LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.16
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 15.95 | -4.5 | 14.42 | 4,616 | 389 | 1,931 | |||||||||
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| 18 Sept | 3686.00 | 20.5 | -2.75 | 15.52 | 3,723 | -142 | 1,540 | |||||||||
| 14 Sept | 3579.80 | 5.6 | 0.45 | 14.64 | 1,763 | -87 | 897 | |||||||||
| 17 Aug | 3677.00 | 146.9 | 0 | 0.65 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.28
Historical price for 3750 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 15.95, which was -4.5 lower than the previous day. The implied volatity was 14.42, the open interest changed by 389 which increased total open position to 1931
On 18 Sept LT was trading at 3686.00. The strike last trading price was 20.5, which was -2.75 lower than the previous day. The implied volatity was 15.52, the open interest changed by -142 which decreased total open position to 1540
On 14 Sept LT was trading at 3579.80. The strike last trading price was 5.6, which was 0.45 higher than the previous day. The implied volatity was 14.64, the open interest changed by -87 which decreased total open position to 897
On 17 Aug LT was trading at 3677.00. The strike last trading price was 146.9, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 3750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 2.24
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 74.35 | 2.7 | 16.09 | 521 | -62 | 422 |
| 18 Sept | 3686.00 | 70.9 | -1.65 | 14.54 | 787 | 93 | 476 |
| 14 Sept | 3579.80 | 164.6 | -35.35 | 18.50 | 38 | 4 | 105 |
| 17 Aug | 3677.00 | 222.4 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is -0.70
Historical price for 3750 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 74.35, which was 2.7 higher than the previous day. The implied volatity was 16.09, the open interest changed by -62 which decreased total open position to 422
On 18 Sept LT was trading at 3686.00. The strike last trading price was 70.9, which was -1.65 lower than the previous day. The implied volatity was 14.54, the open interest changed by 93 which increased total open position to 476
On 14 Sept LT was trading at 3579.80. The strike last trading price was 164.6, which was -35.35 lower than the previous day. The implied volatity was 18.50, the open interest changed by 4 which increased total open position to 105
On 17 Aug LT was trading at 3677.00. The strike last trading price was 222.4, 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
