LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3550 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 | 144 | -8.15 | - | 284 | 31 | 742 | |||||||||
| 18 Sept | 3686.00 | 152.4 | -3.2 | 17.76 | 380 | 3 | 714 | |||||||||
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| 14 Sept | 3579.80 | 67.7 | 17.15 | 12.76 | 4,826 | -639 | 1,050 | |||||||||
| 17 Aug | 3677.00 | 170 | -75.2 | 8.17 | 1 | 1 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3550 expiring on 30SEP2025
Delta for 3550 CE is -
Historical price for 3550 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 144, which was -8.15 lower than the previous day. The implied volatity was -, the open interest changed by 31 which increased total open position to 742
On 18 Sept LT was trading at 3686.00. The strike last trading price was 152.4, which was -3.2 lower than the previous day. The implied volatity was 17.76, the open interest changed by 3 which increased total open position to 714
On 14 Sept LT was trading at 3579.80. The strike last trading price was 67.7, which was 17.15 higher than the previous day. The implied volatity was 12.76, the open interest changed by -639 which decreased total open position to 1050
On 17 Aug LT was trading at 3677.00. The strike last trading price was 170, which was -75.2 lower than the previous day. The implied volatity was 8.17, the open interest changed by 1 which increased total open position to 0
| LT 30SEP2025 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.87
Theta: -0.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 3.25 | -0.95 | 15.89 | 1,674 | -249 | 1,382 |
| 18 Sept | 3686.00 | 4.15 | -0.7 | 16.31 | 1,319 | -49 | 1,636 |
| 14 Sept | 3579.80 | 27.8 | -18.95 | 15.08 | 4,214 | 250 | 1,829 |
| 17 Aug | 3677.00 | 122.7 | 0 | 3.41 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3550 expiring on 30SEP2025
Delta for 3550 PE is -0.07
Historical price for 3550 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 3.25, which was -0.95 lower than the previous day. The implied volatity was 15.89, the open interest changed by -249 which decreased total open position to 1382
On 18 Sept LT was trading at 3686.00. The strike last trading price was 4.15, which was -0.7 lower than the previous day. The implied volatity was 16.31, the open interest changed by -49 which decreased total open position to 1636
On 14 Sept LT was trading at 3579.80. The strike last trading price was 27.8, which was -18.95 lower than the previous day. The implied volatity was 15.08, the open interest changed by 250 which increased total open position to 1829
On 17 Aug LT was trading at 3677.00. The strike last trading price was 122.7, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
