LTTS
L&t Technology Ser. Ltd.
Historical option data for LTTS
02 Jan 2025 04:12 PM IST
| LTTS 30JAN2025 4850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.50
Vega: 5.30
Theta: -3.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 4795.95 | 135.95 | 27.90 | 27.05 | 79 | -13 | 78 | |||
| 1 Jan | 4698.10 | 108.05 | -7.95 | 29.48 | 76 | 36 | 106 | |||
| 31 Dec | 4737.40 | 116 | 17.95 | 28.02 | 104 | 58 | 65 | |||
| 30 Dec | 4754.50 | 98.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 27 Dec | 4692.30 | 98.05 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 26 Dec | 4668.05 | 98.05 | -27.95 | 27.06 | 3 | -1 | 5 | |||
| 24 Dec | 4729.55 | 126 | -442.65 | 26.95 | 6 | 3 | 3 | |||
| 23 Dec | 4745.05 | 568.65 | 0.00 | 1.21 | 0 | 0 | 0 | |||
| 20 Dec | 4828.50 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 5094.05 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 5175.05 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 5232.40 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 5397.00 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 5422.80 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 5370.10 | 568.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 5336.40 | 568.65 | - | 0 | 0 | 0 | ||||
For L&T Technology Ser. Ltd. - strike price 4850 expiring on 30JAN2025
Delta for 4850 CE is 0.50
Historical price for 4850 CE is as follows
On 2 Jan LTTS was trading at 4795.95. The strike last trading price was 135.95, which was 27.90 higher than the previous day. The implied volatity was 27.05, the open interest changed by -13 which decreased total open position to 78
On 1 Jan LTTS was trading at 4698.10. The strike last trading price was 108.05, which was -7.95 lower than the previous day. The implied volatity was 29.48, the open interest changed by 36 which increased total open position to 106
On 31 Dec LTTS was trading at 4737.40. The strike last trading price was 116, which was 17.95 higher than the previous day. The implied volatity was 28.02, the open interest changed by 58 which increased total open position to 65
On 30 Dec LTTS was trading at 4754.50. The strike last trading price was 98.05, 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 Dec LTTS was trading at 4692.30. The strike last trading price was 98.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Dec LTTS was trading at 4668.05. The strike last trading price was 98.05, which was -27.95 lower than the previous day. The implied volatity was 27.06, the open interest changed by -1 which decreased total open position to 5
On 24 Dec LTTS was trading at 4729.55. The strike last trading price was 126, which was -442.65 lower than the previous day. The implied volatity was 26.95, the open interest changed by 3 which increased total open position to 3
On 23 Dec LTTS was trading at 4745.05. The strike last trading price was 568.65, which was 0.00 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0
On 20 Dec LTTS was trading at 4828.50. The strike last trading price was 568.65, 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 LTTS was trading at 5094.05. The strike last trading price was 568.65, 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 LTTS was trading at 5175.05. The strike last trading price was 568.65, 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 LTTS was trading at 5232.40. The strike last trading price was 568.65, 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 LTTS was trading at 5397.00. The strike last trading price was 568.65, 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 LTTS was trading at 5422.80. The strike last trading price was 568.65, 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 LTTS was trading at 5370.10. The strike last trading price was 568.65, 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 5 Dec LTTS was trading at 5336.40. The strike last trading price was 568.65, 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 4850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 5.30
Theta: -2.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 4795.95 | 201.15 | -36.00 | 36.42 | 5 | 1 | 11 |
| 1 Jan | 4698.10 | 237.15 | 0.00 | 0.00 | 0 | 8 | 0 |
| 31 Dec | 4737.40 | 237.15 | 44.60 | 35.64 | 24 | 8 | 10 |
| 30 Dec | 4754.50 | 192.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Dec | 4692.30 | 192.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Dec | 4668.05 | 192.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 24 Dec | 4729.55 | 192.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 23 Dec | 4745.05 | 192.55 | 82.55 | 27.01 | 1 | 0 | 1 |
| 20 Dec | 4828.50 | 110 | 1.70 | 19.64 | 1 | 0 | 0 |
| 19 Dec | 5094.05 | 108.3 | 0.00 | 4.53 | 0 | 0 | 0 |
| 18 Dec | 5175.05 | 108.3 | 0.00 | 5.99 | 0 | 0 | 0 |
| 17 Dec | 5232.40 | 108.3 | 0.00 | 6.43 | 0 | 0 | 0 |
| 13 Dec | 5397.00 | 108.3 | 0.00 | 8.22 | 0 | 0 | 0 |
| 12 Dec | 5422.80 | 108.3 | 0.00 | 8.34 | 0 | 0 | 0 |
| 11 Dec | 5370.10 | 108.3 | 0.00 | 7.52 | 0 | 0 | 0 |
| 5 Dec | 5336.40 | 108.3 | 6.42 | 0 | 0 | 0 | |
For L&T Technology Ser. Ltd. - strike price 4850 expiring on 30JAN2025
Delta for 4850 PE is -0.49
Historical price for 4850 PE is as follows
On 2 Jan LTTS was trading at 4795.95. The strike last trading price was 201.15, which was -36.00 lower than the previous day. The implied volatity was 36.42, the open interest changed by 1 which increased total open position to 11
On 1 Jan LTTS was trading at 4698.10. The strike last trading price was 237.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 31 Dec LTTS was trading at 4737.40. The strike last trading price was 237.15, which was 44.60 higher than the previous day. The implied volatity was 35.64, the open interest changed by 8 which increased total open position to 10
On 30 Dec LTTS was trading at 4754.50. The strike last trading price was 192.55, 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 Dec LTTS was trading at 4692.30. The strike last trading price was 192.55, 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 Dec LTTS was trading at 4668.05. The strike last trading price was 192.55, 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 24 Dec LTTS was trading at 4729.55. The strike last trading price was 192.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 23 Dec LTTS was trading at 4745.05. The strike last trading price was 192.55, which was 82.55 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 1
On 20 Dec LTTS was trading at 4828.50. The strike last trading price was 110, which was 1.70 higher than the previous day. The implied volatity was 19.64, the open interest changed by 0 which decreased total open position to 0
On 19 Dec LTTS was trading at 5094.05. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 4.53, the open interest changed by 0 which decreased total open position to 0
On 18 Dec LTTS was trading at 5175.05. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 17 Dec LTTS was trading at 5232.40. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0
On 13 Dec LTTS was trading at 5397.00. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LTTS was trading at 5422.80. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LTTS was trading at 5370.10. The strike last trading price was 108.3, which was 0.00 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LTTS was trading at 5336.40. The strike last trading price was 108.3, which was lower than the previous day. The implied volatity was 6.42, the open interest changed by 0 which decreased total open position to 0
