LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.72
Vega: 2.14
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 58.55 | -8.4 | 12.23 | 3,025 | -20 | 6,321 | |||||||||
| 18 Sept | 3686.00 | 67 | -3.1 | 14.76 | 3,153 | -50 | 6,340 | |||||||||
| 14 Sept | 3579.80 | 20 | 4.8 | 12.89 | 7,606 | -161 | 6,186 | |||||||||
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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 0.72
Historical price for 3650 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 58.55, which was -8.4 lower than the previous day. The implied volatity was 12.23, the open interest changed by -20 which decreased total open position to 6321
On 18 Sept LT was trading at 3686.00. The strike last trading price was 67, which was -3.1 lower than the previous day. The implied volatity was 14.76, the open interest changed by -50 which decreased total open position to 6340
On 14 Sept LT was trading at 3579.80. The strike last trading price was 20, which was 4.8 higher than the previous day. The implied volatity was 12.89, the open interest changed by -161 which decreased total open position to 6186
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: -0.30
Vega: 2.21
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 16.5 | -1.9 | 13.57 | 5,397 | 51 | 2,685 |
| 18 Sept | 3686.00 | 18.15 | -1.7 | 13.97 | 3,967 | 257 | 2,703 |
| 14 Sept | 3579.80 | 79.75 | -31.05 | 15.27 | 791 | -39 | 936 |
| 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 -0.30
Historical price for 3650 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 16.5, which was -1.9 lower than the previous day. The implied volatity was 13.57, the open interest changed by 51 which increased total open position to 2685
On 18 Sept LT was trading at 3686.00. The strike last trading price was 18.15, which was -1.7 lower than the previous day. The implied volatity was 13.97, the open interest changed by 257 which increased total open position to 2703
On 14 Sept LT was trading at 3579.80. The strike last trading price was 79.75, which was -31.05 lower than the previous day. The implied volatity was 15.27, the open interest changed by -39 which decreased total open position to 936
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
