LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Nov 2024 04:11 PM IST
| LT 28NOV2024 3750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.30
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3483.50 | 1.25 | -0.75 | 25.87 | 1,078 | -178 | 2,911 | |||
| 20 Nov | 3505.90 | 2 | 0.00 | 22.80 | 5,492 | 928 | 3,114 | |||
| 19 Nov | 3505.90 | 2 | -1.30 | 22.80 | 5,492 | 953 | 3,114 | |||
| 18 Nov | 3542.15 | 3.3 | -0.85 | 21.47 | 3,130 | -63 | 2,161 | |||
| 14 Nov | 3526.25 | 4.15 | -2.45 | 19.04 | 3,435 | -39 | 2,213 | |||
| 13 Nov | 3547.95 | 6.6 | -2.75 | 19.43 | 3,272 | -58 | 2,275 | |||
| 12 Nov | 3591.35 | 9.35 | -6.85 | 17.68 | 5,522 | 319 | 2,352 | |||
| 11 Nov | 3628.85 | 16.2 | -8.70 | 16.95 | 4,572 | 233 | 2,046 | |||
| 8 Nov | 3660.30 | 24.9 | -0.35 | 16.22 | 2,730 | 140 | 1,813 | |||
| 7 Nov | 3646.55 | 25.25 | -4.05 | 16.63 | 4,099 | 432 | 1,677 | |||
| 6 Nov | 3645.45 | 29.3 | 10.70 | 16.88 | 4,347 | 33 | 1,247 | |||
| 5 Nov | 3574.80 | 18.6 | -3.55 | 19.77 | 1,920 | 393 | 1,216 | |||
| 4 Nov | 3574.45 | 22.15 | -24.30 | 19.85 | 2,743 | 146 | 835 | |||
| 1 Nov | 3626.35 | 46.45 | -3.85 | 21.67 | 320 | 29 | 689 | |||
| 31 Oct | 3622.30 | 50.3 | 32.35 | - | 6,594 | 173 | 667 | |||
| 30 Oct | 3408.35 | 17.95 | 2.40 | - | 1,102 | 376 | 492 | |||
| 29 Oct | 3380.90 | 15.55 | 7.70 | - | 139 | 31 | 112 | |||
| 28 Oct | 3340.80 | 7.85 | -3.85 | - | 82 | 18 | 82 | |||
| 25 Oct | 3326.40 | 11.7 | -13.30 | - | 53 | 12 | 64 | |||
| 24 Oct | 3442.65 | 25 | -1.50 | - | 79 | -28 | 51 | |||
| 23 Oct | 3455.40 | 26.5 | -11.10 | - | 77 | 55 | 79 | |||
| 22 Oct | 3511.90 | 37.6 | -13.75 | - | 17 | -2 | 23 | |||
| 21 Oct | 3585.60 | 51.35 | -2.80 | - | 38 | 12 | 24 | |||
| 18 Oct | 3577.80 | 54.15 | 2.40 | - | 10 | 0 | 13 | |||
| 17 Oct | 3570.30 | 51.75 | 5.75 | - | 4 | 2 | 12 | |||
| 16 Oct | 3532.60 | 46 | -2.00 | - | 2 | 0 | 9 | |||
| 15 Oct | 3551.90 | 48 | -7.00 | - | 6 | 0 | 5 | |||
| 14 Oct | 3555.05 | 55 | 11.50 | - | 4 | 2 | 4 | |||
| 11 Oct | 3482.55 | 43.5 | -14.60 | - | 2 | 1 | 3 | |||
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| 10 Oct | 3460.35 | 58.1 | 3.10 | - | 1 | 0 | 2 | |||
| 9 Oct | 3487.10 | 55 | 0.00 | - | 0 | 2 | 0 | |||
| 8 Oct | 3532.40 | 55 | -171.40 | - | 2 | 1 | 1 | |||
| 7 Oct | 3468.35 | 226.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3493.95 | 226.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 226.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 226.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 226.4 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3750 expiring on 28NOV2024
Delta for 3750 CE is 0.03
Historical price for 3750 CE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by -178 which decreased total open position to 2911
On 20 Nov LT was trading at 3505.90. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 22.80, the open interest changed by 928 which increased total open position to 3114
On 19 Nov LT was trading at 3505.90. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 22.80, the open interest changed by 953 which increased total open position to 3114
On 18 Nov LT was trading at 3542.15. The strike last trading price was 3.3, which was -0.85 lower than the previous day. The implied volatity was 21.47, the open interest changed by -63 which decreased total open position to 2161
On 14 Nov LT was trading at 3526.25. The strike last trading price was 4.15, which was -2.45 lower than the previous day. The implied volatity was 19.04, the open interest changed by -39 which decreased total open position to 2213
On 13 Nov LT was trading at 3547.95. The strike last trading price was 6.6, which was -2.75 lower than the previous day. The implied volatity was 19.43, the open interest changed by -58 which decreased total open position to 2275
On 12 Nov LT was trading at 3591.35. The strike last trading price was 9.35, which was -6.85 lower than the previous day. The implied volatity was 17.68, the open interest changed by 319 which increased total open position to 2352
On 11 Nov LT was trading at 3628.85. The strike last trading price was 16.2, which was -8.70 lower than the previous day. The implied volatity was 16.95, the open interest changed by 233 which increased total open position to 2046
On 8 Nov LT was trading at 3660.30. The strike last trading price was 24.9, which was -0.35 lower than the previous day. The implied volatity was 16.22, the open interest changed by 140 which increased total open position to 1813
On 7 Nov LT was trading at 3646.55. The strike last trading price was 25.25, which was -4.05 lower than the previous day. The implied volatity was 16.63, the open interest changed by 432 which increased total open position to 1677
On 6 Nov LT was trading at 3645.45. The strike last trading price was 29.3, which was 10.70 higher than the previous day. The implied volatity was 16.88, the open interest changed by 33 which increased total open position to 1247
