LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:30 PM IST
| LT 28-Apr-2026 (4d) 3300 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.21
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3995.40 | 704 | -44 | 72.43 | 4 | -2 | 324 | |||||||||
| 23 Apr | 4054.10 | 748 | -32.200000000000045 | 70.03 | 2 | -1 | 326 | |||||||||
| 22 Apr | 4021.10 | 770.55 | -9.650000000000091 | 65.4 | 0 | 0 | 327 | |||||||||
| 21 Apr | 4075.40 | 770.55 | 21.549999999999955 | 65.4 | 347 | -72 | 327 | |||||||||
| 20 Apr | 4051.00 | 749 | -63 | 74.7 | 2 | 0 | 400 | |||||||||
| 17 Apr | 4096.10 | 812 | 21.850000000000023 | 56.97 | 4 | -2 | 400 | |||||||||
| 16 Apr | 4119.80 | 790.15 | 0.14999999999997726 | 54.48 | 2 | 0 | 403 | |||||||||
| 15 Apr | 4076.30 | 790 | 113 | 52.48 | 9 | -2 | 403 | |||||||||
| 13 Apr | 3954.30 | 677 | 42 | 50.13 | 5 | 0 | 405 | |||||||||
| 10 Apr | 3959.90 | 635 | 27.049999999999955 | - | 0 | 0 | 405 | |||||||||
| 9 Apr | 3896.20 | 635 | -70 | 61.53 | 1 | 0 | 406 | |||||||||
| 8 Apr | 4005.90 | 705 | 255.1 | 43.78 | 83 | -27 | 406 | |||||||||
| 7 Apr | 3723.30 | 451.2 | -11.65 | 36.51 | 198 | -168 | 434 | |||||||||
| 6 Apr | 3727.70 | 460 | 92.65 | 38.28 | 116 | -34 | 602 | |||||||||
| 2 Apr | 3613.10 | 365.85 | -6.65 | 38.36 | 144 | -15 | 636 | |||||||||
| 1 Apr | 3607.50 | 378.95 | 83 | 38.24 | 118 | -10 | 652 | |||||||||
| 30 Mar | 3504.10 | 295 | -53 | 40.01 | 30 | 6 | 662 | |||||||||
| 27 Mar | 3564.10 | 348 | -61 | 38.37 | 31 | 5 | 655 | |||||||||
| 25 Mar | 3649.30 | 409 | 88.25 | 31.32 | 172 | -77 | 650 | |||||||||
| 24 Mar | 3516.80 | 321.2 | 108.4 | 40.68 | 362 | -47 | 727 | |||||||||
| 23 Mar | 3342.40 | 213 | -49.3 | 41.89 | 1,324 | 698 | 766 | |||||||||
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| 20 Mar | 3434.80 | 260.8 | 3.95 | 36.52 | 63 | 30 | 66 | |||||||||
| 19 Mar | 3434.50 | 256.85 | -124.65 | 33.89 | 39 | 22 | 35 | |||||||||
| 18 Mar | 3607.90 | 381.5 | 41.5 | 34.32 | 16 | 0 | 11 | |||||||||
| 17 Mar | 3542.80 | 340 | 67 | 36.68 | 10 | 2 | 10 | |||||||||
| 16 Mar | 3469.40 | 273 | -352.35 | 33.42 | 8 | 3 | 3 | |||||||||
| 13 Mar | 3439.00 | 625.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 625.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 625.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 625.35 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3300 expiring on 28APR2026
Delta for 3300 CE is 0.99
Historical price for 3300 CE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 704, which was -44 lower than the previous day. The implied volatity was 72.43, the open interest changed by -2 which decreased total open position to 324
On 23 Apr LT was trading at 4054.10. The strike last trading price was 748, which was -32.200000000000045 lower than the previous day. The implied volatity was 70.03, the open interest changed by -1 which decreased total open position to 326
On 22 Apr LT was trading at 4021.10. The strike last trading price was 770.55, which was -9.650000000000091 lower than the previous day. The implied volatity was 65.4, the open interest changed by 0 which decreased total open position to 327
On 21 Apr LT was trading at 4075.40. The strike last trading price was 770.55, which was 21.549999999999955 higher than the previous day. The implied volatity was 65.4, the open interest changed by -72 which decreased total open position to 327
On 20 Apr LT was trading at 4051.00. The strike last trading price was 749, which was -63 lower than the previous day. The implied volatity was 74.7, the open interest changed by 0 which decreased total open position to 400
On 17 Apr LT was trading at 4096.10. The strike last trading price was 812, which was 21.850000000000023 higher than the previous day. The implied volatity was 56.97, the open interest changed by -2 which decreased total open position to 400
On 16 Apr LT was trading at 4119.80. The strike last trading price was 790.15, which was 0.14999999999997726 higher than the previous day. The implied volatity was 54.48, the open interest changed by 0 which decreased total open position to 403
On 15 Apr LT was trading at 4076.30. The strike last trading price was 790, which was 113 higher than the previous day. The implied volatity was 52.48, the open interest changed by -2 which decreased total open position to 403
On 13 Apr LT was trading at 3954.30. The strike last trading price was 677, which was 42 higher than the previous day. The implied volatity was 50.13, the open interest changed by 0 which decreased total open position to 405
