LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.31
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 1.5 | -3.45 | 28.77 | 7,517 | -599 | 6,486 | |||
| 19 Dec | 3716.35 | 4.95 | -5.15 | 24.65 | 6,911 | 1 | 7,108 | |||
| 18 Dec | 3758.15 | 10.1 | -11.90 | 22.70 | 13,964 | 584 | 7,109 | |||
| 17 Dec | 3807.20 | 22 | -22.15 | 22.83 | 12,363 | 920 | 6,539 | |||
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| 16 Dec | 3877.85 | 44.15 | -7.95 | 20.38 | 12,345 | 368 | 5,630 | |||
| 13 Dec | 3887.00 | 52.1 | 4.40 | 17.26 | 30,212 | -28 | 5,301 | |||
| 12 Dec | 3859.90 | 47.7 | -28.40 | 19.16 | 11,070 | 847 | 5,321 | |||
| 11 Dec | 3916.75 | 76.1 | -5.55 | 19.16 | 6,607 | -17 | 4,476 | |||
| 10 Dec | 3923.15 | 81.65 | -24.25 | 18.26 | 7,382 | 18 | 4,534 | |||
| 9 Dec | 3947.30 | 105.9 | 45.90 | 18.63 | 25,418 | -548 | 4,745 | |||
| 6 Dec | 3866.70 | 60 | 15.50 | 18.93 | 18,915 | 1,213 | 5,298 | |||
| 5 Dec | 3831.55 | 44.5 | 2.50 | 18.01 | 17,316 | 404 | 4,083 | |||
| 4 Dec | 3789.90 | 42 | 10.25 | 19.20 | 13,935 | 1,111 | 3,685 | |||
| 3 Dec | 3787.05 | 31.75 | 10.80 | 18.71 | 10,077 | 494 | 2,585 | |||
| 2 Dec | 3704.05 | 20.95 | -6.05 | 19.32 | 4,241 | 582 | 2,102 | |||
| 29 Nov | 3724.80 | 27 | 6.00 | 19.56 | 6,065 | 52 | 1,531 | |||
| 28 Nov | 3666.05 | 21 | -5.35 | 21.03 | 2,735 | 260 | 1,487 | |||
| 27 Nov | 3698.70 | 26.35 | -3.95 | 20.34 | 1,325 | 52 | 1,227 | |||
| 26 Nov | 3702.60 | 30.3 | -15.85 | 20.94 | 1,371 | 196 | 1,175 | |||
| 25 Nov | 3753.00 | 46.15 | 32.85 | 20.48 | 3,534 | 607 | 987 | |||
| 22 Nov | 3603.50 | 13.3 | 6.30 | 19.47 | 549 | 152 | 532 | |||
| 21 Nov | 3483.50 | 7 | -3.70 | 21.66 | 591 | 19 | 378 | |||
| 20 Nov | 3505.90 | 10.7 | 0.00 | 22.14 | 666 | -22 | 359 | |||
| 19 Nov | 3505.90 | 10.7 | -1.50 | 22.14 | 666 | -22 | 359 | |||
| 18 Nov | 3542.15 | 12.2 | -0.90 | 21.19 | 256 | -36 | 381 | |||
| 14 Nov | 3526.25 | 13.1 | -2.45 | 20.52 | 666 | 352 | 416 | |||
| 13 Nov | 3547.95 | 15.55 | -6.90 | 20.29 | 66 | 52 | 58 | |||
| 12 Nov | 3591.35 | 22.45 | -13.55 | 20.82 | 5 | 4 | 5 | |||
| 11 Nov | 3628.85 | 36 | -170.55 | 22.13 | 1 | 0 | 0 | |||
| 8 Nov | 3660.30 | 206.55 | 0.00 | 3.81 | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 206.55 | 0.00 | 3.91 | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 206.55 | 0.00 | 3.70 | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 206.55 | 206.55 | 5.03 | 0 | 0 | 0 | |||
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3900 expiring on 26DEC2024
Delta for 3900 CE is 0.03
Historical price for 3900 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1.5, which was -3.45 lower than the previous day. The implied volatity was 28.77, the open interest changed by -599 which decreased total open position to 6486
On 19 Dec LT was trading at 3716.35. The strike last trading price was 4.95, which was -5.15 lower than the previous day. The implied volatity was 24.65, the open interest changed by 1 which increased total open position to 7108
On 18 Dec LT was trading at 3758.15. The strike last trading price was 10.1, which was -11.90 lower than the previous day. The implied volatity was 22.70, the open interest changed by 584 which increased total open position to 7109
On 17 Dec LT was trading at 3807.20. The strike last trading price was 22, which was -22.15 lower than the previous day. The implied volatity was 22.83, the open interest changed by 920 which increased total open position to 6539
On 16 Dec LT was trading at 3877.85. The strike last trading price was 44.15, which was -7.95 lower than the previous day. The implied volatity was 20.38, the open interest changed by 368 which increased total open position to 5630
On 13 Dec LT was trading at 3887.00. The strike last trading price was 52.1, which was 4.40 higher than the previous day. The implied volatity was 17.26, the open interest changed by -28 which decreased total open position to 5301
On 12 Dec LT was trading at 3859.90. The strike last trading price was 47.7, which was -28.40 lower than the previous day. The implied volatity was 19.16, the open interest changed by 847 which increased total open position to 5321
On 11 Dec LT was trading at 3916.75. The strike last trading price was 76.1, which was -5.55 lower than the previous day. The implied volatity was 19.16, the open interest changed by -17 which decreased total open position to 4476
