LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 4000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.22
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 1.15 | -1.05 | 35.67 | 4,075 | -764 | 6,905 | |||
| 19 Dec | 3716.35 | 2.2 | -2.25 | 29.05 | 4,163 | -587 | 7,639 | |||
| 18 Dec | 3758.15 | 4.45 | -3.55 | 26.75 | 7,953 | -71 | 8,233 | |||
| 17 Dec | 3807.20 | 8 | -7.75 | 24.86 | 9,477 | 1,061 | 8,304 | |||
| 16 Dec | 3877.85 | 15.75 | -3.60 | 21.47 | 12,965 | 401 | 7,409 | |||
| 13 Dec | 3887.00 | 19.35 | 1.20 | 18.41 | 20,430 | -159 | 7,146 | |||
| 12 Dec | 3859.90 | 18.15 | -14.35 | 19.72 | 10,242 | 395 | 7,314 | |||
| 11 Dec | 3916.75 | 32.5 | -3.85 | 19.23 | 8,546 | -49 | 6,932 | |||
| 10 Dec | 3923.15 | 36.35 | -16.60 | 18.66 | 14,288 | 48 | 7,022 | |||
| 9 Dec | 3947.30 | 52.95 | 26.90 | 19.15 | 47,875 | 3,149 | 6,777 | |||
| 6 Dec | 3866.70 | 26.05 | 6.85 | 18.96 | 16,148 | -252 | 3,650 | |||
| 5 Dec | 3831.55 | 19.2 | 0.60 | 18.70 | 17,542 | -707 | 3,905 | |||
| 4 Dec | 3789.90 | 18.6 | 4.60 | 19.70 | 10,895 | 187 | 4,604 | |||
| 3 Dec | 3787.05 | 14 | 4.50 | 19.53 | 12,598 | 1,545 | 4,434 | |||
| 2 Dec | 3704.05 | 9.5 | -2.90 | 20.40 | 5,062 | 638 | 2,886 | |||
| 29 Nov | 3724.80 | 12.4 | 2.00 | 20.19 | 4,916 | 100 | 2,243 | |||
| 28 Nov | 3666.05 | 10.4 | -2.55 | 21.91 | 1,683 | 189 | 2,132 | |||
| 27 Nov | 3698.70 | 12.95 | -3.55 | 21.07 | 1,138 | 178 | 1,942 | |||
| 26 Nov | 3702.60 | 16.5 | -9.50 | 22.05 | 1,311 | 206 | 1,764 | |||
| 25 Nov | 3753.00 | 26 | 19.25 | 21.53 | 4,207 | 1,271 | 1,548 | |||
| 22 Nov | 3603.50 | 6.75 | 3.10 | 20.52 | 874 | 220 | 497 | |||
| 21 Nov | 3483.50 | 3.65 | -2.65 | 22.65 | 425 | -90 | 274 | |||
| 20 Nov | 3505.90 | 6.3 | 0.00 | 23.44 | 906 | 84 | 362 | |||
| 19 Nov | 3505.90 | 6.3 | 0.00 | 23.44 | 906 | 82 | 362 | |||
| 18 Nov | 3542.15 | 6.3 | -1.85 | 21.90 | 204 | 66 | 281 | |||
| 14 Nov | 3526.25 | 8.15 | -2.30 | 22.01 | 311 | 55 | 216 | |||
| 13 Nov | 3547.95 | 10.45 | -2.05 | 22.38 | 110 | 20 | 161 | |||
| 12 Nov | 3591.35 | 12.5 | -3.60 | 21.44 | 99 | 32 | 143 | |||
| 11 Nov | 3628.85 | 16.1 | -3.45 | 20.77 | 51 | 31 | 111 | |||
| 8 Nov | 3660.30 | 19.55 | -1.45 | 19.98 | 36 | 28 | 79 | |||
| 7 Nov | 3646.55 | 21 | 0.45 | 20.58 | 38 | 13 | 41 | |||
| 6 Nov | 3645.45 | 20.55 | -2.45 | 19.90 | 31 | 13 | 27 | |||
| 5 Nov | 3574.80 | 23 | -144.95 | 24.34 | 13 | 4 | 5 | |||
| 1 Oct | 3653.50 | 167.95 | 167.95 | - | 0 | 0 | 0 | |||
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| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 4000 expiring on 26DEC2024
Delta for 4000 CE is 0.02
Historical price for 4000 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1.15, which was -1.05 lower than the previous day. The implied volatity was 35.67, the open interest changed by -764 which decreased total open position to 6905
On 19 Dec LT was trading at 3716.35. The strike last trading price was 2.2, which was -2.25 lower than the previous day. The implied volatity was 29.05, the open interest changed by -587 which decreased total open position to 7639
On 18 Dec LT was trading at 3758.15. The strike last trading price was 4.45, which was -3.55 lower than the previous day. The implied volatity was 26.75, the open interest changed by -71 which decreased total open position to 8233
On 17 Dec LT was trading at 3807.20. The strike last trading price was 8, which was -7.75 lower than the previous day. The implied volatity was 24.86, the open interest changed by 1061 which increased total open position to 8304
On 16 Dec LT was trading at 3877.85. The strike last trading price was 15.75, which was -3.60 lower than the previous day. The implied volatity was 21.47, the open interest changed by 401 which increased total open position to 7409
On 13 Dec LT was trading at 3887.00. The strike last trading price was 19.35, which was 1.20 higher than the previous day. The implied volatity was 18.41, the open interest changed by -159 which decreased total open position to 7146
On 12 Dec LT was trading at 3859.90. The strike last trading price was 18.15, which was -14.35 lower than the previous day. The implied volatity was 19.72, the open interest changed by 395 which increased total open position to 7314
On 11 Dec LT was trading at 3916.75. The strike last trading price was 32.5, which was -3.85 lower than the previous day. The implied volatity was 19.23, the open interest changed by -49 which decreased total open position to 6932
