LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 1.00
Theta: -1.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 97.65 | -8.45 | 11.07 | 936 | -34 | 7,175 | |||||||||
| 18 Sept | 3686.00 | 105.25 | -4 | 14.91 | 1,447 | -242 | 7,206 | |||||||||
| 14 Sept | 3579.80 | 38.7 | 10.3 | 12.70 | 17,943 | -27 | 9,461 | |||||||||
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| 17 Aug | 3677.00 | 149.5 | -25.5 | 14.76 | 68 | 26 | 99 | |||||||||
For Larsen & Toubro Ltd. - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.91
Historical price for 3600 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 97.65, which was -8.45 lower than the previous day. The implied volatity was 11.07, the open interest changed by -34 which decreased total open position to 7175
On 18 Sept LT was trading at 3686.00. The strike last trading price was 105.25, which was -4 lower than the previous day. The implied volatity was 14.91, the open interest changed by -242 which decreased total open position to 7206
On 14 Sept LT was trading at 3579.80. The strike last trading price was 38.7, which was 10.3 higher than the previous day. The implied volatity was 12.70, the open interest changed by -27 which decreased total open position to 9461
On 17 Aug LT was trading at 3677.00. The strike last trading price was 149.5, which was -25.5 lower than the previous day. The implied volatity was 14.76, the open interest changed by 26 which increased total open position to 99
| LT 30SEP2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 1.44
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 6.65 | -1.3 | 14.18 | 5,273 | -258 | 4,271 |
| 18 Sept | 3686.00 | 7.6 | -1.4 | 14.39 | 3,152 | -37 | 4,519 |
| 14 Sept | 3579.80 | 47.75 | -26.9 | 14.54 | 4,115 | 240 | 3,498 |
| 17 Aug | 3677.00 | 51.4 | 7.05 | 19.25 | 57 | 0 | 618 |
For Larsen & Toubro Ltd. - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.14
Historical price for 3600 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 6.65, which was -1.3 lower than the previous day. The implied volatity was 14.18, the open interest changed by -258 which decreased total open position to 4271
On 18 Sept LT was trading at 3686.00. The strike last trading price was 7.6, which was -1.4 lower than the previous day. The implied volatity was 14.39, the open interest changed by -37 which decreased total open position to 4519
On 14 Sept LT was trading at 3579.80. The strike last trading price was 47.75, which was -26.9 lower than the previous day. The implied volatity was 14.54, the open interest changed by 240 which increased total open position to 3498
On 17 Aug LT was trading at 3677.00. The strike last trading price was 51.4, which was 7.05 higher than the previous day. The implied volatity was 19.25, the open interest changed by 0 which decreased total open position to 618
