LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 294 | -3.15 | - | 16 | 0 | 181 | |||||||||
| 18 Sept | 3686.00 | 297.15 | 3.15 | 22.27 | 6 | -3 | 180 | |||||||||
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| 14 Sept | 3579.80 | 194.4 | 32.3 | - | 133 | -10 | 217 | |||||||||
For Larsen & Toubro Ltd. - strike price 3400 expiring on 30SEP2025
Delta for 3400 CE is -
Historical price for 3400 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 294, which was -3.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 181
On 18 Sept LT was trading at 3686.00. The strike last trading price was 297.15, which was 3.15 higher than the previous day. The implied volatity was 22.27, the open interest changed by -3 which decreased total open position to 180
On 14 Sept LT was trading at 3579.80. The strike last trading price was 194.4, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 217
| LT 30SEP2025 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.40
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 1.7 | 0.2 | 25.21 | 178 | -29 | 831 |
| 18 Sept | 3686.00 | 1.45 | -0.1 | 23.64 | 153 | -16 | 857 |
| 14 Sept | 3579.80 | 4.7 | -3.4 | 17.71 | 966 | -20 | 1,050 |
For Larsen & Toubro Ltd. - strike price 3400 expiring on 30SEP2025
Delta for 3400 PE is -0.03
Historical price for 3400 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 25.21, the open interest changed by -29 which decreased total open position to 831
On 18 Sept LT was trading at 3686.00. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 23.64, the open interest changed by -16 which decreased total open position to 857
On 14 Sept LT was trading at 3579.80. The strike last trading price was 4.7, which was -3.4 lower than the previous day. The implied volatity was 17.71, the open interest changed by -20 which decreased total open position to 1050
