LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0
Theta: -3.4
Gamma: 0.00013
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 847.1 | 0 | 105.89 | 0 | 0 | 119 | |||||||||
| 23 Apr | 4054.10 | 847.1 | 33.10000000000002 | 105.89 | 2 | 1 | 119 | |||||||||
| 22 Apr | 4021.10 | 814 | -116 | 65.96 | 2 | 0 | 120 | |||||||||
| 21 Apr | 4075.40 | 930 | 4.4500000000000455 | - | 0 | 0 | 120 | |||||||||
| 20 Apr | 4051.00 | 930 | 4.4500000000000455 | - | 0 | 0 | 120 | |||||||||
| 17 Apr | 4096.10 | 930 | 4.4500000000000455 | 58.84 | 0 | 0 | 120 | |||||||||
| 16 Apr | 4119.80 | 930 | 68 | 58.84 | 1 | 0 | 120 | |||||||||
| 15 Apr | 4076.30 | 862 | 125.5 | 62.71 | 1 | 0 | 121 | |||||||||
| 13 Apr | 3954.30 | 736.5 | -58.5 | 55.07 | 5 | 2 | 120 | |||||||||
| 10 Apr | 3959.90 | 795 | -21.399999999999977 | - | 0 | 0 | 118 | |||||||||
| 9 Apr | 3896.20 | 795 | 342.25 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4005.90 | 795 | 342.25 | 45.58 | 9 | 1 | 119 | |||||||||
| 7 Apr | 3723.30 | 453.3 | 76.8 | - | 0 | 0 | 118 | |||||||||
| 6 Apr | 3727.70 | 453.3 | 76.8 | - | 0 | 0 | 118 | |||||||||
| 2 Apr | 3613.10 | 453.3 | 76.8 | 40.09 | 112 | 89 | 114 | |||||||||
| 1 Apr | 3607.50 | 376.5 | -51.55 | - | 0 | 0 | 25 | |||||||||
| 30 Mar | 3504.10 | 376.5 | -51.55 | 42.64 | 4 | 3 | 24 | |||||||||
| 27 Mar | 3564.10 | 428.05 | -67.95 | 38.66 | 5 | 2 | 21 | |||||||||
| 25 Mar | 3649.30 | 496 | 109.1 | 29.57 | 7 | 4 | 19 | |||||||||
| 24 Mar | 3516.80 | 386.9 | 108.85 | 38.13 | 13 | 9 | 14 | |||||||||
| 23 Mar | 3342.40 | 278 | -373.85 | 43.71 | 7 | 4 | 4 | |||||||||
| 20 Mar | 3434.80 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 3434.50 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 3607.90 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3542.80 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 16 Mar | 3469.40 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3439.00 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 651.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3200 expiring on 28APR2026
Delta for 3200 CE is 0.97
Historical price for 3200 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 847.1, which was 0 lower than the previous day. The implied volatity was 105.89, the open interest changed by 0 which decreased total open position to 119
On 23 Apr LT was trading at 4054.10. The strike last trading price was 847.1, which was 33.10000000000002 higher than the previous day. The implied volatity was 105.89, the open interest changed by 1 which increased total open position to 119
On 22 Apr LT was trading at 4021.10. The strike last trading price was 814, which was -116 lower than the previous day. The implied volatity was 65.96, the open interest changed by 0 which decreased total open position to 120
On 21 Apr LT was trading at 4075.40. The strike last trading price was 930, which was 4.4500000000000455 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 20 Apr LT was trading at 4051.00. The strike last trading price was 930, which was 4.4500000000000455 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 120
On 17 Apr LT was trading at 4096.10. The strike last trading price was 930, which was 4.4500000000000455 higher than the previous day. The implied volatity was 58.84, the open interest changed by 0 which decreased total open position to 120
On 16 Apr LT was trading at 4119.80. The strike last trading price was 930, which was 68 higher than the previous day. The implied volatity was 58.84, the open interest changed by 0 which decreased total open position to 120
On 15 Apr LT was trading at 4076.30. The strike last trading price was 862, which was 125.5 higher than the previous day. The implied volatity was 62.71, the open interest changed by 0 which decreased total open position to 121
