LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
| 21 Sept | 3675.40 | 405.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 3686.00 | 405.2 | 0 | 0.00 | 0 | -1 | 0 | |||||||||
| 14 Sept | 3579.80 | 289.7 | 35.55 | - | 13 | -5 | 51 | |||||||||
For Larsen & Toubro Ltd. - strike price 3300 expiring on 30SEP2025
Delta for 3300 CE is 0.00
Historical price for 3300 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 405.2, 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 405.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 14 Sept LT was trading at 3579.80. The strike last trading price was 289.7, which was 35.55 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 51
| LT 30SEP2025 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.23
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 1 | 0.25 | 30.17 | 19 | -7 | 483 |
| 18 Sept | 3686.00 | 0.7 | -0.2 | 27.63 | 20 | -9 | 493 |
| 14 Sept | 3579.80 | 1.95 | -1.4 | 20.85 | 819 | 6 | 564 |
For Larsen & Toubro Ltd. - strike price 3300 expiring on 30SEP2025
Delta for 3300 PE is -0.01
Historical price for 3300 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 30.17, the open interest changed by -7 which decreased total open position to 483
On 18 Sept LT was trading at 3686.00. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 27.63, the open interest changed by -9 which decreased total open position to 493
On 14 Sept LT was trading at 3579.80. The strike last trading price was 1.95, which was -1.4 lower than the previous day. The implied volatity was 20.85, the open interest changed by 6 which increased total open position to 564
