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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3629.85 -86.50 (-2.33%)

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Historical option data for LT

20 Dec 2024 04:11 PM IST
LT 26DEC2024 4150 CE
Delta: 0.01
Vega: 0.13
Theta: -0.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3629.85 0.75 -0.70 44.44 450 -7 716
19 Dec 3716.35 1.45 -0.40 38.11 709 -169 724
18 Dec 3758.15 1.85 -0.55 33.27 1,169 -76 886
17 Dec 3807.20 2.4 -1.35 29.46 1,141 103 970
16 Dec 3877.85 3.75 -1.05 24.96 2,077 84 876
13 Dec 3887.00 4.8 0.00 21.66 2,817 -99 793
12 Dec 3859.90 4.8 -3.40 22.58 1,668 -61 901
11 Dec 3916.75 8.2 -1.75 21.09 991 113 962
10 Dec 3923.15 9.95 -6.85 20.76 1,984 109 853
9 Dec 3947.30 16.8 9.10 21.16 5,012 512 720
6 Dec 3866.70 7.7 1.95 20.85 1,944 8 209
5 Dec 3831.55 5.75 0.20 20.79 1,944 22 201
4 Dec 3789.90 5.55 5.55 21.36 1,022 186 186
3 Dec 3787.05 0 0.00 0.00 0 0 0
2 Dec 3704.05 0 0.00 0.00 0 0 0
29 Nov 3724.80 0 0.00 0.00 0 0 0
28 Nov 3666.05 0 0.00 0.00 0 0 0
27 Nov 3698.70 0 0.00 0.00 0 0 0
26 Nov 3702.60 0 0.00 0.00 0 0 0
25 Nov 3753.00 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 4150 expiring on 26DEC2024

Delta for 4150 CE is 0.01

Historical price for 4150 CE is as follows

On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.75, which was -0.70 lower than the previous day. The implied volatity was 44.44, the open interest changed by -7 which decreased total open position to 716


On 19 Dec LT was trading at 3716.35. The strike last trading price was 1.45, which was -0.40 lower than the previous day. The implied volatity was 38.11, the open interest changed by -169 which decreased total open position to 724


On 18 Dec LT was trading at 3758.15. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 33.27, the open interest changed by -76 which decreased total open position to 886


On 17 Dec LT was trading at 3807.20. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 29.46, the open interest changed by 103 which increased total open position to 970


On 16 Dec LT was trading at 3877.85. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 24.96, the open interest changed by 84 which increased total open position to 876


On 13 Dec LT was trading at 3887.00. The strike last trading price was 4.8, which was 0.00 lower than the previous day. The implied volatity was 21.66, the open interest changed by -99 which decreased total open position to 793


On 12 Dec LT was trading at 3859.90. The strike last trading price was 4.8, which was -3.40 lower than the previous day. The implied volatity was 22.58, the open interest changed by -61 which decreased total open position to 901


On 11 Dec LT was trading at 3916.75. The strike last trading price was 8.2, which was -1.75 lower than the previous day. The implied volatity was 21.09, the open interest changed by 113 which increased total open position to 962


On 10 Dec LT was trading at 3923.15. The strike last trading price was 9.95, which was -6.85 lower than the previous day. The implied volatity was 20.76, the open interest changed by 109 which increased total open position to 853


On 9 Dec LT was trading at 3947.30. The strike last trading price was 16.8, which was 9.10 higher than the previous day. The implied volatity was 21.16, the open interest changed by 512 which increased total open position to 720


On 6 Dec LT was trading at 3866.70. The strike last trading price was 7.7, which was 1.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by 8 which increased total open position to 209


On 5 Dec LT was trading at 3831.55. The strike last trading price was 5.75, which was 0.20 higher than the previous day. The implied volatity was 20.79, the open interest changed by 22 which increased total open position to 201


On 4 Dec LT was trading at 3789.90. The strike last trading price was 5.55, which was 5.55 higher than the previous day. The implied volatity was 21.36, the open interest changed by 186 which increased total open position to 186


On 3 Dec LT was trading at 3787.05. The strike last trading price was 0, 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 2 Dec LT was trading at 3704.05. The strike last trading price was 0, 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 29 Nov LT was trading at 3724.80. The strike last trading price was 0, 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 28 Nov LT was trading at 3666.05. The strike last trading price was 0, 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 27 Nov LT was trading at 3698.70. The strike last trading price was 0, 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 26 Nov LT was trading at 3702.60. The strike last trading price was 0, 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 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 4150 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3629.85 519.9 0.00 - 0 0 0
19 Dec 3716.35 519.9 0.00 - 0 0 0
18 Dec 3758.15 519.9 0.00 - 0 0 0
17 Dec 3807.20 519.9 0.00 - 0 0 0
16 Dec 3877.85 519.9 0.00 - 0 0 0
13 Dec 3887.00 519.9 0.00 - 0 0 0
12 Dec 3859.90 519.9 0.00 - 0 0 0
11 Dec 3916.75 519.9 0.00 - 0 0 0
10 Dec 3923.15 519.9 0.00 - 0 0 0
9 Dec 3947.30 519.9 0.00 - 0 0 0
6 Dec 3866.70 519.9 0.00 - 0 0 0
5 Dec 3831.55 519.9 0.00 - 0 0 0
4 Dec 3789.90 519.9 519.90 - 0 0 0
3 Dec 3787.05 0 0.00 0.00 0 0 0
2 Dec 3704.05 0 0.00 0.00 0 0 0
29 Nov 3724.80 0 0.00 0.00 0 0 0
28 Nov 3666.05 0 0.00 0.00 0 0 0
27 Nov 3698.70 0 0.00 0.00 0 0 0
26 Nov 3702.60 0 0.00 0.00 0 0 0
25 Nov 3753.00 0 0.00 0 0 0


For Larsen & Toubro Ltd. - strike price 4150 expiring on 26DEC2024

Delta for 4150 PE is -

Historical price for 4150 PE is as follows

On 20 Dec LT was trading at 3629.85. The strike last trading price was 519.9, 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 Dec LT was trading at 3716.35. The strike last trading price was 519.9, 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 Dec LT was trading at 3758.15. The strike last trading price was 519.9, 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 17 Dec LT was trading at 3807.20. The strike last trading price was 519.9, 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 16 Dec LT was trading at 3877.85. The strike last trading price was 519.9, 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 Dec LT was trading at 3887.00. The strike last trading price was 519.9, 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 Dec LT was trading at 3859.90. The strike last trading price was 519.9, 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 Dec LT was trading at 3916.75. The strike last trading price was 519.9, 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 10 Dec LT was trading at 3923.15. The strike last trading price was 519.9, 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 9 Dec LT was trading at 3947.30. The strike last trading price was 519.9, 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 Dec LT was trading at 3866.70. The strike last trading price was 519.9, 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 Dec LT was trading at 3831.55. The strike last trading price was 519.9, 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 519.9, which was 519.90 higher 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 0, 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 2 Dec LT was trading at 3704.05. The strike last trading price was 0, 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 29 Nov LT was trading at 3724.80. The strike last trading price was 0, 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 28 Nov LT was trading at 3666.05. The strike last trading price was 0, 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 27 Nov LT was trading at 3698.70. The strike last trading price was 0, 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 26 Nov LT was trading at 3702.60. The strike last trading price was 0, 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 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