LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:32 PM IST
| LT 28-Apr-2026 (4d) 3400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0
Theta: -4.33
Gamma: 0.00025
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3992.20 | 601.1 | -41.049999999999955 | 89.29 | 7 | -5 | 889 | |||||||||
| 23 Apr | 4054.10 | 642.15 | 30.149999999999977 | 58 | 17 | -15 | 896 | |||||||||
| 22 Apr | 4021.10 | 612 | -73.39999999999998 | 56.76 | 40 | -1 | 911 | |||||||||
| 21 Apr | 4075.40 | 684 | 40 | 72.39 | 5 | -3 | 912 | |||||||||
| 20 Apr | 4051.00 | 644 | -64.70000000000005 | 74.17 | 1 | 0 | 916 | |||||||||
| 17 Apr | 4096.10 | 711 | 2.2999999999999545 | 51.32 | 0 | 0 | 916 | |||||||||
| 16 Apr | 4119.80 | 711 | 22.450000000000045 | 51.32 | 3 | 0 | 917 | |||||||||
| 15 Apr | 4076.30 | 688.55 | 129.0999999999999 | 49.01 | 8 | -3 | 918 | |||||||||
| 13 Apr | 3954.30 | 559.45 | 12.900000000000091 | 46.33 | 119 | -19 | 922 | |||||||||
| 10 Apr | 3959.90 | 546.55 | 30.699999999999932 | 40.78 | 12 | -2 | 940 | |||||||||
| 9 Apr | 3896.20 | 514.95 | -98.2 | 37.04 | 88 | -33 | 947 | |||||||||
| 8 Apr | 4005.90 | 620.3 | 254.5 | 41.16 | 137 | -56 | 980 | |||||||||
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| 7 Apr | 3723.30 | 364.8 | -11.6 | 37.54 | 207 | -66 | 1,037 | |||||||||
| 6 Apr | 3727.70 | 374.8 | 90.8 | 39.53 | 212 | -65 | 1,103 | |||||||||
| 2 Apr | 3613.10 | 281 | -10.75 | 35.59 | 349 | -77 | 1,168 | |||||||||
| 1 Apr | 3607.50 | 298.6 | 76.75 | 37.76 | 202 | -22 | 1,244 | |||||||||
| 30 Mar | 3504.10 | 221.5 | -49.5 | 37.82 | 264 | 70 | 1,265 | |||||||||
| 27 Mar | 3564.10 | 270.7 | -59.8 | 36.68 | 257 | 112 | 1,193 | |||||||||
| 25 Mar | 3649.30 | 334.7 | 87.25 | 34.07 | 449 | -58 | 1,081 | |||||||||
| 24 Mar | 3516.80 | 251 | 93.4 | 39.3 | 2,389 | 282 | 1,145 | |||||||||
| 23 Mar | 3342.40 | 157.65 | -35.9 | 40.41 | 1,389 | 514 | 866 | |||||||||
| 20 Mar | 3434.80 | 195.15 | -3.9 | 35.02 | 564 | 90 | 353 | |||||||||
| 19 Mar | 3434.50 | 205 | -78.4 | 35.9 | 247 | 180 | 253 | |||||||||
| 18 Mar | 3607.90 | 283.4 | 27.4 | 27.85 | 27 | -10 | 73 | |||||||||
| 17 Mar | 3542.80 | 256 | 25.4 | 32.7 | 89 | 58 | 84 | |||||||||
| 16 Mar | 3469.40 | 230.7 | -249.95 | 37.79 | 56 | 24 | 24 | |||||||||
| 13 Mar | 3439.00 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 480.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3400 expiring on 28APR2026
Delta for 3400 CE is 0.95
Historical price for 3400 CE is as follows
On 24 Apr LT was trading at 3992.20. The strike last trading price was 601.1, which was -41.049999999999955 lower than the previous day. The implied volatity was 89.29, the open interest changed by -5 which decreased total open position to 889
On 23 Apr LT was trading at 4054.10. The strike last trading price was 642.15, which was 30.149999999999977 higher than the previous day. The implied volatity was 58, the open interest changed by -15 which decreased total open position to 896
On 22 Apr LT was trading at 4021.10. The strike last trading price was 612, which was -73.39999999999998 lower than the previous day. The implied volatity was 56.76, the open interest changed by -1 which decreased total open position to 911
On 21 Apr LT was trading at 4075.40. The strike last trading price was 684, which was 40 higher than the previous day. The implied volatity was 72.39, the open interest changed by -3 which decreased total open position to 912
On 20 Apr LT was trading at 4051.00. The strike last trading price was 644, which was -64.70000000000005 lower than the previous day. The implied volatity was 74.17, the open interest changed by 0 which decreased total open position to 916
On 17 Apr LT was trading at 4096.10. The strike last trading price was 711, which was 2.2999999999999545 higher than the previous day. The implied volatity was 51.32, the open interest changed by 0 which decreased total open position to 916
