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

3115.95 61.80 (2.02%)

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Historical option data for LT

11 Apr 2025 04:11 PM IST
LT 24APR2025 3900 CE
Delta: 0.01
Vega: 0.15
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3115.95 0.9 -0.3 48.76 187 -59 595
9 Apr 3054.15 1.25 -0.3 50.76 102 6 657
8 Apr 3164.60 1.55 -0.05 44.25 106 3 651
7 Apr 3068.50 1.45 0.3 47.01 740 -106 648
4 Apr 3260.15 1.25 -0.1 33.40 145 -47 758
3 Apr 3420.15 1.3 -0.5 24.69 212 -22 812
2 Apr 3419.90 1.8 -0.35 24.93 681 -167 836
1 Apr 3436.80 2.15 -1.45 24.33 606 133 1,010
28 Mar 3492.30 3.55 -2.35 21.92 881 490 877
27 Mar 3501.60 6.6 1.85 23.18 1,132 61 391
26 Mar 3444.80 5.65 1.7 24.99 392 6 329
25 Mar 3469.60 3.85 -1.25 22.65 427 145 323
24 Mar 3481.85 5.55 2.2 22.41 403 173 178
21 Mar 3415.95 3.3 -62.45 22.18 7 4 4
19 Mar 3319.55 65.75 0 11.90 0 0 0
18 Mar 3270.70 65.75 0 12.63 0 0 0
13 Mar 3187.30 65.75 0 12.91 0 0 0
12 Mar 3193.65 65.75 0 13.71 0 0 0
11 Mar 3195.45 65.75 0 13.17 0 0 0
10 Mar 3177.70 65.75 0 12.98 0 0 0
7 Mar 3244.70 65.75 0 10.63 0 0 0
3 Mar 3197.30 65.75 0 11.76 0 0 0
28 Feb 3163.85 65.75 0 11.76 0 0 0
1 Feb 3447.50 0 0 5.45 0 0 0


For Larsen & Toubro Ltd. - strike price 3900 expiring on 24APR2025

Delta for 3900 CE is 0.01

Historical price for 3900 CE is as follows

On 11 Apr LT was trading at 3115.95. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 48.76, the open interest changed by -59 which decreased total open position to 595


On 9 Apr LT was trading at 3054.15. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 50.76, the open interest changed by 6 which increased total open position to 657


On 8 Apr LT was trading at 3164.60. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 44.25, the open interest changed by 3 which increased total open position to 651


On 7 Apr LT was trading at 3068.50. The strike last trading price was 1.45, which was 0.3 higher than the previous day. The implied volatity was 47.01, the open interest changed by -106 which decreased total open position to 648


On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.25, which was -0.1 lower than the previous day. The implied volatity was 33.40, the open interest changed by -47 which decreased total open position to 758


On 3 Apr LT was trading at 3420.15. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 24.69, the open interest changed by -22 which decreased total open position to 812


On 2 Apr LT was trading at 3419.90. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by -167 which decreased total open position to 836


On 1 Apr LT was trading at 3436.80. The strike last trading price was 2.15, which was -1.45 lower than the previous day. The implied volatity was 24.33, the open interest changed by 133 which increased total open position to 1010


On 28 Mar LT was trading at 3492.30. The strike last trading price was 3.55, which was -2.35 lower than the previous day. The implied volatity was 21.92, the open interest changed by 490 which increased total open position to 877


On 27 Mar LT was trading at 3501.60. The strike last trading price was 6.6, which was 1.85 higher than the previous day. The implied volatity was 23.18, the open interest changed by 61 which increased total open position to 391


On 26 Mar LT was trading at 3444.80. The strike last trading price was 5.65, which was 1.7 higher than the previous day. The implied volatity was 24.99, the open interest changed by 6 which increased total open position to 329


On 25 Mar LT was trading at 3469.60. The strike last trading price was 3.85, which was -1.25 lower than the previous day. The implied volatity was 22.65, the open interest changed by 145 which increased total open position to 323


On 24 Mar LT was trading at 3481.85. The strike last trading price was 5.55, which was 2.2 higher than the previous day. The implied volatity was 22.41, the open interest changed by 173 which increased total open position to 178


On 21 Mar LT was trading at 3415.95. The strike last trading price was 3.3, which was -62.45 lower than the previous day. The implied volatity was 22.18, the open interest changed by 4 which increased total open position to 4


On 19 Mar LT was trading at 3319.55. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 11.90, the open interest changed by 0 which decreased total open position to 0


