LT
Larsen & Toubro Ltd.
Historical option data for LT
03 Dec 2024 04:11 PM IST
| LT 26DEC2024 3850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 3.64
Theta: -1.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 0.39
Historical price for 3850 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 3.68
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.59
Historical price for 3850 PE is as follows
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
