LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3850 CE | ||||||||||
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Delta: 0.04
Vega: 0.38
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 1.7 | -6.35 | 24.90 | 10,029 | -649 | 3,815 | |||
| 19 Dec | 3716.35 | 8.05 | -8.70 | 22.48 | 8,344 | 368 | 4,500 | |||
| 18 Dec | 3758.15 | 16.75 | -18.40 | 20.71 | 10,628 | 546 | 4,134 | |||
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| 17 Dec | 3807.20 | 35.15 | -33.85 | 21.63 | 9,287 | 276 | 3,586 | |||
| 16 Dec | 3877.85 | 69 | -10.95 | 19.99 | 5,431 | 14 | 3,310 | |||
| 13 Dec | 3887.00 | 79.95 | 7.75 | 16.85 | 16,982 | 518 | 3,293 | |||
| 12 Dec | 3859.90 | 72.2 | -38.55 | 19.00 | 4,800 | 149 | 2,777 | |||
| 11 Dec | 3916.75 | 110.75 | -3.55 | 20.32 | 1,178 | -26 | 2,633 | |||
| 10 Dec | 3923.15 | 114.3 | -26.55 | 18.16 | 1,494 | -49 | 2,660 | |||
| 9 Dec | 3947.30 | 140.85 | 54.85 | 18.09 | 5,621 | -591 | 2,709 | |||
| 6 Dec | 3866.70 | 86 | 19.55 | 19.13 | 9,676 | 282 | 3,306 | |||
| 5 Dec | 3831.55 | 66.45 | 5.45 | 18.13 | 12,365 | 260 | 3,021 | |||
| 4 Dec | 3789.90 | 61 | 13.50 | 19.11 | 12,472 | 609 | 2,763 | |||
| 3 Dec | 3787.05 | 47.5 | 16.65 | 18.61 | 7,624 | 1,514 | 2,164 | |||
| 2 Dec | 3704.05 | 30.85 | -8.15 | 18.84 | 2,781 | 181 | 653 | |||
| 29 Nov | 3724.80 | 39 | 6.90 | 19.31 | 2,165 | 161 | 475 | |||
| 28 Nov | 3666.05 | 32.1 | -4.90 | 21.40 | 824 | 24 | 312 | |||
| 27 Nov | 3698.70 | 37 | -5.25 | 20.00 | 344 | 57 | 288 | |||
| 26 Nov | 3702.60 | 42.25 | -20.70 | 20.77 | 360 | 57 | 229 | |||
| 25 Nov | 3753.00 | 62.95 | 45.35 | 20.43 | 808 | 173 | 174 | |||
| 22 Nov | 3603.50 | 17.6 | 8.60 | 18.55 | 11 | 8 | 9 | |||
| 21 Nov | 3483.50 | 9 | -95.15 | 20.75 | 2 | 1 | 1 | |||
| 20 Nov | 3505.90 | 104.15 | 0.00 | 6.50 | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 104.15 | 0.00 | 6.50 | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 104.15 | 0.00 | 5.84 | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 104.15 | 0.00 | 5.56 | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 104.15 | 0.00 | 5.20 | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 104.15 | 0.00 | 4.42 | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 104.15 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 104.15 | 0.00 | 2.78 | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 104.15 | 0.00 | 3.02 | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 104.15 | 0.00 | 2.86 | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 104.15 | 4.18 | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3850 expiring on 26DEC2024
Delta for 3850 CE is 0.04
Historical price for 3850 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1.7, which was -6.35 lower than the previous day. The implied volatity was 24.90, the open interest changed by -649 which decreased total open position to 3815
On 19 Dec LT was trading at 3716.35. The strike last trading price was 8.05, which was -8.70 lower than the previous day. The implied volatity was 22.48, the open interest changed by 368 which increased total open position to 4500
On 18 Dec LT was trading at 3758.15. The strike last trading price was 16.75, which was -18.40 lower than the previous day. The implied volatity was 20.71, the open interest changed by 546 which increased total open position to 4134
On 17 Dec LT was trading at 3807.20. The strike last trading price was 35.15, which was -33.85 lower than the previous day. The implied volatity was 21.63, the open interest changed by 276 which increased total open position to 3586
On 16 Dec LT was trading at 3877.85. The strike last trading price was 69, which was -10.95 lower than the previous day. The implied volatity was 19.99, the open interest changed by 14 which increased total open position to 3310
On 13 Dec LT was trading at 3887.00. The strike last trading price was 79.95, which was 7.75 higher than the previous day. The implied volatity was 16.85, the open interest changed by 518 which increased total open position to 3293
On 12 Dec LT was trading at 3859.90. The strike last trading price was 72.2, which was -38.55 lower than the previous day. The implied volatity was 19.00, the open interest changed by 149 which increased total open position to 2777
On 11 Dec LT was trading at 3916.75. The strike last trading price was 110.75, which was -3.55 lower than the previous day. The implied volatity was 20.32, the open interest changed by -26 which decreased total open position to 2633
On 10 Dec LT was trading at 3923.15. The strike last trading price was 114.3, which was -26.55 lower than the previous day. The implied volatity was 18.16, the open interest changed by -49 which decreased total open position to 2660
On 9 Dec LT was trading at 3947.30. The strike last trading price was 140.85, which was 54.85 higher than the previous day. The implied volatity was 18.09, the open interest changed by -591 which decreased total open position to 2709
On 6 Dec LT was trading at 3866.70. The strike last trading price was 86, which was 19.55 higher than the previous day. The implied volatity was 19.13, the open interest changed by 282 which increased total open position to 3306
On 5 Dec LT was trading at 3831.55. The strike last trading price was 66.45, which was 5.45 higher than the previous day. The implied volatity was 18.13, the open interest changed by 260 which increased total open position to 3021