On 5 Nov LT was trading at 3574.80. The strike last trading price was 18.6, which was -3.55 lower than the previous day. The implied volatity was 19.77, the open interest changed by 393 which increased total open position to 1216
On 4 Nov LT was trading at 3574.45. The strike last trading price was 22.15, which was -24.30 lower than the previous day. The implied volatity was 19.85, the open interest changed by 146 which increased total open position to 835
On 1 Nov LT was trading at 3626.35. The strike last trading price was 46.45, which was -3.85 lower than the previous day. The implied volatity was 21.67, the open interest changed by 29 which increased total open position to 689
On 31 Oct LT was trading at 3622.30. The strike last trading price was 50.3, which was 32.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 17.95, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 15.55, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 7.85, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 11.7, which was -13.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 25, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 26.5, which was -11.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 37.6, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 51.35, which was -2.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LT was trading at 3577.80. The strike last trading price was 54.15, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LT was trading at 3570.30. The strike last trading price was 51.75, which was 5.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LT was trading at 3532.60. The strike last trading price was 46, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LT was trading at 3551.90. The strike last trading price was 48, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LT was trading at 3555.05. The strike last trading price was 55, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LT was trading at 3482.55. The strike last trading price was 43.5, which was -14.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LT was trading at 3460.35. The strike last trading price was 58.1, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LT was trading at 3487.10. The strike last trading price was 55, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LT was trading at 3532.40. The strike last trading price was 55, which was -171.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LT was trading at 3468.35. The strike last trading price was 226.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LT was trading at 3493.95. The strike last trading price was 226.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 226.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 226.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LT was trading at 3675.55. The strike last trading price was 226.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 1.30
Theta: -4.22
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3483.50 | 279 | 35.50 | 54.62 | 2 | 0 | 206 |
| 20 Nov | 3505.90 | 243.5 | 0.00 | 36.36 | 114 | -9 | 206 |
| 19 Nov | 3505.90 | 243.5 | 43.50 | 36.36 | 114 | -9 | 206 |
| 18 Nov | 3542.15 | 200 | -30.00 | - | 4 | -1 | 217 |
| 14 Nov | 3526.25 | 230 | 49.65 | 34.86 | 6 | 1 | 218 |
| 13 Nov | 3547.95 | 180.35 | 13.10 | - | 6 | 1 | 216 |
| 12 Nov | 3591.35 | 167.25 | 34.45 | 22.57 | 100 | -17 | 217 |
| 11 Nov | 3628.85 | 132.8 | 20.30 | 20.66 | 24 | -6 | 236 |
| 8 Nov | 3660.30 | 112.5 | -12.70 | 18.93 | 126 | 15 | 242 |
| 7 Nov | 3646.55 | 125.2 | 4.15 | 21.01 | 145 | 6 | 228 |
| 6 Nov | 3645.45 | 121.05 | -65.55 | 20.68 | 130 | 25 | 222 |
| 5 Nov | 3574.80 | 186.6 | -1.50 | 22.68 | 60 | 29 | 194 |
| 4 Nov | 3574.45 | 188.1 | 31.50 | 25.51 | 55 | 2 | 165 |
| 1 Nov | 3626.35 | 156.6 | 0.00 | 0.00 | 0 | 163 | 0 |
| 31 Oct | 3622.30 | 156.6 | -10.70 | - | 438 | 162 | 162 |
| 30 Oct | 3408.35 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3380.90 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3326.40 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3442.65 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3455.40 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3511.90 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3585.60 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3577.80 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3570.30 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3532.60 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3551.90 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3555.05 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3482.55 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3460.35 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3487.10 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3532.40 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3468.35 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3493.95 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 167.3 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 167.3 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3750 expiring on 28NOV2024
