LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Dec 2024 04:11 PM IST
| LT 26DEC2024 4200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.09
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3629.85 | 0.45 | -1.10 | 45.06 | 512 | -104 | 1,239 | |||
| 19 Dec | 3716.35 | 1.55 | 0.15 | 42.02 | 718 | -273 | 1,349 | |||
| 18 Dec | 3758.15 | 1.4 | -0.30 | 35.14 | 1,140 | -335 | 1,631 | |||
| 17 Dec | 3807.20 | 1.7 | -0.85 | 31.01 | 1,593 | -257 | 1,975 | |||
| 16 Dec | 3877.85 | 2.55 | -0.65 | 26.43 | 1,332 | 83 | 2,237 | |||
| 13 Dec | 3887.00 | 3.2 | -0.05 | 22.88 | 3,254 | 82 | 2,177 | |||
| 12 Dec | 3859.90 | 3.25 | -1.75 | 23.68 | 2,932 | 134 | 2,096 | |||
| 11 Dec | 3916.75 | 5 | -1.45 | 21.66 | 1,951 | 29 | 1,965 | |||
| 10 Dec | 3923.15 | 6.45 | -5.45 | 21.53 | 3,880 | -369 | 1,941 | |||
| 9 Dec | 3947.30 | 11.9 | 6.65 | 22.19 | 13,784 | 853 | 2,318 | |||
| 6 Dec | 3866.70 | 5.25 | 1.15 | 21.61 | 4,225 | 313 | 1,461 | |||
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| 5 Dec | 3831.55 | 4.1 | 0.15 | 21.72 | 2,634 | 3 | 1,148 | |||
| 4 Dec | 3789.90 | 3.95 | 0.50 | 22.19 | 2,293 | 305 | 1,155 | |||
| 3 Dec | 3787.05 | 3.45 | 0.75 | 22.67 | 1,120 | -31 | 841 | |||
| 2 Dec | 3704.05 | 2.7 | -0.75 | 23.85 | 695 | 120 | 871 | |||
| 29 Nov | 3724.80 | 3.45 | -0.10 | 23.06 | 1,384 | -73 | 751 | |||
| 28 Nov | 3666.05 | 3.55 | -0.45 | 25.18 | 736 | 192 | 823 | |||
| 27 Nov | 3698.70 | 4 | -1.85 | 23.89 | 442 | 77 | 637 | |||
| 26 Nov | 3702.60 | 5.85 | -2.55 | 24.88 | 480 | 185 | 561 | |||
| 25 Nov | 3753.00 | 8.4 | 23.80 | 685 | 378 | 378 | ||||
For Larsen & Toubro Ltd. - strike price 4200 expiring on 26DEC2024
Delta for 4200 CE is 0.01
Historical price for 4200 CE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.45, which was -1.10 lower than the previous day. The implied volatity was 45.06, the open interest changed by -104 which decreased total open position to 1239
On 19 Dec LT was trading at 3716.35. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 42.02, the open interest changed by -273 which decreased total open position to 1349
On 18 Dec LT was trading at 3758.15. The strike last trading price was 1.4, which was -0.30 lower than the previous day. The implied volatity was 35.14, the open interest changed by -335 which decreased total open position to 1631
On 17 Dec LT was trading at 3807.20. The strike last trading price was 1.7, which was -0.85 lower than the previous day. The implied volatity was 31.01, the open interest changed by -257 which decreased total open position to 1975
On 16 Dec LT was trading at 3877.85. The strike last trading price was 2.55, which was -0.65 lower than the previous day. The implied volatity was 26.43, the open interest changed by 83 which increased total open position to 2237
On 13 Dec LT was trading at 3887.00. The strike last trading price was 3.2, which was -0.05 lower than the previous day. The implied volatity was 22.88, the open interest changed by 82 which increased total open position to 2177
On 12 Dec LT was trading at 3859.90. The strike last trading price was 3.25, which was -1.75 lower than the previous day. The implied volatity was 23.68, the open interest changed by 134 which increased total open position to 2096
On 11 Dec LT was trading at 3916.75. The strike last trading price was 5, which was -1.45 lower than the previous day. The implied volatity was 21.66, the open interest changed by 29 which increased total open position to 1965
On 10 Dec LT was trading at 3923.15. The strike last trading price was 6.45, which was -5.45 lower than the previous day. The implied volatity was 21.53, the open interest changed by -369 which decreased total open position to 1941
On 9 Dec LT was trading at 3947.30. The strike last trading price was 11.9, which was 6.65 higher than the previous day. The implied volatity was 22.19, the open interest changed by 853 which increased total open position to 2318
On 6 Dec LT was trading at 3866.70. The strike last trading price was 5.25, which was 1.15 higher than the previous day. The implied volatity was 21.61, the open interest changed by 313 which increased total open position to 1461
On 5 Dec LT was trading at 3831.55. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 21.72, the open interest changed by 3 which increased total open position to 1148
On 4 Dec LT was trading at 3789.90. The strike last trading price was 3.95, which was 0.50 higher than the previous day. The implied volatity was 22.19, the open interest changed by 305 which increased total open position to 1155
On 3 Dec LT was trading at 3787.05. The strike last trading price was 3.45, which was 0.75 higher than the previous day. The implied volatity was 22.67, the open interest changed by -31 which decreased total open position to 841
On 2 Dec LT was trading at 3704.05. The strike last trading price was 2.7, which was -0.75 lower than the previous day. The implied volatity was 23.85, the open interest changed by 120 which increased total open position to 871
On 29 Nov LT was trading at 3724.80. The strike last trading price was 3.45, which was -0.10 lower than the previous day. The implied volatity was 23.06, the open interest changed by -73 which decreased total open position to 751
On 28 Nov LT was trading at 3666.05. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was 25.18, the open interest changed by 192 which increased total open position to 823
On 27 Nov LT was trading at 3698.70. The strike last trading price was 4, which was -1.85 lower than the previous day. The implied volatity was 23.89, the open interest changed by 77 which increased total open position to 637