On 10 Dec LT was trading at 3923.15. The strike last trading price was 36.35, which was -16.60 lower than the previous day. The implied volatity was 18.66, the open interest changed by 48 which increased total open position to 7022
On 9 Dec LT was trading at 3947.30. The strike last trading price was 52.95, which was 26.90 higher than the previous day. The implied volatity was 19.15, the open interest changed by 3149 which increased total open position to 6777
On 6 Dec LT was trading at 3866.70. The strike last trading price was 26.05, which was 6.85 higher than the previous day. The implied volatity was 18.96, the open interest changed by -252 which decreased total open position to 3650
On 5 Dec LT was trading at 3831.55. The strike last trading price was 19.2, which was 0.60 higher than the previous day. The implied volatity was 18.70, the open interest changed by -707 which decreased total open position to 3905
On 4 Dec LT was trading at 3789.90. The strike last trading price was 18.6, which was 4.60 higher than the previous day. The implied volatity was 19.70, the open interest changed by 187 which increased total open position to 4604
On 3 Dec LT was trading at 3787.05. The strike last trading price was 14, which was 4.50 higher than the previous day. The implied volatity was 19.53, the open interest changed by 1545 which increased total open position to 4434
On 2 Dec LT was trading at 3704.05. The strike last trading price was 9.5, which was -2.90 lower than the previous day. The implied volatity was 20.40, the open interest changed by 638 which increased total open position to 2886
On 29 Nov LT was trading at 3724.80. The strike last trading price was 12.4, which was 2.00 higher than the previous day. The implied volatity was 20.19, the open interest changed by 100 which increased total open position to 2243
On 28 Nov LT was trading at 3666.05. The strike last trading price was 10.4, which was -2.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 189 which increased total open position to 2132
On 27 Nov LT was trading at 3698.70. The strike last trading price was 12.95, which was -3.55 lower than the previous day. The implied volatity was 21.07, the open interest changed by 178 which increased total open position to 1942
On 26 Nov LT was trading at 3702.60. The strike last trading price was 16.5, which was -9.50 lower than the previous day. The implied volatity was 22.05, the open interest changed by 206 which increased total open position to 1764
On 25 Nov LT was trading at 3753.00. The strike last trading price was 26, which was 19.25 higher than the previous day. The implied volatity was 21.53, the open interest changed by 1271 which increased total open position to 1548
On 22 Nov LT was trading at 3603.50. The strike last trading price was 6.75, which was 3.10 higher than the previous day. The implied volatity was 20.52, the open interest changed by 220 which increased total open position to 497
On 21 Nov LT was trading at 3483.50. The strike last trading price was 3.65, which was -2.65 lower than the previous day. The implied volatity was 22.65, the open interest changed by -90 which decreased total open position to 274
On 20 Nov LT was trading at 3505.90. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 84 which increased total open position to 362
On 19 Nov LT was trading at 3505.90. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 23.44, the open interest changed by 82 which increased total open position to 362
On 18 Nov LT was trading at 3542.15. The strike last trading price was 6.3, which was -1.85 lower than the previous day. The implied volatity was 21.90, the open interest changed by 66 which increased total open position to 281
On 14 Nov LT was trading at 3526.25. The strike last trading price was 8.15, which was -2.30 lower than the previous day. The implied volatity was 22.01, the open interest changed by 55 which increased total open position to 216
On 13 Nov LT was trading at 3547.95. The strike last trading price was 10.45, which was -2.05 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 161
On 12 Nov LT was trading at 3591.35. The strike last trading price was 12.5, which was -3.60 lower than the previous day. The implied volatity was 21.44, the open interest changed by 32 which increased total open position to 143
