LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 3950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.26
Theta: -0.72
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 1.3 | -2.10 | 32.28 | 4,795 | -442 | 4,170 | |||
| 19 Dec | 3716.35 | 3.4 | -3.05 | 27.16 | 3,590 | -188 | 4,616 | |||
| 18 Dec | 3758.15 | 6.45 | -6.75 | 24.54 | 5,955 | 148 | 4,809 | |||
| 17 Dec | 3807.20 | 13.2 | -13.70 | 23.76 | 6,653 | 486 | 4,709 | |||
| 16 Dec | 3877.85 | 26.9 | -5.60 | 20.89 | 6,008 | 496 | 4,242 | |||
| 13 Dec | 3887.00 | 32.5 | 2.30 | 17.85 | 14,338 | -123 | 3,805 | |||
| 12 Dec | 3859.90 | 30.2 | -21.90 | 19.46 | 6,904 | 437 | 3,941 | |||
| 11 Dec | 3916.75 | 52.1 | -4.10 | 19.50 | 5,688 | 270 | 3,523 | |||
| 10 Dec | 3923.15 | 56.2 | -20.25 | 18.58 | 7,836 | -281 | 3,272 | |||
| 9 Dec | 3947.30 | 76.45 | 36.25 | 18.92 | 29,475 | 1,578 | 3,544 | |||
| 6 Dec | 3866.70 | 40.2 | 10.75 | 18.87 | 5,375 | 483 | 1,973 | |||
| 5 Dec | 3831.55 | 29.45 | 1.95 | 18.29 | 5,280 | 599 | 1,492 | |||
| 4 Dec | 3789.90 | 27.5 | 6.50 | 19.17 | 4,032 | 193 | 879 | |||
| 3 Dec | 3787.05 | 21 | 7.00 | 19.02 | 3,445 | 129 | 684 | |||
| 2 Dec | 3704.05 | 14 | -4.30 | 19.79 | 1,652 | 157 | 554 | |||
| 29 Nov | 3724.80 | 18.3 | 2.50 | 19.82 | 1,617 | 76 | 391 | |||
| 28 Nov | 3666.05 | 15.8 | -2.65 | 21.90 | 852 | 129 | 315 | |||
| 27 Nov | 3698.70 | 18.45 | -4.25 | 20.66 | 311 | 40 | 186 | |||
|
|
||||||||||
| 26 Nov | 3702.60 | 22.7 | -11.30 | 21.61 | 261 | 70 | 146 | |||
| 25 Nov | 3753.00 | 34 | -42.20 | 20.80 | 201 | 76 | 76 | |||
| 22 Nov | 3603.50 | 76.2 | 0.00 | 6.76 | 0 | 0 | 0 | |||
| 21 Nov | 3483.50 | 76.2 | 0.00 | 8.97 | 0 | 0 | 0 | |||
| 20 Nov | 3505.90 | 76.2 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 19 Nov | 3505.90 | 76.2 | 0.00 | 8.56 | 0 | 0 | 0 | |||
| 18 Nov | 3542.15 | 76.2 | 0.00 | 7.67 | 0 | 0 | 0 | |||
| 14 Nov | 3526.25 | 76.2 | 0.00 | 7.32 | 0 | 0 | 0 | |||
| 13 Nov | 3547.95 | 76.2 | 0.00 | 6.94 | 0 | 0 | 0 | |||
| 12 Nov | 3591.35 | 76.2 | 0.00 | 6.19 | 0 | 0 | 0 | |||
| 11 Nov | 3628.85 | 76.2 | 0.00 | 5.34 | 0 | 0 | 0 | |||
| 8 Nov | 3660.30 | 76.2 | 0.00 | 4.55 | 0 | 0 | 0 | |||
| 7 Nov | 3646.55 | 76.2 | 0.00 | 4.77 | 0 | 0 | 0 | |||
| 6 Nov | 3645.45 | 76.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3574.80 | 76.2 | 5.91 | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 3950 expiring on 26DEC2024
Delta for 3950 CE is 0.02
Historical price for 3950 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1.3, which was -2.10 lower than the previous day. The implied volatity was 32.28, the open interest changed by -442 which decreased total open position to 4170
On 19 Dec LT was trading at 3716.35. The strike last trading price was 3.4, which was -3.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by -188 which decreased total open position to 4616
On 18 Dec LT was trading at 3758.15. The strike last trading price was 6.45, which was -6.75 lower than the previous day. The implied volatity was 24.54, the open interest changed by 148 which increased total open position to 4809
On 17 Dec LT was trading at 3807.20. The strike last trading price was 13.2, which was -13.70 lower than the previous day. The implied volatity was 23.76, the open interest changed by 486 which increased total open position to 4709
On 16 Dec LT was trading at 3877.85. The strike last trading price was 26.9, which was -5.60 lower than the previous day. The implied volatity was 20.89, the open interest changed by 496 which increased total open position to 4242
On 13 Dec LT was trading at 3887.00. The strike last trading price was 32.5, which was 2.30 higher than the previous day. The implied volatity was 17.85, the open interest changed by -123 which decreased total open position to 3805
On 12 Dec LT was trading at 3859.90. The strike last trading price was 30.2, which was -21.90 lower than the previous day. The implied volatity was 19.46, the open interest changed by 437 which increased total open position to 3941