On 10 Apr LT was trading at 3959.90. The strike last trading price was 635, which was 27.049999999999955 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 405
On 9 Apr LT was trading at 3896.20. The strike last trading price was 635, which was -70 lower than the previous day. The implied volatity was 61.53, the open interest changed by 0 which decreased total open position to 406
On 8 Apr LT was trading at 4005.90. The strike last trading price was 705, which was 255.1 higher than the previous day. The implied volatity was 43.78, the open interest changed by -27 which decreased total open position to 406
On 7 Apr LT was trading at 3723.30. The strike last trading price was 451.2, which was -11.65 lower than the previous day. The implied volatity was 36.51, the open interest changed by -168 which decreased total open position to 434
On 6 Apr LT was trading at 3727.70. The strike last trading price was 460, which was 92.65 higher than the previous day. The implied volatity was 38.28, the open interest changed by -34 which decreased total open position to 602
On 2 Apr LT was trading at 3613.10. The strike last trading price was 365.85, which was -6.65 lower than the previous day. The implied volatity was 38.36, the open interest changed by -15 which decreased total open position to 636
On 1 Apr LT was trading at 3607.50. The strike last trading price was 378.95, which was 83 higher than the previous day. The implied volatity was 38.24, the open interest changed by -10 which decreased total open position to 652
On 30 Mar LT was trading at 3504.10. The strike last trading price was 295, which was -53 lower than the previous day. The implied volatity was 40.01, the open interest changed by 6 which increased total open position to 662
On 27 Mar LT was trading at 3564.10. The strike last trading price was 348, which was -61 lower than the previous day. The implied volatity was 38.37, the open interest changed by 5 which increased total open position to 655
On 25 Mar LT was trading at 3649.30. The strike last trading price was 409, which was 88.25 higher than the previous day. The implied volatity was 31.32, the open interest changed by -77 which decreased total open position to 650
On 24 Mar LT was trading at 3516.80. The strike last trading price was 321.2, which was 108.4 higher than the previous day. The implied volatity was 40.68, the open interest changed by -47 which decreased total open position to 727
On 23 Mar LT was trading at 3342.40. The strike last trading price was 213, which was -49.3 lower than the previous day. The implied volatity was 41.89, the open interest changed by 698 which increased total open position to 766
On 20 Mar LT was trading at 3434.80. The strike last trading price was 260.8, which was 3.95 higher than the previous day. The implied volatity was 36.52, the open interest changed by 30 which increased total open position to 66
On 19 Mar LT was trading at 3434.50. The strike last trading price was 256.85, which was -124.65 lower than the previous day. The implied volatity was 33.89, the open interest changed by 22 which increased total open position to 35
On 18 Mar LT was trading at 3607.90. The strike last trading price was 381.5, which was 41.5 higher than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 11
On 17 Mar LT was trading at 3542.80. The strike last trading price was 340, which was 67 higher than the previous day. The implied volatity was 36.68, the open interest changed by 2 which increased total open position to 10
On 16 Mar LT was trading at 3469.40. The strike last trading price was 273, which was -352.35 lower than the previous day. The implied volatity was 33.42, the open interest changed by 3 which increased total open position to 3
On 13 Mar LT was trading at 3439.00. The strike last trading price was 625.35, 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 625.35, 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 11 Mar LT was trading at 3838.80. The strike last trading price was 625.35, 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 10 Mar LT was trading at 3876.00. The strike last trading price was 625.35, 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 9 Mar LT was trading at 3842.10. The strike last trading price was 0, 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 6 Mar LT was trading at 3949.80. The strike last trading price was 0, 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 5 Mar LT was trading at 4038.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LT 28-Apr-2026 (4d) 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.21