On 11 Nov LT was trading at 3628.85. The strike last trading price was 16.1, which was -3.45 lower than the previous day. The implied volatity was 20.77, the open interest changed by 31 which increased total open position to 111
On 8 Nov LT was trading at 3660.30. The strike last trading price was 19.55, which was -1.45 lower than the previous day. The implied volatity was 19.98, the open interest changed by 28 which increased total open position to 79
On 7 Nov LT was trading at 3646.55. The strike last trading price was 21, which was 0.45 higher than the previous day. The implied volatity was 20.58, the open interest changed by 13 which increased total open position to 41
On 6 Nov LT was trading at 3645.45. The strike last trading price was 20.55, which was -2.45 lower than the previous day. The implied volatity was 19.90, the open interest changed by 13 which increased total open position to 27
On 5 Nov LT was trading at 3574.80. The strike last trading price was 23, which was -144.95 lower than the previous day. The implied volatity was 24.34, the open interest changed by 4 which increased total open position to 5
On 1 Oct LT was trading at 3653.50. The strike last trading price was 167.95, which was 167.95 higher 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 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.56
Theta: -1.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 370 | 85.00 | 47.16 | 145 | -134 | 685 |
| 19 Dec | 3716.35 | 285 | 42.40 | 35.41 | 49 | -24 | 821 |
| 18 Dec | 3758.15 | 242.6 | 50.60 | 34.39 | 179 | -122 | 845 |
| 17 Dec | 3807.20 | 192 | 62.30 | 21.75 | 365 | -79 | 966 |
| 16 Dec | 3877.85 | 129.7 | 9.95 | 19.89 | 452 | -2 | 1,045 |
| 13 Dec | 3887.00 | 119.75 | -16.85 | 20.05 | 600 | -48 | 1,046 |
| 12 Dec | 3859.90 | 136.6 | 33.60 | 18.32 | 1,172 | -245 | 1,095 |
| 11 Dec | 3916.75 | 103 | -3.35 | 19.25 | 1,118 | -51 | 1,340 |
| 10 Dec | 3923.15 | 106.35 | 13.25 | 22.03 | 2,976 | 8 | 1,395 |
| 9 Dec | 3947.30 | 93.1 | -51.45 | 23.14 | 4,668 | 707 | 1,360 |
| 6 Dec | 3866.70 | 144.55 | -33.75 | 19.49 | 1,027 | 190 | 653 |
| 5 Dec | 3831.55 | 178.3 | -16.30 | 22.35 | 373 | 52 | 463 |
| 4 Dec | 3789.90 | 194.6 | -31.80 | 21.63 | 218 | 78 | 407 |
| 3 Dec | 3787.05 | 226.4 | -69.60 | 23.84 | 54 | 24 | 329 |
| 2 Dec | 3704.05 | 296 | 31.55 | 32.52 | 20 | 0 | 304 |
| 29 Nov | 3724.80 | 264.45 | -45.15 | 21.79 | 127 | -5 | 305 |
| 28 Nov | 3666.05 | 309.6 | 23.20 | 19.95 | 127 | 44 | 312 |
| 27 Nov | 3698.70 | 286.4 | 13.10 | 22.03 | 136 | 34 | 268 |
| 26 Nov | 3702.60 | 273.3 | 31.05 | 16.77 | 202 | 124 | 232 |
| 25 Nov | 3753.00 | 242.25 | -232.75 | 23.75 | 176 | 105 | 108 |
| 22 Nov | 3603.50 | 475 | -25.00 | 55.98 | 3 | -1 | 2 |
| 21 Nov | 3483.50 | 500 | 166.35 | 36.76 | 3 | 2 | 2 |
| 20 Nov | 3505.90 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 3505.90 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 3542.15 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3526.25 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 3547.95 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3591.35 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3628.85 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3660.30 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3646.55 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3645.45 | 333.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3574.80 | 333.65 | 333.65 | - | 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 4000 expiring on 26DEC2024
Delta for 4000 PE is -0.94
Historical price for 4000 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 370, which was 85.00 higher than the previous day. The implied volatity was 47.16, the open interest changed by -134 which decreased total open position to 685
On 19 Dec LT was trading at 3716.35. The strike last trading price was 285, which was 42.40 higher than the previous day. The implied volatity was 35.41, the open interest changed by -24 which decreased total open position to 821
On 18 Dec LT was trading at 3758.15. The strike last trading price was 242.6, which was 50.60 higher than the previous day. The implied volatity was 34.39, the open interest changed by -122 which decreased total open position to 845
On 17 Dec LT was trading at 3807.20. The strike last trading price was 192, which was 62.30 higher than the previous day. The implied volatity was 21.75, the open interest changed by -79 which decreased total open position to 966
