LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3440 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.94
Gamma: 0.00011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 598.35 | 0 | 59.78 | 0 | 0 | 100 | |||||||||
| 23 Apr | 4054.10 | 598.35 | -15.600000000000023 | 59.78 | 8 | -7 | 101 | |||||||||
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| 22 Apr | 4021.10 | 613.95 | -30.5 | 67.35 | 4 | -2 | 110 | |||||||||
| 21 Apr | 4075.40 | 644.45 | 87.65000000000009 | 38.24 | 3 | -2 | 113 | |||||||||
| 20 Apr | 4051.00 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 17 Apr | 4096.10 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 16 Apr | 4119.80 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 15 Apr | 4076.30 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 13 Apr | 3954.30 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 10 Apr | 3959.90 | 556.8 | -23.050000000000068 | - | 0 | 0 | 115 | |||||||||
| 9 Apr | 3896.20 | 556.8 | 216.55 | - | 0 | -14 | 0 | |||||||||
| 8 Apr | 4005.90 | 556.8 | 216.55 | 37.21 | 37 | -14 | 115 | |||||||||
| 7 Apr | 3723.30 | 340.85 | 89.8 | - | 0 | 0 | 129 | |||||||||
| 6 Apr | 3727.70 | 340.85 | 89.8 | 38.87 | 21 | 0 | 129 | |||||||||
| 2 Apr | 3613.10 | 251.05 | -27.7 | 35.21 | 59 | 33 | 129 | |||||||||
| 1 Apr | 3607.50 | 278.75 | 82 | 40.4 | 28 | -4 | 95 | |||||||||
| 30 Mar | 3504.10 | 195.45 | -44.55 | 37.22 | 77 | 4 | 99 | |||||||||
| 27 Mar | 3564.10 | 240 | -62 | 35.5 | 21 | 9 | 95 | |||||||||
| 25 Mar | 3649.30 | 301 | 77.15 | 32.93 | 55 | -1 | 87 | |||||||||
| 24 Mar | 3516.80 | 223.15 | 85 | 38.28 | 277 | -28 | 88 | |||||||||
| 23 Mar | 3342.40 | 140.7 | -32.6 | 40.47 | 149 | 66 | 117 | |||||||||
| 20 Mar | 3434.80 | 172 | -3.2 | 34.55 | 110 | 24 | 51 | |||||||||
| 19 Mar | 3434.50 | 176 | -41 | 34.16 | 34 | 14 | 28 | |||||||||
| 18 Mar | 3607.90 | 217 | 2 | - | 0 | 0 | 14 | |||||||||
| 17 Mar | 3542.80 | 217 | 2 | 29.55 | 8 | -1 | 14 | |||||||||
| 16 Mar | 3469.40 | 215 | -234.05 | 39.06 | 25 | 15 | 15 | |||||||||
| 13 Mar | 3439.00 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 449.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3440 expiring on 28APR2026
Delta for 3440 CE is 0.99
Historical price for 3440 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 598.35, which was 0 lower than the previous day. The implied volatity was 59.78, the open interest changed by 0 which decreased total open position to 100
On 23 Apr LT was trading at 4054.10. The strike last trading price was 598.35, which was -15.600000000000023 lower than the previous day. The implied volatity was 59.78, the open interest changed by -7 which decreased total open position to 101
On 22 Apr LT was trading at 4021.10. The strike last trading price was 613.95, which was -30.5 lower than the previous day. The implied volatity was 67.35, the open interest changed by -2 which decreased total open position to 110
On 21 Apr LT was trading at 4075.40. The strike last trading price was 644.45, which was 87.65000000000009 higher than the previous day. The implied volatity was 38.24, the open interest changed by -2 which decreased total open position to 113
On 20 Apr LT was trading at 4051.00. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 17 Apr LT was trading at 4096.10. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 16 Apr LT was trading at 4119.80. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 15 Apr LT was trading at 4076.30. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 13 Apr LT was trading at 3954.30. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 10 Apr LT was trading at 3959.90. The strike last trading price was 556.8, which was -23.050000000000068 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115
On 9 Apr LT was trading at 3896.20. The strike last trading price was 556.8, which was 216.55 higher than the previous day. The implied volatity was -, the open interest changed by -14 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 556.8, which was 216.55 higher than the previous day. The implied volatity was 37.21, the open interest changed by -14 which decreased total open position to 115
On 7 Apr LT was trading at 3723.30. The strike last trading price was 340.85, which was 89.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129
