LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:29 PM IST
| LT 28-Apr-2026 (4d) 3360 CE | ||||||||||||||||
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Delta: 1
Vega: 0
Theta: 0.51
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3992.10 | 708.2 | 58.200000000000045 | 3.74 | 1 | 0 | 49 | |||||||||
| 23 Apr | 4054.10 | 650 | -106 | 3.74 | 1 | 0 | 50 | |||||||||
| 22 Apr | 4021.10 | 756 | -9.850000000000023 | - | 0 | 0 | 50 | |||||||||
| 21 Apr | 4075.40 | 756 | -9.850000000000023 | - | 0 | 0 | 50 | |||||||||
| 20 Apr | 4051.00 | 756 | -9.850000000000023 | - | 0 | 0 | 50 | |||||||||
| 17 Apr | 4096.10 | 756 | -9.850000000000023 | 54.25 | 0 | 0 | 50 | |||||||||
| 16 Apr | 4119.80 | 756 | -32.25 | 54.25 | 2 | 0 | 52 | |||||||||
| 15 Apr | 4076.30 | 788.25 | 158.25 | 92.02 | 2 | 0 | 52 | |||||||||
| 13 Apr | 3954.30 | 630 | -28 | - | 0 | 0 | 52 | |||||||||
| 10 Apr | 3959.90 | 630 | -28 | - | 0 | 0 | 52 | |||||||||
| 9 Apr | 3896.20 | 630 | 319.5 | - | 0 | -4 | 0 | |||||||||
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| 8 Apr | 4005.90 | 630 | 319.5 | 39.69 | 4 | 0 | 56 | |||||||||
| 7 Apr | 3723.30 | 310.5 | -0.05 | - | 0 | 0 | 56 | |||||||||
| 6 Apr | 3727.70 | 310.5 | -0.05 | 31.07 | 2 | 0 | 56 | |||||||||
| 2 Apr | 3613.10 | 310.55 | 40.95 | 35.28 | 48 | 25 | 56 | |||||||||
| 1 Apr | 3607.50 | 269.6 | -84.25 | - | 0 | 0 | 31 | |||||||||
| 30 Mar | 3504.10 | 269.6 | -84.25 | 44.31 | 16 | 4 | 30 | |||||||||
| 27 Mar | 3564.10 | 353.85 | 81.85 | - | 0 | 0 | 26 | |||||||||
| 25 Mar | 3649.30 | 353.85 | 81.85 | 29.48 | 7 | -1 | 27 | |||||||||
| 24 Mar | 3516.80 | 272 | 94.75 | 38.23 | 41 | -4 | 29 | |||||||||
| 23 Mar | 3342.40 | 174.05 | -339.2 | 39.88 | 76 | 34 | 34 | |||||||||
| 20 Mar | 3434.80 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 3434.50 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 3607.90 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 3542.80 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 3469.40 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3439.00 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 513.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3360 expiring on 28APR2026
Delta for 3360 CE is 1
Historical price for 3360 CE is as follows
On 24 Apr LT was trading at 3992.10. The strike last trading price was 708.2, which was 58.200000000000045 higher than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 49
On 23 Apr LT was trading at 4054.10. The strike last trading price was 650, which was -106 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 50
On 22 Apr LT was trading at 4021.10. The strike last trading price was 756, which was -9.850000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 21 Apr LT was trading at 4075.40. The strike last trading price was 756, which was -9.850000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 20 Apr LT was trading at 4051.00. The strike last trading price was 756, which was -9.850000000000023 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50
On 17 Apr LT was trading at 4096.10. The strike last trading price was 756, which was -9.850000000000023 lower than the previous day. The implied volatity was 54.25, the open interest changed by 0 which decreased total open position to 50
On 16 Apr LT was trading at 4119.80. The strike last trading price was 756, which was -32.25 lower than the previous day. The implied volatity was 54.25, the open interest changed by 0 which decreased total open position to 52
On 15 Apr LT was trading at 4076.30. The strike last trading price was 788.25, which was 158.25 higher than the previous day. The implied volatity was 92.02, the open interest changed by 0 which decreased total open position to 52
On 13 Apr LT was trading at 3954.30. The strike last trading price was 630, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 10 Apr LT was trading at 3959.90. The strike last trading price was 630, which was -28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 9 Apr LT was trading at 3896.20. The strike last trading price was 630, which was 319.5 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 630, which was 319.5 higher than the previous day. The implied volatity was 39.69, the open interest changed by 0 which decreased total open position to 56
On 7 Apr LT was trading at 3723.30. The strike last trading price was 310.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 56
On 6 Apr LT was trading at 3727.70. The strike last trading price was 310.5, which was -0.05 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 56
On 2 Apr LT was trading at 3613.10. The strike last trading price was 310.55, which was 40.95 higher than the previous day. The implied volatity was 35.28, the open interest changed by 25 which increased total open position to 56
On 1 Apr LT was trading at 3607.50. The strike last trading price was 269.6, which was -84.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 30 Mar LT was trading at 3504.10. The strike last trading price was 269.6, which was -84.25 lower than the previous day. The implied volatity was 44.31, the open interest changed by 4 which increased total open position to 30
