LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 03:31 PM IST
| LT 24APR2025 3800 CE | ||||||||||
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Delta: 0.02
Vega: 0.33
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3161.10 | 2.05 | -0.1 | 41.07 | 268 | -5 | 1,525 | |||
| 7 Apr | 3068.50 | 1.95 | 0.25 | 44.23 | 699 | -107 | 1,535 | |||
| 4 Apr | 3260.15 | 1.7 | -0.8 | 30.40 | 1,210 | -83 | 1,641 | |||
| 3 Apr | 3420.15 | 2.45 | -0.7 | 22.53 | 812 | 156 | 1,730 | |||
| 2 Apr | 3419.90 | 3.1 | -1.2 | 22.52 | 1,406 | -43 | 1,584 | |||
| 1 Apr | 3436.80 | 4.3 | -3.25 | 22.71 | 1,533 | 106 | 1,627 | |||
| 28 Mar | 3492.30 | 7.3 | -4.35 | 20.47 | 1,633 | 53 | 1,521 | |||
| 27 Mar | 3501.60 | 12.95 | 4.25 | 21.96 | 4,904 | 577 | 1,477 | |||
| 26 Mar | 3444.80 | 8.8 | -0.1 | 22.69 | 1,087 | 288 | 899 | |||
| 25 Mar | 3469.60 | 8.25 | -2.25 | 21.81 | 759 | 129 | 610 | |||
| 24 Mar | 3481.85 | 10.9 | 4.75 | 21.25 | 1,189 | 317 | 475 | |||
| 21 Mar | 3415.95 | 6 | 1.85 | 20.69 | 330 | 97 | 158 | |||
| 20 Mar | 3351.05 | 4.15 | 0.5 | 21.71 | 63 | 20 | 59 | |||
| 19 Mar | 3319.55 | 3.6 | -2.3 | 22.36 | 32 | 23 | 39 | |||
| 18 Mar | 3270.70 | 6 | 2.45 | 26.49 | 4 | 0 | 13 | |||
| 13 Mar | 3187.30 | 3.55 | 0.5 | 25.89 | 8 | 6 | 13 | |||
| 12 Mar | 3193.65 | 3.05 | -11.95 | 24.54 | 4 | 0 | 3 | |||
| 11 Mar | 3195.45 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 3177.70 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 3244.70 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 3197.30 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Feb | 3163.85 | 15 | 0 | 0.00 | 0 | 1 | 0 | |||
| 26 Feb | 3225.90 | 15 | -5.15 | 27.13 | 2 | 1 | 2 | |||
| 25 Feb | 3225.90 | 15 | -5.15 | 27.13 | 2 | 0 | 2 | |||
| 17 Feb | 3221.85 | 20.15 | -1.2 | 27.54 | 1 | 0 | 3 | |||
| 14 Feb | 3237.65 | 21.35 | -10.75 | 26.49 | 1 | 0 | 4 | |||
| 10 Feb | 3328.65 | 32.1 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 3336.90 | 32.1 | -0.95 | 24.42 | 1 | 0 | 4 | |||
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| 6 Feb | 3352.75 | 33.05 | -13.95 | 23.20 | 3 | 0 | 2 | |||
| 5 Feb | 3383.20 | 47 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Feb | 3439.15 | 47 | 17 | 21.96 | 3 | 2 | 3 | |||
| 1 Feb | 3447.50 | 87.6 | 0 | 1.60 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3800 expiring on 24APR2025
Delta for 3800 CE is 0.02
Historical price for 3800 CE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 2.05, which was -0.1 lower than the previous day. The implied volatity was 41.07, the open interest changed by -5 which decreased total open position to 1525
On 7 Apr LT was trading at 3068.50. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 44.23, the open interest changed by -107 which decreased total open position to 1535
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.7, which was -0.8 lower than the previous day. The implied volatity was 30.40, the open interest changed by -83 which decreased total open position to 1641
On 3 Apr LT was trading at 3420.15. The strike last trading price was 2.45, which was -0.7 lower than the previous day. The implied volatity was 22.53, the open interest changed by 156 which increased total open position to 1730
On 2 Apr LT was trading at 3419.90. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 22.52, the open interest changed by -43 which decreased total open position to 1584
On 1 Apr LT was trading at 3436.80. The strike last trading price was 4.3, which was -3.25 lower than the previous day. The implied volatity was 22.71, the open interest changed by 106 which increased total open position to 1627
On 28 Mar LT was trading at 3492.30. The strike last trading price was 7.3, which was -4.35 lower than the previous day. The implied volatity was 20.47, the open interest changed by 53 which increased total open position to 1521
On 27 Mar LT was trading at 3501.60. The strike last trading price was 12.95, which was 4.25 higher than the previous day. The implied volatity was 21.96, the open interest changed by 577 which increased total open position to 1477
On 26 Mar LT was trading at 3444.80. The strike last trading price was 8.8, which was -0.1 lower than the previous day. The implied volatity was 22.69, the open interest changed by 288 which increased total open position to 899
On 25 Mar LT was trading at 3469.60. The strike last trading price was 8.25, which was -2.25 lower than the previous day. The implied volatity was 21.81, the open interest changed by 129 which increased total open position to 610
On 24 Mar LT was trading at 3481.85. The strike last trading price was 10.9, which was 4.75 higher than the previous day. The implied volatity was 21.25, the open interest changed by 317 which increased total open position to 475
