LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 4100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.17
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 0.95 | -0.55 | 42.21 | 1,599 | -501 | 1,665 | |||
| 19 Dec | 3716.35 | 1.5 | -0.80 | 34.71 | 1,465 | -124 | 2,162 | |||
| 18 Dec | 3758.15 | 2.3 | -1.15 | 30.90 | 3,365 | -205 | 2,284 | |||
| 17 Dec | 3807.20 | 3.45 | -2.60 | 27.86 | 3,443 | -171 | 2,499 | |||
| 16 Dec | 3877.85 | 6.05 | -1.25 | 23.86 | 2,414 | 178 | 2,653 | |||
| 13 Dec | 3887.00 | 7.3 | 0.00 | 20.39 | 5,069 | -42 | 2,472 | |||
| 12 Dec | 3859.90 | 7.3 | -5.65 | 21.52 | 3,548 | 90 | 2,523 | |||
| 11 Dec | 3916.75 | 12.95 | -2.15 | 20.35 | 3,366 | 485 | 2,435 | |||
| 10 Dec | 3923.15 | 15.1 | -8.90 | 19.88 | 5,636 | -239 | 1,958 | |||
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| 9 Dec | 3947.30 | 24 | 12.50 | 20.14 | 19,328 | 941 | 2,161 | |||
| 6 Dec | 3866.70 | 11.5 | 2.85 | 20.16 | 5,187 | -52 | 1,227 | |||
| 5 Dec | 3831.55 | 8.65 | 0.35 | 20.14 | 3,889 | -78 | 1,277 | |||
| 4 Dec | 3789.90 | 8.3 | 1.90 | 20.78 | 3,332 | -133 | 1,376 | |||
| 3 Dec | 3787.05 | 6.4 | 1.80 | 20.80 | 3,187 | -44 | 1,511 | |||
| 2 Dec | 3704.05 | 4.6 | -1.35 | 21.82 | 1,565 | 261 | 1,565 | |||
| 29 Nov | 3724.80 | 5.95 | 0.25 | 21.26 | 2,713 | 336 | 1,280 | |||
| 28 Nov | 3666.05 | 5.7 | -1.55 | 23.35 | 1,208 | 15 | 946 | |||
| 27 Nov | 3698.70 | 7.25 | -2.30 | 22.60 | 491 | 100 | 930 | |||
| 26 Nov | 3702.60 | 9.55 | -5.15 | 23.50 | 581 | 275 | 837 | |||
| 25 Nov | 3753.00 | 14.7 | 14.70 | 22.69 | 1,316 | 562 | 562 | |||
| 1 Oct | 3653.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3675.55 | 0 | - | 0 | 0 | 0 | ||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 26DEC2024
Delta for 4100 CE is 0.01
Historical price for 4100 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.95, which was -0.55 lower than the previous day. The implied volatity was 42.21, the open interest changed by -501 which decreased total open position to 1665
On 19 Dec LT was trading at 3716.35. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 34.71, the open interest changed by -124 which decreased total open position to 2162
On 18 Dec LT was trading at 3758.15. The strike last trading price was 2.3, which was -1.15 lower than the previous day. The implied volatity was 30.90, the open interest changed by -205 which decreased total open position to 2284
On 17 Dec LT was trading at 3807.20. The strike last trading price was 3.45, which was -2.60 lower than the previous day. The implied volatity was 27.86, the open interest changed by -171 which decreased total open position to 2499
On 16 Dec LT was trading at 3877.85. The strike last trading price was 6.05, which was -1.25 lower than the previous day. The implied volatity was 23.86, the open interest changed by 178 which increased total open position to 2653
On 13 Dec LT was trading at 3887.00. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 20.39, the open interest changed by -42 which decreased total open position to 2472
On 12 Dec LT was trading at 3859.90. The strike last trading price was 7.3, which was -5.65 lower than the previous day. The implied volatity was 21.52, the open interest changed by 90 which increased total open position to 2523
On 11 Dec LT was trading at 3916.75. The strike last trading price was 12.95, which was -2.15 lower than the previous day. The implied volatity was 20.35, the open interest changed by 485 which increased total open position to 2435
On 10 Dec LT was trading at 3923.15. The strike last trading price was 15.1, which was -8.90 lower than the previous day. The implied volatity was 19.88, the open interest changed by -239 which decreased total open position to 1958
On 9 Dec LT was trading at 3947.30. The strike last trading price was 24, which was 12.50 higher than the previous day. The implied volatity was 20.14, the open interest changed by 941 which increased total open position to 2161
On 6 Dec LT was trading at 3866.70. The strike last trading price was 11.5, which was 2.85 higher than the previous day. The implied volatity was 20.16, the open interest changed by -52 which decreased total open position to 1227
On 5 Dec LT was trading at 3831.55. The strike last trading price was 8.65, which was 0.35 higher than the previous day. The implied volatity was 20.14, the open interest changed by -78 which decreased total open position to 1277
On 4 Dec LT was trading at 3789.90. The strike last trading price was 8.3, which was 1.90 higher than the previous day. The implied volatity was 20.78, the open interest changed by -133 which decreased total open position to 1376
On 3 Dec LT was trading at 3787.05. The strike last trading price was 6.4, which was 1.80 higher than the previous day. The implied volatity was 20.80, the open interest changed by -44 which decreased total open position to 1511
On 2 Dec LT was trading at 3704.05. The strike last trading price was 4.6, which was -1.35 lower than the previous day. The implied volatity was 21.82, the open interest changed by 261 which increased total open position to 1565
On 29 Nov LT was trading at 3724.80. The strike last trading price was 5.95, which was 0.25 higher than the previous day. The implied volatity was 21.26, the open interest changed by 336 which increased total open position to 1280
On 28 Nov LT was trading at 3666.05. The strike last trading price was 5.7, which was -1.55 lower than the previous day. The implied volatity was 23.35, the open interest changed by 15 which increased total open position to 946