Delta for 3750 PE is -0.81
Historical price for 3750 PE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 279, which was 35.50 higher than the previous day. The implied volatity was 54.62, the open interest changed by 0 which decreased total open position to 206
On 20 Nov LT was trading at 3505.90. The strike last trading price was 243.5, which was 0.00 lower than the previous day. The implied volatity was 36.36, the open interest changed by -9 which decreased total open position to 206
On 19 Nov LT was trading at 3505.90. The strike last trading price was 243.5, which was 43.50 higher than the previous day. The implied volatity was 36.36, the open interest changed by -9 which decreased total open position to 206
On 18 Nov LT was trading at 3542.15. The strike last trading price was 200, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 217
On 14 Nov LT was trading at 3526.25. The strike last trading price was 230, which was 49.65 higher than the previous day. The implied volatity was 34.86, the open interest changed by 1 which increased total open position to 218
On 13 Nov LT was trading at 3547.95. The strike last trading price was 180.35, which was 13.10 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 216
On 12 Nov LT was trading at 3591.35. The strike last trading price was 167.25, which was 34.45 higher than the previous day. The implied volatity was 22.57, the open interest changed by -17 which decreased total open position to 217
On 11 Nov LT was trading at 3628.85. The strike last trading price was 132.8, which was 20.30 higher than the previous day. The implied volatity was 20.66, the open interest changed by -6 which decreased total open position to 236
On 8 Nov LT was trading at 3660.30. The strike last trading price was 112.5, which was -12.70 lower than the previous day. The implied volatity was 18.93, the open interest changed by 15 which increased total open position to 242
On 7 Nov LT was trading at 3646.55. The strike last trading price was 125.2, which was 4.15 higher than the previous day. The implied volatity was 21.01, the open interest changed by 6 which increased total open position to 228
On 6 Nov LT was trading at 3645.45. The strike last trading price was 121.05, which was -65.55 lower than the previous day. The implied volatity was 20.68, the open interest changed by 25 which increased total open position to 222
On 5 Nov LT was trading at 3574.80. The strike last trading price was 186.6, which was -1.50 lower than the previous day. The implied volatity was 22.68, the open interest changed by 29 which increased total open position to 194
On 4 Nov LT was trading at 3574.45. The strike last trading price was 188.1, which was 31.50 higher than the previous day. The implied volatity was 25.51, the open interest changed by 2 which increased total open position to 165
On 1 Nov LT was trading at 3626.35. The strike last trading price was 156.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 163 which increased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 156.6, which was -10.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct LT was trading at 3408.35. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct LT was trading at 3380.90. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct LT was trading at 3340.80. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct LT was trading at 3326.40. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct LT was trading at 3442.65. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct LT was trading at 3455.40. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct LT was trading at 3511.90. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct LT was trading at 3585.60. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct LT was trading at 3577.80. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct LT was trading at 3570.30. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct LT was trading at 3532.60. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct LT was trading at 3551.90. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct LT was trading at 3555.05. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct LT was trading at 3482.55. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct LT was trading at 3460.35. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct LT was trading at 3487.10. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct LT was trading at 3532.40. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct LT was trading at 3468.35. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LT was trading at 3493.95. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LT was trading at 3497.65. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct LT was trading at 3653.50. The strike last trading price was 167.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept LT was trading at 3675.55. The strike last trading price was 167.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
