LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2025 02:51 PM IST
| LT 24APR2025 3920 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.26
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 3156.70 | 1.6 | 0.6 | 45.29 | 2 | 1 | 21 | |||
| 7 Apr | 3068.50 | 1 | 0 | 0.00 | 0 | -3 | 0 | |||
| 4 Apr | 3260.15 | 1 | -1.3 | 33.22 | 39 | 11 | 34 | |||
| 3 Apr | 3420.15 | 2.3 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 3419.90 | 2.3 | 0 | 0.00 | 0 | 23 | 0 | |||
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| 1 Apr | 3436.80 | 2.3 | -13.95 | 25.55 | 49 | 23 | 23 | |||
| 28 Mar | 3492.30 | 16.25 | 0 | 10.25 | 0 | 0 | 0 | |||
For Larsen & Toubro Ltd. - strike price 3920 expiring on 24APR2025
Delta for 3920 CE is 0.02
Historical price for 3920 CE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 1.6, which was 0.6 higher than the previous day. The implied volatity was 45.29, the open interest changed by 1 which increased total open position to 21
On 7 Apr LT was trading at 3068.50. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1, which was -1.3 lower than the previous day. The implied volatity was 33.22, the open interest changed by 11 which increased total open position to 34
On 3 Apr LT was trading at 3420.15. The strike last trading price was 2.3, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 23 which increased total open position to 0
On 1 Apr LT was trading at 3436.80. The strike last trading price was 2.3, which was -13.95 lower than the previous day. The implied volatity was 25.55, the open interest changed by 23 which increased total open position to 23
On 28 Mar LT was trading at 3492.30. The strike last trading price was 16.25, which was 0 lower than the previous day. The implied volatity was 10.25, the open interest changed by 0 which decreased total open position to 0
| LT 24APR2025 3920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 3156.70 | 413.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 413.25 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 413.25 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 413.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 413.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 413.25 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 413.25 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3920 expiring on 24APR2025
Delta for 3920 PE is -
Historical price for 3920 PE is as follows
On 8 Apr LT was trading at 3156.70. The strike last trading price was 413.25, 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 Apr LT was trading at 3068.50. The strike last trading price was 413.25, 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 4 Apr LT was trading at 3260.15. The strike last trading price was 413.25, 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 Apr LT was trading at 3420.15. The strike last trading price was 413.25, 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 2 Apr LT was trading at 3419.90. The strike last trading price was 413.25, 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 Apr LT was trading at 3436.80. The strike last trading price was 413.25, 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 Mar LT was trading at 3492.30. The strike last trading price was 413.25, 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