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3995.40 | 0.75 | -0.25 | 72.66 | 27 | -10 | 845 |
| 23 Apr | 4054.10 | 1 | -0.050000000000000044 | 71.91 | 86 | -21 | 852 |
| 22 Apr | 4021.10 | 1.05 | -0.30000000000000004 | 64.89 | 160 | -123 | 876 |
| 21 Apr | 4075.40 | 1.3 | -0.3999999999999999 | 65.08 | 64 | -12 | 999 |
| 20 Apr | 4051.00 | 1.7 | -0.25 | 61.71 | 100 | -16 | 1,012 |
| 17 Apr | 4096.10 | 1.95 | -0.09999999999999987 | 57.03 | 233 | -1 | 1,028 |
| 16 Apr | 4119.80 | 1.95 | -0.5999999999999999 | 56.21 | 253 | -48 | 1,032 |
| 15 Apr | 4076.30 | 2.45 | -2.7 | 53.22 | 559 | 2 | 1,081 |
| 13 Apr | 3954.30 | 5.3 | 0.9500000000000002 | 49.76 | 525 | 25 | 1,079 |
| 10 Apr | 3959.90 | 4.65 | -1.5 | 44.83 | 478 | 34 | 1,058 |
| 9 Apr | 3896.20 | 6.25 | 1.65 | 43.41 | 417 | -17 | 1,025 |
| 8 Apr | 4005.90 | 4.45 | -22.5 | 45.45 | 3,963 | -1,111 | 1,046 |
| 7 Apr | 3723.30 | 27.4 | -3.2 | 47.76 | 1,264 | -354 | 2,152 |
| 6 Apr | 3727.70 | 30.75 | -19.2 | 48.83 | 1,508 | -56 | 2,507 |
| 2 Apr | 3613.10 | 52.2 | 7.05 | 46.2 | 1,597 | 181 | 2,562 |
| 1 Apr | 3607.50 | 43.1 | -33.5 | 42.77 | 3,235 | 1,198 | 2,381 |
| 30 Mar | 3504.10 | 76.2 | 4.1 | 43.84 | 1,738 | -138 | 1,166 |
| 27 Mar | 3564.10 | 70.35 | 23.75 | 45.12 | 1,370 | 261 | 1,295 |
| 25 Mar | 3649.30 | 45.8 | -39.45 | 41.84 | 992 | -49 | 1,033 |
| 24 Mar | 3516.80 | 85.1 | -62.55 | 43.61 | 818 | 1 | 1,077 |
| 23 Mar | 3342.40 | 150 | 50.35 | 44.66 | 1,558 | 651 | 1,068 |
| 20 Mar | 3434.80 | 96 | -4.5 | 38.62 | 446 | 36 | 418 |
| 19 Mar | 3434.50 | 99 | 55.95 | 39.41 | 420 | 54 | 388 |
| 18 Mar | 3607.90 | 43.35 | -16.95 | 34.55 | 524 | 229 | 334 |
| 17 Mar | 3542.80 | 60.45 | -32.25 | 35.25 | 238 | -31 | 105 |
| 16 Mar | 3469.40 | 92 | -22.7 | 37.75 | 256 | 101 | 137 |
| 13 Mar | 3439.00 | 121 | 89.4 | 42.3 | 93 | 35 | 36 |
| 12 Mar | 3719.50 | 31.6 | 22.4 | 34.31 | 1 | 0 | 0 |
| 11 Mar | 3838.80 | 9.2 | 0 | 10.64 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 9.2 | 0 | 11.82 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3300 expiring on 28APR2026
Delta for 3300 PE is -0.01
Historical price for 3300 PE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 72.66, the open interest changed by -10 which decreased total open position to 845
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1, which was -0.050000000000000044 lower than the previous day. The implied volatity was 71.91, the open interest changed by -21 which decreased total open position to 852
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.05, which was -0.30000000000000004 lower than the previous day. The implied volatity was 64.89, the open interest changed by -123 which decreased total open position to 876
On 21 Apr LT was trading at 4075.40. The strike last trading price was 1.3, which was -0.3999999999999999 lower than the previous day. The implied volatity was 65.08, the open interest changed by -12 which decreased total open position to 999
On 20 Apr LT was trading at 4051.00. The strike last trading price was 1.7, which was -0.25 lower than the previous day. The implied volatity was 61.71, the open interest changed by -16 which decreased total open position to 1012
On 17 Apr LT was trading at 4096.10. The strike last trading price was 1.95, which was -0.09999999999999987 lower than the previous day. The implied volatity was 57.03, the open interest changed by -1 which decreased total open position to 1028
On 16 Apr LT was trading at 4119.80. The strike last trading price was 1.95, which was -0.5999999999999999 lower than the previous day. The implied volatity was 56.21, the open interest changed by -48 which decreased total open position to 1032
On 15 Apr LT was trading at 4076.30. The strike last trading price was 2.45, which was -2.7 lower than the previous day. The implied volatity was 53.22, the open interest changed by 2 which increased total open position to 1081
On 13 Apr LT was trading at 3954.30. The strike last trading price was 5.3, which was 0.9500000000000002 higher than the previous day. The implied volatity was 49.76, the open interest changed by 25 which increased total open position to 1079
On 10 Apr LT was trading at 3959.90. The strike last trading price was 4.65, which was -1.5 lower than the previous day. The implied volatity was 44.83, the open interest changed by 34 which increased total open position to 1058
