LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 4050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.18
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 1 | -1.00 | 38.78 | 1,295 | -212 | 1,448 | |||
| 19 Dec | 3716.35 | 2 | -1.00 | 32.52 | 1,230 | -58 | 1,660 | |||
| 18 Dec | 3758.15 | 3 | -2.05 | 28.57 | 2,412 | 31 | 1,723 | |||
| 17 Dec | 3807.20 | 5.05 | -4.25 | 26.19 | 2,306 | 3 | 1,706 | |||
| 16 Dec | 3877.85 | 9.3 | -2.30 | 22.36 | 2,588 | 94 | 1,704 | |||
| 13 Dec | 3887.00 | 11.6 | 0.35 | 19.24 | 6,279 | 11 | 1,610 | |||
| 12 Dec | 3859.90 | 11.25 | -9.10 | 20.47 | 3,058 | 121 | 1,583 | |||
| 11 Dec | 3916.75 | 20.35 | -3.00 | 19.63 | 2,501 | 151 | 1,472 | |||
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| 10 Dec | 3923.15 | 23.35 | -12.35 | 19.15 | 3,499 | -145 | 1,318 | |||
| 9 Dec | 3947.30 | 35.7 | 18.55 | 19.52 | 10,098 | 1,052 | 1,414 | |||
| 6 Dec | 3866.70 | 17.15 | 4.45 | 19.46 | 3,258 | 2 | 372 | |||
| 5 Dec | 3831.55 | 12.7 | 0.65 | 19.33 | 3,782 | 70 | 368 | |||
| 4 Dec | 3789.90 | 12.05 | 2.65 | 20.04 | 2,377 | 80 | 311 | |||
| 3 Dec | 3787.05 | 9.4 | 2.95 | 20.13 | 1,811 | -10 | 234 | |||
| 2 Dec | 3704.05 | 6.45 | -2.00 | 21.01 | 842 | 126 | 252 | |||
| 29 Nov | 3724.80 | 8.45 | 0.75 | 20.64 | 760 | 74 | 131 | |||
| 28 Nov | 3666.05 | 7.7 | -1.70 | 22.65 | 169 | 45 | 55 | |||
| 27 Nov | 3698.70 | 9.4 | -45.10 | 21.69 | 12 | 10 | 10 | |||
| 26 Nov | 3702.60 | 54.5 | 54.50 | 7.11 | 0 | 0 | 0 | |||
| 25 Nov | 3753.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 4050 expiring on 26DEC2024
Delta for 4050 CE is 0.02
Historical price for 4050 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 1, which was -1.00 lower than the previous day. The implied volatity was 38.78, the open interest changed by -212 which decreased total open position to 1448
On 19 Dec LT was trading at 3716.35. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 32.52, the open interest changed by -58 which decreased total open position to 1660
On 18 Dec LT was trading at 3758.15. The strike last trading price was 3, which was -2.05 lower than the previous day. The implied volatity was 28.57, the open interest changed by 31 which increased total open position to 1723
On 17 Dec LT was trading at 3807.20. The strike last trading price was 5.05, which was -4.25 lower than the previous day. The implied volatity was 26.19, the open interest changed by 3 which increased total open position to 1706
On 16 Dec LT was trading at 3877.85. The strike last trading price was 9.3, which was -2.30 lower than the previous day. The implied volatity was 22.36, the open interest changed by 94 which increased total open position to 1704
On 13 Dec LT was trading at 3887.00. The strike last trading price was 11.6, which was 0.35 higher than the previous day. The implied volatity was 19.24, the open interest changed by 11 which increased total open position to 1610
On 12 Dec LT was trading at 3859.90. The strike last trading price was 11.25, which was -9.10 lower than the previous day. The implied volatity was 20.47, the open interest changed by 121 which increased total open position to 1583
On 11 Dec LT was trading at 3916.75. The strike last trading price was 20.35, which was -3.00 lower than the previous day. The implied volatity was 19.63, the open interest changed by 151 which increased total open position to 1472
On 10 Dec LT was trading at 3923.15. The strike last trading price was 23.35, which was -12.35 lower than the previous day. The implied volatity was 19.15, the open interest changed by -145 which decreased total open position to 1318
On 9 Dec LT was trading at 3947.30. The strike last trading price was 35.7, which was 18.55 higher than the previous day. The implied volatity was 19.52, the open interest changed by 1052 which increased total open position to 1414
On 6 Dec LT was trading at 3866.70. The strike last trading price was 17.15, which was 4.45 higher than the previous day. The implied volatity was 19.46, the open interest changed by 2 which increased total open position to 372
On 5 Dec LT was trading at 3831.55. The strike last trading price was 12.7, which was 0.65 higher than the previous day. The implied volatity was 19.33, the open interest changed by 70 which increased total open position to 368
On 4 Dec LT was trading at 3789.90. The strike last trading price was 12.05, which was 2.65 higher than the previous day. The implied volatity was 20.04, the open interest changed by 80 which increased total open position to 311
On 3 Dec LT was trading at 3787.05. The strike last trading price was 9.4, which was 2.95 higher than the previous day. The implied volatity was 20.13, the open interest changed by -10 which decreased total open position to 234
On 2 Dec LT was trading at 3704.05. The strike last trading price was 6.45, which was -2.00 lower than the previous day. The implied volatity was 21.01, the open interest changed by 126 which increased total open position to 252
On 29 Nov LT was trading at 3724.80. The strike last trading price was 8.45, which was 0.75 higher than the previous day. The implied volatity was 20.64, the open interest changed by 74 which increased total open position to 131
