LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3450 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 | 249.95 | -2.25 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3686.00 | 249.95 | -2.25 | 0.00 | 0 | -21 | 0 | |||||||||
| 14 Sept | 3579.80 | 149.2 | 30.45 | 12.78 | 337 | -3 | 203 | |||||||||
For Larsen & Toubro Ltd. - strike price 3450 expiring on 30SEP2025
Delta for 3450 CE is 0.00
Historical price for 3450 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 249.95, which was -2.25 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 249.95, which was -2.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by -21 which decreased total open position to 0
On 14 Sept LT was trading at 3579.80. The strike last trading price was 149.2, which was 30.45 higher than the previous day. The implied volatity was 12.78, the open interest changed by -3 which decreased total open position to 203
| LT 30SEP2025 3450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.49
Theta: -0.45
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 1.95 | 0.05 | 21.99 | 173 | -85 | 895 |
| 18 Sept | 3686.00 | 1.85 | -0.05 | 20.99 | 70 | -22 | 981 |
| 14 Sept | 3579.80 | 8.15 | -6.7 | 16.47 | 2,287 | 35 | 1,084 |
For Larsen & Toubro Ltd. - strike price 3450 expiring on 30SEP2025
Delta for 3450 PE is -0.03
Historical price for 3450 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1.95, which was 0.05 higher than the previous day. The implied volatity was 21.99, the open interest changed by -85 which decreased total open position to 895
On 18 Sept LT was trading at 3686.00. The strike last trading price was 1.85, which was -0.05 lower than the previous day. The implied volatity was 20.99, the open interest changed by -22 which decreased total open position to 981
On 14 Sept LT was trading at 3579.80. The strike last trading price was 8.15, which was -6.7 lower than the previous day. The implied volatity was 16.47, the open interest changed by 35 which increased total open position to 1084
