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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3526.25 -21.70 (-0.61%)

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Historical option data for LT

14 Nov 2024 04:11 PM IST
LT 28NOV2024 3850 CE
Delta: 0.04
Vega: 0.55
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.04

Historical price for 3850 CE is as follows

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: -0.82
Vega: 1.85
Theta: -2.04
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.82

Historical price for 3850 PE is as follows

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