LTTS
L&T Technology Ser. Ltd.
Historical option data for LTTS
26 Dec 2024 04:12 PM IST
| LTTS 30JAN2025 5300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 3.07
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 26 Dec | 4668.05 | 29.5 | 1.00 | 32.54 | 1,237 | 439 | 574 | |||
| 24 Dec | 4729.55 | 28.5 | -8.50 | 28.87 | 69 | 33 | 137 | |||
| 23 Dec | 4745.05 | 37 | -26.00 | 29.67 | 75 | 18 | 104 | |||
| 20 Dec | 4828.50 | 63 | -44.00 | 30.72 | 103 | 58 | 86 | |||
| 19 Dec | 5094.05 | 107 | -43.00 | 24.65 | 19 | 14 | 28 | |||
| 18 Dec | 5175.05 | 150 | -32.25 | 25.22 | 19 | 12 | 13 | |||
| 17 Dec | 5232.40 | 182.25 | -36.90 | 25.45 | 1 | 0 | 0 | |||
| 16 Dec | 5360.60 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 5397.00 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 5422.80 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 5370.10 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 5368.95 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 5348.90 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 5318.75 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 5336.40 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 5300.85 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 5431.20 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 5489.70 | 219.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 5458.15 | 219.15 | 219.15 | - | 0 | 0 | 0 | |||
| 12 Nov | 5278.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 5111.05 | 0 | 0.00 | 0.89 | 0 | 0 | 0 | |||
| 7 Nov | 5143.10 | 0 | 0.00 | 0.45 | 0 | 0 | 0 | |||
| 6 Nov | 5198.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 4962.40 | 0 | 0.00 | 2.11 | 0 | 0 | 0 | |||
| 4 Nov | 4963.65 | 0 | 2.17 | 0 | 0 | 0 | ||||
For L&T Technology Ser. Ltd. - strike price 5300 expiring on 30JAN2025
Delta for 5300 CE is 0.13
Historical price for 5300 CE is as follows
On 26 Dec LTTS was trading at 4668.05. The strike last trading price was 29.5, which was 1.00 higher than the previous day. The implied volatity was 32.54, the open interest changed by 439 which increased total open position to 574
On 24 Dec LTTS was trading at 4729.55. The strike last trading price was 28.5, which was -8.50 lower than the previous day. The implied volatity was 28.87, the open interest changed by 33 which increased total open position to 137
On 23 Dec LTTS was trading at 4745.05. The strike last trading price was 37, which was -26.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by 18 which increased total open position to 104
On 20 Dec LTTS was trading at 4828.50. The strike last trading price was 63, which was -44.00 lower than the previous day. The implied volatity was 30.72, the open interest changed by 58 which increased total open position to 86
On 19 Dec LTTS was trading at 5094.05. The strike last trading price was 107, which was -43.00 lower than the previous day. The implied volatity was 24.65, the open interest changed by 14 which increased total open position to 28
On 18 Dec LTTS was trading at 5175.05. The strike last trading price was 150, which was -32.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by 12 which increased total open position to 13
On 17 Dec LTTS was trading at 5232.40. The strike last trading price was 182.25, which was -36.90 lower than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 0
On 16 Dec LTTS was trading at 5360.60. The strike last trading price was 219.15, 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 219.15, 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 219.15, 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 219.15, 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 10 Dec LTTS was trading at 5368.95. The strike last trading price was 219.15, 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 9 Dec LTTS was trading at 5348.90. The strike last trading price was 219.15, 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 6 Dec LTTS was trading at 5318.75. The strike last trading price was 219.15, 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 219.15, 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 4 Dec LTTS was trading at 5300.85. The strike last trading price was 219.15, 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 Nov LTTS was trading at 5431.20. The strike last trading price was 219.15, 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 219.15, 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 25 Nov LTTS was trading at 5458.15. The strike last trading price was 219.15, which was 219.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LTTS was trading at 5278.85. 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 0 which decreased total open position to 0
On 11 Nov LTTS was trading at 5111.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LTTS was trading at 5143.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LTTS was trading at 5198.70. 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 0 which decreased total open position to 0
On 5 Nov LTTS was trading at 4962.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LTTS was trading at 4963.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0
| LTTS 30JAN2025 5300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 3.05
Theta: -0.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 4668.05 | 614.45 | 69.90 | 32.39 | 24 | 10 | 79 |
| 24 Dec | 4729.55 | 544.55 | -0.10 | 25.73 | 16 | 1 | 67 |
| 23 Dec | 4745.05 | 544.65 | 24.65 | 32.61 | 12 | 1 | 59 |
| 20 Dec | 4828.50 | 520 | 253.50 | 39.50 | 9 | -3 | 59 |
| 19 Dec | 5094.05 | 266.5 | 41.50 | 25.89 | 47 | 10 | 62 |