On 16 Apr LT was trading at 4119.80. The strike last trading price was 711, which was 22.450000000000045 higher than the previous day. The implied volatity was 51.32, the open interest changed by 0 which decreased total open position to 917
On 15 Apr LT was trading at 4076.30. The strike last trading price was 688.55, which was 129.0999999999999 higher than the previous day. The implied volatity was 49.01, the open interest changed by -3 which decreased total open position to 918
On 13 Apr LT was trading at 3954.30. The strike last trading price was 559.45, which was 12.900000000000091 higher than the previous day. The implied volatity was 46.33, the open interest changed by -19 which decreased total open position to 922
On 10 Apr LT was trading at 3959.90. The strike last trading price was 546.55, which was 30.699999999999932 higher than the previous day. The implied volatity was 40.78, the open interest changed by -2 which decreased total open position to 940
On 9 Apr LT was trading at 3896.20. The strike last trading price was 514.95, which was -98.2 lower than the previous day. The implied volatity was 37.04, the open interest changed by -33 which decreased total open position to 947
On 8 Apr LT was trading at 4005.90. The strike last trading price was 620.3, which was 254.5 higher than the previous day. The implied volatity was 41.16, the open interest changed by -56 which decreased total open position to 980
On 7 Apr LT was trading at 3723.30. The strike last trading price was 364.8, which was -11.6 lower than the previous day. The implied volatity was 37.54, the open interest changed by -66 which decreased total open position to 1037
On 6 Apr LT was trading at 3727.70. The strike last trading price was 374.8, which was 90.8 higher than the previous day. The implied volatity was 39.53, the open interest changed by -65 which decreased total open position to 1103
On 2 Apr LT was trading at 3613.10. The strike last trading price was 281, which was -10.75 lower than the previous day. The implied volatity was 35.59, the open interest changed by -77 which decreased total open position to 1168
On 1 Apr LT was trading at 3607.50. The strike last trading price was 298.6, which was 76.75 higher than the previous day. The implied volatity was 37.76, the open interest changed by -22 which decreased total open position to 1244
On 30 Mar LT was trading at 3504.10. The strike last trading price was 221.5, which was -49.5 lower than the previous day. The implied volatity was 37.82, the open interest changed by 70 which increased total open position to 1265
On 27 Mar LT was trading at 3564.10. The strike last trading price was 270.7, which was -59.8 lower than the previous day. The implied volatity was 36.68, the open interest changed by 112 which increased total open position to 1193
On 25 Mar LT was trading at 3649.30. The strike last trading price was 334.7, which was 87.25 higher than the previous day. The implied volatity was 34.07, the open interest changed by -58 which decreased total open position to 1081
On 24 Mar LT was trading at 3516.80. The strike last trading price was 251, which was 93.4 higher than the previous day. The implied volatity was 39.3, the open interest changed by 282 which increased total open position to 1145
On 23 Mar LT was trading at 3342.40. The strike last trading price was 157.65, which was -35.9 lower than the previous day. The implied volatity was 40.41, the open interest changed by 514 which increased total open position to 866
On 20 Mar LT was trading at 3434.80. The strike last trading price was 195.15, which was -3.9 lower than the previous day. The implied volatity was 35.02, the open interest changed by 90 which increased total open position to 353