On 13 Apr LT was trading at 3954.30. The strike last trading price was 736.5, which was -58.5 lower than the previous day. The implied volatity was 55.07, the open interest changed by 2 which increased total open position to 120
On 10 Apr LT was trading at 3959.90. The strike last trading price was 795, which was -21.399999999999977 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 9 Apr LT was trading at 3896.20. The strike last trading price was 795, which was 342.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 795, which was 342.25 higher than the previous day. The implied volatity was 45.58, the open interest changed by 1 which increased total open position to 119
On 7 Apr LT was trading at 3723.30. The strike last trading price was 453.3, which was 76.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 6 Apr LT was trading at 3727.70. The strike last trading price was 453.3, which was 76.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 118
On 2 Apr LT was trading at 3613.10. The strike last trading price was 453.3, which was 76.8 higher than the previous day. The implied volatity was 40.09, the open interest changed by 89 which increased total open position to 114
On 1 Apr LT was trading at 3607.50. The strike last trading price was 376.5, which was -51.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 30 Mar LT was trading at 3504.10. The strike last trading price was 376.5, which was -51.55 lower than the previous day. The implied volatity was 42.64, the open interest changed by 3 which increased total open position to 24
On 27 Mar LT was trading at 3564.10. The strike last trading price was 428.05, which was -67.95 lower than the previous day. The implied volatity was 38.66, the open interest changed by 2 which increased total open position to 21
On 25 Mar LT was trading at 3649.30. The strike last trading price was 496, which was 109.1 higher than the previous day. The implied volatity was 29.57, the open interest changed by 4 which increased total open position to 19
On 24 Mar LT was trading at 3516.80. The strike last trading price was 386.9, which was 108.85 higher than the previous day. The implied volatity was 38.13, the open interest changed by 9 which increased total open position to 14
On 23 Mar LT was trading at 3342.40. The strike last trading price was 278, which was -373.85 lower than the previous day. The implied volatity was 43.71, the open interest changed by 4 which increased total open position to 4
On 20 Mar LT was trading at 3434.80. The strike last trading price was 651.85, 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 19 Mar LT was trading at 3434.50. The strike last trading price was 651.85, 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 Mar LT was trading at 3607.90. The strike last trading price was 651.85, 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 Mar LT was trading at 3542.80. The strike last trading price was 651.85, 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 16 Mar LT was trading at 3469.40. The strike last trading price was 651.85, 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 13 Mar LT was trading at 3439.00. The strike last trading price was 651.85, 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 12 Mar LT was trading at 3719.50. The strike last trading price was 651.85, 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
| LT 28-Apr-2026 (4d) 3200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.35
Gamma: 0.00001
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 0.1 | -0.04999999999999999 | 67.28 | 3 | 0 | 353 |
| 23 Apr | 4054.10 | 0.15 | -0.35 | 67.48 | 79 | -25 | 353 |
| 22 Apr | 4021.10 | 0.5 | -0.19999999999999996 | 67.42 | 63 | -38 | 380 |
| 21 Apr | 4075.40 | 0.7 | -0.20000000000000007 | 68.52 | 18 | -8 | 419 |
| 20 Apr | 4051.00 | 0.9 | -0.04999999999999993 | 64.73 | 29 | -4 | 427 |
| 17 Apr | 4096.10 | 0.9 | -0.4 | 57.96 | 48 | -17 | 433 |
| 16 Apr | 4119.80 | 1.3 | -0.30000000000000004 | 59.38 | 234 | -25 | 452 |