| 18 Dec | 5175.05 | 225 | 44.95 | 26.93 | 8 | 4 | 53 |
| 17 Dec | 5232.40 | 180.05 | 55.00 | 24.53 | 31 | 24 | 49 |
| 16 Dec | 5360.60 | 125.05 | -4.95 | 24.36 | 10 | 8 | 25 |
| 13 Dec | 5397.00 | 130 | 10.00 | 26.16 | 4 | 0 | 15 |
| 12 Dec | 5422.80 | 120 | -35.00 | 25.63 | 1 | 0 | 14 |
| 11 Dec | 5370.10 | 155 | 14.00 | 27.97 | 2 | 0 | 16 |
| 10 Dec | 5368.95 | 141 | -49.00 | 25.64 | 10 | 5 | 16 |
| 9 Dec | 5348.90 | 190 | 0.00 | 31.41 | 1 | 0 | 11 |
| 6 Dec | 5318.75 | 190 | 10.00 | 27.54 | 8 | 5 | 10 |
| 5 Dec | 5336.40 | 180 | -20.00 | 28.68 | 2 | 0 | 3 |
| 4 Dec | 5300.85 | 200 | -278.00 | 28.57 | 2 | 0 | 1 |
| 27 Nov | 5431.20 | 478 | 0.00 | 2.50 | 0 | 0 | 0 |
| 26 Nov | 5489.70 | 478 | 0.00 | 3.02 | 0 | 0 | 0 |
| 25 Nov | 5458.15 | 478 | 478.00 | 2.75 | 0 | 0 | 0 |
| 12 Nov | 5278.85 | 0 | 0.00 | 1.15 | 0 | 0 | 0 |
| 11 Nov | 5111.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 5143.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 5198.70 | 0 | 0.00 | 0.48 | 0 | 0 | 0 |
| 5 Nov | 4962.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 4963.65 | 0 | - | 0 | 0 | 0 | |
For L&T Technology Ser. Ltd. - strike price 5300 expiring on 30JAN2025
Delta for 5300 PE is -0.87
Historical price for 5300 PE is as follows
On 26 Dec LTTS was trading at 4668.05. The strike last trading price was 614.45, which was 69.90 higher than the previous day. The implied volatity was 32.39, the open interest changed by 10 which increased total open position to 79
On 24 Dec LTTS was trading at 4729.55. The strike last trading price was 544.55, which was -0.10 lower than the previous day. The implied volatity was 25.73, the open interest changed by 1 which increased total open position to 67
On 23 Dec LTTS was trading at 4745.05. The strike last trading price was 544.65, which was 24.65 higher than the previous day. The implied volatity was 32.61, the open interest changed by 1 which increased total open position to 59
On 20 Dec LTTS was trading at 4828.50. The strike last trading price was 520, which was 253.50 higher than the previous day. The implied volatity was 39.50, the open interest changed by -3 which decreased total open position to 59
On 19 Dec LTTS was trading at 5094.05. The strike last trading price was 266.5, which was 41.50 higher than the previous day. The implied volatity was 25.89, the open interest changed by 10 which increased total open position to 62
On 18 Dec LTTS was trading at 5175.05. The strike last trading price was 225, which was 44.95 higher than the previous day. The implied volatity was 26.93, the open interest changed by 4 which increased total open position to 53
On 17 Dec LTTS was trading at 5232.40. The strike last trading price was 180.05, which was 55.00 higher than the previous day. The implied volatity was 24.53, the open interest changed by 24 which increased total open position to 49
On 16 Dec LTTS was trading at 5360.60. The strike last trading price was 125.05, which was -4.95 lower than the previous day. The implied volatity was 24.36, the open interest changed by 8 which increased total open position to 25
On 13 Dec LTTS was trading at 5397.00. The strike last trading price was 130, which was 10.00 higher than the previous day. The implied volatity was 26.16, the open interest changed by 0 which decreased total open position to 15
On 12 Dec LTTS was trading at 5422.80. The strike last trading price was 120, which was -35.00 lower than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 14
On 11 Dec LTTS was trading at 5370.10. The strike last trading price was 155, which was 14.00 higher than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 16
On 10 Dec LTTS was trading at 5368.95. The strike last trading price was 141, which was -49.00 lower than the previous day. The implied volatity was 25.64, the open interest changed by 5 which increased total open position to 16
On 9 Dec LTTS was trading at 5348.90. The strike last trading price was 190, which was 0.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 11
On 6 Dec LTTS was trading at 5318.75. The strike last trading price was 190, which was 10.00 higher than the previous day. The implied volatity was 27.54, the open interest changed by 5 which increased total open position to 10
On 5 Dec LTTS was trading at 5336.40. The strike last trading price was 180, which was -20.00 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 3
On 4 Dec LTTS was trading at 5300.85. The strike last trading price was 200, which was -278.00 lower than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 1
On 27 Nov LTTS was trading at 5431.20. The strike last trading price was 478, which was 0.00 lower than the previous day. The implied volatity was 2.50, 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 478, which was 0.00 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LTTS was trading at 5458.15. The strike last trading price was 478, which was 478.00 higher than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LTTS was trading at 5278.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LTTS was trading at 5111.05. 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 0 which decreased total open position to 0
On 7 Nov LTTS was trading at 5143.10. 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 0 which decreased total open position to 0
On 6 Nov LTTS was trading at 5198.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0
On 5 Nov LTTS was trading at 4962.40. 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 0 which decreased total open position to 0
On 4 Nov LTTS was trading at 4963.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