On 28 Nov LT was trading at 3666.05. The strike last trading price was 7.7, which was -1.70 lower than the previous day. The implied volatity was 22.65, the open interest changed by 45 which increased total open position to 55
On 27 Nov LT was trading at 3698.70. The strike last trading price was 9.4, which was -45.10 lower than the previous day. The implied volatity was 21.69, the open interest changed by 10 which increased total open position to 10
On 26 Nov LT was trading at 3702.60. The strike last trading price was 54.5, which was 54.50 higher than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LT was trading at 3753.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LT 26DEC2024 4050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 20 Dec | 3629.85 | 300 | 0.00 | 0.00 | 0 | -4 | 0 |
| 19 Dec | 3716.35 | 300 | 131.40 | - | 4 | 0 | 66 |
| 18 Dec | 3758.15 | 168.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3807.20 | 168.6 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 3877.85 | 168.6 | -3.45 | 15.27 | 2 | 0 | 67 |
| 13 Dec | 3887.00 | 172.05 | -9.40 | 26.15 | 37 | -7 | 67 |
| 12 Dec | 3859.90 | 181.45 | 41.00 | 19.82 | 73 | 31 | 73 |
| 11 Dec | 3916.75 | 140.45 | -0.55 | 19.57 | 105 | -6 | 41 |
| 10 Dec | 3923.15 | 141 | 13.00 | 22.22 | 114 | 17 | 47 |
| 9 Dec | 3947.30 | 128 | -42.25 | 24.53 | 114 | 31 | 33 |
| 6 Dec | 3866.70 | 170.25 | -267.00 | 12.30 | 2 | 0 | 0 |
| 5 Dec | 3831.55 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3789.90 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3787.05 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 3704.05 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3724.80 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 3666.05 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3698.70 | 437.25 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3702.60 | 437.25 | 437.25 | - | 0 | 0 | 0 |
| 25 Nov | 3753.00 | 0 | 0.00 | 0 | 0 | 0 | |
For Larsen & Toubro Ltd. - strike price 4050 expiring on 26DEC2024
Delta for 4050 PE is 0.00
Historical price for 4050 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 300, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 19 Dec LT was trading at 3716.35. The strike last trading price was 300, which was 131.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66
On 18 Dec LT was trading at 3758.15. The strike last trading price was 168.6, 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 17 Dec LT was trading at 3807.20. The strike last trading price was 168.6, which was 0.00 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 16 Dec LT was trading at 3877.85. The strike last trading price was 168.6, which was -3.45 lower than the previous day. The implied volatity was 15.27, the open interest changed by 0 which decreased total open position to 67
On 13 Dec LT was trading at 3887.00. The strike last trading price was 172.05, which was -9.40 lower than the previous day. The implied volatity was 26.15, the open interest changed by -7 which decreased total open position to 67
On 12 Dec LT was trading at 3859.90. The strike last trading price was 181.45, which was 41.00 higher than the previous day. The implied volatity was 19.82, the open interest changed by 31 which increased total open position to 73
On 11 Dec LT was trading at 3916.75. The strike last trading price was 140.45, which was -0.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by -6 which decreased total open position to 41
On 10 Dec LT was trading at 3923.15. The strike last trading price was 141, which was 13.00 higher than the previous day. The implied volatity was 22.22, the open interest changed by 17 which increased total open position to 47
On 9 Dec LT was trading at 3947.30. The strike last trading price was 128, which was -42.25 lower than the previous day. The implied volatity was 24.53, the open interest changed by 31 which increased total open position to 33
On 6 Dec LT was trading at 3866.70. The strike last trading price was 170.25, which was -267.00 lower than the previous day. The implied volatity was 12.30, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LT was trading at 3831.55. The strike last trading price was 437.25, 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 4 Dec LT was trading at 3789.90. The strike last trading price was 437.25, 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 3 Dec LT was trading at 3787.05. The strike last trading price was 437.25, 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 2 Dec LT was trading at 3704.05. The strike last trading price was 437.25, 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 29 Nov LT was trading at 3724.80. The strike last trading price was 437.25, 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 28 Nov LT was trading at 3666.05. The strike last trading price was 437.25, 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 27 Nov LT was trading at 3698.70. The strike last trading price was 437.25, 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 26 Nov LT was trading at 3702.60. The strike last trading price was 437.25, which was 437.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LT was trading at 3753.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
