LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 4000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.38
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 1.4 | -0.25 | 23.13 | 479 | 20 | 1,583 | |||||||||
| 18 Sept | 3686.00 | 1.65 | -0.2 | 22.62 | 787 | -123 | 1,564 | |||||||||
| 14 Sept | 3579.80 | 0.85 | 0 | 21.61 | 301 | -45 | 1,245 | |||||||||
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| 17 Aug | 3677.00 | 13 | -4 | 16.90 | 141 | 35 | 127 | |||||||||
For Larsen & Toubro Ltd. - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.03
Historical price for 4000 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 23.13, the open interest changed by 20 which increased total open position to 1583
On 18 Sept LT was trading at 3686.00. The strike last trading price was 1.65, which was -0.2 lower than the previous day. The implied volatity was 22.62, the open interest changed by -123 which decreased total open position to 1564
On 14 Sept LT was trading at 3579.80. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 21.61, the open interest changed by -45 which decreased total open position to 1245
On 17 Aug LT was trading at 3677.00. The strike last trading price was 13, which was -4 lower than the previous day. The implied volatity was 16.90, the open interest changed by 35 which increased total open position to 127
| LT 30SEP2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.99
Vega: 0.13
Theta: 0.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 304.25 | 2.15 | 18.62 | 7 | 2 | 396 |
| 18 Sept | 3686.00 | 302.1 | 6.35 | 17.26 | 12 | 0 | 394 |
| 14 Sept | 3579.80 | 408 | -37 | 30.80 | 24 | -8 | 403 |
| 17 Aug | 3677.00 | 404.15 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is -0.99
Historical price for 4000 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 304.25, which was 2.15 higher than the previous day. The implied volatity was 18.62, the open interest changed by 2 which increased total open position to 396
On 18 Sept LT was trading at 3686.00. The strike last trading price was 302.1, which was 6.35 higher than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 394
On 14 Sept LT was trading at 3579.80. The strike last trading price was 408, which was -37 lower than the previous day. The implied volatity was 30.80, the open interest changed by -8 which decreased total open position to 403
On 17 Aug LT was trading at 3677.00. The strike last trading price was 404.15, 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
