LT
Larsen & Toubro Ltd.
Historical option data for LT
28 Sep 2025 10:07 PM IST
| LT 28-OCT-2025 3250 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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| 28 Sept | 3729.50 | 388.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 3675.40 | 388.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3579.80 | 388.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3250 expiring on 28OCT2025
Delta for 3250 CE is -
Historical price for 3250 CE is as follows
On 28 Sept LT was trading at 3729.50. The strike last trading price was 388.95, 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 21 Sept LT was trading at 3675.40. The strike last trading price was 388.95, 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 388.95, 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 28OCT2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.68
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3729.50 | 3.1 | -42.8 | 26.77 | 19 | 14 | 14 |
| 21 Sept | 3675.40 | 45.9 | 0 | 9.91 | 0 | 0 | 0 |
| 14 Sept | 3579.80 | 45.9 | 0 | 7.64 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3250 expiring on 28OCT2025
Delta for 3250 PE is -0.03
Historical price for 3250 PE is as follows
On 28 Sept LT was trading at 3729.50. The strike last trading price was 3.1, which was -42.8 lower than the previous day. The implied volatity was 26.77, the open interest changed by 14 which increased total open position to 14
On 21 Sept LT was trading at 3675.40. The strike last trading price was 45.9, which was 0 lower than the previous day. The implied volatity was 9.91, 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 45.9, which was 0 lower than the previous day. The implied volatity was 7.64, the open interest changed by 0 which decreased total open position to 0