On 10 Dec LT was trading at 3923.15. The strike last trading price was 81.65, which was -24.25 lower than the previous day. The implied volatity was 18.26, the open interest changed by 18 which increased total open position to 4534
On 9 Dec LT was trading at 3947.30. The strike last trading price was 105.9, which was 45.90 higher than the previous day. The implied volatity was 18.63, the open interest changed by -548 which decreased total open position to 4745
On 6 Dec LT was trading at 3866.70. The strike last trading price was 60, which was 15.50 higher than the previous day. The implied volatity was 18.93, the open interest changed by 1213 which increased total open position to 5298
On 5 Dec LT was trading at 3831.55. The strike last trading price was 44.5, which was 2.50 higher than the previous day. The implied volatity was 18.01, the open interest changed by 404 which increased total open position to 4083
On 4 Dec LT was trading at 3789.90. The strike last trading price was 42, which was 10.25 higher than the previous day. The implied volatity was 19.20, the open interest changed by 1111 which increased total open position to 3685
On 3 Dec LT was trading at 3787.05. The strike last trading price was 31.75, which was 10.80 higher than the previous day. The implied volatity was 18.71, the open interest changed by 494 which increased total open position to 2585
On 2 Dec LT was trading at 3704.05. The strike last trading price was 20.95, which was -6.05 lower than the previous day. The implied volatity was 19.32, the open interest changed by 582 which increased total open position to 2102
On 29 Nov LT was trading at 3724.80. The strike last trading price was 27, which was 6.00 higher than the previous day. The implied volatity was 19.56, the open interest changed by 52 which increased total open position to 1531
On 28 Nov LT was trading at 3666.05. The strike last trading price was 21, which was -5.35 lower than the previous day. The implied volatity was 21.03, the open interest changed by 260 which increased total open position to 1487
On 27 Nov LT was trading at 3698.70. The strike last trading price was 26.35, which was -3.95 lower than the previous day. The implied volatity was 20.34, the open interest changed by 52 which increased total open position to 1227
On 26 Nov LT was trading at 3702.60. The strike last trading price was 30.3, which was -15.85 lower than the previous day. The implied volatity was 20.94, the open interest changed by 196 which increased total open position to 1175
On 25 Nov LT was trading at 3753.00. The strike last trading price was 46.15, which was 32.85 higher than the previous day. The implied volatity was 20.48, the open interest changed by 607 which increased total open position to 987
On 22 Nov LT was trading at 3603.50. The strike last trading price was 13.3, which was 6.30 higher than the previous day. The implied volatity was 19.47, the open interest changed by 152 which increased total open position to 532
On 21 Nov LT was trading at 3483.50. The strike last trading price was 7, which was -3.70 lower than the previous day. The implied volatity was 21.66, the open interest changed by 19 which increased total open position to 378
On 20 Nov LT was trading at 3505.90. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 22.14, the open interest changed by -22 which decreased total open position to 359
On 19 Nov LT was trading at 3505.90. The strike last trading price was 10.7, which was -1.50 lower than the previous day. The implied volatity was 22.14, the open interest changed by -22 which decreased total open position to 359
On 18 Nov LT was trading at 3542.15. The strike last trading price was 12.2, which was -0.90 lower than the previous day. The implied volatity was 21.19, the open interest changed by -36 which decreased total open position to 381
On 14 Nov LT was trading at 3526.25. The strike last trading price was 13.1, which was -2.45 lower than the previous day. The implied volatity was 20.52, the open interest changed by 352 which increased total open position to 416
On 13 Nov LT was trading at 3547.95. The strike last trading price was 15.55, which was -6.90 lower than the previous day. The implied volatity was 20.29, the open interest changed by 52 which increased total open position to 58
On 12 Nov LT was trading at 3591.35. The strike last trading price was 22.45, which was -13.55 lower than the previous day. The implied volatity was 20.82, the open interest changed by 4 which increased total open position to 5