| 15 Apr | 4076.30 | 1.75 | -2 | 57.02 | 218 | -46 | 476 |
| 13 Apr | 3954.30 | 3.35 | 0.5500000000000003 | 52.43 | 178 | -52 | 524 |
| 10 Apr | 3959.90 | 2.7 | -1.5999999999999996 | 46.79 | 132 | -23 | 576 |
| 9 Apr | 3896.20 | 4.35 | 1.1 | 46.73 | 382 | -163 | 599 |
| 8 Apr | 4005.90 | 3.3 | -14.2 | 48.91 | 1,994 | -267 | 781 |
| 7 Apr | 3723.30 | 18 | -3.3 | 49.68 | 3,216 | -711 | 1,044 |
| 6 Apr | 3727.70 | 21 | -16.75 | 50.89 | 1,280 | 26 | 1,743 |
| 2 Apr | 3613.10 | 39.9 | 8.65 | 49.6 | 3,060 | 989 | 1,688 |
| 1 Apr | 3607.50 | 31.3 | -24.75 | 45.55 | 1,237 | 63 | 698 |
| 30 Mar | 3504.10 | 56.05 | 1.8 | 46.25 | 799 | -19 | 637 |
| 27 Mar | 3564.10 | 52.5 | 19.05 | 47.36 | 712 | 156 | 655 |
| 25 Mar | 3649.30 | 33.4 | -28.8 | 44 | 1,016 | 20 | 501 |
| 24 Mar | 3516.80 | 62 | -50.35 | 45.1 | 705 | -20 | 481 |
| 23 Mar | 3342.40 | 114 | 43.5 | 46.17 | 821 | 33 | 505 |
| 20 Mar | 3434.80 | 69.55 | -3.85 | 40.12 | 219 | 5 | 474 |
| 19 Mar | 3434.50 | 73 | 44.4 | 41.05 | 490 | 0 | 469 |
| 18 Mar | 3607.90 | 29.1 | -12.1 | 35.89 | 577 | 232 | 481 |
| 17 Mar | 3542.80 | 41 | -27.9 | 36.33 | 274 | 68 | 248 |
| 16 Mar | 3469.40 | 72 | -18.8 | 40.57 | 431 | 124 | 186 |
| 13 Mar | 3439.00 | 90.8 | 68.1 | 43.29 | 195 | 55 | 61 |
| 12 Mar | 3719.50 | 23.5 | 8.45 | 36.52 | 6 | 5 | 5 |
For Larsen & Toubro Ltd. - strike price 3200 expiring on 28APR2026
Delta for 3200 PE is 0
Historical price for 3200 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 67.28, the open interest changed by 0 which decreased total open position to 353
On 23 Apr LT was trading at 4054.10. The strike last trading price was 0.15, which was -0.35 lower than the previous day. The implied volatity was 67.48, the open interest changed by -25 which decreased total open position to 353
On 22 Apr LT was trading at 4021.10. The strike last trading price was 0.5, which was -0.19999999999999996 lower than the previous day. The implied volatity was 67.42, the open interest changed by -38 which decreased total open position to 380
On 21 Apr LT was trading at 4075.40. The strike last trading price was 0.7, which was -0.20000000000000007 lower than the previous day. The implied volatity was 68.52, the open interest changed by -8 which decreased total open position to 419
On 20 Apr LT was trading at 4051.00. The strike last trading price was 0.9, which was -0.04999999999999993 lower than the previous day. The implied volatity was 64.73, the open interest changed by -4 which decreased total open position to 427
On 17 Apr LT was trading at 4096.10. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 57.96, the open interest changed by -17 which decreased total open position to 433
On 16 Apr LT was trading at 4119.80. The strike last trading price was 1.3, which was -0.30000000000000004 lower than the previous day. The implied volatity was 59.38, the open interest changed by -25 which decreased total open position to 452
On 15 Apr LT was trading at 4076.30. The strike last trading price was 1.75, which was -2 lower than the previous day. The implied volatity was 57.02, the open interest changed by -46 which decreased total open position to 476
On 13 Apr LT was trading at 3954.30. The strike last trading price was 3.35, which was 0.5500000000000003 higher than the previous day. The implied volatity was 52.43, the open interest changed by -52 which decreased total open position to 524
On 10 Apr LT was trading at 3959.90. The strike last trading price was 2.7, which was -1.5999999999999996 lower than the previous day. The implied volatity was 46.79, the open interest changed by -23 which decreased total open position to 576
On 9 Apr LT was trading at 3896.20. The strike last trading price was 4.35, which was 1.1 higher than the previous day. The implied volatity was 46.73, the open interest changed by -163 which decreased total open position to 599