On 16 Dec LT was trading at 3877.85. The strike last trading price was 129.7, which was 9.95 higher than the previous day. The implied volatity was 19.89, the open interest changed by -2 which decreased total open position to 1045
On 13 Dec LT was trading at 3887.00. The strike last trading price was 119.75, which was -16.85 lower than the previous day. The implied volatity was 20.05, the open interest changed by -48 which decreased total open position to 1046
On 12 Dec LT was trading at 3859.90. The strike last trading price was 136.6, which was 33.60 higher than the previous day. The implied volatity was 18.32, the open interest changed by -245 which decreased total open position to 1095
On 11 Dec LT was trading at 3916.75. The strike last trading price was 103, which was -3.35 lower than the previous day. The implied volatity was 19.25, the open interest changed by -51 which decreased total open position to 1340
On 10 Dec LT was trading at 3923.15. The strike last trading price was 106.35, which was 13.25 higher than the previous day. The implied volatity was 22.03, the open interest changed by 8 which increased total open position to 1395
On 9 Dec LT was trading at 3947.30. The strike last trading price was 93.1, which was -51.45 lower than the previous day. The implied volatity was 23.14, the open interest changed by 707 which increased total open position to 1360
On 6 Dec LT was trading at 3866.70. The strike last trading price was 144.55, which was -33.75 lower than the previous day. The implied volatity was 19.49, the open interest changed by 190 which increased total open position to 653
On 5 Dec LT was trading at 3831.55. The strike last trading price was 178.3, which was -16.30 lower than the previous day. The implied volatity was 22.35, the open interest changed by 52 which increased total open position to 463
On 4 Dec LT was trading at 3789.90. The strike last trading price was 194.6, which was -31.80 lower than the previous day. The implied volatity was 21.63, the open interest changed by 78 which increased total open position to 407
On 3 Dec LT was trading at 3787.05. The strike last trading price was 226.4, which was -69.60 lower than the previous day. The implied volatity was 23.84, the open interest changed by 24 which increased total open position to 329
On 2 Dec LT was trading at 3704.05. The strike last trading price was 296, which was 31.55 higher than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 304
On 29 Nov LT was trading at 3724.80. The strike last trading price was 264.45, which was -45.15 lower than the previous day. The implied volatity was 21.79, the open interest changed by -5 which decreased total open position to 305
On 28 Nov LT was trading at 3666.05. The strike last trading price was 309.6, which was 23.20 higher than the previous day. The implied volatity was 19.95, the open interest changed by 44 which increased total open position to 312
On 27 Nov LT was trading at 3698.70. The strike last trading price was 286.4, which was 13.10 higher than the previous day. The implied volatity was 22.03, the open interest changed by 34 which increased total open position to 268
On 26 Nov LT was trading at 3702.60. The strike last trading price was 273.3, which was 31.05 higher than the previous day. The implied volatity was 16.77, the open interest changed by 124 which increased total open position to 232
On 25 Nov LT was trading at 3753.00. The strike last trading price was 242.25, which was -232.75 lower than the previous day. The implied volatity was 23.75, the open interest changed by 105 which increased total open position to 108
On 22 Nov LT was trading at 3603.50. The strike last trading price was 475, which was -25.00 lower than the previous day. The implied volatity was 55.98, the open interest changed by -1 which decreased total open position to 2
On 21 Nov LT was trading at 3483.50. The strike last trading price was 500, which was 166.35 higher than the previous day. The implied volatity was 36.76, the open interest changed by 2 which increased total open position to 2
On 20 Nov LT was trading at 3505.90. The strike last trading price was 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, 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 333.65, which was 333.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