On 27 Mar LT was trading at 3564.10. The strike last trading price was 353.85, which was 81.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 25 Mar LT was trading at 3649.30. The strike last trading price was 353.85, which was 81.85 higher than the previous day. The implied volatity was 29.48, the open interest changed by -1 which decreased total open position to 27
On 24 Mar LT was trading at 3516.80. The strike last trading price was 272, which was 94.75 higher than the previous day. The implied volatity was 38.23, the open interest changed by -4 which decreased total open position to 29
On 23 Mar LT was trading at 3342.40. The strike last trading price was 174.05, which was -339.2 lower than the previous day. The implied volatity was 39.88, the open interest changed by 34 which increased total open position to 34
On 20 Mar LT was trading at 3434.80. The strike last trading price was 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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 513.25, 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) 3360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.08
Gamma: 0.00006
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3992.10 | 0.6 | -0.5499999999999999 | 64.9 | 2 | 0 | 114 |
| 23 Apr | 4054.10 | 1.15 | -0.40000000000000013 | 66.44 | 20 | 0 | 112 |
| 22 Apr | 4021.10 | 1.55 | -0.09999999999999987 | 64.16 | 7 | 4 | 113 |
| 21 Apr | 4075.40 | 1.9 | 0.09999999999999987 | 63.44 | 71 | -11 | 113 |
| 20 Apr | 4051.00 | 1.8 | -0.09999999999999987 | 57.48 | 14 | 0 | 124 |
| 17 Apr | 4096.10 | 1.8 | 0.10000000000000009 | 52.27 | 11 | -4 | 124 |
| 16 Apr | 4119.80 | 1.7 | -1.05 | 50.6 | 2 | 1 | 128 |
| 15 Apr | 4076.30 | 2.75 | -3.8 | 50.52 | 8 | -3 | 128 |
| 13 Apr | 3954.30 | 6.4 | 1.5 | 47.26 | 52 | -7 | 131 |
| 10 Apr | 3959.90 | 4.9 | -2.6499999999999995 | 41.49 | 39 | 13 | 135 |
| 9 Apr | 3896.20 | 7.7 | 2.15 | 41.3 | 92 | -15 | 121 |
| 8 Apr | 4005.90 | 5.55 | -27.4 | 43.66 | 202 | -63 | 134 |
| 7 Apr | 3723.30 | 32.5 | -4.7 | 45.44 | 95 | 17 | 198 |
| 6 Apr | 3727.70 | 37.25 | -27.2 | 46.96 | 124 | 4 | 179 |
| 2 Apr | 3613.10 | 62.1 | 8.1 | 44.37 | 126 | -6 | 176 |
| 1 Apr | 3607.50 | 53.4 | -39 | 41.52 | 279 | -7 | 179 |
| 30 Mar | 3504.10 | 92.4 | 8.3 | 42.72 | 71 | 12 | 186 |
| 27 Mar | 3564.10 | 83 | 26.35 | 43.62 | 22 | 2 | 174 |
| 25 Mar | 3649.30 | 55.7 | -45.8 | 40.7 | 165 | 53 | 171 |
| 24 Mar | 3516.80 | 101.35 | -74.5 | 42.54 | 37 | 0 | 117 |
| 23 Mar | 3342.40 | 177.05 | 123.1 | 44.17 | 126 | 81 | 108 |
| 20 Mar | 3434.80 | 54.65 | 31.65 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 54.65 | 31.65 | - | 34 | 0 | 27 |
| 18 Mar | 3607.90 | 54.65 | 31.65 | 33.78 | 34 | 19 | 20 |
| 17 Mar | 3542.80 | 23 | -11 | - | 0 | 0 | 1 |
| 16 Mar | 3469.40 | 23 | -11 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 23 | -11 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 23 | -11 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 23 | -11 | - | 0 | 0 | 1 |
| 10 Mar | 3876.00 | 23 | -11 | 34.42 | 1 | 0 | 0 |
| 9 Mar | 3842.10 | 34 | 0 | 9.51 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 34 | 0 | 10.88 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 34 | 0 | 12.41 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 34 | 0 | 9.84 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3360 expiring on 28APR2026
Delta for 3360 PE is -0.01
Historical price for 3360 PE is as follows
On 24 Apr LT was trading at 3992.10. The strike last trading price was 0.6, which was -0.5499999999999999 lower than the previous day. The implied volatity was 64.9, the open interest changed by 0 which decreased total open position to 114
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.15, which was -0.40000000000000013 lower than the previous day. The implied volatity was 66.44, the open interest changed by 0 which decreased total open position to 112
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.55, which was -0.09999999999999987 lower than the previous day. The implied volatity was 64.16, the open interest changed by 4 which increased total open position to 113
On 21 Apr LT was trading at 4075.40. The strike last trading price was 1.9, which was 0.09999999999999987 higher than the previous day. The implied volatity was 63.44, the open interest changed by -11 which decreased total open position to 113
On 20 Apr LT was trading at 4051.00. The strike last trading price was 1.8, which was -0.09999999999999987 lower than the previous day. The implied volatity was 57.48, the open interest changed by 0 which decreased total open position to 124
On 17 Apr LT was trading at 4096.10. The strike last trading price was 1.8, which was 0.10000000000000009 higher than the previous day. The implied volatity was 52.27, the open interest changed by -4 which decreased total open position to 124
