LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 4050 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.31
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 1.2 | 0 | 25.52 | 82 | -11 | 98 | |||||||||
| 18 Sept | 3686.00 | 1.2 | -0.15 | 24.31 | 15 | -2 | 106 | |||||||||
| 14 Sept | 3579.80 | 0.55 | -0.15 | 22.44 | 3 | 0 | 44 | |||||||||
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| 17 Aug | 3677.00 | 58.75 | 0 | 6.01 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4050 expiring on 30SEP2025
Delta for 4050 CE is 0.02
Historical price for 4050 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 1.2, which was 0 lower than the previous day. The implied volatity was 25.52, the open interest changed by -11 which decreased total open position to 98
On 18 Sept LT was trading at 3686.00. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 24.31, the open interest changed by -2 which decreased total open position to 106
On 14 Sept LT was trading at 3579.80. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 22.44, the open interest changed by 0 which decreased total open position to 44
On 17 Aug LT was trading at 3677.00. The strike last trading price was 58.75, which was 0 lower than the previous day. The implied volatity was 6.01, the open interest changed by 0 which decreased total open position to 0
| LT 30SEP2025 4050 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 | 461 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 3686.00 | 461 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3579.80 | 461 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 3677.00 | 431.15 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4050 expiring on 30SEP2025
Delta for 4050 PE is 0.00
Historical price for 4050 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 461, 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 461, 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 14 Sept LT was trading at 3579.80. The strike last trading price was 461, 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 17 Aug LT was trading at 3677.00. The strike last trading price was 431.15, 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