On 19 Mar LT was trading at 3434.50. The strike last trading price was 205, which was -78.4 lower than the previous day. The implied volatity was 35.9, the open interest changed by 180 which increased total open position to 253
On 18 Mar LT was trading at 3607.90. The strike last trading price was 283.4, which was 27.4 higher than the previous day. The implied volatity was 27.85, the open interest changed by -10 which decreased total open position to 73
On 17 Mar LT was trading at 3542.80. The strike last trading price was 256, which was 25.4 higher than the previous day. The implied volatity was 32.7, the open interest changed by 58 which increased total open position to 84
On 16 Mar LT was trading at 3469.40. The strike last trading price was 230.7, which was -249.95 lower than the previous day. The implied volatity was 37.79, the open interest changed by 24 which increased total open position to 24
On 13 Mar LT was trading at 3439.00. The strike last trading price was 480.65, 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 480.65, 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 480.65, 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 480.65, 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 480.65, 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 480.65, 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 480.65, 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) 3400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.07
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3992.20 | 0.6 | -0.45000000000000007 | 60.26 | 80 | -27 | 1,029 |
| 23 Apr | 4054.10 | 1 | -0.19999999999999996 | 63.21 | 246 | -48 | 1,059 |
| 22 Apr | 4021.10 | 1.2 | -0.44999999999999996 | 56.58 | 264 | 20 | 1,107 |
| 21 Apr | 4075.40 | 1.7 | -0.30000000000000004 | 59.09 | 229 | -27 | 1,084 |
| 20 Apr | 4051.00 | 2.05 | -0.20000000000000018 | 55.02 | 240 | -55 | 1,112 |
| 17 Apr | 4096.10 | 2.25 | -0.2999999999999998 | 51.33 | 258 | -22 | 1,167 |
| 16 Apr | 4119.80 | 2.5 | -1 | 51.21 | 309 | -69 | 1,186 |
| 15 Apr | 4076.30 | 3.7 | -3.8999999999999995 | 49.75 | 560 | 1 | 1,255 |
| 13 Apr | 3954.30 | 7.75 | 1.5999999999999996 | 46.19 | 719 | -149 | 1,252 |
| 10 Apr | 3959.90 | 6.35 | -2.75 | 41.04 | 516 | 52 | 1,400 |
| 9 Apr | 3896.20 | 9.3 | 2.95 | 40.31 | 1,044 | -159 | 1,340 |
| 8 Apr | 4005.90 | 6 | -34.1 | 41.89 | 5,026 | -1,195 | 1,492 |
| 7 Apr | 3723.30 | 41 | -1.45 | 45.87 | 2,732 | 791 | 2,681 |
| 6 Apr | 3727.70 | 42.5 | -26.1 | 45.82 | 2,076 | 128 | 1,886 |
| 2 Apr | 3613.10 | 69.55 | 8.15 | 43.09 | 3,640 | -68 | 1,762 |
| 1 Apr | 3607.50 | 59.1 | -43.6 | 40.08 | 2,089 | 172 | 1,830 |
| 30 Mar | 3504.10 | 103 | 7.75 | 41.51 | 1,612 | 259 | 1,675 |
| 27 Mar | 3564.10 | 93.5 | 29.1 | 42.87 | 1,158 | 158 | 1,414 |
| 25 Mar | 3649.30 | 63.35 | -51.15 | 39.95 | 1,123 | 135 | 1,255 |
| 24 Mar | 3516.80 | 113.35 | -78.35 | 41.78 | 1,485 | 543 | 1,125 |
| 23 Mar | 3342.40 | 196.05 | 64.9 | 43.68 | 762 | 149 | 582 |
| 20 Mar | 3434.80 | 131.85 | -5.95 | 37.53 | 1,076 | -34 | 433 |
| 19 Mar | 3434.50 | 132.55 | 71 | 37.85 | 602 | 190 | 467 |
| 18 Mar | 3607.90 | 63.15 | -23.75 | 33.19 | 484 | -57 | 283 |
| 17 Mar | 3542.80 | 87 | -39.2 | 34.22 | 178 | -34 | 339 |
| 16 Mar | 3469.40 | 132 | -22.75 | 38.03 | 271 | 148 | 372 |
| 13 Mar | 3439.00 | 154 | 128.3 | 40.45 | 389 | 216 | 224 |
| 12 Mar | 3719.50 | 25.7 | -10.3 | - | 0 | -1 | 0 |
| 11 Mar | 3838.80 | 25.7 | -10.3 | 31.93 | 3 | 0 | 9 |
| 10 Mar | 3876.00 | 36 | 16.25 | - | 3 | 0 | 9 |
| 9 Mar | 3842.10 | 36 | 16.25 | 35.02 | 3 | 0 | 10 |
| 6 Mar | 3949.80 | 14 | -27.55 | - | 0 | 0 | 10 |
| 5 Mar | 4038.70 | 14 | -27.55 | 32.34 | 7 | 0 | 10 |
| 4 Mar | 3882.60 | 42.5 | 1.7 | 37.5 | 21 | 11 | 11 |