On 21 Mar LT was trading at 3415.95. The strike last trading price was 6, which was 1.85 higher than the previous day. The implied volatity was 20.69, the open interest changed by 97 which increased total open position to 158
On 20 Mar LT was trading at 3351.05. The strike last trading price was 4.15, which was 0.5 higher than the previous day. The implied volatity was 21.71, the open interest changed by 20 which increased total open position to 59
On 19 Mar LT was trading at 3319.55. The strike last trading price was 3.6, which was -2.3 lower than the previous day. The implied volatity was 22.36, the open interest changed by 23 which increased total open position to 39
On 18 Mar LT was trading at 3270.70. The strike last trading price was 6, which was 2.45 higher than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 13
On 13 Mar LT was trading at 3187.30. The strike last trading price was 3.55, which was 0.5 higher than the previous day. The implied volatity was 25.89, the open interest changed by 6 which increased total open position to 13
On 12 Mar LT was trading at 3193.65. The strike last trading price was 3.05, which was -11.95 lower than the previous day. The implied volatity was 24.54, the open interest changed by 0 which decreased total open position to 3
On 11 Mar LT was trading at 3195.45. The strike last trading price was 15, 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 10 Mar LT was trading at 3177.70. The strike last trading price was 15, 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 Mar LT was trading at 3244.70. The strike last trading price was 15, 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 3 Mar LT was trading at 3197.30. The strike last trading price was 15, 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 28 Feb LT was trading at 3163.85. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Feb LT was trading at 3225.90. The strike last trading price was 15, which was -5.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 1 which increased total open position to 2
On 25 Feb LT was trading at 3225.90. The strike last trading price was 15, which was -5.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 2
On 17 Feb LT was trading at 3221.85. The strike last trading price was 20.15, which was -1.2 lower than the previous day. The implied volatity was 27.54, the open interest changed by 0 which decreased total open position to 3
On 14 Feb LT was trading at 3237.65. The strike last trading price was 21.35, which was -10.75 lower than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 4
On 10 Feb LT was trading at 3328.65. The strike last trading price was 32.1, 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 Feb LT was trading at 3336.90. The strike last trading price was 32.1, which was -0.95 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 4
On 6 Feb LT was trading at 3352.75. The strike last trading price was 33.05, which was -13.95 lower than the previous day. The implied volatity was 23.20, the open interest changed by 0 which decreased total open position to 2
On 5 Feb LT was trading at 3383.20. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Feb LT was trading at 3439.15. The strike last trading price was 47, which was 17 higher than the previous day. The implied volatity was 21.96, the open interest changed by 2 which increased total open position to 3
On 1 Feb LT was trading at 3447.50. The strike last trading price was 87.6, which was 0 lower than the previous day. The implied volatity was 1.60, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3161.10 | 690.35 | -29.65 | - | 3 | -1 | 563 |
| 7 Apr | 3068.50 | 720 | 180 | 72.72 | 25 | -19 | 566 |
| 4 Apr | 3260.15 | 540 | 169.5 | 49.77 | 20 | 14 | 580 |
| 3 Apr | 3420.15 | 371 | 9 | 31.51 | 7 | 2 | 565 |
| 2 Apr | 3419.90 | 362 | 22 | 29.59 | 6 | 3 | 562 |
| 1 Apr | 3436.80 | 340 | 38 | 19.99 | 18 | -3 | 557 |
| 28 Mar | 3492.30 | 302 | 20.75 | 26.30 | 4 | 3 | 560 |
| 27 Mar | 3501.60 | 276.25 | -64.6 | 23.11 | 48 | 2 | 559 |
| 26 Mar | 3444.80 | 337.05 | 13.4 | 27.70 | 34 | 25 | 558 |
| 25 Mar | 3469.60 | 324.95 | 20.45 | 22.22 | 50 | 7 | 532 |
| 24 Mar | 3481.85 | 303 | -57 | 24.71 | 609 | 448 | 524 |
| 21 Mar | 3415.95 | 360 | -70 | 23.49 | 90 | 57 | 75 |
| 20 Mar | 3351.05 | 430 | -18 | 30.93 | 5 | -2 | 18 |
| 19 Mar | 3319.55 | 448 | 44.55 | 21.98 | 20 | 19 | 19 |