On 11 Dec LT was trading at 3916.75. The strike last trading price was 52.1, which was -4.10 lower than the previous day. The implied volatity was 19.50, the open interest changed by 270 which increased total open position to 3523
On 10 Dec LT was trading at 3923.15. The strike last trading price was 56.2, which was -20.25 lower than the previous day. The implied volatity was 18.58, the open interest changed by -281 which decreased total open position to 3272
On 9 Dec LT was trading at 3947.30. The strike last trading price was 76.45, which was 36.25 higher than the previous day. The implied volatity was 18.92, the open interest changed by 1578 which increased total open position to 3544
On 6 Dec LT was trading at 3866.70. The strike last trading price was 40.2, which was 10.75 higher than the previous day. The implied volatity was 18.87, the open interest changed by 483 which increased total open position to 1973
On 5 Dec LT was trading at 3831.55. The strike last trading price was 29.45, which was 1.95 higher than the previous day. The implied volatity was 18.29, the open interest changed by 599 which increased total open position to 1492
On 4 Dec LT was trading at 3789.90. The strike last trading price was 27.5, which was 6.50 higher than the previous day. The implied volatity was 19.17, the open interest changed by 193 which increased total open position to 879
On 3 Dec LT was trading at 3787.05. The strike last trading price was 21, which was 7.00 higher than the previous day. The implied volatity was 19.02, the open interest changed by 129 which increased total open position to 684
On 2 Dec LT was trading at 3704.05. The strike last trading price was 14, which was -4.30 lower than the previous day. The implied volatity was 19.79, the open interest changed by 157 which increased total open position to 554
On 29 Nov LT was trading at 3724.80. The strike last trading price was 18.3, which was 2.50 higher than the previous day. The implied volatity was 19.82, the open interest changed by 76 which increased total open position to 391
On 28 Nov LT was trading at 3666.05. The strike last trading price was 15.8, which was -2.65 lower than the previous day. The implied volatity was 21.90, the open interest changed by 129 which increased total open position to 315
On 27 Nov LT was trading at 3698.70. The strike last trading price was 18.45, which was -4.25 lower than the previous day. The implied volatity was 20.66, the open interest changed by 40 which increased total open position to 186
On 26 Nov LT was trading at 3702.60. The strike last trading price was 22.7, which was -11.30 lower than the previous day. The implied volatity was 21.61, the open interest changed by 70 which increased total open position to 146
On 25 Nov LT was trading at 3753.00. The strike last trading price was 34, which was -42.20 lower than the previous day. The implied volatity was 20.80, the open interest changed by 76 which increased total open position to 76
On 22 Nov LT was trading at 3603.50. The strike last trading price was 76.2, which was 0.00 lower than the previous day. The implied volatity was 6.76, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 8.97, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 8.56, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 8.56, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 7.67, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 7.32, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 6.19, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 5.34, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 4.55, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 4.77, 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 76.2, 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 5 Nov LT was trading at 3574.80. The strike last trading price was 76.2, which was lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 307.5 | 71.45 | - | 86 | -48 | 359 |
