36, the open interest changed by 106 which increased total open position to 1357
On 28 Nov LT was trading at 3666.05. The strike last trading price was 60, which was -11.70 lower than the previous day. The implied volatity was 20.68, the open interest changed by 318 which increased total open position to 1251
On 27 Nov LT was trading at 3698.70. The strike last trading price was 71.7, which was -4.90 lower than the previous day. The implied volatity was 19.87, the open interest changed by 165 which increased total open position to 934
On 26 Nov LT was trading at 3702.60. The strike last trading price was 76.6, which was -30.70 lower than the previous day. The implied volatity was 20.25, the open interest changed by 149 which increased total open position to 771
On 25 Nov LT was trading at 3753.00. The strike last trading price was 107.3, which was 71.20 higher than the previous day. The implied volatity was 19.92, the open interest changed by 456 which increased total open position to 613
On 22 Nov LT was trading at 3603.50. The strike last trading price was 36.1, which was 17.85 higher than the previous day. The implied volatity was 17.80, the open interest changed by 120 which increased total open position to 277
On 21 Nov LT was trading at 3483.50. The strike last trading price was 18.25, which was -7.60 lower than the previous day. The implied volatity was 19.95, the open interest changed by 69 which increased total open position to 159
On 20 Nov LT was trading at 3505.90. The strike last trading price was 25.85, which was 0.00 lower than the previous day. The implied volatity was 20.52, the open interest changed by 90 which increased total open position to 91
On 19 Nov LT was trading at 3505.90. The strike last trading price was 25.85, which was -113.85 lower than the previous day. The implied volatity was 20.52, the open interest changed by 91 which increased total open position to 91
On 18 Nov LT was trading at 3542.15. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 3526.25. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 2.50, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 139.7, which was 0.00 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 139.7, which was 139.70 higher than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.69
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 117.7 | 56.25 | 17.14 | 1,798 | -63 | 1,253 |
| 19 Dec | 3716.35 | 61.45 | 20.65 | 21.88 | 5,192 | -305 | 1,318 |
| 18 Dec | 3758.15 | 40.8 | 16.60 | 22.37 | 9,981 | -51 | 1,622 |
| 17 Dec | 3807.20 | 24.2 | 11.50 | 20.81 | 7,960 | -283 | 1,661 |
| 16 Dec | 3877.85 | 12.7 | 0.60 | 22.11 | 2,889 | 157 | 1,953 |
| 13 Dec | 3887.00 | 12.1 | -4.35 | 20.85 | 10,097 | 249 | 1,756 |
| 12 Dec | 3859.90 | 16.45 | 3.20 | 20.14 | 3,369 | -22 | 1,511 |
| 11 Dec | 3916.75 | 13.25 | -2.15 | 22.15 | 1,580 | 36 | 1,533 |
| 10 Dec | 3923.15 | 15.4 | -0.10 | 23.44 | 2,329 | -3 | 1,498 |
| 9 Dec | 3947.30 | 15.5 | -10.45 | 25.25 | 4,242 | -84 | 1,519 |
| 6 Dec | 3866.70 | 25.95 | -12.10 | 20.84 | 3,513 | 193 | 1,605 |
| 5 Dec | 3831.55 | 38.05 | -7.25 | 21.55 | 6,414 | 31 | 1,401 |
| 4 Dec | 3789.90 | 45.3 | -13.80 | 21.15 | 5,528 | 143 | 1,373 |
| 3 Dec | 3787.05 | 59.1 | -25.90 | 21.37 | 7,606 | 459 | 1,234 |
| 2 Dec | 3704.05 | 85 | 1.45 | 21.07 | 2,234 | 159 | 769 |
| 29 Nov | 3724.80 | 83.55 | -32.45 | 20.65 | 2,595 | 262 | 611 |
| 28 Nov | 3666.05 | 116 | 20.10 | 21.10 | 1,877 | -21 | 350 |
| 27 Nov | 3698.70 | 95.9 | -3.10 | 20.08 | 772 | 41 | 369 |
| 26 Nov | 3702.60 | 99 | 24.55 | 20.98 | 1,021 | -16 | 328 |
| 25 Nov | 3753.00 | 74.45 | -110.55 | 21.29 | 1,298 | 336 | 341 |
| 22 Nov | 3603.50 | 185 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 3483.50 | 185 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 3505.90 | 185 | 0.00 | - | 6 | 5 | 4 |
| 19 Nov | 3505.90 | 185 | -40.75 | - | 6 | 4 | 4 |
| 18 Nov | 3542.15 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3526.25 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 225.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3574.45 | 225.75 | 225.75 | - | 0 | 0 | 0 |
| 1 Nov | 3626.35 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3750 expiring on 26DEC2024
Delta for 3750 PE is -0.92
Historical price for 3750 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 117.7, which was 56.25 higher than the previous day. The implied volatity was 17.14, the open interest changed by -63 which decreased total open position to 1253
On 19 Dec LT was trading at 3716.35. The strike last trading price was 61.45, which was 20.65 higher than the previous day. The implied volatity was 21.88, the open interest changed by -305 which decreased total open position to 1318
On 18 Dec LT was trading at 3758.15. The strike last trading price was 40.8, which was 16.60 higher than the previous day. The implied volatity was 22.37, the open interest changed by -51 which decreased total open position to 1622