On 4 Dec LT was trading at 3789.90. The strike last trading price was 61, which was 13.50 higher than the previous day. The implied volatity was 19.11, the open interest changed by 609 which increased total open position to 2763
On 3 Dec LT was trading at 3787.05. The strike last trading price was 47.5, which was 16.65 higher than the previous day. The implied volatity was 18.61, the open interest changed by 1514 which increased total open position to 2164
On 2 Dec LT was trading at 3704.05. The strike last trading price was 30.85, which was -8.15 lower than the previous day. The implied volatity was 18.84, the open interest changed by 181 which increased total open position to 653
On 29 Nov LT was trading at 3724.80. The strike last trading price was 39, which was 6.90 higher than the previous day. The implied volatity was 19.31, the open interest changed by 161 which increased total open position to 475
On 28 Nov LT was trading at 3666.05. The strike last trading price was 32.1, which was -4.90 lower than the previous day. The implied volatity was 21.40, the open interest changed by 24 which increased total open position to 312
On 27 Nov LT was trading at 3698.70. The strike last trading price was 37, which was -5.25 lower than the previous day. The implied volatity was 20.00, the open interest changed by 57 which increased total open position to 288
On 26 Nov LT was trading at 3702.60. The strike last trading price was 42.25, which was -20.70 lower than the previous day. The implied volatity was 20.77, the open interest changed by 57 which increased total open position to 229
On 25 Nov LT was trading at 3753.00. The strike last trading price was 62.95, which was 45.35 higher than the previous day. The implied volatity was 20.43, the open interest changed by 173 which increased total open position to 174
On 22 Nov LT was trading at 3603.50. The strike last trading price was 17.6, which was 8.60 higher than the previous day. The implied volatity was 18.55, the open interest changed by 8 which increased total open position to 9
On 21 Nov LT was trading at 3483.50. The strike last trading price was 9, which was -95.15 lower than the previous day. The implied volatity was 20.75, the open interest changed by 1 which increased total open position to 1
On 20 Nov LT was trading at 3505.90. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 3505.90. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 6.50, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3542.15. The strike last trading price was 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.84, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.56, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 5.20, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 4.42, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 3.02, 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 104.15, which was 0.00 lower than the previous day. The implied volatity was 2.86, 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 104.15, which was lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.22
Theta: 0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 215.4 | 72.60 | 21.63 | 191 | -49 | 592 |
| 19 Dec | 3716.35 | 142.8 | 36.70 | 26.69 | 953 | -399 | 643 |
| 18 Dec | 3758.15 | 106.1 | 37.05 | 24.63 | 1,787 | -150 | 1,040 |
| 17 Dec | 3807.20 | 69.05 | 32.35 | 20.03 | 7,297 | -297 | 1,196 |
| 16 Dec | 3877.85 | 36.7 | 4.05 | 20.21 | 5,849 | -65 | 1,500 |
| 13 Dec | 3887.00 | 32.65 | -12.15 | 18.95 | 10,867 | 373 | 1,573 |
| 12 Dec | 3859.90 | 44.8 | 13.95 | 19.19 | 6,018 | -322 | 1,199 |
| 11 Dec | 3916.75 | 30.85 | -3.40 | 19.97 | 3,398 | -319 | 1,522 |
| 10 Dec | 3923.15 | 34.25 | 1.80 | 21.67 | 4,160 | -29 | 1,843 |
| 9 Dec | 3947.30 | 32.45 | -22.55 | 23.60 | 7,654 | 526 | 1,867 |
| 6 Dec | 3866.70 | 55 | -21.75 | 19.48 | 6,211 | 306 | 1,356 |
| 5 Dec | 3831.55 | 76.75 | -11.65 | 20.97 | 4,509 | 404 | 1,068 |
| 4 Dec | 3789.90 | 88.4 | -21.20 | 20.60 | 3,466 | 288 | 648 |
| 3 Dec | 3787.05 | 109.6 | -38.55 | 21.15 | 857 | 288 | 360 |
| 2 Dec | 3704.05 | 148.15 | 1.25 | 21.43 | 66 | 1 | 74 |
| 29 Nov | 3724.80 | 146.9 | -35.25 | 21.58 | 123 | 11 | 72 |
| 28 Nov | 3666.05 | 182.15 | 21.05 | 20.30 | 132 | 25 | 58 |
| 27 Nov | 3698.70 | 161.1 | -2.65 | 20.44 | 21 | 2 | 34 |
| 26 Nov | 3702.60 | 163.75 | 31.00 | 21.57 | 51 | 14 | 32 |
| 25 Nov | 3753.00 | 132.75 | -156.35 | 22.63 | 73 | 17 | 17 |
| 22 Nov | 3603.50 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3483.50 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3505.90 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3526.25 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 289.1 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 289.1 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3850 expiring on 26DEC2024
Delta for 3850 PE is -0.98
Historical price for 3850 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 215.4, which was 72.60 higher than the previous day. The implied volatity was 21.63, the open interest changed by -49 which decreased total open position to 592
On 19 Dec LT was trading at 3716.35. The strike last trading price was 142.8, which was 36.70 higher than the previous day. The implied volatity was 26.69, the open interest changed by -399 which decreased total open position to 643