On 16 Apr LT was trading at 4119.80. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 50.6, the open interest changed by 1 which increased total open position to 128
On 15 Apr LT was trading at 4076.30. The strike last trading price was 2.75, which was -3.8 lower than the previous day. The implied volatity was 50.52, the open interest changed by -3 which decreased total open position to 128
On 13 Apr LT was trading at 3954.30. The strike last trading price was 6.4, which was 1.5 higher than the previous day. The implied volatity was 47.26, the open interest changed by -7 which decreased total open position to 131
On 10 Apr LT was trading at 3959.90. The strike last trading price was 4.9, which was -2.6499999999999995 lower than the previous day. The implied volatity was 41.49, the open interest changed by 13 which increased total open position to 135
On 9 Apr LT was trading at 3896.20. The strike last trading price was 7.7, which was 2.15 higher than the previous day. The implied volatity was 41.3, the open interest changed by -15 which decreased total open position to 121
On 8 Apr LT was trading at 4005.90. The strike last trading price was 5.55, which was -27.4 lower than the previous day. The implied volatity was 43.66, the open interest changed by -63 which decreased total open position to 134
On 7 Apr LT was trading at 3723.30. The strike last trading price was 32.5, which was -4.7 lower than the previous day. The implied volatity was 45.44, the open interest changed by 17 which increased total open position to 198
On 6 Apr LT was trading at 3727.70. The strike last trading price was 37.25, which was -27.2 lower than the previous day. The implied volatity was 46.96, the open interest changed by 4 which increased total open position to 179
On 2 Apr LT was trading at 3613.10. The strike last trading price was 62.1, which was 8.1 higher than the previous day. The implied volatity was 44.37, the open interest changed by -6 which decreased total open position to 176
On 1 Apr LT was trading at 3607.50. The strike last trading price was 53.4, which was -39 lower than the previous day. The implied volatity was 41.52, the open interest changed by -7 which decreased total open position to 179
On 30 Mar LT was trading at 3504.10. The strike last trading price was 92.4, which was 8.3 higher than the previous day. The implied volatity was 42.72, the open interest changed by 12 which increased total open position to 186
On 27 Mar LT was trading at 3564.10. The strike last trading price was 83, which was 26.35 higher than the previous day. The implied volatity was 43.62, the open interest changed by 2 which increased total open position to 174
On 25 Mar LT was trading at 3649.30. The strike last trading price was 55.7, which was -45.8 lower than the previous day. The implied volatity was 40.7, the open interest changed by 53 which increased total open position to 171
On 24 Mar LT was trading at 3516.80. The strike last trading price was 101.35, which was -74.5 lower than the previous day. The implied volatity was 42.54, the open interest changed by 0 which decreased total open position to 117
On 23 Mar LT was trading at 3342.40. The strike last trading price was 177.05, which was 123.1 higher than the previous day. The implied volatity was 44.17, the open interest changed by 81 which increased total open position to 108
On 20 Mar LT was trading at 3434.80. The strike last trading price was 54.65, which was 31.65 higher 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 54.65, which was 31.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 18 Mar LT was trading at 3607.90. The strike last trading price was 54.65, which was 31.65 higher than the previous day. The implied volatity was 33.78, the open interest changed by 19 which increased total open position to 20
On 17 Mar LT was trading at 3542.80. The strike last trading price was 23, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar LT was trading at 3469.40. The strike last trading price was 23, which was -11 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 23, which was -11 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 23, which was -11 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 23, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar LT was trading at 3876.00. The strike last trading price was 23, which was -11 lower than the previous day. The implied volatity was 34.42, 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 34, which was 0 lower than the previous day. The implied volatity was 9.51, 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 34, which was 0 lower than the previous day. The implied volatity was 10.88, 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 34, which was 0 lower than the previous day. The implied volatity was 12.41, 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 34, which was 0 lower than the previous day. The implied volatity was 9.84, the open interest changed by 0 which decreased total open position to 0