On 11 Nov LT was trading at 3628.85. The strike last trading price was 36, which was -170.55 lower than the previous day. The implied volatity was 22.13, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 3.81, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 3.91, 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 206.55, which was 0.00 lower than the previous day. The implied volatity was 3.70, 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 206.55, which was 206.55 higher than the previous day. The implied volatity was 5.03, the open interest changed by 0 which decreased total open position to 0
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LT 26DEC2024 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 0.74
Theta: -1.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 272 | 89.40 | 39.86 | 353 | -107 | 847 |
| 19 Dec | 3716.35 | 182.6 | 34.60 | 22.29 | 716 | -171 | 958 |
| 18 Dec | 3758.15 | 148 | 43.50 | 27.22 | 1,277 | -297 | 1,130 |
| 17 Dec | 3807.20 | 104.5 | 42.50 | 20.26 | 5,594 | -73 | 1,429 |
| 16 Dec | 3877.85 | 62 | 7.10 | 20.70 | 6,017 | -243 | 1,509 |
| 13 Dec | 3887.00 | 54.9 | -15.10 | 19.28 | 8,251 | 245 | 1,753 |
| 12 Dec | 3859.90 | 70 | 21.45 | 19.30 | 7,151 | -583 | 1,512 |
| 11 Dec | 3916.75 | 48.55 | -2.65 | 19.68 | 5,491 | -124 | 2,091 |
| 10 Dec | 3923.15 | 51.2 | 3.80 | 21.11 | 9,042 | -441 | 2,218 |
| 9 Dec | 3947.30 | 47.4 | -31.60 | 23.28 | 13,584 | 976 | 2,656 |
| 6 Dec | 3866.70 | 79 | -25.00 | 19.35 | 4,337 | 520 | 1,681 |
| 5 Dec | 3831.55 | 104 | -14.65 | 20.79 | 2,990 | 510 | 1,172 |
| 4 Dec | 3789.90 | 118.65 | -25.40 | 20.65 | 1,259 | 321 | 659 |
| 3 Dec | 3787.05 | 144.05 | -43.35 | 21.65 | 443 | 39 | 336 |
| 2 Dec | 3704.05 | 187.4 | 6.20 | 22.14 | 51 | -3 | 297 |
| 29 Nov | 3724.80 | 181.2 | -40.90 | 21.11 | 222 | 34 | 299 |
| 28 Nov | 3666.05 | 222.1 | 24.00 | 20.24 | 128 | 38 | 266 |
| 27 Nov | 3698.70 | 198.1 | -4.10 | 20.22 | 81 | 9 | 228 |
| 26 Nov | 3702.60 | 202.2 | 38.20 | 22.09 | 230 | 117 | 217 |
| 25 Nov | 3753.00 | 164 | -129.00 | 22.45 | 226 | 91 | 99 |
| 22 Nov | 3603.50 | 293 | 13.00 | 26.95 | 1 | 0 | 8 |
| 21 Nov | 3483.50 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3505.90 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3526.25 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 280 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 280 | 0.00 | 0.00 | 0 | 8 | 0 |
| 11 Nov | 3628.85 | 280 | 5.95 | 26.29 | 8 | 2 | 2 |
| 8 Nov | 3660.30 | 274.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 274.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 274.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 274.05 | 274.05 | - | 0 | 0 | 0 |
| 3 Oct | 3497.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3900 expiring on 26DEC2024
Delta for 3900 PE is -0.91
Historical price for 3900 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 272, which was 89.40 higher than the previous day. The implied volatity was 39.86, the open interest changed by -107 which decreased total open position to 847
On 19 Dec LT was trading at 3716.35. The strike last trading price was 182.6, which was 34.60 higher than the previous day. The implied volatity was 22.29, the open interest changed by -171 which decreased total open position to 958
On 18 Dec LT was trading at 3758.15. The strike last trading price was 148, which was 43.50 higher than the previous day. The implied volatity was 27.22, the open interest changed by -297 which decreased total open position to 1130
On 17 Dec LT was trading at 3807.20. The strike last trading price was 104.5, which was 42.50 higher than the previous day. The implied volatity was 20.26, the open interest changed by -73 which decreased total open position to 1429
On 16 Dec LT was trading at 3877.85. The strike last trading price was 62, which was 7.10 higher than the previous day. The implied volatity was 20.70, the open interest changed by -243 which decreased total open position to 1509
On 13 Dec LT was trading at 3887.00. The strike last trading price was 54.9, which was -15.10 lower than the previous day. The implied volatity was 19.28, the open interest changed by 245 which increased total open position to 1753
On 12 Dec LT was trading at 3859.90. The strike last trading price was 70, which was 21.45 higher than the previous day. The implied volatity was 19.30, the open interest changed by -583 which decreased total open position to 1512
