LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 3950 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.47
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 1.7 | -0.35 | 20.71 | 410 | -107 | 538 | |||||||||
| 18 Sept | 3686.00 | 2.05 | -0.25 | 20.36 | 460 | -184 | 644 | |||||||||
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| 14 Sept | 3579.80 | 1.1 | 0 | 20.14 | 18 | 0 | 300 | |||||||||
| 17 Aug | 3677.00 | 81.25 | 0 | 4.33 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3950 expiring on 30SEP2025
Delta for 3950 CE is 0.03
Historical price for 3950 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 20.71, the open interest changed by -107 which decreased total open position to 538
On 18 Sept LT was trading at 3686.00. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 20.36, the open interest changed by -184 which decreased total open position to 644
On 14 Sept LT was trading at 3579.80. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 20.14, the open interest changed by 0 which decreased total open position to 300
On 17 Aug LT was trading at 3677.00. The strike last trading price was 81.25, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 3950 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 354.65 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 3686.00 | 354.65 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3579.80 | 354.65 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 3677.00 | 354.65 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3950 expiring on 30SEP2025
Delta for 3950 PE is -
Historical price for 3950 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 354.65, 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 18 Sept LT was trading at 3686.00. The strike last trading price was 354.65, 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 14 Sept LT was trading at 3579.80. The strike last trading price was 354.65, 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 354.65, 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
