LT
Larsen & Toubro Ltd.
Historical option data for LT
28 Sep 2025 10:07 PM IST
| LT 28-OCT-2025 3700 CE | ||||||||||||||||
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Delta: 0.66
Vega: 4.08
Theta: -1.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 3729.50 | 123 | 55.8 | 18.23 | 14,533 | -295 | 2,361 | |||||||||
| 21 Sept | 3675.40 | 91.5 | -3.15 | 16.56 | 592 | 140 | 772 | |||||||||
| 18 Sept | 3686.00 | 96 | -2.95 | 17.06 | 304 | 63 | 637 | |||||||||
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| 14 Sept | 3579.80 | 51.3 | 7.9 | 16.21 | 169 | 24 | 130 | |||||||||
| 17 Aug | 3677.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3700 expiring on 28OCT2025
Delta for 3700 CE is 0.66
Historical price for 3700 CE is as follows
On 28 Sept LT was trading at 3729.50. The strike last trading price was 123, which was 55.8 higher than the previous day. The implied volatity was 18.23, the open interest changed by -295 which decreased total open position to 2361
On 21 Sept LT was trading at 3675.40. The strike last trading price was 91.5, which was -3.15 lower than the previous day. The implied volatity was 16.56, the open interest changed by 140 which increased total open position to 772
On 18 Sept LT was trading at 3686.00. The strike last trading price was 96, which was -2.95 lower than the previous day. The implied volatity was 17.06, the open interest changed by 63 which increased total open position to 637
On 14 Sept LT was trading at 3579.80. The strike last trading price was 51.3, which was 7.9 higher than the previous day. The implied volatity was 16.21, the open interest changed by 24 which increased total open position to 130
On 17 Aug LT was trading at 3677.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 28OCT2025 3700 PE | |||||||
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Delta: -0.36
Vega: 4.15
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 3729.50 | 59.45 | -36.05 | 21.08 | 6,521 | 821 | 1,414 |
| 21 Sept | 3675.40 | 81 | 4.4 | 19.25 | 119 | 62 | 233 |
| 18 Sept | 3686.00 | 76 | -2.65 | 18.16 | 71 | 9 | 171 |
| 14 Sept | 3579.80 | 142.3 | -22.7 | 19.65 | 15 | 2 | 50 |
| 17 Aug | 3677.00 | 0 | 0 | 0.89 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3700 expiring on 28OCT2025
Delta for 3700 PE is -0.36
Historical price for 3700 PE is as follows
On 28 Sept LT was trading at 3729.50. The strike last trading price was 59.45, which was -36.05 lower than the previous day. The implied volatity was 21.08, the open interest changed by 821 which increased total open position to 1414
On 21 Sept LT was trading at 3675.40. The strike last trading price was 81, which was 4.4 higher than the previous day. The implied volatity was 19.25, the open interest changed by 62 which increased total open position to 233
On 18 Sept LT was trading at 3686.00. The strike last trading price was 76, which was -2.65 lower than the previous day. The implied volatity was 18.16, the open interest changed by 9 which increased total open position to 171
On 14 Sept LT was trading at 3579.80. The strike last trading price was 142.3, which was -22.7 lower than the previous day. The implied volatity was 19.65, the open interest changed by 2 which increased total open position to 50
On 17 Aug LT was trading at 3677.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