On 6 Apr LT was trading at 3727.70. The strike last trading price was 340.85, which was 89.8 higher than the previous day. The implied volatity was 38.87, the open interest changed by 0 which decreased total open position to 129
On 2 Apr LT was trading at 3613.10. The strike last trading price was 251.05, which was -27.7 lower than the previous day. The implied volatity was 35.21, the open interest changed by 33 which increased total open position to 129
On 1 Apr LT was trading at 3607.50. The strike last trading price was 278.75, which was 82 higher than the previous day. The implied volatity was 40.4, the open interest changed by -4 which decreased total open position to 95
On 30 Mar LT was trading at 3504.10. The strike last trading price was 195.45, which was -44.55 lower than the previous day. The implied volatity was 37.22, the open interest changed by 4 which increased total open position to 99
On 27 Mar LT was trading at 3564.10. The strike last trading price was 240, which was -62 lower than the previous day. The implied volatity was 35.5, the open interest changed by 9 which increased total open position to 95
On 25 Mar LT was trading at 3649.30. The strike last trading price was 301, which was 77.15 higher than the previous day. The implied volatity was 32.93, the open interest changed by -1 which decreased total open position to 87
On 24 Mar LT was trading at 3516.80. The strike last trading price was 223.15, which was 85 higher than the previous day. The implied volatity was 38.28, the open interest changed by -28 which decreased total open position to 88
On 23 Mar LT was trading at 3342.40. The strike last trading price was 140.7, which was -32.6 lower than the previous day. The implied volatity was 40.47, the open interest changed by 66 which increased total open position to 117
On 20 Mar LT was trading at 3434.80. The strike last trading price was 172, which was -3.2 lower than the previous day. The implied volatity was 34.55, the open interest changed by 24 which increased total open position to 51
On 19 Mar LT was trading at 3434.50. The strike last trading price was 176, which was -41 lower than the previous day. The implied volatity was 34.16, the open interest changed by 14 which increased total open position to 28
On 18 Mar LT was trading at 3607.90. The strike last trading price was 217, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 17 Mar LT was trading at 3542.80. The strike last trading price was 217, which was 2 higher than the previous day. The implied volatity was 29.55, the open interest changed by -1 which decreased total open position to 14
On 16 Mar LT was trading at 3469.40. The strike last trading price was 215, which was -234.05 lower than the previous day. The implied volatity was 39.06, the open interest changed by 15 which increased total open position to 15
On 13 Mar LT was trading at 3439.00. The strike last trading price was 449.05, 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 449.05, 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 449.05, 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 449.05, 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 449.05, 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 449.05, 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 449.05, 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 449.05, 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) 3440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0
Vega: 0
Theta: 0.19
Gamma: 0.00005
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 0.3 | -0.55 | 51.46 | 2 | 0 | 96 |
| 23 Apr | 4054.10 | 0.85 | -0.2500000000000001 | 58.07 | 17 | -4 | 96 |
| 22 Apr | 4021.10 | 1.1 | -0.3999999999999999 | 53.33 | 14 | -6 | 100 |
| 21 Apr | 4075.40 | 1.5 | -1.15 | 54.71 | 2 | 0 | 108 |
| 20 Apr | 4051.00 | 2.65 | 0.6000000000000001 | 53.2 | 8 | 4 | 108 |
| 17 Apr | 4096.10 | 2.05 | -0.75 | 47.58 | 1 | 0 | 104 |
| 16 Apr | 4119.80 | 2.8 | -1.2000000000000002 | 49.93 | 15 | -4 | 104 |
| 15 Apr | 4076.30 | 4.15 | -4.75 | 48.2 | 23 | -15 | 109 |
| 13 Apr | 3954.30 | 8.8 | 0.8500000000000005 | 44.54 | 41 | 5 | 124 |
| 10 Apr | 3959.90 | 7.95 | -2.45 | 39.85 | 7 | -2 | 117 |
| 9 Apr | 3896.20 | 10.45 | 2.4 | 38.65 | 61 | -25 | 116 |
