LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 191 | -9.2 | - | 80 | -22 | 241 | |||||||||
| 18 Sept | 3686.00 | 201 | -1.85 | 20.92 | 96 | -22 | 264 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 3579.80 | 104 | 23.7 | 12.10 | 2,084 | -342 | 434 | |||||||||
| 17 Aug | 3677.00 | 233.6 | -23.3 | 16.55 | 1 | 1 | 32 | |||||||||
For Larsen & Toubro Ltd. - strike price 3500 expiring on 30SEP2025
Delta for 3500 CE is -
Historical price for 3500 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 191, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 241
On 18 Sept LT was trading at 3686.00. The strike last trading price was 201, which was -1.85 lower than the previous day. The implied volatity was 20.92, the open interest changed by -22 which decreased total open position to 264
On 14 Sept LT was trading at 3579.80. The strike last trading price was 104, which was 23.7 higher than the previous day. The implied volatity was 12.10, the open interest changed by -342 which decreased total open position to 434
On 17 Aug LT was trading at 3677.00. The strike last trading price was 233.6, which was -23.3 lower than the previous day. The implied volatity was 16.55, the open interest changed by 1 which increased total open position to 32
| LT 30SEP2025 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.59
Theta: -0.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 2.15 | -0.5 | 18.48 | 633 | -152 | 1,872 |
| 18 Sept | 3686.00 | 2.65 | -0.25 | 18.60 | 921 | -125 | 2,022 |
| 14 Sept | 3579.80 | 14.85 | -12.5 | 15.52 | 4,690 | -626 | 2,313 |
| 17 Aug | 3677.00 | 26.35 | 3.65 | 19.48 | 80 | 43 | 579 |
For Larsen & Toubro Ltd. - strike price 3500 expiring on 30SEP2025
Delta for 3500 PE is -0.04
Historical price for 3500 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 18.48, the open interest changed by -152 which decreased total open position to 1872
On 18 Sept LT was trading at 3686.00. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 18.60, the open interest changed by -125 which decreased total open position to 2022
On 14 Sept LT was trading at 3579.80. The strike last trading price was 14.85, which was -12.5 lower than the previous day. The implied volatity was 15.52, the open interest changed by -626 which decreased total open position to 2313
On 17 Aug LT was trading at 3677.00. The strike last trading price was 26.35, which was 3.65 higher than the previous day. The implied volatity was 19.48, the open interest changed by 43 which increased total open position to 579