On 26 Nov LT was trading at 3702.60. The strike last trading price was 5.85, which was -2.55 lower than the previous day. The implied volatity was 24.88, the open interest changed by 185 which increased total open position to 561
On 25 Nov LT was trading at 3753.00. The strike last trading price was 8.4, which was lower than the previous day. The implied volatity was 23.80, the open interest changed by 378 which increased total open position to 378
| LT 26DEC2024 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3629.85 | 513 | 28.75 | - | 1 | 0 | 150 |
| 19 Dec | 3716.35 | 484.25 | 49.95 | 52.10 | 2 | -1 | 150 |
| 18 Dec | 3758.15 | 434.3 | 54.40 | 41.67 | 8 | 2 | 151 |
| 17 Dec | 3807.20 | 379.9 | 67.10 | - | 7 | -5 | 150 |
| 16 Dec | 3877.85 | 312.8 | 2.80 | - | 2 | 0 | 154 |
| 13 Dec | 3887.00 | 310 | -26.70 | 32.61 | 7 | -1 | 154 |
| 12 Dec | 3859.90 | 336.7 | 56.70 | 34.58 | 10 | -4 | 156 |
| 11 Dec | 3916.75 | 280 | -6.55 | 25.94 | 11 | 6 | 159 |
| 10 Dec | 3923.15 | 286.55 | 33.20 | 33.45 | 17 | 5 | 153 |
| 9 Dec | 3947.30 | 253.35 | -80.40 | 29.61 | 146 | 110 | 143 |
| 6 Dec | 3866.70 | 333.75 | -5.95 | 29.65 | 8 | 3 | 34 |
| 5 Dec | 3831.55 | 339.7 | -156.00 | - | 3 | 0 | 29 |
| 4 Dec | 3789.90 | 495.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3787.05 | 495.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 2 Dec | 3704.05 | 495.7 | -9.35 | 45.70 | 3 | -1 | 29 |
| 29 Nov | 3724.80 | 505.05 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 3666.05 | 505.05 | 50.05 | 26.91 | 16 | 2 | 31 |
| 27 Nov | 3698.70 | 455 | -8.30 | - | 11 | 9 | 27 |
| 26 Nov | 3702.60 | 463.3 | 18.30 | - | 33 | 11 | 16 |
| 25 Nov | 3753.00 | 445 | 36.61 | 5 | 2 | 2 | |
For Larsen & Toubro Ltd. - strike price 4200 expiring on 26DEC2024
Delta for 4200 PE is -
Historical price for 4200 PE is as follows
On 20 Dec LT was trading at 3629.85. The strike last trading price was 513, which was 28.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 19 Dec LT was trading at 3716.35. The strike last trading price was 484.25, which was 49.95 higher than the previous day. The implied volatity was 52.10, the open interest changed by -1 which decreased total open position to 150
On 18 Dec LT was trading at 3758.15. The strike last trading price was 434.3, which was 54.40 higher than the previous day. The implied volatity was 41.67, the open interest changed by 2 which increased total open position to 151
On 17 Dec LT was trading at 3807.20. The strike last trading price was 379.9, which was 67.10 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 150
On 16 Dec LT was trading at 3877.85. The strike last trading price was 312.8, which was 2.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 154
On 13 Dec LT was trading at 3887.00. The strike last trading price was 310, which was -26.70 lower than the previous day. The implied volatity was 32.61, the open interest changed by -1 which decreased total open position to 154
On 12 Dec LT was trading at 3859.90. The strike last trading price was 336.7, which was 56.70 higher than the previous day. The implied volatity was 34.58, the open interest changed by -4 which decreased total open position to 156
On 11 Dec LT was trading at 3916.75. The strike last trading price was 280, which was -6.55 lower than the previous day. The implied volatity was 25.94, the open interest changed by 6 which increased total open position to 159
On 10 Dec LT was trading at 3923.15. The strike last trading price was 286.55, which was 33.20 higher than the previous day. The implied volatity was 33.45, the open interest changed by 5 which increased total open position to 153
On 9 Dec LT was trading at 3947.30. The strike last trading price was 253.35, which was -80.40 lower than the previous day. The implied volatity was 29.61, the open interest changed by 110 which increased total open position to 143
On 6 Dec LT was trading at 3866.70. The strike last trading price was 333.75, which was -5.95 lower than the previous day. The implied volatity was 29.65, the open interest changed by 3 which increased total open position to 34
On 5 Dec LT was trading at 3831.55. The strike last trading price was 339.7, which was -156.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29
On 4 Dec LT was trading at 3789.90. The strike last trading price was 495.7, 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 495.7, 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 2 Dec LT was trading at 3704.05. The strike last trading price was 495.7, which was -9.35 lower than the previous day. The implied volatity was 45.70, the open interest changed by -1 which decreased total open position to 29
On 29 Nov LT was trading at 3724.80. The strike last trading price was 505.05, 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 505.05, which was 50.05 higher than the previous day. The implied volatity was 26.91, the open interest changed by 2 which increased total open position to 31
On 27 Nov LT was trading at 3698.70. The strike last trading price was 455, which was -8.30 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 27
On 26 Nov LT was trading at 3702.60. The strike last trading price was 463.3, which was 18.30 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 16
On 25 Nov LT was trading at 3753.00. The strike last trading price was 445, which was lower than the previous day. The implied volatity was 36.61, the open interest changed by 2 which increased total open position to 2