On 18 Dec LT was trading at 3758.15. The strike last trading price was 106.1, which was 37.05 higher than the previous day. The implied volatity was 24.63, the open interest changed by -150 which decreased total open position to 1040
On 17 Dec LT was trading at 3807.20. The strike last trading price was 69.05, which was 32.35 higher than the previous day. The implied volatity was 20.03, the open interest changed by -297 which decreased total open position to 1196
On 16 Dec LT was trading at 3877.85. The strike last trading price was 36.7, which was 4.05 higher than the previous day. The implied volatity was 20.21, the open interest changed by -65 which decreased total open position to 1500
On 13 Dec LT was trading at 3887.00. The strike last trading price was 32.65, which was -12.15 lower than the previous day. The implied volatity was 18.95, the open interest changed by 373 which increased total open position to 1573
On 12 Dec LT was trading at 3859.90. The strike last trading price was 44.8, which was 13.95 higher than the previous day. The implied volatity was 19.19, the open interest changed by -322 which decreased total open position to 1199
On 11 Dec LT was trading at 3916.75. The strike last trading price was 30.85, which was -3.40 lower than the previous day. The implied volatity was 19.97, the open interest changed by -319 which decreased total open position to 1522
On 10 Dec LT was trading at 3923.15. The strike last trading price was 34.25, which was 1.80 higher than the previous day. The implied volatity was 21.67, the open interest changed by -29 which decreased total open position to 1843
On 9 Dec LT was trading at 3947.30. The strike last trading price was 32.45, which was -22.55 lower than the previous day. The implied volatity was 23.60, the open interest changed by 526 which increased total open position to 1867
On 6 Dec LT was trading at 3866.70. The strike last trading price was 55, which was -21.75 lower than the previous day. The implied volatity was 19.48, the open interest changed by 306 which increased total open position to 1356
On 5 Dec LT was trading at 3831.55. The strike last trading price was 76.75, which was -11.65 lower than the previous day. The implied volatity was 20.97, the open interest changed by 404 which increased total open position to 1068
On 4 Dec LT was trading at 3789.90. The strike last trading price was 88.4, which was -21.20 lower than the previous day. The implied volatity was 20.60, the open interest changed by 288 which increased total open position to 648
On 3 Dec LT was trading at 3787.05. The strike last trading price was 109.6, which was -38.55 lower than the previous day. The implied volatity was 21.15, the open interest changed by 288 which increased total open position to 360
On 2 Dec LT was trading at 3704.05. The strike last trading price was 148.15, which was 1.25 higher than the previous day. The implied volatity was 21.43, the open interest changed by 1 which increased total open position to 74
On 29 Nov LT was trading at 3724.80. The strike last trading price was 146.9, which was -35.25 lower than the previous day. The implied volatity was 21.58, the open interest changed by 11 which increased total open position to 72
On 28 Nov LT was trading at 3666.05. The strike last trading price was 182.15, which was 21.05 higher than the previous day. The implied volatity was 20.30, the open interest changed by 25 which increased total open position to 58
On 27 Nov LT was trading at 3698.70. The strike last trading price was 161.1, which was -2.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by 2 which increased total open position to 34
On 26 Nov LT was trading at 3702.60. The strike last trading price was 163.75, which was 31.00 higher than the previous day. The implied volatity was 21.57, the open interest changed by 14 which increased total open position to 32
On 25 Nov LT was trading at 3753.00. The strike last trading price was 132.75, which was -156.35 lower than the previous day. The implied volatity was 22.63, the open interest changed by 17 which increased total open position to 17
On 22 Nov LT was trading at 3603.50. The strike last trading price was 289.1, 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 21 Nov LT was trading at 3483.50. The strike last trading price was 289.1, 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 20 Nov LT was trading at 3505.90. The strike last trading price was 289.1, 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 19 Nov LT was trading at 3505.90. The strike last trading price was 289.1, 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 18 Nov LT was trading at 3542.15. The strike last trading price was 289.1, 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 289.1, 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 289.1, 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 289.1, 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 289.1, 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 289.1, 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 289.1, 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 289.1, 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 289.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
