LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 2.55
Theta: -2.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 31.95 | -6.8 | 13.45 | 12,894 | 748 | 5,974 | |||||||||
| 18 Sept | 3686.00 | 38.8 | -3.05 | 15.08 | 9,003 | 522 | 5,119 | |||||||||
| 14 Sept | 3579.80 | 10.5 | 1.6 | 13.70 | 8,448 | -970 | 4,098 | |||||||||
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| 17 Aug | 3677.00 | 91.5 | -17.3 | 15.53 | 127 | 53 | 99 | |||||||||
For Larsen & Toubro Ltd. - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.48
Historical price for 3700 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 31.95, which was -6.8 lower than the previous day. The implied volatity was 13.45, the open interest changed by 748 which increased total open position to 5974
On 18 Sept LT was trading at 3686.00. The strike last trading price was 38.8, which was -3.05 lower than the previous day. The implied volatity was 15.08, the open interest changed by 522 which increased total open position to 5119
On 14 Sept LT was trading at 3579.80. The strike last trading price was 10.5, which was 1.6 higher than the previous day. The implied volatity was 13.70, the open interest changed by -970 which decreased total open position to 4098
On 17 Aug LT was trading at 3677.00. The strike last trading price was 91.5, which was -17.3 lower than the previous day. The implied volatity was 15.53, the open interest changed by 53 which increased total open position to 99
| LT 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 2.55
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 38.65 | -1.3 | 14.17 | 4,536 | -143 | 1,947 |
| 18 Sept | 3686.00 | 38.95 | -1.9 | 14.07 | 4,918 | 34 | 2,102 |
| 14 Sept | 3579.80 | 119.1 | -35.1 | 16.34 | 661 | 7 | 1,249 |
| 17 Aug | 3677.00 | 93 | 11.05 | 19.54 | 42 | 23 | 82 |
For Larsen & Toubro Ltd. - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.52
Historical price for 3700 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 38.65, which was -1.3 lower than the previous day. The implied volatity was 14.17, the open interest changed by -143 which decreased total open position to 1947
On 18 Sept LT was trading at 3686.00. The strike last trading price was 38.95, which was -1.9 lower than the previous day. The implied volatity was 14.07, the open interest changed by 34 which increased total open position to 2102
On 14 Sept LT was trading at 3579.80. The strike last trading price was 119.1, which was -35.1 lower than the previous day. The implied volatity was 16.34, the open interest changed by 7 which increased total open position to 1249
On 17 Aug LT was trading at 3677.00. The strike last trading price was 93, which was 11.05 higher than the previous day. The implied volatity was 19.54, the open interest changed by 23 which increased total open position to 82
