LT
Larsen & Toubro Ltd.
Historical option data for LT
21 Sep 2025 04:11 PM IST
| LT 30SEP2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.18
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3675.40 | 0.7 | 0 | 31.54 | 20 | -10 | 162 | |||||||||
| 18 Sept | 3686.00 | 0.65 | -0.1 | 29.80 | 13 | 1 | 171 | |||||||||
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| 17 Aug | 3677.00 | 4.4 | -0.8 | 19.36 | 19 | 12 | 82 | |||||||||
For Larsen & Toubro Ltd. - strike price 4200 expiring on 30SEP2025
Delta for 4200 CE is 0.01
Historical price for 4200 CE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 31.54, the open interest changed by -10 which decreased total open position to 162
On 18 Sept LT was trading at 3686.00. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 29.80, the open interest changed by 1 which increased total open position to 171
On 17 Aug LT was trading at 3677.00. The strike last trading price was 4.4, which was -0.8 lower than the previous day. The implied volatity was 19.36, the open interest changed by 12 which increased total open position to 82
| LT 30SEP2025 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3675.40 | 552.7 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 3686.00 | 552.7 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 3677.00 | 552.7 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4200 expiring on 30SEP2025
Delta for 4200 PE is -
Historical price for 4200 PE is as follows
On 21 Sept LT was trading at 3675.40. The strike last trading price was 552.7, 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 552.7, 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 552.7, 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
