LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 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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| 21 Sept | 3675.40 | 455.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 3686.00 | 455.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 3579.80 | 455.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3250 expiring on 30SEP2025
Delta for 3250 CE is -
Historical price for 3250 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 455.95, 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 455.95, 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 455.95, 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 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.19
Theta: -0.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 0.8 | 0.25 | 32.51 | 10 | 0 | 252 |
| 18 Sept | 3686.00 | 0.55 | -0.25 | 29.94 | 6 | -5 | 252 |
| 14 Sept | 3579.80 | 1.3 | -0.55 | 22.41 | 156 | 5 | 284 |
For Larsen & Toubro Ltd. - strike price 3250 expiring on 30SEP2025
Delta for 3250 PE is -0.01
Historical price for 3250 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 0.8, which was 0.25 higher than the previous day. The implied volatity was 32.51, the open interest changed by 0 which decreased total open position to 252
On 18 Sept LT was trading at 3686.00. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 29.94, the open interest changed by -5 which decreased total open position to 252
On 14 Sept LT was trading at 3579.80. The strike last trading price was 1.3, which was -0.55 lower than the previous day. The implied volatity was 22.41, the open interest changed by 5 which increased total open position to 284