On 9 Apr LT was trading at 3896.20. The strike last trading price was 6.25, which was 1.65 higher than the previous day. The implied volatity was 43.41, the open interest changed by -17 which decreased total open position to 1025
On 8 Apr LT was trading at 4005.90. The strike last trading price was 4.45, which was -22.5 lower than the previous day. The implied volatity was 45.45, the open interest changed by -1111 which decreased total open position to 1046
On 7 Apr LT was trading at 3723.30. The strike last trading price was 27.4, which was -3.2 lower than the previous day. The implied volatity was 47.76, the open interest changed by -354 which decreased total open position to 2152
On 6 Apr LT was trading at 3727.70. The strike last trading price was 30.75, which was -19.2 lower than the previous day. The implied volatity was 48.83, the open interest changed by -56 which decreased total open position to 2507
On 2 Apr LT was trading at 3613.10. The strike last trading price was 52.2, which was 7.05 higher than the previous day. The implied volatity was 46.2, the open interest changed by 181 which increased total open position to 2562
On 1 Apr LT was trading at 3607.50. The strike last trading price was 43.1, which was -33.5 lower than the previous day. The implied volatity was 42.77, the open interest changed by 1198 which increased total open position to 2381
On 30 Mar LT was trading at 3504.10. The strike last trading price was 76.2, which was 4.1 higher than the previous day. The implied volatity was 43.84, the open interest changed by -138 which decreased total open position to 1166
On 27 Mar LT was trading at 3564.10. The strike last trading price was 70.35, which was 23.75 higher than the previous day. The implied volatity was 45.12, the open interest changed by 261 which increased total open position to 1295
On 25 Mar LT was trading at 3649.30. The strike last trading price was 45.8, which was -39.45 lower than the previous day. The implied volatity was 41.84, the open interest changed by -49 which decreased total open position to 1033
On 24 Mar LT was trading at 3516.80. The strike last trading price was 85.1, which was -62.55 lower than the previous day. The implied volatity was 43.61, the open interest changed by 1 which increased total open position to 1077
On 23 Mar LT was trading at 3342.40. The strike last trading price was 150, which was 50.35 higher than the previous day. The implied volatity was 44.66, the open interest changed by 651 which increased total open position to 1068
On 20 Mar LT was trading at 3434.80. The strike last trading price was 96, which was -4.5 lower than the previous day. The implied volatity was 38.62, the open interest changed by 36 which increased total open position to 418
On 19 Mar LT was trading at 3434.50. The strike last trading price was 99, which was 55.95 higher than the previous day. The implied volatity was 39.41, the open interest changed by 54 which increased total open position to 388
On 18 Mar LT was trading at 3607.90. The strike last trading price was 43.35, which was -16.95 lower than the previous day. The implied volatity was 34.55, the open interest changed by 229 which increased total open position to 334
On 17 Mar LT was trading at 3542.80. The strike last trading price was 60.45, which was -32.25 lower than the previous day. The implied volatity was 35.25, the open interest changed by -31 which decreased total open position to 105
On 16 Mar LT was trading at 3469.40. The strike last trading price was 92, which was -22.7 lower than the previous day. The implied volatity was 37.75, the open interest changed by 101 which increased total open position to 137
On 13 Mar LT was trading at 3439.00. The strike last trading price was 121, which was 89.4 higher than the previous day. The implied volatity was 42.3, the open interest changed by 35 which increased total open position to 36
On 12 Mar LT was trading at 3719.50. The strike last trading price was 31.6, which was 22.4 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3838.80. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 10.64, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3876.00. The strike last trading price was 9.2, which was 0 lower than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LT was trading at 3842.10. The strike last trading price was 0, 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 6 Mar LT was trading at 3949.80. The strike last trading price was 0, 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 5 Mar LT was trading at 4038.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
