LT
Larsen & Toubro Ltd.
3548.9
0.95 (0.03%)
Option Chain for LT
14 Nov 2024 09:21 AM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 150 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 542.00 | 0.00 | 3100 | 0.10 | 2.35 | 35.35 | 6 | 0 | 703 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 666.45 | 0.00 | 3150 | 0.55 | 2.75 | 32.68 | 36 | 5 | 279 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 390.00 | 0.00 | 3200 | 0.30 | 3.25 | 29.92 | 27 | 2 | 867 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 392.00 | 0.00 | 3250 | 0.70 | 4.60 | 28.11 | 63 | -9 | 383 | -0.05 |
0.00 | 0 | -6 | 0 | 0.00 | 269.95 | 0.00 | 3300 | 1.15 | 6.35 | 26.05 | 198 | -28 | 1,697 | -0.08 |
0.89 | 147 | 0 | 1 | 24.36 | 206.85 | -8.30 | 3350 | 1.70 | 9.05 | 24.06 | 156 | 37 | 766 | -0.11 |
0.86 | 596 | 0 | 3 | 20.65 | 158.00 | -19.25 | 3400 | 2.75 | 14.05 | 22.58 | 215 | -12 | 2,267 | -0.16 |
0.75 | 288 | 2 | 7 | 21.37 | 120.15 | -8.85 | 3450 | 3.90 | 22.45 | 21.38 | 155 | -13 | 765 | -0.25 |
0.64 | 794 | 26 | 263 | 19.64 | 81.40 | -9.50 | 3500 | 5.85 | 36.15 | 20.52 | 747 | 90 | 2,113 | -0.36 |
0.50 | 1,847 | 2 | 338 | 18.90 | 51.55 | -7.30 | 3550 | 8.70 | 56.20 | 19.76 | 182 | -26 | 1,480 | -0.50 |
0.35 | 6,910 | 5 | 620 | 18.64 | 30.55 | -5.00 | 3600 | 11.10 | 84.80 | 19.56 | 206 | 1 | 3,319 | -0.64 |
0.23 | 4,822 | 35 | 358 | 18.98 | 17.40 | -2.95 | 3650 | 18.45 | 120.95 | 19.94 | 25 | -1 | 1,103 | -0.76 |
0.14 | 9,027 | 28 | 467 | 19.45 | 9.65 | -1.60 | 3700 | 26.80 | 166.85 | 22.69 | 6 | 3 | 1,111 | -0.82 |
0.09 | 2,304 | 52 | 416 | 20.47 | 5.75 | -0.85 | 3750 | 9.60 | 189.95 | - | 1 | 0 | 217 | - |
0.06 | 4,305 | 4 | 225 | 22.09 | 3.95 | -0.55 | 3800 | 14.10 | 259.10 | 25.92 | 2 | 0 | 703 | -0.91 |
0.04 | 826 | -3 | 49 | 23.57 | 2.70 | -0.55 | 3850 | 0.00 | 277.00 | 0.00 | 0 | -5 | 0 | 0.00 |
0.03 | 1,596 | 39 | 183 | 25.23 | 2.05 | -0.30 | 3900 | 0.00 | 336.00 | 0.00 | 0 | -1 | 0 | 0.00 |
0.03 | 408 | 0 | 6 | 27.51 | 1.85 | -0.10 | 3950 | 0.00 | 369.95 | 0.00 | 0 | 0 | 0 | 0.00 |
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0.02 | 1,897 | 0 | 12 | 29.54 | 1.60 | -0.15 | 4000 | 0.00 | 435.25 | 0.00 | 0 | -74 | 0 | 0.00 |
0.02 | 746 | 0 | 2 | 32.20 | 1.65 | 0.05 | 4050 | 0.00 | 343.35 | 0.00 | 0 | 0 | 0 | 0.00 |
36,513 | 17,773 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.