| 19 Dec | 3716.35 | 236.05 | 38.30 | 31.84 | 92 | -10 | 409 |
| 18 Dec | 3758.15 | 197.75 | 51.15 | 32.97 | 92 | -47 | 418 |
| 17 Dec | 3807.20 | 146.6 | 54.70 | 21.07 | 653 | -100 | 471 |
| 16 Dec | 3877.85 | 91.9 | 7.90 | 20.05 | 1,310 | -73 | 572 |
| 13 Dec | 3887.00 | 84 | -18.15 | 19.58 | 1,099 | 54 | 651 |
| 12 Dec | 3859.90 | 102.15 | 29.35 | 19.56 | 1,845 | -235 | 597 |
| 11 Dec | 3916.75 | 72.8 | -3.05 | 19.52 | 2,070 | 65 | 830 |
| 10 Dec | 3923.15 | 75.85 | 7.85 | 21.60 | 4,949 | -372 | 768 |
| 9 Dec | 3947.30 | 68 | -41.65 | 23.28 | 7,070 | 834 | 1,128 |
| 6 Dec | 3866.70 | 109.65 | -28.65 | 19.53 | 431 | 104 | 294 |
| 5 Dec | 3831.55 | 138.3 | -15.95 | 21.26 | 340 | 103 | 192 |
| 4 Dec | 3789.90 | 154.25 | -28.20 | 20.95 | 71 | 9 | 85 |
| 3 Dec | 3787.05 | 182.45 | -63.30 | 22.24 | 19 | 6 | 75 |
| 2 Dec | 3704.05 | 245.75 | 25.05 | 28.76 | 4 | 2 | 70 |
| 29 Nov | 3724.80 | 220.7 | -61.30 | 21.13 | 3 | -1 | 69 |
| 28 Nov | 3666.05 | 282 | 39.45 | 27.10 | 4 | 0 | 71 |
| 27 Nov | 3698.70 | 242.55 | -2.15 | 21.55 | 66 | 32 | 71 |
| 26 Nov | 3702.60 | 244.7 | 37.90 | 23.09 | 37 | 27 | 39 |
| 25 Nov | 3753.00 | 206.8 | -153.25 | 24.42 | 13 | 10 | 10 |
| 22 Nov | 3603.50 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3483.50 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 3505.90 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3526.25 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 360.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 360.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 360.05 | - | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 3950 expiring on 26DEC2024
Delta for 3950 PE is -
Historical price for 3950 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 307.5, which was 71.45 higher than the previous day. The implied volatity was -, the open interest changed by -48 which decreased total open position to 359
On 19 Dec LT was trading at 3716.35. The strike last trading price was 236.05, which was 38.30 higher than the previous day. The implied volatity was 31.84, the open interest changed by -10 which decreased total open position to 409
On 18 Dec LT was trading at 3758.15. The strike last trading price was 197.75, which was 51.15 higher than the previous day. The implied volatity was 32.97, the open interest changed by -47 which decreased total open position to 418
On 17 Dec LT was trading at 3807.20. The strike last trading price was 146.6, which was 54.70 higher than the previous day. The implied volatity was 21.07, the open interest changed by -100 which decreased total open position to 471
On 16 Dec LT was trading at 3877.85. The strike last trading price was 91.9, which was 7.90 higher than the previous day. The implied volatity was 20.05, the open interest changed by -73 which decreased total open position to 572
On 13 Dec LT was trading at 3887.00. The strike last trading price was 84, which was -18.15 lower than the previous day. The implied volatity was 19.58, the open interest changed by 54 which increased total open position to 651
On 12 Dec LT was trading at 3859.90. The strike last trading price was 102.15, which was 29.35 higher than the previous day. The implied volatity was 19.56, the open interest changed by -235 which decreased total open position to 597
On 11 Dec LT was trading at 3916.75. The strike last trading price was 72.8, which was -3.05 lower than the previous day. The implied volatity was 19.52, the open interest changed by 65 which increased total open position to 830
On 10 Dec LT was trading at 3923.15. The strike last trading price was 75.85, which was 7.85 higher than the previous day. The implied volatity was 21.60, the open interest changed by -372 which decreased total open position to 768
