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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 4250 CE
Delta: 0.01
Vega: 0.08
Theta: -0.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3629.85 0.45 -0.75 48.20 1 0 41
19 Dec 3716.35 1.2 -0.25 43.83 32 0 41
18 Dec 3758.15 1.45 -0.15 38.55 44 -5 41
17 Dec 3807.20 1.6 -0.15 33.83 50 1 47
16 Dec 3877.85 1.75 -0.40 27.82 191 15 47
13 Dec 3887.00 2.15 -0.40 24.02 141 10 32
12 Dec 3859.90 2.55 -23.85 25.34 64 21 21
11 Dec 3916.75 26.4 0.00 9.79 0 0 0
10 Dec 3923.15 26.4 26.40 9.44 0 0 0
9 Dec 3947.30 0 0.00 0.00 0 0 0
6 Dec 3866.70 0 0.00 0.00 0 0 0
5 Dec 3831.55 0 0.00 0.00 0 0 0
4 Dec 3789.90 0 0.00 0.00 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 0 0


For Larsen & Toubro Ltd. - strike price 4250 expiring on 26DEC2024

Delta for 4250 CE is 0.01

Historical price for 4250 CE is as follows

On 20 Dec LT was trading at 3629.85. The strike last trading price was 0.45, which was -0.75 lower than the previous day. The implied volatity was 48.20, the open interest changed by 0 which decreased total open position to 41


On 19 Dec LT was trading at 3716.35. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 43.83, the open interest changed by 0 which decreased total open position to 41


On 18 Dec LT was trading at 3758.15. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 38.55, the open interest changed by -5 which decreased total open position to 41


On 17 Dec LT was trading at 3807.20. The strike last trading price was 1.6, which was -0.15 lower than the previous day. The implied volatity was 33.83, the open interest changed by 1 which increased total open position to 47


On 16 Dec LT was trading at 3877.85. The strike last trading price was 1.75, which was -0.40 lower than the previous day. The implied volatity was 27.82, the open interest changed by 15 which increased total open position to 47


On 13 Dec LT was trading at 3887.00. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 24.02, the open interest changed by 10 which increased total open position to 32


On 12 Dec LT was trading at 3859.90. The strike last trading price was 2.55, which was -23.85 lower than the previous day. The implied volatity was 25.34, the open interest changed by 21 which increased total open position to 21


On 11 Dec LT was trading at 3916.75. The strike last trading price was 26.4, which was 0.00 lower than the previous day. The implied volatity was 9.79, 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 26.4, which was 26.40 higher than the previous day. The implied volatity was 9.44, 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 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 6 Dec LT was trading at 3866.70. 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 5 Dec LT was trading at 3831.55. 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 4 Dec LT was trading at 3789.90. 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 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 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 4250 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 3629.85 606.85 0.00 - 0 0 0
19 Dec 3716.35 606.85 0.00 - 0 0 0
18 Dec 3758.15 606.85 0.00 - 0 0 0
17 Dec 3807.20 606.85 0.00 - 0 0 0
16 Dec 3877.85 606.85 0.00 - 0 0 0
13 Dec 3887.00 606.85 0.00 - 0 0 0
12 Dec 3859.90 606.85 0.00 - 0 0 0
11 Dec 3916.75 606.85 0.00 - 0 0 0
10 Dec 3923.15 606.85 606.85 - 0 0 0
9 Dec 3947.30 0 0.00 0.00 0 0 0
6 Dec 3866.70 0 0.00 0.00 0 0 0
5 Dec 3831.55 0 0.00 0.00 0 0 0
4 Dec 3789.90 0 0.00 0.00 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 0 0


For Larsen & Toubro Ltd. - strike price 4250 expiring on 26DEC2024

Delta for 4250 PE is -

Historical price for 4250 PE is as follows

On 20 Dec LT was trading at 3629.85. The strike last trading price was 606.85, 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 606.85, 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 606.85, 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 606.85, 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 606.85, 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 606.85, 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 606.85, 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 606.85, 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 606.85, which was 606.85 higher 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 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 6 Dec LT was trading at 3866.70. 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 5 Dec LT was trading at 3831.55. 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 4 Dec LT was trading at 3789.90. 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 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0