LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3320 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 23 Apr | 4054.10 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 22 Apr | 4021.10 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 21 Apr | 4075.40 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 20 Apr | 4051.00 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 17 Apr | 4096.10 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 16 Apr | 4119.80 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 15 Apr | 4076.30 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 13 Apr | 3954.30 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 10 Apr | 3959.90 | 700 | 2.6000000000000227 | - | 0 | 0 | 11 | |||||||||
| 9 Apr | 3896.20 | 700 | 357.25 | - | 0 | -1 | 0 | |||||||||
| 8 Apr | 4005.90 | 700 | 357.25 | 43.55 | 5 | 0 | 12 | |||||||||
| 7 Apr | 3723.30 | 342.75 | 50.9 | - | 0 | 0 | 12 | |||||||||
| 6 Apr | 3727.70 | 342.75 | 50.9 | 29.45 | 5 | 0 | 11 | |||||||||
| 2 Apr | 3613.10 | 291.85 | 1.85 | - | 0 | 0 | 11 | |||||||||
| 1 Apr | 3607.50 | 291.85 | 1.85 | - | 0 | 0 | 11 | |||||||||
| 30 Mar | 3504.10 | 291.85 | 1.85 | 43.25 | 3 | -1 | 13 | |||||||||
| 27 Mar | 3564.10 | 290 | 92.45 | - | 0 | 0 | 14 | |||||||||
| 25 Mar | 3649.30 | 290 | 92.45 | - | 0 | 0 | 14 | |||||||||
| 24 Mar | 3516.80 | 290 | 92.45 | 35.76 | 6 | 0 | 14 | |||||||||
| 23 Mar | 3342.40 | 198.05 | -348.7 | 40.82 | 34 | 14 | 14 | |||||||||
| 20 Mar | 3434.80 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 3434.50 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 3607.90 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3542.80 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
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| 16 Mar | 3469.40 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3439.00 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 546.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3320 expiring on 28APR2026
Delta for 3320 CE is -
Historical price for 3320 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 23 Apr LT was trading at 4054.10. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 22 Apr LT was trading at 4021.10. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Apr LT was trading at 4075.40. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Apr LT was trading at 4051.00. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Apr LT was trading at 4096.10. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Apr LT was trading at 4119.80. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Apr LT was trading at 4076.30. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Apr LT was trading at 3954.30. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Apr LT was trading at 3959.90. The strike last trading price was 700, which was 2.6000000000000227 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Apr LT was trading at 3896.20. The strike last trading price was 700, which was 357.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 700, which was 357.25 higher than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 12
On 7 Apr LT was trading at 3723.30. The strike last trading price was 342.75, which was 50.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 6 Apr LT was trading at 3727.70. The strike last trading price was 342.75, which was 50.9 higher than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 11
On 2 Apr LT was trading at 3613.10. The strike last trading price was 291.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 1 Apr LT was trading at 3607.50. The strike last trading price was 291.85, which was 1.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 30 Mar LT was trading at 3504.10. The strike last trading price was 291.85, which was 1.85 higher than the previous day. The implied volatity was 43.25, the open interest changed by -1 which decreased total open position to 13
On 27 Mar LT was trading at 3564.10. The strike last trading price was 290, which was 92.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 25 Mar LT was trading at 3649.30. The strike last trading price was 290, which was 92.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 24 Mar LT was trading at 3516.80. The strike last trading price was 290, which was 92.45 higher than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 14
On 23 Mar LT was trading at 3342.40. The strike last trading price was 198.05, which was -348.7 lower than the previous day. The implied volatity was 40.82, the open interest changed by 14 which increased total open position to 14
