LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Nov 2024 04:11 PM IST
| LT 28NOV2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.24
Theta: -0.61
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3483.50 | 1.25 | 0.10 | 33.80 | 746 | -151 | 1,099 | |||
| 20 Nov | 3505.90 | 1.15 | 0.00 | 27.70 | 2,254 | 434 | 1,263 | |||
| 19 Nov | 3505.90 | 1.15 | -0.75 | 27.70 | 2,254 | 447 | 1,263 | |||
| 18 Nov | 3542.15 | 1.9 | -0.35 | 26.36 | 780 | -41 | 815 | |||
| 14 Nov | 3526.25 | 2.25 | -1.00 | 22.89 | 900 | 24 | 853 | |||
| 13 Nov | 3547.95 | 3.25 | -0.70 | 22.69 | 1,740 | -47 | 837 | |||
| 12 Nov | 3591.35 | 3.95 | -2.05 | 20.37 | 2,539 | 86 | 911 | |||
| 11 Nov | 3628.85 | 6 | -3.45 | 18.86 | 2,053 | -34 | 829 | |||
| 8 Nov | 3660.30 | 9.45 | -1.00 | 17.66 | 1,534 | 108 | 857 | |||
| 7 Nov | 3646.55 | 10.45 | -1.90 | 18.27 | 1,908 | 129 | 750 | |||
| 6 Nov | 3645.45 | 12.35 | 3.75 | 18.31 | 1,915 | 135 | 638 | |||
| 5 Nov | 3574.80 | 8.6 | -2.40 | 21.24 | 1,106 | 9 | 514 | |||
| 4 Nov | 3574.45 | 11 | -13.45 | 21.52 | 1,698 | 154 | 511 | |||
|
|
||||||||||
| 1 Nov | 3626.35 | 24.45 | -3.35 | 22.48 | 218 | 71 | 365 | |||
| 31 Oct | 3622.30 | 27.8 | -151.00 | - | 1,806 | 289 | 289 | |||
| 30 Oct | 3408.35 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3380.90 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3340.80 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3326.40 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3442.65 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3455.40 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3511.90 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3585.60 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3577.80 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3570.30 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3532.60 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3551.90 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3555.05 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3482.55 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3460.35 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3487.10 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3532.40 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3468.35 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3493.95 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 178.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 178.8 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3850 expiring on 28NOV2024
Delta for 3850 CE is 0.02
Historical price for 3850 CE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 33.80, the open interest changed by -151 which decreased total open position to 1099
On 20 Nov LT was trading at 3505.90. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 27.70, the open interest changed by 434 which increased total open position to 1263
On 19 Nov LT was trading at 3505.90. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 27.70, the open interest changed by 447 which increased total open position to 1263
On 18 Nov LT was trading at 3542.15. The strike last trading price was 1.9, which was -0.35 lower than the previous day. The implied volatity was 26.36, the open interest changed by -41 which decreased total open position to 815
On 14 Nov LT was trading at 3526.25. The strike last trading price was 2.25, which was -1.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by 24 which increased total open position to 853
On 13 Nov LT was trading at 3547.95. The strike last trading price was 3.25, which was -0.70 lower than the previous day. The implied volatity was 22.69, the open interest changed by -47 which decreased total open position to 837
On 12 Nov LT was trading at 3591.35. The strike last trading price was 3.95, which was -2.05 lower than the previous day. The implied volatity was 20.37, the open interest changed by 86 which increased total open position to 911
On 11 Nov LT was trading at 3628.85. The strike last trading price was 6, which was -3.45 lower than the previous day. The implied volatity was 18.86, the open interest changed by -34 which decreased total open position to 829
On 8 Nov LT was trading at 3660.30. The strike last trading price was 9.45, which was -1.00 lower than the previous day. The implied volatity was 17.66, the open interest changed by 108 which increased total open position to 857
On 7 Nov LT was trading at 3646.55. The strike last trading price was 10.45, which was -1.90 lower than the previous day. The implied volatity was 18.27, the open interest changed by 129 which increased total open position to 750
On 6 Nov LT was trading at 3645.45. The strike last trading price was 12.35, which was 3.75 higher than the previous day. The implied volatity was 18.31, the open interest changed by 135 which increased total open position to 638
On 5 Nov LT was trading at 3574.80. The strike last trading price was 8.6, which was -2.40 lower than the previous day. The implied volatity was 21.24, the open interest changed by 9 which increased total open position to 514
On 4 Nov LT was trading at 3574.45. The strike last trading price was 11, which was -13.45 lower than the previous day. The implied volatity was 21.52, the open interest changed by 154 which increased total open position to 511