For Larsen & Toubro Ltd. - strike price 3400 expiring on 28APR2026
Delta for 3400 PE is -0.01
Historical price for 3400 PE is as follows
On 24 Apr LT was trading at 3992.20. The strike last trading price was 0.6, which was -0.45000000000000007 lower than the previous day. The implied volatity was 60.26, the open interest changed by -27 which decreased total open position to 1029
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1, which was -0.19999999999999996 lower than the previous day. The implied volatity was 63.21, the open interest changed by -48 which decreased total open position to 1059
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.2, which was -0.44999999999999996 lower than the previous day. The implied volatity was 56.58, the open interest changed by 20 which increased total open position to 1107
On 21 Apr LT was trading at 4075.40. The strike last trading price was 1.7, which was -0.30000000000000004 lower than the previous day. The implied volatity was 59.09, the open interest changed by -27 which decreased total open position to 1084
On 20 Apr LT was trading at 4051.00. The strike last trading price was 2.05, which was -0.20000000000000018 lower than the previous day. The implied volatity was 55.02, the open interest changed by -55 which decreased total open position to 1112
On 17 Apr LT was trading at 4096.10. The strike last trading price was 2.25, which was -0.2999999999999998 lower than the previous day. The implied volatity was 51.33, the open interest changed by -22 which decreased total open position to 1167
On 16 Apr LT was trading at 4119.80. The strike last trading price was 2.5, which was -1 lower than the previous day. The implied volatity was 51.21, the open interest changed by -69 which decreased total open position to 1186
On 15 Apr LT was trading at 4076.30. The strike last trading price was 3.7, which was -3.8999999999999995 lower than the previous day. The implied volatity was 49.75, the open interest changed by 1 which increased total open position to 1255
On 13 Apr LT was trading at 3954.30. The strike last trading price was 7.75, which was 1.5999999999999996 higher than the previous day. The implied volatity was 46.19, the open interest changed by -149 which decreased total open position to 1252
On 10 Apr LT was trading at 3959.90. The strike last trading price was 6.35, which was -2.75 lower than the previous day. The implied volatity was 41.04, the open interest changed by 52 which increased total open position to 1400
On 9 Apr LT was trading at 3896.20. The strike last trading price was 9.3, which was 2.95 higher than the previous day. The implied volatity was 40.31, the open interest changed by -159 which decreased total open position to 1340
On 8 Apr LT was trading at 4005.90. The strike last trading price was 6, which was -34.1 lower than the previous day. The implied volatity was 41.89, the open interest changed by -1195 which decreased total open position to 1492
On 7 Apr LT was trading at 3723.30. The strike last trading price was 41, which was -1.45 lower than the previous day. The implied volatity was 45.87, the open interest changed by 791 which increased total open position to 2681
On 6 Apr LT was trading at 3727.70. The strike last trading price was 42.5, which was -26.1 lower than the previous day. The implied volatity was 45.82, the open interest changed by 128 which increased total open position to 1886
On 2 Apr LT was trading at 3613.10. The strike last trading price was 69.55, which was 8.15 higher than the previous day. The implied volatity was 43.09, the open interest changed by -68 which decreased total open position to 1762
On 1 Apr LT was trading at 3607.50. The strike last trading price was 59.1, which was -43.6 lower than the previous day. The implied volatity was 40.08, the open interest changed by 172 which increased total open position to 1830