| 18 Mar | 3270.70 | 403.45 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3187.30 | 403.45 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3193.65 | 403.45 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3195.45 | 403.45 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3177.70 | 403.45 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 3244.70 | 403.45 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 3197.30 | 403.45 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 3163.85 | 403.45 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 3225.90 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 3225.90 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 3221.85 | 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 |
| 6 Feb | 3352.75 | 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 3800 expiring on 24APR2025
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 8 Apr LT was trading at 3161.10. The strike last trading price was 690.35, which was -29.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 563
On 7 Apr LT was trading at 3068.50. The strike last trading price was 720, which was 180 higher than the previous day. The implied volatity was 72.72, the open interest changed by -19 which decreased total open position to 566
On 4 Apr LT was trading at 3260.15. The strike last trading price was 540, which was 169.5 higher than the previous day. The implied volatity was 49.77, the open interest changed by 14 which increased total open position to 580
On 3 Apr LT was trading at 3420.15. The strike last trading price was 371, which was 9 higher than the previous day. The implied volatity was 31.51, the open interest changed by 2 which increased total open position to 565
On 2 Apr LT was trading at 3419.90. The strike last trading price was 362, which was 22 higher than the previous day. The implied volatity was 29.59, the open interest changed by 3 which increased total open position to 562
On 1 Apr LT was trading at 3436.80. The strike last trading price was 340, which was 38 higher than the previous day. The implied volatity was 19.99, the open interest changed by -3 which decreased total open position to 557
On 28 Mar LT was trading at 3492.30. The strike last trading price was 302, which was 20.75 higher than the previous day. The implied volatity was 26.30, the open interest changed by 3 which increased total open position to 560
On 27 Mar LT was trading at 3501.60. The strike last trading price was 276.25, which was -64.6 lower than the previous day. The implied volatity was 23.11, the open interest changed by 2 which increased total open position to 559
On 26 Mar LT was trading at 3444.80. The strike last trading price was 337.05, which was 13.4 higher than the previous day. The implied volatity was 27.70, the open interest changed by 25 which increased total open position to 558
On 25 Mar LT was trading at 3469.60. The strike last trading price was 324.95, which was 20.45 higher than the previous day. The implied volatity was 22.22, the open interest changed by 7 which increased total open position to 532
On 24 Mar LT was trading at 3481.85. The strike last trading price was 303, which was -57 lower than the previous day. The implied volatity was 24.71, the open interest changed by 448 which increased total open position to 524
On 21 Mar LT was trading at 3415.95. The strike last trading price was 360, which was -70 lower than the previous day. The implied volatity was 23.49, the open interest changed by 57 which increased total open position to 75
On 20 Mar LT was trading at 3351.05. The strike last trading price was 430, which was -18 lower than the previous day. The implied volatity was 30.93, the open interest changed by -2 which decreased total open position to 18
On 19 Mar LT was trading at 3319.55. The strike last trading price was 448, which was 44.55 higher than the previous day. The implied volatity was 21.98, the open interest changed by 19 which increased total open position to 19
On 18 Mar LT was trading at 3270.70. The strike last trading price was 403.45, 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 13 Mar LT was trading at 3187.30. The strike last trading price was 403.45, 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 12 Mar LT was trading at 3193.65. The strike last trading price was 403.45, 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 403.45, 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 403.45, 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 403.45, 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 403.45, 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 403.45, 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 17 Feb LT was trading at 3221.85. 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 6 Feb LT was trading at 3352.75. 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
