LT
Larsen & Toubro Ltd.
3629.5
-10.25 (-0.28%)
Option Chain for LT
26 Dec 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | 776.10 | 0.00 | 3000 | -0.05 | 0.05 | - | 1 | 0 | 46 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 3050 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -6 | 0 | 0.00 | 560.00 | 0.00 | 3100 | -0.05 | 0.15 | - | 57 | -2 | 245 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 529.15 | 0.00 | 3150 | 0.00 | 18.05 | 0.00 | 0 | 0 | 1 | 0.00 |
| - | 32 | -2 | 3 | - | 433.95 | -9.05 | 3200 | 0.00 | 0.10 | 0.00 | 0 | -41 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 445.15 | 0.00 | 3250 | 0.00 | 36.75 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 330.00 | 0.00 | 3300 | -0.05 | 0.05 | - | 27 | -19 | 656 | - |
| - | 0 | 0 | 0 | - | 367.55 | 0.00 | 3350 | -0.05 | 0.05 | - | 2 | -1 | 165 | - |
| - | 49 | 0 | 3 | - | 212.55 | -33.45 | 3400 | -0.10 | 0.05 | - | 73 | -49 | 863 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 211.00 | 0.00 | 3450 | -0.15 | 0.10 | - | 70 | -42 | 285 | - |
| - | 159 | -21 | 74 | - | 124.15 | -17.30 | 3500 | -0.25 | 0.05 | - | 253 | -119 | 1,178 | - |
| - | 138 | -23 | 51 | - | 81.05 | -5.25 | 3550 | -0.80 | 0.05 | - | 301 | -110 | 367 | - |
| - | 424 | -188 | 488 | - | 24.00 | -16.00 | 3600 | -4.80 | 0.05 | - | 1,365 | -486 | 615 | - |
| - | 960 | -454 | 2,519 | - | 0.05 | -10.25 | 3650 | 4.15 | 26.00 | - | 1,028 | -227 | 462 | - |
| - | 1,340 | -832 | 3,128 | - | 0.05 | -2.95 | 3700 | 10.30 | 80.00 | - | 904 | -416 | 872 | - |
| - | 3,112 | -215 | 1,023 | - | 0.05 | -0.65 | 3750 | 24.30 | 137.60 | - | 425 | -263 | 489 | - |
| - | 3,979 | -355 | 892 | - | 0.05 | -0.15 | 3800 | 31.70 | 187.85 | - | 648 | -405 | 950 | - |
| - | 3,503 | -31 | 210 | - | 0.05 | -0.05 | 3850 | 18.65 | 230.00 | - | 244 | -28 | 466 | - |
| - | 4,574 | -284 | 370 | - | 0.05 | -0.05 | 3900 | 23.45 | 278.50 | - | 214 | -112 | 541 | - |
| - | 2,632 | -141 | 165 | - | 0.05 | -0.15 | 3950 | 14.85 | 328.00 | - | 66 | -19 | 258 | - |
| - | 4,975 | -88 | 145 | - | 0.05 | -0.10 | 4000 | 15.50 | 378.00 | - | 85 | -28 | 404 | - |
| - | 1,044 | -11 | 16 | - | 0.05 | 0.00 | 4050 | -18.25 | 401.75 | - | 2 | 0 | 62 | - |
| - | 944 | -49 | 82 | - | 0.05 | 0.00 | 4100 | 16.80 | 476.80 | - | 61 | -31 | 82 | - |
| - | 352 | -96 | 114 | - | 0.05 | -0.05 | 4150 | 0.00 | 519.90 | - | 0 | 0 | 0 | - |
|
|
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| - | 732 | -76 | 173 | - | 0.05 | -0.10 | 4200 | 19.00 | 579.00 | - | 81 | -5 | 128 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.45 | 0.00 | 4250 | 0.00 | 592.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 687 | -119 | 145 | - | 0.05 | -0.05 | 4300 | 0.00 | 545.65 | 30.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 4350 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 354 | -46 | 88 | - | 0.05 | -0.05 | 4400 | 0.00 | 625.15 | 30.00 | 0 | 0 | 0 | 0.00 |
| 29,990 | 9,135 | |||||||||||||
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.
