LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Apr 2025 04:11 PM IST
| LT 24APR2025 3960 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
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| 9 Apr | 3054.15 | 1.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 8 Apr | 3164.60 | 1.6 | 0.2 | 47.31 | 2 | 1 | 42 | |||
| 7 Apr | 3068.50 | 1.4 | 0.3 | 49.55 | 2 | 0 | 42 | |||
| 4 Apr | 3260.15 | 1.1 | -0.65 | 35.42 | 2 | 0 | 43 | |||
| 3 Apr | 3420.15 | 1.75 | -0.35 | 28.41 | 4 | 1 | 43 | |||
| 2 Apr | 3419.90 | 2.1 | -0.05 | 28.19 | 2 | 0 | 42 | |||
| 1 Apr | 3436.80 | 2.15 | -0.5 | 26.97 | 170 | 36 | 48 | |||
| 28 Mar | 3492.30 | 2.6 | -10.1 | 23.17 | 15 | 12 | 12 | |||
For Larsen & Toubro Ltd. - strike price 3960 expiring on 24APR2025
Delta for 3960 CE is 0.00
Historical price for 3960 CE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 1.6, 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 8 Apr LT was trading at 3164.60. The strike last trading price was 1.6, which was 0.2 higher than the previous day. The implied volatity was 47.31, the open interest changed by 1 which increased total open position to 42
On 7 Apr LT was trading at 3068.50. The strike last trading price was 1.4, which was 0.3 higher than the previous day. The implied volatity was 49.55, the open interest changed by 0 which decreased total open position to 42
On 4 Apr LT was trading at 3260.15. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 35.42, the open interest changed by 0 which decreased total open position to 43
On 3 Apr LT was trading at 3420.15. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 43
On 2 Apr LT was trading at 3419.90. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 42
On 1 Apr LT was trading at 3436.80. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 26.97, the open interest changed by 36 which increased total open position to 48
On 28 Mar LT was trading at 3492.30. The strike last trading price was 2.6, which was -10.1 lower than the previous day. The implied volatity was 23.17, the open interest changed by 12 which increased total open position to 12
| LT 24APR2025 3960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 3054.15 | 449.5 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 3164.60 | 449.5 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3068.50 | 449.5 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 3260.15 | 449.5 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 3420.15 | 449.5 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3419.90 | 449.5 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3436.80 | 449.5 | 0 | - | 0 | 0 | 0 |
| 28 Mar | 3492.30 | 449.5 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3960 expiring on 24APR2025
Delta for 3960 PE is -
Historical price for 3960 PE is as follows
On 9 Apr LT was trading at 3054.15. The strike last trading price was 449.5, 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 8 Apr LT was trading at 3164.60. The strike last trading price was 449.5, 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 449.5, 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 449.5, 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 449.5, 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 449.5, 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 449.5, 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 449.5, 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
