LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3675.40 | 642.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 3686.00 | 642.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3579.80 | 642.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3100 expiring on 30SEP2025
Delta for 3100 CE is -
Historical price for 3100 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 642.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Sept LT was trading at 3686.00. The strike last trading price was 642.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LT was trading at 3579.80. The strike last trading price was 642.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.11
Theta: -0.19
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 0.5 | 0 | 40.59 | 2 | 1 | 142 |
| 18 Sept | 3686.00 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3579.80 | 0.85 | -0.6 | 29.40 | 36 | 22 | 87 |
For Larsen & Toubro Ltd. - strike price 3100 expiring on 30SEP2025
Delta for 3100 PE is -0.01
Historical price for 3100 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 40.59, the open interest changed by 1 which increased total open position to 142
On 18 Sept LT was trading at 3686.00. The strike last trading price was 0.5, which was 0 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 14 Sept LT was trading at 3579.80. The strike last trading price was 0.85, which was -0.6 lower than the previous day. The implied volatity was 29.40, the open interest changed by 22 which increased total open position to 87