On 11 Dec LT was trading at 3916.75. The strike last trading price was 48.55, which was -2.65 lower than the previous day. The implied volatity was 19.68, the open interest changed by -124 which decreased total open position to 2091
On 10 Dec LT was trading at 3923.15. The strike last trading price was 51.2, which was 3.80 higher than the previous day. The implied volatity was 21.11, the open interest changed by -441 which decreased total open position to 2218
On 9 Dec LT was trading at 3947.30. The strike last trading price was 47.4, which was -31.60 lower than the previous day. The implied volatity was 23.28, the open interest changed by 976 which increased total open position to 2656
On 6 Dec LT was trading at 3866.70. The strike last trading price was 79, which was -25.00 lower than the previous day. The implied volatity was 19.35, the open interest changed by 520 which increased total open position to 1681
On 5 Dec LT was trading at 3831.55. The strike last trading price was 104, which was -14.65 lower than the previous day. The implied volatity was 20.79, the open interest changed by 510 which increased total open position to 1172
On 4 Dec LT was trading at 3789.90. The strike last trading price was 118.65, which was -25.40 lower than the previous day. The implied volatity was 20.65, the open interest changed by 321 which increased total open position to 659
On 3 Dec LT was trading at 3787.05. The strike last trading price was 144.05, which was -43.35 lower than the previous day. The implied volatity was 21.65, the open interest changed by 39 which increased total open position to 336
On 2 Dec LT was trading at 3704.05. The strike last trading price was 187.4, which was 6.20 higher than the previous day. The implied volatity was 22.14, the open interest changed by -3 which decreased total open position to 297
On 29 Nov LT was trading at 3724.80. The strike last trading price was 181.2, which was -40.90 lower than the previous day. The implied volatity was 21.11, the open interest changed by 34 which increased total open position to 299
On 28 Nov LT was trading at 3666.05. The strike last trading price was 222.1, which was 24.00 higher than the previous day. The implied volatity was 20.24, the open interest changed by 38 which increased total open position to 266
On 27 Nov LT was trading at 3698.70. The strike last trading price was 198.1, which was -4.10 lower than the previous day. The implied volatity was 20.22, the open interest changed by 9 which increased total open position to 228
On 26 Nov LT was trading at 3702.60. The strike last trading price was 202.2, which was 38.20 higher than the previous day. The implied volatity was 22.09, the open interest changed by 117 which increased total open position to 217
On 25 Nov LT was trading at 3753.00. The strike last trading price was 164, which was -129.00 lower than the previous day. The implied volatity was 22.45, the open interest changed by 91 which increased total open position to 99
On 22 Nov LT was trading at 3603.50. The strike last trading price was 293, which was 13.00 higher than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 8
On 21 Nov LT was trading at 3483.50. The strike last trading price was 280, 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 280, 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 280, 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 280, 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 14 Nov LT was trading at 3526.25. The strike last trading price was 280, 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 13 Nov LT was trading at 3547.95. The strike last trading price was 280, 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 12 Nov LT was trading at 3591.35. The strike last trading price was 280, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 11 Nov LT was trading at 3628.85. The strike last trading price was 280, which was 5.95 higher than the previous day. The implied volatity was 26.29, the open interest changed by 2 which increased total open position to 2
On 8 Nov LT was trading at 3660.30. The strike last trading price was 274.05, 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 274.05, 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 274.05, 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 274.05, which was 274.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Oct LT was trading at 3497.65. The strike last trading price was 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