On 30 Mar LT was trading at 3504.10. The strike last trading price was 103, which was 7.75 higher than the previous day. The implied volatity was 41.51, the open interest changed by 259 which increased total open position to 1675
On 27 Mar LT was trading at 3564.10. The strike last trading price was 93.5, which was 29.1 higher than the previous day. The implied volatity was 42.87, the open interest changed by 158 which increased total open position to 1414
On 25 Mar LT was trading at 3649.30. The strike last trading price was 63.35, which was -51.15 lower than the previous day. The implied volatity was 39.95, the open interest changed by 135 which increased total open position to 1255
On 24 Mar LT was trading at 3516.80. The strike last trading price was 113.35, which was -78.35 lower than the previous day. The implied volatity was 41.78, the open interest changed by 543 which increased total open position to 1125
On 23 Mar LT was trading at 3342.40. The strike last trading price was 196.05, which was 64.9 higher than the previous day. The implied volatity was 43.68, the open interest changed by 149 which increased total open position to 582
On 20 Mar LT was trading at 3434.80. The strike last trading price was 131.85, which was -5.95 lower than the previous day. The implied volatity was 37.53, the open interest changed by -34 which decreased total open position to 433
On 19 Mar LT was trading at 3434.50. The strike last trading price was 132.55, which was 71 higher than the previous day. The implied volatity was 37.85, the open interest changed by 190 which increased total open position to 467
On 18 Mar LT was trading at 3607.90. The strike last trading price was 63.15, which was -23.75 lower than the previous day. The implied volatity was 33.19, the open interest changed by -57 which decreased total open position to 283
On 17 Mar LT was trading at 3542.80. The strike last trading price was 87, which was -39.2 lower than the previous day. The implied volatity was 34.22, the open interest changed by -34 which decreased total open position to 339
On 16 Mar LT was trading at 3469.40. The strike last trading price was 132, which was -22.75 lower than the previous day. The implied volatity was 38.03, the open interest changed by 148 which increased total open position to 372
On 13 Mar LT was trading at 3439.00. The strike last trading price was 154, which was 128.3 higher than the previous day. The implied volatity was 40.45, the open interest changed by 216 which increased total open position to 224
On 12 Mar LT was trading at 3719.50. The strike last trading price was 25.7, which was -10.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 11 Mar LT was trading at 3838.80. The strike last trading price was 25.7, which was -10.3 lower than the previous day. The implied volatity was 31.93, the open interest changed by 0 which decreased total open position to 9
On 10 Mar LT was trading at 3876.00. The strike last trading price was 36, which was 16.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Mar LT was trading at 3842.10. The strike last trading price was 36, which was 16.25 higher than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 10
On 6 Mar LT was trading at 3949.80. The strike last trading price was 14, which was -27.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 5 Mar LT was trading at 4038.70. The strike last trading price was 14, which was -27.55 lower than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 10
On 4 Mar LT was trading at 3882.60. The strike last trading price was 42.5, which was 1.7 higher than the previous day. The implied volatity was 37.5, the open interest changed by 11 which increased total open position to 11
