LTTS
L&T Technology Ser. Ltd.
Historical option data for LTTS
03 Dec 2024 04:12 PM IST
| LTTS 26DEC2024 4600 CE | ||||||||||
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Delta: 0.95
Vega: 1.43
Theta: -2.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 5316.55 | 754.6 | -239.80 | 38.09 | 1 | 0 | 0 | |||
| 2 Dec | 5276.90 | 994.4 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 5285.20 | 994.4 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 5249.65 | 994.4 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5489.70 | 994.4 | 994.40 | - | 0 | 0 | 0 | |||
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| 31 Oct | 4945.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 5071.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 5099.95 | 0 | - | 0 | 0 | 0 | ||||
For L&T Technology Ser. Ltd. - strike price 4600 expiring on 26DEC2024
Delta for 4600 CE is 0.95
Historical price for 4600 CE is as follows
On 3 Dec LTTS was trading at 5316.55. The strike last trading price was 754.6, which was -239.80 lower than the previous day. The implied volatity was 38.09, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LTTS was trading at 5276.90. The strike last trading price was 994.4, 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 29 Nov LTTS was trading at 5285.20. The strike last trading price was 994.4, 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 28 Nov LTTS was trading at 5249.65. The strike last trading price was 994.4, 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 Nov LTTS was trading at 5489.70. The strike last trading price was 994.4, which was 994.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTTS was trading at 4945.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LTTS was trading at 5071.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LTTS was trading at 5099.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| LTTS 26DEC2024 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.97
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 5316.55 | 5.8 | -0.60 | 33.24 | 6 | 0 | 48 |
| 2 Dec | 5276.90 | 6.4 | -1.70 | 31.98 | 10 | -1 | 49 |
| 29 Nov | 5285.20 | 8.1 | -15.90 | 31.76 | 36 | 22 | 44 |
| 28 Nov | 5249.65 | 24 | -27.50 | 38.62 | 28 | 15 | 15 |
| 26 Nov | 5489.70 | 51.5 | 0.00 | 15.71 | 0 | 0 | 0 |
| 31 Oct | 4945.85 | 51.5 | 51.50 | - | 0 | 0 | 0 |
| 4 Oct | 5071.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 5099.95 | 0 | - | 0 | 0 | 0 | |
For L&T Technology Ser. Ltd. - strike price 4600 expiring on 26DEC2024
Delta for 4600 PE is -0.03
Historical price for 4600 PE is as follows
On 3 Dec LTTS was trading at 5316.55. The strike last trading price was 5.8, which was -0.60 lower than the previous day. The implied volatity was 33.24, the open interest changed by 0 which decreased total open position to 48
On 2 Dec LTTS was trading at 5276.90. The strike last trading price was 6.4, which was -1.70 lower than the previous day. The implied volatity was 31.98, the open interest changed by -1 which decreased total open position to 49
On 29 Nov LTTS was trading at 5285.20. The strike last trading price was 8.1, which was -15.90 lower than the previous day. The implied volatity was 31.76, the open interest changed by 22 which increased total open position to 44
On 28 Nov LTTS was trading at 5249.65. The strike last trading price was 24, which was -27.50 lower than the previous day. The implied volatity was 38.62, the open interest changed by 15 which increased total open position to 15
On 26 Nov LTTS was trading at 5489.70. The strike last trading price was 51.5, which was 0.00 lower than the previous day. The implied volatity was 15.71, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LTTS was trading at 4945.85. The strike last trading price was 51.5, which was 51.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct LTTS was trading at 5071.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct LTTS was trading at 5099.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
