LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
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| 21 Sept | 3675.40 | 362.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3686.00 | 362.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3579.80 | 362.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3200 expiring on 30SEP2025
Delta for 3200 CE is 0.00
Historical price for 3200 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 362.25, 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 18 Sept LT was trading at 3686.00. The strike last trading price was 362.25, 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 362.25, 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
| LT 30SEP2025 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.09
Theta: -0.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 0.3 | -0.1 | 32.04 | 40 | 0 | 404 |
| 18 Sept | 3686.00 | 0.4 | -0.1 | 31.89 | 9 | -1 | 404 |
| 14 Sept | 3579.80 | 0.55 | -0.2 | 22.50 | 28 | 0 | 412 |
For Larsen & Toubro Ltd. - strike price 3200 expiring on 30SEP2025
Delta for 3200 PE is -0.00
Historical price for 3200 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 32.04, the open interest changed by 0 which decreased total open position to 404
On 18 Sept LT was trading at 3686.00. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 31.89, the open interest changed by -1 which decreased total open position to 404
On 14 Sept LT was trading at 3579.80. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 412