On 9 Dec LT was trading at 3947.30. The strike last trading price was 68, which was -41.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 834 which increased total open position to 1128
On 6 Dec LT was trading at 3866.70. The strike last trading price was 109.65, which was -28.65 lower than the previous day. The implied volatity was 19.53, the open interest changed by 104 which increased total open position to 294
On 5 Dec LT was trading at 3831.55. The strike last trading price was 138.3, which was -15.95 lower than the previous day. The implied volatity was 21.26, the open interest changed by 103 which increased total open position to 192
On 4 Dec LT was trading at 3789.90. The strike last trading price was 154.25, which was -28.20 lower than the previous day. The implied volatity was 20.95, the open interest changed by 9 which increased total open position to 85
On 3 Dec LT was trading at 3787.05. The strike last trading price was 182.45, which was -63.30 lower than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 75
On 2 Dec LT was trading at 3704.05. The strike last trading price was 245.75, which was 25.05 higher than the previous day. The implied volatity was 28.76, the open interest changed by 2 which increased total open position to 70
On 29 Nov LT was trading at 3724.80. The strike last trading price was 220.7, which was -61.30 lower than the previous day. The implied volatity was 21.13, the open interest changed by -1 which decreased total open position to 69
On 28 Nov LT was trading at 3666.05. The strike last trading price was 282, which was 39.45 higher than the previous day. The implied volatity was 27.10, the open interest changed by 0 which decreased total open position to 71
On 27 Nov LT was trading at 3698.70. The strike last trading price was 242.55, which was -2.15 lower than the previous day. The implied volatity was 21.55, the open interest changed by 32 which increased total open position to 71
On 26 Nov LT was trading at 3702.60. The strike last trading price was 244.7, which was 37.90 higher than the previous day. The implied volatity was 23.09, the open interest changed by 27 which increased total open position to 39
On 25 Nov LT was trading at 3753.00. The strike last trading price was 206.8, which was -153.25 lower than the previous day. The implied volatity was 24.42, the open interest changed by 10 which increased total open position to 10
On 22 Nov LT was trading at 3603.50. The strike last trading price was 360.05, 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 21 Nov LT was trading at 3483.50. The strike last trading price was 360.05, 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 20 Nov LT was trading at 3505.90. The strike last trading price was 360.05, 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 19 Nov LT was trading at 3505.90. The strike last trading price was 360.05, 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 18 Nov LT was trading at 3542.15. The strike last trading price was 360.05, 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 14 Nov LT was trading at 3526.25. The strike last trading price was 360.05, 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 13 Nov LT was trading at 3547.95. The strike last trading price was 360.05, 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 12 Nov LT was trading at 3591.35. The strike last trading price was 360.05, 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 11 Nov LT was trading at 3628.85. The strike last trading price was 360.05, 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 8 Nov LT was trading at 3660.30. The strike last trading price was 360.05, 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 360.05, 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 360.05, 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 5 Nov LT was trading at 3574.80. The strike last trading price was 360.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