On 20 Mar LT was trading at 3434.80. The strike last trading price was 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 546.75, 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 4 Mar LT was trading at 3882.60. 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
| LT 28-Apr-2026 (4d) 3320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.22
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 0.95 | 0.95 | 69.85 | 0 | 0 | 111 |
| 23 Apr | 4054.10 | 0.95 | -0.3500000000000001 | 69.85 | 8 | -3 | 111 |
| 22 Apr | 4021.10 | 1.3 | -0.25 | 65.33 | 7 | -5 | 114 |
| 21 Apr | 4075.40 | 1.5 | -0.3999999999999999 | 65.17 | 6 | 0 | 117 |
| 20 Apr | 4051.00 | 1.9 | 0 | 59.74 | 2 | 0 | 118 |
| 17 Apr | 4096.10 | 1.9 | -0.10000000000000009 | 55.48 | 3 | -1 | 119 |
| 16 Apr | 4119.80 | 2 | 2 | 50.85 | 0 | 0 | 120 |
| 15 Apr | 4076.30 | 2 | -3.95 | 50.85 | 1 | 0 | 119 |
| 13 Apr | 3954.30 | 5.95 | 1.4500000000000002 | 49.58 | 44 | -4 | 119 |
| 10 Apr | 3959.90 | 4.5 | -2.0999999999999996 | 43.35 | 5 | 0 | 125 |
| 9 Apr | 3896.20 | 6.6 | 0.9 | 42.59 | 20 | 2 | 125 |
| 8 Apr | 4005.90 | 5.4 | -24.35 | 45.81 | 169 | -71 | 123 |
| 7 Apr | 3723.30 | 29.6 | -2.8 | 47.3 | 74 | 12 | 183 |
| 6 Apr | 3727.70 | 32.55 | -19.45 | 48.04 | 64 | -23 | 170 |
| 2 Apr | 3613.10 | 52 | 4.1 | 44.39 | 32 | -5 | 193 |
| 1 Apr | 3607.50 | 47.25 | -28.9 | 42.7 | 66 | 43 | 196 |
| 30 Mar | 3504.10 | 76.15 | -0.7 | 41.92 | 97 | 54 | 152 |
| 27 Mar | 3564.10 | 76 | 26.3 | 45.11 | 40 | 13 | 97 |
| 25 Mar | 3649.30 | 49.8 | -42.2 | 41.76 | 93 | -24 | 83 |
| 24 Mar | 3516.80 | 92 | -64.85 | 43.72 | 33 | 20 | 107 |
| 23 Mar | 3342.40 | 157.35 | 53.95 | 44.18 | 66 | 38 | 87 |
| 20 Mar | 3434.80 | 103.2 | -0.85 | 38.57 | 17 | 4 | 47 |
| 19 Mar | 3434.50 | 104.05 | 58.15 | 38.85 | 4 | 1 | 43 |
| 18 Mar | 3607.90 | 45.9 | 17.8 | 34 | 48 | 42 | 42 |
| 17 Mar | 3542.80 | 28.1 | 0 | 5.65 | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 28.1 | 0 | 4.02 | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 28.1 | 0 | 3.64 | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 28.1 | 0 | 8.63 | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 28.1 | 0 | 10.3 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 28.1 | 0 | 11.47 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 28.1 | 0 | 10.17 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 28.1 | 0 | 12.11 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 28.1 | 0 | 13 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 28.1 | 0 | 10.46 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3320 expiring on 28APR2026
Delta for 3320 PE is -0.01
Historical price for 3320 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 0.95, which was 0.95 higher than the previous day. The implied volatity was 69.85, the open interest changed by 0 which decreased total open position to 111
On 23 Apr LT was trading at 4054.10. The strike last trading price was 0.95, which was -0.3500000000000001 lower than the previous day. The implied volatity was 69.85, the open interest changed by -3 which decreased total open position to 111
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 65.33, the open interest changed by -5 which decreased total open position to 114
On 21 Apr LT was trading at 4075.40. The strike last trading price was 1.5, which was -0.3999999999999999 lower than the previous day. The implied volatity was 65.17, the open interest changed by 0 which decreased total open position to 117
On 20 Apr LT was trading at 4051.00. The strike last trading price was 1.9, which was 0 lower than the previous day. The implied volatity was 59.74, the open interest changed by 0 which decreased total open position to 118
On 17 Apr LT was trading at 4096.10. The strike last trading price was 1.9, which was -0.10000000000000009 lower than the previous day. The implied volatity was 55.48, the open interest changed by -1 which decreased total open position to 119
On 16 Apr LT was trading at 4119.80. The strike last trading price was 2, which was 2 higher than the previous day. The implied volatity was 50.85, 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 2, which was -3.95 lower than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 119
On 13 Apr LT was trading at 3954.30. The strike last trading price was 5.95, which was 1.4500000000000002 higher than the previous day. The implied volatity was 49.58, the open interest changed by -4 which decreased total open position to 119
On 10 Apr LT was trading at 3959.90. The strike last trading price was 4.5, which was -2.0999999999999996 lower than the previous day. The implied volatity was 43.35, the open interest changed by 0 which decreased total open position to 125