On 27 Nov LT was trading at 3698.70. The strike last trading price was 7.25, which was -2.30 lower than the previous day. The implied volatity was 22.60, the open interest changed by 100 which increased total open position to 930
On 26 Nov LT was trading at 3702.60. The strike last trading price was 9.55, which was -5.15 lower than the previous day. The implied volatity was 23.50, the open interest changed by 275 which increased total open position to 837
On 25 Nov LT was trading at 3753.00. The strike last trading price was 14.7, which was 14.70 higher than the previous day. The implied volatity was 22.69, the open interest changed by 562 which increased total open position to 562
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
| LT 26DEC2024 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 450.5 | 67.35 | - | 4 | 0 | 122 |
| 19 Dec | 3716.35 | 383.15 | 105.85 | 41.44 | 4 | -2 | 123 |
| 18 Dec | 3758.15 | 277.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3807.20 | 277.3 | 63.20 | - | 3 | 0 | 125 |
| 16 Dec | 3877.85 | 214.1 | 0.00 | 0.00 | 0 | -8 | 0 |
| 13 Dec | 3887.00 | 214.1 | -10.90 | 26.93 | 13 | -8 | 125 |
| 12 Dec | 3859.90 | 225 | 36.95 | 18.51 | 10 | 0 | 126 |
| 11 Dec | 3916.75 | 188.05 | 1.15 | 22.87 | 60 | -2 | 127 |
| 10 Dec | 3923.15 | 186.9 | 23.10 | 25.31 | 107 | 44 | 129 |
| 9 Dec | 3947.30 | 163.8 | -66.70 | 24.99 | 191 | 70 | 84 |
| 6 Dec | 3866.70 | 230.5 | -22.90 | 21.48 | 13 | 2 | 13 |
| 5 Dec | 3831.55 | 253.4 | -143.60 | 17.54 | 19 | 8 | 10 |
| 4 Dec | 3789.90 | 397 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3787.05 | 397 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 3704.05 | 397 | 19.00 | 39.79 | 1 | 0 | 1 |
| 29 Nov | 3724.80 | 378 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 3666.05 | 378 | -21.10 | - | 1 | 0 | 0 |
| 27 Nov | 3698.70 | 399.1 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3702.60 | 399.1 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3753.00 | 399.1 | 399.10 | - | 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 4100 expiring on 26DEC2024
Delta for 4100 PE is -
Historical price for 4100 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 450.5, which was 67.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 19 Dec LT was trading at 3716.35. The strike last trading price was 383.15, which was 105.85 higher than the previous day. The implied volatity was 41.44, the open interest changed by -2 which decreased total open position to 123
On 18 Dec LT was trading at 3758.15. The strike last trading price was 277.3, 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 277.3, which was 63.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 125
On 16 Dec LT was trading at 3877.85. The strike last trading price was 214.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 13 Dec LT was trading at 3887.00. The strike last trading price was 214.1, which was -10.90 lower than the previous day. The implied volatity was 26.93, the open interest changed by -8 which decreased total open position to 125
On 12 Dec LT was trading at 3859.90. The strike last trading price was 225, which was 36.95 higher than the previous day. The implied volatity was 18.51, the open interest changed by 0 which decreased total open position to 126
On 11 Dec LT was trading at 3916.75. The strike last trading price was 188.05, which was 1.15 higher than the previous day. The implied volatity was 22.87, the open interest changed by -2 which decreased total open position to 127
On 10 Dec LT was trading at 3923.15. The strike last trading price was 186.9, which was 23.10 higher than the previous day. The implied volatity was 25.31, the open interest changed by 44 which increased total open position to 129
On 9 Dec LT was trading at 3947.30. The strike last trading price was 163.8, which was -66.70 lower than the previous day. The implied volatity was 24.99, the open interest changed by 70 which increased total open position to 84
On 6 Dec LT was trading at 3866.70. The strike last trading price was 230.5, which was -22.90 lower than the previous day. The implied volatity was 21.48, the open interest changed by 2 which increased total open position to 13
On 5 Dec LT was trading at 3831.55. The strike last trading price was 253.4, which was -143.60 lower than the previous day. The implied volatity was 17.54, the open interest changed by 8 which increased total open position to 10
On 4 Dec LT was trading at 3789.90. The strike last trading price was 397, 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 3 Dec LT was trading at 3787.05. The strike last trading price was 397, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec LT was trading at 3704.05. The strike last trading price was 397, which was 19.00 higher than the previous day. The implied volatity was 39.79, the open interest changed by 0 which decreased total open position to 1
On 29 Nov LT was trading at 3724.80. The strike last trading price was 378, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov LT was trading at 3666.05. The strike last trading price was 378, which was -21.10 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 399.1, 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 399.1, 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 25 Nov LT was trading at 3753.00. The strike last trading price was 399.1, which was 399.10 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
