LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 28OCT2025 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 4.44
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 120 | -2.2 | 16.46 | 41 | -1 | 105 | |||||||||
| 18 Sept | 3686.00 | 122.1 | -3.75 | 16.43 | 29 | -8 | 108 | |||||||||
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| 14 Sept | 3579.80 | 67.55 | 8.6 | 15.55 | 42 | -7 | 120 | |||||||||
For Larsen & Toubro Ltd. - strike price 3650 expiring on 28OCT2025
Delta for 3650 CE is 0.65
Historical price for 3650 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 120, which was -2.2 lower than the previous day. The implied volatity was 16.46, the open interest changed by -1 which decreased total open position to 105
On 18 Sept LT was trading at 3686.00. The strike last trading price was 122.1, which was -3.75 lower than the previous day. The implied volatity was 16.43, the open interest changed by -8 which decreased total open position to 108
On 14 Sept LT was trading at 3579.80. The strike last trading price was 67.55, which was 8.6 higher than the previous day. The implied volatity was 15.55, the open interest changed by -7 which decreased total open position to 120
| LT 28OCT2025 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 4.51
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 57.6 | 1.7 | 18.78 | 84 | 27 | 97 |
| 18 Sept | 3686.00 | 55.25 | -2.85 | 18.19 | 61 | 40 | 72 |
| 14 Sept | 3579.80 | 106.05 | -29.95 | 18.33 | 6 | 6 | 6 |
For Larsen & Toubro Ltd. - strike price 3650 expiring on 28OCT2025
Delta for 3650 PE is -0.36
Historical price for 3650 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 57.6, which was 1.7 higher than the previous day. The implied volatity was 18.78, the open interest changed by 27 which increased total open position to 97
On 18 Sept LT was trading at 3686.00. The strike last trading price was 55.25, which was -2.85 lower than the previous day. The implied volatity was 18.19, the open interest changed by 40 which increased total open position to 72
On 14 Sept LT was trading at 3579.80. The strike last trading price was 106.05, which was -29.95 lower than the previous day. The implied volatity was 18.33, the open interest changed by 6 which increased total open position to 6