On 18 Mar LT was trading at 3270.70. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3187.30. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 12.91, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3193.65. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 13.71, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3195.45. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 13.17, the open interest changed by 0 which decreased total open position to 0


On 10 Mar LT was trading at 3177.70. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 12.98, the open interest changed by 0 which decreased total open position to 0


On 7 Mar LT was trading at 3244.70. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 10.63, the open interest changed by 0 which decreased total open position to 0


On 3 Mar LT was trading at 3197.30. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 11.76, the open interest changed by 0 which decreased total open position to 0


On 28 Feb LT was trading at 3163.85. The strike last trading price was 65.75, which was 0 lower than the previous day. The implied volatity was 11.76, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LT was trading at 3447.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.45, the open interest changed by 0 which decreased total open position to 0


LT 24APR2025 3900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 3115.95 835.45 0 0.00 0 0 0
9 Apr 3054.15 835.45 0 0.00 0 -1 0
8 Apr 3164.60 835.45 395.45 - 2 0 31
7 Apr 3068.50 440 0 0.00 0 0 0
4 Apr 3260.15 440 0 0.00 0 0 0
3 Apr 3420.15 440 0 0.00 0 -1 0
2 Apr 3419.90 440 26 - 2 0 32
1 Apr 3436.80 414 0 0.00 0 2 0
28 Mar 3492.30 414 47 37.85 8 2 26
27 Mar 3501.60 367 -84 23.38 4 1 24
26 Mar 3444.80 451 36 39.80 18 11 23
25 Mar 3469.60 415 15 - 7 6 11
24 Mar 3481.85 400 -51.1 28.97 2 1 6
21 Mar 3415.95 451 -28.9 20.72 5 4 4
19 Mar 3319.55 479.9 0 - 0 0 0
18 Mar 3270.70 479.9 0 - 0 0 0
13 Mar 3187.30 479.9 0 - 0 0 0
12 Mar 3193.65 479.9 0 - 0 0 0
11 Mar 3195.45 479.9 0 - 0 0 0
10 Mar 3177.70 479.9 0 - 0 0 0
7 Mar 3244.70 479.9 0 - 0 0 0
3 Mar 3197.30 479.9 0 - 0 0 0
28 Feb 3163.85 479.9 0 - 0 0 0
1 Feb 3447.50 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3900 expiring on 24APR2025

Delta for 3900 PE is 0.00

Historical price for 3900 PE is as follows

On 11 Apr LT was trading at 3115.95. The strike last trading price was 835.45, which was 0 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 9 Apr LT was trading at 3054.15. The strike last trading price was 835.45, which was 0 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 8 Apr LT was trading at 3164.60. The strike last trading price was 835.45, which was 395.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 7 Apr LT was trading at 3068.50. The strike last trading price was 440, which was 0 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 4 Apr LT was trading at 3260.15. The strike last trading price was 440, which was 0 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 3 Apr LT was trading at 3420.15. The strike last trading price was 440, which was 0 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 2 Apr LT was trading at 3419.90. The strike last trading price was 440, which was 26 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 1 Apr LT was trading at 3436.80. The strike last trading price was 414, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 28 Mar LT was trading at 3492.30. The strike last trading price was 414, which was 47 higher than the previous day. The implied volatity was 37.85, the open interest changed by 2 which increased total open position to 26


On 27 Mar LT was trading at 3501.60. The strike last trading price was 367, which was -84 lower than the previous day. The implied volatity was 23.38, the open interest changed by 1 which increased total open position to 24


On 26 Mar LT was trading at 3444.80. The strike last trading price was 451, which was 36 higher than the previous day. The implied volatity was 39.80, the open interest changed by 11 which increased total open position to 23


On 25 Mar LT was trading at 3469.60. The strike last trading price was 415, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 11


On 24 Mar LT was trading at 3481.85. The strike last trading price was 400, which was -51.1 lower than the previous day. The implied volatity was 28.97, the open interest changed by 1 which increased total open position to 6


On 21 Mar LT was trading at 3415.95. The strike last trading price was 451, which was -28.9 lower than the previous day. The implied volatity was 20.72, the open interest changed by 4 which increased total open position to 4


On 19 Mar LT was trading at 3319.55. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Mar LT was trading at 3270.70. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3187.30. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3193.65. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3195.45. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Mar LT was trading at 3177.70. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Mar LT was trading at 3244.70. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar LT was trading at 3197.30. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Feb LT was trading at 3163.85. The strike last trading price was 479.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LT was trading at 3447.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0