On 17 Dec LT was trading at 3807.20. The strike last trading price was 24.2, which was 11.50 higher than the previous day. The implied volatity was 20.81, the open interest changed by -283 which decreased total open position to 1661
On 16 Dec LT was trading at 3877.85. The strike last trading price was 12.7, which was 0.60 higher than the previous day. The implied volatity was 22.11, the open interest changed by 157 which increased total open position to 1953
On 13 Dec LT was trading at 3887.00. The strike last trading price was 12.1, which was -4.35 lower than the previous day. The implied volatity was 20.85, the open interest changed by 249 which increased total open position to 1756
On 12 Dec LT was trading at 3859.90. The strike last trading price was 16.45, which was 3.20 higher than the previous day. The implied volatity was 20.14, the open interest changed by -22 which decreased total open position to 1511
On 11 Dec LT was trading at 3916.75. The strike last trading price was 13.25, which was -2.15 lower than the previous day. The implied volatity was 22.15, the open interest changed by 36 which increased total open position to 1533
On 10 Dec LT was trading at 3923.15. The strike last trading price was 15.4, which was -0.10 lower than the previous day. The implied volatity was 23.44, the open interest changed by -3 which decreased total open position to 1498
On 9 Dec LT was trading at 3947.30. The strike last trading price was 15.5, which was -10.45 lower than the previous day. The implied volatity was 25.25, the open interest changed by -84 which decreased total open position to 1519
On 6 Dec LT was trading at 3866.70. The strike last trading price was 25.95, which was -12.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by 193 which increased total open position to 1605
On 5 Dec LT was trading at 3831.55. The strike last trading price was 38.05, which was -7.25 lower than the previous day. The implied volatity was 21.55, the open interest changed by 31 which increased total open position to 1401
On 4 Dec LT was trading at 3789.90. The strike last trading price was 45.3, which was -13.80 lower than the previous day. The implied volatity was 21.15, the open interest changed by 143 which increased total open position to 1373
On 3 Dec LT was trading at 3787.05. The strike last trading price was 59.1, which was -25.90 lower than the previous day. The implied volatity was 21.37, the open interest changed by 459 which increased total open position to 1234
On 2 Dec LT was trading at 3704.05. The strike last trading price was 85, which was 1.45 higher than the previous day. The implied volatity was 21.07, the open interest changed by 159 which increased total open position to 769
On 29 Nov LT was trading at 3724.80. The strike last trading price was 83.55, which was -32.45 lower than the previous day. The implied volatity was 20.65, the open interest changed by 262 which increased total open position to 611
On 28 Nov LT was trading at 3666.05. The strike last trading price was 116, which was 20.10 higher than the previous day. The implied volatity was 21.10, the open interest changed by -21 which decreased total open position to 350
On 27 Nov LT was trading at 3698.70. The strike last trading price was 95.9, which was -3.10 lower than the previous day. The implied volatity was 20.08, the open interest changed by 41 which increased total open position to 369
On 26 Nov LT was trading at 3702.60. The strike last trading price was 99, which was 24.55 higher than the previous day. The implied volatity was 20.98, the open interest changed by -16 which decreased total open position to 328
On 25 Nov LT was trading at 3753.00. The strike last trading price was 74.45, which was -110.55 lower than the previous day. The implied volatity was 21.29, the open interest changed by 336 which increased total open position to 341
On 22 Nov LT was trading at 3603.50. The strike last trading price was 185, which was 0.00 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 21 Nov LT was trading at 3483.50. The strike last trading price was 185, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov LT was trading at 3505.90. The strike last trading price was 185, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 4
On 19 Nov LT was trading at 3505.90. The strike last trading price was 185, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4
On 18 Nov LT was trading at 3542.15. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 3526.25. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 3547.95. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3591.35. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov LT was trading at 3660.30. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3646.55. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3645.45. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LT was trading at 3574.80. The strike last trading price was 225.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 225.75, which was 225.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov LT was trading at 3626.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
