LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.67
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 2.55 | -0.55 | 18.83 | 1,726 | 78 | 906 | |||||||||
| 18 Sept | 3686.00 | 3.15 | -0.75 | 18.69 | 1,866 | -43 | 826 | |||||||||
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| 14 Sept | 3579.80 | 1.4 | 0 | 18.49 | 195 | -28 | 378 | |||||||||
| 17 Aug | 3677.00 | 159.7 | 0 | 3.44 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.05
Historical price for 3900 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 18.83, the open interest changed by 78 which increased total open position to 906
On 18 Sept LT was trading at 3686.00. The strike last trading price was 3.15, which was -0.75 lower than the previous day. The implied volatity was 18.69, the open interest changed by -43 which decreased total open position to 826
On 14 Sept LT was trading at 3579.80. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 18.49, the open interest changed by -28 which decreased total open position to 378
On 17 Aug LT was trading at 3677.00. The strike last trading price was 159.7, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.91
Vega: 1.00
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 209.85 | 7.05 | 22.44 | 60 | -34 | 106 |
| 18 Sept | 3686.00 | 203.6 | 1.3 | 15.98 | 107 | -67 | 141 |
| 14 Sept | 3579.80 | 313.85 | -18.25 | 29.05 | 36 | -12 | 185 |
| 17 Aug | 3677.00 | 337.6 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -0.91
Historical price for 3900 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 209.85, which was 7.05 higher than the previous day. The implied volatity was 22.44, the open interest changed by -34 which decreased total open position to 106
On 18 Sept LT was trading at 3686.00. The strike last trading price was 203.6, which was 1.3 higher than the previous day. The implied volatity was 15.98, the open interest changed by -67 which decreased total open position to 141
On 14 Sept LT was trading at 3579.80. The strike last trading price was 313.85, which was -18.25 lower than the previous day. The implied volatity was 29.05, the open interest changed by -12 which decreased total open position to 185
On 17 Aug LT was trading at 3677.00. The strike last trading price was 337.6, 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