On 8 Apr LT was trading at 4005.90. The strike last trading price was 3.3, which was -14.2 lower than the previous day. The implied volatity was 48.91, the open interest changed by -267 which decreased total open position to 781
On 7 Apr LT was trading at 3723.30. The strike last trading price was 18, which was -3.3 lower than the previous day. The implied volatity was 49.68, the open interest changed by -711 which decreased total open position to 1044
On 6 Apr LT was trading at 3727.70. The strike last trading price was 21, which was -16.75 lower than the previous day. The implied volatity was 50.89, the open interest changed by 26 which increased total open position to 1743
On 2 Apr LT was trading at 3613.10. The strike last trading price was 39.9, which was 8.65 higher than the previous day. The implied volatity was 49.6, the open interest changed by 989 which increased total open position to 1688
On 1 Apr LT was trading at 3607.50. The strike last trading price was 31.3, which was -24.75 lower than the previous day. The implied volatity was 45.55, the open interest changed by 63 which increased total open position to 698
On 30 Mar LT was trading at 3504.10. The strike last trading price was 56.05, which was 1.8 higher than the previous day. The implied volatity was 46.25, the open interest changed by -19 which decreased total open position to 637
On 27 Mar LT was trading at 3564.10. The strike last trading price was 52.5, which was 19.05 higher than the previous day. The implied volatity was 47.36, the open interest changed by 156 which increased total open position to 655
On 25 Mar LT was trading at 3649.30. The strike last trading price was 33.4, which was -28.8 lower than the previous day. The implied volatity was 44, the open interest changed by 20 which increased total open position to 501
On 24 Mar LT was trading at 3516.80. The strike last trading price was 62, which was -50.35 lower than the previous day. The implied volatity was 45.1, the open interest changed by -20 which decreased total open position to 481
On 23 Mar LT was trading at 3342.40. The strike last trading price was 114, which was 43.5 higher than the previous day. The implied volatity was 46.17, the open interest changed by 33 which increased total open position to 505
On 20 Mar LT was trading at 3434.80. The strike last trading price was 69.55, which was -3.85 lower than the previous day. The implied volatity was 40.12, the open interest changed by 5 which increased total open position to 474
On 19 Mar LT was trading at 3434.50. The strike last trading price was 73, which was 44.4 higher than the previous day. The implied volatity was 41.05, the open interest changed by 0 which decreased total open position to 469
On 18 Mar LT was trading at 3607.90. The strike last trading price was 29.1, which was -12.1 lower than the previous day. The implied volatity was 35.89, the open interest changed by 232 which increased total open position to 481
On 17 Mar LT was trading at 3542.80. The strike last trading price was 41, which was -27.9 lower than the previous day. The implied volatity was 36.33, the open interest changed by 68 which increased total open position to 248
On 16 Mar LT was trading at 3469.40. The strike last trading price was 72, which was -18.8 lower than the previous day. The implied volatity was 40.57, the open interest changed by 124 which increased total open position to 186
On 13 Mar LT was trading at 3439.00. The strike last trading price was 90.8, which was 68.1 higher than the previous day. The implied volatity was 43.29, the open interest changed by 55 which increased total open position to 61
On 12 Mar LT was trading at 3719.50. The strike last trading price was 23.5, which was 8.45 higher than the previous day. The implied volatity was 36.52, the open interest changed by 5 which increased total open position to 5
