LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 1.50
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3675.40 | 7.6 | -2.8 | 15.40 | 4,979 | 188 | 2,377 | |||||||||
| 18 Sept | 3686.00 | 10.3 | -2.15 | 16.17 | 3,618 | -31 | 2,192 | |||||||||
| 14 Sept | 3579.80 | 3.35 | 0.2 | 15.91 | 2,106 | -105 | 2,098 | |||||||||
| 17 Aug | 3677.00 | 51 | -12.2 | 15.96 | 132 | 0 | 669 | |||||||||
For Larsen & Toubro Ltd. - strike price 3800 expiring on 30SEP2025
Delta for 3800 CE is 0.15
Historical price for 3800 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 7.6, which was -2.8 lower than the previous day. The implied volatity was 15.40, the open interest changed by 188 which increased total open position to 2377
On 18 Sept LT was trading at 3686.00. The strike last trading price was 10.3, which was -2.15 lower than the previous day. The implied volatity was 16.17, the open interest changed by -31 which decreased total open position to 2192
On 14 Sept LT was trading at 3579.80. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was 15.91, the open interest changed by -105 which decreased total open position to 2098
On 17 Aug LT was trading at 3677.00. The strike last trading price was 51, which was -12.2 lower than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 669
| LT 30SEP2025 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 1.72
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 116.05 | 4.4 | 17.81 | 288 | -11 | 367 |
| 18 Sept | 3686.00 | 110.05 | -1.35 | 14.50 | 361 | 43 | 378 |
| 14 Sept | 3579.80 | 212.2 | -21.8 | 20.96 | 50 | 4 | 352 |
| 17 Aug | 3677.00 | 153 | 17.5 | 20.48 | 30 | 6 | 46 |
For Larsen & Toubro Ltd. - strike price 3800 expiring on 30SEP2025
Delta for 3800 PE is -0.81
Historical price for 3800 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 116.05, which was 4.4 higher than the previous day. The implied volatity was 17.81, the open interest changed by -11 which decreased total open position to 367
On 18 Sept LT was trading at 3686.00. The strike last trading price was 110.05, which was -1.35 lower than the previous day. The implied volatity was 14.50, the open interest changed by 43 which increased total open position to 378
On 14 Sept LT was trading at 3579.80. The strike last trading price was 212.2, which was -21.8 lower than the previous day. The implied volatity was 20.96, the open interest changed by 4 which increased total open position to 352
On 17 Aug LT was trading at 3677.00. The strike last trading price was 153, which was 17.5 higher than the previous day. The implied volatity was 20.48, the open interest changed by 6 which increased total open position to 46
