LTTS
L&t Technology Ser. Ltd.
Historical option data for LTTS
02 Jan 2025 04:12 PM IST
| LTTS 30JAN2025 4450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 2.88
Theta: -2.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 4795.95 | 407.7 | 61.35 | 28.08 | 21 | 7 | 12 | |||
| 1 Jan | 4698.10 | 346.35 | -541.75 | 32.27 | 5 | 4 | 4 | |||
| 31 Dec | 4737.40 | 888.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Dec | 4754.50 | 888.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Dec | 4692.30 | 888.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Dec | 4668.05 | 888.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Dec | 4729.55 | 888.1 | - | 0 | 0 | 0 | ||||
For L&T Technology Ser. Ltd. - strike price 4450 expiring on 30JAN2025
Delta for 4450 CE is 0.87
Historical price for 4450 CE is as follows
On 2 Jan LTTS was trading at 4795.95. The strike last trading price was 407.7, which was 61.35 higher than the previous day. The implied volatity was 28.08, the open interest changed by 7 which increased total open position to 12
On 1 Jan LTTS was trading at 4698.10. The strike last trading price was 346.35, which was -541.75 lower than the previous day. The implied volatity was 32.27, the open interest changed by 4 which increased total open position to 4
On 31 Dec LTTS was trading at 4737.40. The strike last trading price was 888.1, 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 30 Dec LTTS was trading at 4754.50. The strike last trading price was 888.1, 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 27 Dec LTTS was trading at 4692.30. The strike last trading price was 888.1, 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 26 Dec LTTS was trading at 4668.05. The strike last trading price was 888.1, 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 24 Dec LTTS was trading at 4729.55. The strike last trading price was 888.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LTTS 30JAN2025 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 3.35
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 4795.95 | 41.1 | -18.95 | 32.81 | 26 | 9 | 34 |
| 1 Jan | 4698.10 | 60.05 | 13.60 | 32.20 | 63 | 1 | 24 |
| 31 Dec | 4737.40 | 46.45 | -6.55 | 29.91 | 12 | 3 | 22 |
| 30 Dec | 4754.50 | 53 | -0.45 | 32.56 | 2 | 0 | 18 |
| 27 Dec | 4692.30 | 53.45 | 20.75 | 27.98 | 44 | 14 | 14 |
| 26 Dec | 4668.05 | 32.7 | 0.00 | 4.73 | 0 | 0 | 0 |
| 24 Dec | 4729.55 | 32.7 | 5.55 | 0 | 0 | 0 | |
For L&T Technology Ser. Ltd. - strike price 4450 expiring on 30JAN2025
Delta for 4450 PE is -0.17
Historical price for 4450 PE is as follows
On 2 Jan LTTS was trading at 4795.95. The strike last trading price was 41.1, which was -18.95 lower than the previous day. The implied volatity was 32.81, the open interest changed by 9 which increased total open position to 34
On 1 Jan LTTS was trading at 4698.10. The strike last trading price was 60.05, which was 13.60 higher than the previous day. The implied volatity was 32.20, the open interest changed by 1 which increased total open position to 24
On 31 Dec LTTS was trading at 4737.40. The strike last trading price was 46.45, which was -6.55 lower than the previous day. The implied volatity was 29.91, the open interest changed by 3 which increased total open position to 22
On 30 Dec LTTS was trading at 4754.50. The strike last trading price was 53, which was -0.45 lower than the previous day. The implied volatity was 32.56, the open interest changed by 0 which decreased total open position to 18
On 27 Dec LTTS was trading at 4692.30. The strike last trading price was 53.45, which was 20.75 higher than the previous day. The implied volatity was 27.98, the open interest changed by 14 which increased total open position to 14
On 26 Dec LTTS was trading at 4668.05. The strike last trading price was 32.7, which was 0.00 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 24 Dec LTTS was trading at 4729.55. The strike last trading price was 32.7, which was lower than the previous day. The implied volatity was 5.55, the open interest changed by 0 which decreased total open position to 0
