LT
Larsen & Toubro Ltd.
Historical option data for LT
17 Aug 2025 12:55 AM IST
| LT 30SEP2025 3650 CE | ||||||||||||||||
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Delta: 0.65
Vega: 4.90
Theta: -1.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 3677.00 | 118.2 | -26.6 | 15.19 | 14 | 7 | 25 | |||||||||
For Larsen & Toubro Ltd. - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.65
Historical price for 3650 CE is as follows
On 17 Aug LT was trading at 3677.00. The strike last trading price was 118.2, which was -26.6 lower than the previous day. The implied volatity was 15.19, the open interest changed by 7 which increased total open position to 25
| LT 30SEP2025 3650 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 5.01
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3677.00 | 69 | 10.1 | 19.14 | 25 | 9 | 31 |
For Larsen & Toubro Ltd. - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -0.38
Historical price for 3650 PE is as follows
On 17 Aug LT was trading at 3677.00. The strike last trading price was 69, which was 10.1 higher than the previous day. The implied volatity was 19.14, the open interest changed by 9 which increased total open position to 31