On 9 Apr LT was trading at 3896.20. The strike last trading price was 6.6, which was 0.9 higher than the previous day. The implied volatity was 42.59, the open interest changed by 2 which increased total open position to 125
On 8 Apr LT was trading at 4005.90. The strike last trading price was 5.4, which was -24.35 lower than the previous day. The implied volatity was 45.81, the open interest changed by -71 which decreased total open position to 123
On 7 Apr LT was trading at 3723.30. The strike last trading price was 29.6, which was -2.8 lower than the previous day. The implied volatity was 47.3, the open interest changed by 12 which increased total open position to 183
On 6 Apr LT was trading at 3727.70. The strike last trading price was 32.55, which was -19.45 lower than the previous day. The implied volatity was 48.04, the open interest changed by -23 which decreased total open position to 170
On 2 Apr LT was trading at 3613.10. The strike last trading price was 52, which was 4.1 higher than the previous day. The implied volatity was 44.39, the open interest changed by -5 which decreased total open position to 193
On 1 Apr LT was trading at 3607.50. The strike last trading price was 47.25, which was -28.9 lower than the previous day. The implied volatity was 42.7, the open interest changed by 43 which increased total open position to 196
On 30 Mar LT was trading at 3504.10. The strike last trading price was 76.15, which was -0.7 lower than the previous day. The implied volatity was 41.92, the open interest changed by 54 which increased total open position to 152
On 27 Mar LT was trading at 3564.10. The strike last trading price was 76, which was 26.3 higher than the previous day. The implied volatity was 45.11, the open interest changed by 13 which increased total open position to 97
On 25 Mar LT was trading at 3649.30. The strike last trading price was 49.8, which was -42.2 lower than the previous day. The implied volatity was 41.76, the open interest changed by -24 which decreased total open position to 83
On 24 Mar LT was trading at 3516.80. The strike last trading price was 92, which was -64.85 lower than the previous day. The implied volatity was 43.72, the open interest changed by 20 which increased total open position to 107
On 23 Mar LT was trading at 3342.40. The strike last trading price was 157.35, which was 53.95 higher than the previous day. The implied volatity was 44.18, the open interest changed by 38 which increased total open position to 87
On 20 Mar LT was trading at 3434.80. The strike last trading price was 103.2, which was -0.85 lower than the previous day. The implied volatity was 38.57, the open interest changed by 4 which increased total open position to 47
On 19 Mar LT was trading at 3434.50. The strike last trading price was 104.05, which was 58.15 higher than the previous day. The implied volatity was 38.85, the open interest changed by 1 which increased total open position to 43
On 18 Mar LT was trading at 3607.90. The strike last trading price was 45.9, which was 17.8 higher than the previous day. The implied volatity was 34, the open interest changed by 42 which increased total open position to 42
On 17 Mar LT was trading at 3542.80. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 5.65, 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 28.1, which was 0 lower than the previous day. The implied volatity was 4.02, 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 28.1, which was 0 lower than the previous day. The implied volatity was 3.64, 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 28.1, which was 0 lower than the previous day. The implied volatity was 8.63, 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 28.1, which was 0 lower than the previous day. The implied volatity was 10.3, 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 28.1, which was 0 lower than the previous day. The implied volatity was 11.47, 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 28.1, which was 0 lower than the previous day. The implied volatity was 10.17, 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 28.1, which was 0 lower than the previous day. The implied volatity was 12.11, 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 28.1, which was 0 lower than the previous day. The implied volatity was 13, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 28.1, which was 0 lower than the previous day. The implied volatity was 10.46, the open interest changed by 0 which decreased total open position to 0