On 1 Nov LT was trading at 3626.35. The strike last trading price was 24.45, which was -3.35 lower than the previous day. The implied volatity was 22.48, the open interest changed by 71 which increased total open position to 365
On 31 Oct LT was trading at 3622.30. The strike last trading price was 27.8, which was -151.00 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, 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 178.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 28NOV2024 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3483.50 | 330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3505.90 | 330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 330 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 330 | 0.00 | 0.00 | 0 | -1 | 0 |
| 14 Nov | 3526.25 | 330 | 53.00 | 44.27 | 1 | 0 | 67 |
| 13 Nov | 3547.95 | 277 | 52.70 | - | 5 | -4 | 68 |
| 12 Nov | 3591.35 | 224.3 | 0.00 | 0.00 | 0 | -5 | 0 |
| 11 Nov | 3628.85 | 224.3 | 27.85 | 25.71 | 8 | -6 | 71 |
| 8 Nov | 3660.30 | 196.45 | -15.15 | 21.65 | 36 | 5 | 76 |
| 7 Nov | 3646.55 | 211.6 | 12.05 | 25.07 | 47 | 17 | 69 |
| 6 Nov | 3645.45 | 199.55 | -75.05 | 21.96 | 3 | 1 | 52 |
| 5 Nov | 3574.80 | 274.6 | 0.00 | 0.00 | 0 | 11 | 0 |
| 4 Nov | 3574.45 | 274.6 | 42.60 | 28.34 | 59 | 7 | 47 |
| 1 Nov | 3626.35 | 232 | 0.00 | 0.00 | 0 | 40 | 0 |
| 31 Oct | 3622.30 | 232 | 13.55 | - | 89 | 40 | 40 |
| 30 Oct | 3408.35 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3380.90 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3340.80 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3326.40 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3442.65 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3455.40 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3511.90 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3585.60 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3577.80 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3570.30 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3532.60 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3551.90 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3555.05 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3482.55 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3460.35 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3487.10 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3532.40 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3468.35 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3493.95 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 218.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 218.45 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3850 expiring on 28NOV2024
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 21 Nov LT was trading at 3483.50. The strike last trading price was 330, 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 20 Nov LT was trading at 3505.90. The strike last trading price was 330, 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 19 Nov LT was trading at 3505.90. The strike last trading price was 330, 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 18 Nov LT was trading at 3542.15. The strike last trading price was 330, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Nov LT was trading at 3526.25. The strike last trading price was 330, which was 53.00 higher than the previous day. The implied volatity was 44.27, the open interest changed by 0 which decreased total open position to 67
On 13 Nov LT was trading at 3547.95. The strike last trading price was 277, which was 52.70 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 68
On 12 Nov LT was trading at 3591.35. The strike last trading price was 224.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 224.3, which was 27.85 higher than the previous day. The implied volatity was 25.71, the open interest changed by -6 which decreased total open position to 71
On 8 Nov LT was trading at 3660.30. The strike last trading price was 196.45, which was -15.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 5 which increased total open position to 76
On 7 Nov LT was trading at 3646.55. The strike last trading price was 211.6, which was 12.05 higher than the previous day. The implied volatity was 25.07, the open interest changed by 17 which increased total open position to 69
On 6 Nov LT was trading at 3645.45. The strike last trading price was 199.55, which was -75.05 lower than the previous day. The implied volatity was 21.96, the open interest changed by 1 which increased total open position to 52
On 5 Nov LT was trading at 3574.80. The strike last trading price was 274.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 4 Nov LT was trading at 3574.45. The strike last trading price was 274.6, which was 42.60 higher than the previous day. The implied volatity was 28.34, the open interest changed by 7 which increased total open position to 47
On 1 Nov LT was trading at 3626.35. The strike last trading price was 232, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 31 Oct LT was trading at 3622.30. The strike last trading price was 232, which was 13.55 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, 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 218.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
