LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.97
Theta: -0.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 4 | -1.35 | 16.85 | 2,263 | -105 | 710 | |||||||||
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| 18 Sept | 3686.00 | 5.15 | -1.55 | 17.03 | 1,565 | -5 | 830 | |||||||||
| 14 Sept | 3579.80 | 2.05 | 0 | 17.11 | 127 | -6 | 71 | |||||||||
| 17 Aug | 3677.00 | 110.35 | 0 | 2.53 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.08
Historical price for 3850 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 4, which was -1.35 lower than the previous day. The implied volatity was 16.85, the open interest changed by -105 which decreased total open position to 710
On 18 Sept LT was trading at 3686.00. The strike last trading price was 5.15, which was -1.55 lower than the previous day. The implied volatity was 17.03, the open interest changed by -5 which decreased total open position to 830
On 14 Sept LT was trading at 3579.80. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 17.11, the open interest changed by -6 which decreased total open position to 71
On 17 Aug LT was trading at 3677.00. The strike last trading price was 110.35, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 151.9 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3686.00 | 151.9 | 0 | 0.00 | 0 | 11 | 0 |
| 14 Sept | 3579.80 | 284.8 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 3677.00 | 284.8 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 151.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept LT was trading at 3686.00. The strike last trading price was 151.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 14 Sept LT was trading at 3579.80. The strike last trading price was 284.8, 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
On 17 Aug LT was trading at 3677.00. The strike last trading price was 284.8, 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