| 8 Apr | 4005.90 | 7.25 | -38.65 | 41 | 320 | -57 | 141 |
| 7 Apr | 3723.30 | 47.8 | -0.85 | 45.07 | 92 | 23 | 198 |
| 6 Apr | 3727.70 | 49 | -29.15 | 44.89 | 138 | 8 | 175 |
| 2 Apr | 3613.10 | 79.8 | 9.9 | 42.38 | 382 | 18 | 168 |
| 1 Apr | 3607.50 | 69.6 | -46.35 | 39.55 | 236 | -15 | 149 |
| 30 Mar | 3504.10 | 116.6 | 9 | 40.76 | 298 | 65 | 166 |
| 27 Mar | 3564.10 | 107.6 | 33 | 42.77 | 17 | 0 | 101 |
| 25 Mar | 3649.30 | 74.95 | -54.1 | 40.04 | 39 | 4 | 101 |
| 24 Mar | 3516.80 | 128.6 | -101.4 | 41.51 | 54 | 23 | 97 |
| 23 Mar | 3342.40 | 230 | 80.8 | 46.44 | 7 | 0 | 75 |
| 20 Mar | 3434.80 | 149.7 | -0.95 | 37.34 | 79 | 21 | 75 |
| 19 Mar | 3434.50 | 150.65 | 79 | 37.76 | 10 | 5 | 54 |
| 18 Mar | 3607.90 | 73.75 | -78.25 | 32.83 | 34 | 11 | 45 |
| 17 Mar | 3542.80 | 152 | 92 | - | 9 | 0 | 34 |
| 16 Mar | 3469.40 | 152 | 92 | - | 9 | 5 | 0 |
| 13 Mar | 3439.00 | 152 | 92 | 34.78 | 9 | 5 | 34 |
| 12 Mar | 3719.50 | 60 | 30 | 34.36 | 1 | 0 | 0 |
| 11 Mar | 3838.80 | 30 | -0.8 | 31.36 | 1 | 0 | 29 |
| 10 Mar | 3876.00 | 30.8 | -23.4 | 33.41 | 4 | -3 | 29 |
| 9 Mar | 3842.10 | 54.2 | 39.45 | 38.13 | 4 | 0 | 33 |
| 6 Mar | 3949.80 | 14.5 | -31.85 | - | 0 | 0 | 33 |
| 5 Mar | 4038.70 | 14.5 | -31.85 | 30.96 | 14 | -2 | 32 |
| 4 Mar | 3882.60 | 45.7 | -2.85 | 36.37 | 83 | 34 | 34 |
For Larsen & Toubro Ltd. - strike price 3440 expiring on 28APR2026
Delta for 3440 PE is 0
Historical price for 3440 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was 51.46, the open interest changed by 0 which decreased total open position to 96
On 23 Apr LT was trading at 4054.10. The strike last trading price was 0.85, which was -0.2500000000000001 lower than the previous day. The implied volatity was 58.07, the open interest changed by -4 which decreased total open position to 96
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.1, which was -0.3999999999999999 lower than the previous day. The implied volatity was 53.33, the open interest changed by -6 which decreased total open position to 100
On 21 Apr LT was trading at 4075.40. The strike last trading price was 1.5, which was -1.15 lower than the previous day. The implied volatity was 54.71, the open interest changed by 0 which decreased total open position to 108
On 20 Apr LT was trading at 4051.00. The strike last trading price was 2.65, which was 0.6000000000000001 higher than the previous day. The implied volatity was 53.2, the open interest changed by 4 which increased total open position to 108
On 17 Apr LT was trading at 4096.10. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 47.58, the open interest changed by 0 which decreased total open position to 104
On 16 Apr LT was trading at 4119.80. The strike last trading price was 2.8, which was -1.2000000000000002 lower than the previous day. The implied volatity was 49.93, the open interest changed by -4 which decreased total open position to 104
On 15 Apr LT was trading at 4076.30. The strike last trading price was 4.15, which was -4.75 lower than the previous day. The implied volatity was 48.2, the open interest changed by -15 which decreased total open position to 109
On 13 Apr LT was trading at 3954.30. The strike last trading price was 8.8, which was 0.8500000000000005 higher than the previous day. The implied volatity was 44.54, the open interest changed by 5 which increased total open position to 124
On 10 Apr LT was trading at 3959.90. The strike last trading price was 7.95, which was -2.45 lower than the previous day. The implied volatity was 39.85, the open interest changed by -2 which decreased total open position to 117
On 9 Apr LT was trading at 3896.20. The strike last trading price was 10.45, which was 2.4 higher than the previous day. The implied volatity was 38.65, the open interest changed by -25 which decreased total open position to 116
On 8 Apr LT was trading at 4005.90. The strike last trading price was 7.25, which was -38.65 lower than the previous day. The implied volatity was 41, the open interest changed by -57 which decreased total open position to 141
On 7 Apr LT was trading at 3723.30. The strike last trading price was 47.8, which was -0.85 lower than the previous day. The implied volatity was 45.07, the open interest changed by 23 which increased total open position to 198
On 6 Apr LT was trading at 3727.70. The strike last trading price was 49, which was -29.15 lower than the previous day. The implied volatity was 44.89, the open interest changed by 8 which increased total open position to 175
On 2 Apr LT was trading at 3613.10. The strike last trading price was 79.8, which was 9.9 higher than the previous day. The implied volatity was 42.38, the open interest changed by 18 which increased total open position to 168
On 1 Apr LT was trading at 3607.50. The strike last trading price was 69.6, which was -46.35 lower than the previous day. The implied volatity was 39.55, the open interest changed by -15 which decreased total open position to 149
On 30 Mar LT was trading at 3504.10. The strike last trading price was 116.6, which was 9 higher than the previous day. The implied volatity was 40.76, the open interest changed by 65 which increased total open position to 166
On 27 Mar LT was trading at 3564.10. The strike last trading price was 107.6, which was 33 higher than the previous day. The implied volatity was 42.77, the open interest changed by 0 which decreased total open position to 101
On 25 Mar LT was trading at 3649.30. The strike last trading price was 74.95, which was -54.1 lower than the previous day. The implied volatity was 40.04, the open interest changed by 4 which increased total open position to 101
On 24 Mar LT was trading at 3516.80. The strike last trading price was 128.6, which was -101.4 lower than the previous day. The implied volatity was 41.51, the open interest changed by 23 which increased total open position to 97
On 23 Mar LT was trading at 3342.40. The strike last trading price was 230, which was 80.8 higher than the previous day. The implied volatity was 46.44, the open interest changed by 0 which decreased total open position to 75
On 20 Mar LT was trading at 3434.80. The strike last trading price was 149.7, which was -0.95 lower than the previous day. The implied volatity was 37.34, the open interest changed by 21 which increased total open position to 75
On 19 Mar LT was trading at 3434.50. The strike last trading price was 150.65, which was 79 higher than the previous day. The implied volatity was 37.76, the open interest changed by 5 which increased total open position to 54
On 18 Mar LT was trading at 3607.90. The strike last trading price was 73.75, which was -78.25 lower than the previous day. The implied volatity was 32.83, the open interest changed by 11 which increased total open position to 45
On 17 Mar LT was trading at 3542.80. The strike last trading price was 152, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 16 Mar LT was trading at 3469.40. The strike last trading price was 152, which was 92 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 152, which was 92 higher than the previous day. The implied volatity was 34.78, the open interest changed by 5 which increased total open position to 34
On 12 Mar LT was trading at 3719.50. The strike last trading price was 60, which was 30 higher than the previous day. The implied volatity was 34.36, 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 30, which was -0.8 lower than the previous day. The implied volatity was 31.36, the open interest changed by 0 which decreased total open position to 29
On 10 Mar LT was trading at 3876.00. The strike last trading price was 30.8, which was -23.4 lower than the previous day. The implied volatity was 33.41, the open interest changed by -3 which decreased total open position to 29
On 9 Mar LT was trading at 3842.10. The strike last trading price was 54.2, which was 39.45 higher than the previous day. The implied volatity was 38.13, the open interest changed by 0 which decreased total open position to 33
On 6 Mar LT was trading at 3949.80. The strike last trading price was 14.5, which was -31.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 5 Mar LT was trading at 4038.70. The strike last trading price was 14.5, which was -31.85 lower than the previous day. The implied volatity was 30.96, the open interest changed by -2 which decreased total open position to 32
On 4 Mar LT was trading at 3882.60. The strike last trading price was 45.7, which was -2.85 lower than the previous day. The implied volatity was 36.37, the open interest changed by 34 which increased total open position to 34
