LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3480 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 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 23 Apr | 4054.10 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 22 Apr | 4021.10 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 21 Apr | 4075.40 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 20 Apr | 4051.00 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 17 Apr | 4096.10 | 610 | 6 | - | 0 | 0 | 101 | |||||||||
| 16 Apr | 4119.80 | 610 | 6 | 44.48 | 0 | 0 | 101 | |||||||||
| 15 Apr | 4076.30 | 610 | 57.049999999999955 | 44.48 | 1 | 0 | 102 | |||||||||
| 13 Apr | 3954.30 | 552.95 | 11.650000000000091 | - | 0 | 0 | 102 | |||||||||
| 10 Apr | 3959.90 | 552.95 | 11.650000000000091 | - | 0 | 0 | 102 | |||||||||
| 9 Apr | 3896.20 | 552.95 | 245.65 | - | 0 | -3 | 0 | |||||||||
| 8 Apr | 4005.90 | 552.95 | 245.65 | 34.33 | 14 | -2 | 103 | |||||||||
| 7 Apr | 3723.30 | 307.3 | 79.85 | - | 0 | 0 | 105 | |||||||||
| 6 Apr | 3727.70 | 307.3 | 79.85 | 37.97 | 23 | 2 | 105 | |||||||||
| 2 Apr | 3613.10 | 219.3 | -11.85 | 33.85 | 404 | 22 | 107 | |||||||||
| 1 Apr | 3607.50 | 231.15 | 60.85 | 34.24 | 109 | -3 | 87 | |||||||||
| 30 Mar | 3504.10 | 170.95 | -45.2 | 36.61 | 129 | 33 | 92 | |||||||||
| 27 Mar | 3564.10 | 215.9 | -49.1 | 35.71 | 9 | 2 | 59 | |||||||||
| 25 Mar | 3649.30 | 265 | 65.2 | 30.91 | 29 | -7 | 57 | |||||||||
| 24 Mar | 3516.80 | 199.2 | 89.2 | 37.87 | 159 | -28 | 65 | |||||||||
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| 23 Mar | 3342.40 | 110 | -32.35 | 36.83 | 92 | 46 | 91 | |||||||||
| 20 Mar | 3434.80 | 142.35 | -10.35 | 32.29 | 33 | -4 | 44 | |||||||||
| 19 Mar | 3434.50 | 156.35 | -65.05 | 34.19 | 72 | 38 | 48 | |||||||||
| 18 Mar | 3607.90 | 221.4 | 11.4 | 26.52 | 6 | -2 | 9 | |||||||||
| 17 Mar | 3542.80 | 210 | 25.4 | 33.31 | 15 | 9 | 12 | |||||||||
| 16 Mar | 3469.40 | 184.6 | -233.8 | 36.87 | 3 | 2 | 2 | |||||||||
| 13 Mar | 3439.00 | 418.4 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 418.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3480 expiring on 28APR2026
Delta for 3480 CE is -
Historical price for 3480 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 23 Apr LT was trading at 4054.10. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 22 Apr LT was trading at 4021.10. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 21 Apr LT was trading at 4075.40. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 20 Apr LT was trading at 4051.00. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 17 Apr LT was trading at 4096.10. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 16 Apr LT was trading at 4119.80. The strike last trading price was 610, which was 6 higher than the previous day. The implied volatity was 44.48, the open interest changed by 0 which decreased total open position to 101
On 15 Apr LT was trading at 4076.30. The strike last trading price was 610, which was 57.049999999999955 higher than the previous day. The implied volatity was 44.48, the open interest changed by 0 which decreased total open position to 102
On 13 Apr LT was trading at 3954.30. The strike last trading price was 552.95, which was 11.650000000000091 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 10 Apr LT was trading at 3959.90. The strike last trading price was 552.95, which was 11.650000000000091 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 102
On 9 Apr LT was trading at 3896.20. The strike last trading price was 552.95, which was 245.65 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 552.95, which was 245.65 higher than the previous day. The implied volatity was 34.33, the open interest changed by -2 which decreased total open position to 103
On 7 Apr LT was trading at 3723.30. The strike last trading price was 307.3, which was 79.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 105
On 6 Apr LT was trading at 3727.70. The strike last trading price was 307.3, which was 79.85 higher than the previous day. The implied volatity was 37.97, the open interest changed by 2 which increased total open position to 105
On 2 Apr LT was trading at 3613.10. The strike last trading price was 219.3, which was -11.85 lower than the previous day. The implied volatity was 33.85, the open interest changed by 22 which increased total open position to 107
On 1 Apr LT was trading at 3607.50. The strike last trading price was 231.15, which was 60.85 higher than the previous day. The implied volatity was 34.24, the open interest changed by -3 which decreased total open position to 87
On 30 Mar LT was trading at 3504.10. The strike last trading price was 170.95, which was -45.2 lower than the previous day. The implied volatity was 36.61, the open interest changed by 33 which increased total open position to 92
On 27 Mar LT was trading at 3564.10. The strike last trading price was 215.9, which was -49.1 lower than the previous day. The implied volatity was 35.71, the open interest changed by 2 which increased total open position to 59
On 25 Mar LT was trading at 3649.30. The strike last trading price was 265, which was 65.2 higher than the previous day. The implied volatity was 30.91, the open interest changed by -7 which decreased total open position to 57
On 24 Mar LT was trading at 3516.80. The strike last trading price was 199.2, which was 89.2 higher than the previous day. The implied volatity was 37.87, the open interest changed by -28 which decreased total open position to 65
On 23 Mar LT was trading at 3342.40. The strike last trading price was 110, which was -32.35 lower than the previous day. The implied volatity was 36.83, the open interest changed by 46 which increased total open position to 91
On 20 Mar LT was trading at 3434.80. The strike last trading price was 142.35, which was -10.35 lower than the previous day. The implied volatity was 32.29, the open interest changed by -4 which decreased total open position to 44
On 19 Mar LT was trading at 3434.50. The strike last trading price was 156.35, which was -65.05 lower than the previous day. The implied volatity was 34.19, the open interest changed by 38 which increased total open position to 48
On 18 Mar LT was trading at 3607.90. The strike last trading price was 221.4, which was 11.4 higher than the previous day. The implied volatity was 26.52, the open interest changed by -2 which decreased total open position to 9
On 17 Mar LT was trading at 3542.80. The strike last trading price was 210, which was 25.4 higher than the previous day. The implied volatity was 33.31, the open interest changed by 9 which increased total open position to 12
On 16 Mar LT was trading at 3469.40. The strike last trading price was 184.6, which was -233.8 lower than the previous day. The implied volatity was 36.87, the open interest changed by 2 which increased total open position to 2
On 13 Mar LT was trading at 3439.00. The strike last trading price was 418.4, which was 0 lower than the previous day. The implied volatity was 0.16, 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 418.4, 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 418.4, 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 418.4, 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 418.4, 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 418.4, 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 418.4, 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 418.4, 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) 3480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: 0
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 0.55 | -0.5 | 51.56 | 26 | -23 | 103 |
| 23 Apr | 4054.10 | 1.15 | -0.8999999999999999 | 57.03 | 10 | -7 | 126 |
| 22 Apr | 4021.10 | 2.05 | 2.05 | 53.98 | 0 | 0 | 133 |
| 21 Apr | 4075.40 | 2.05 | -1.3000000000000003 | 53.98 | 1 | 0 | 134 |
| 20 Apr | 4051.00 | 3.35 | 0.4500000000000002 | 51.88 | 2 | 0 | 134 |
| 17 Apr | 4096.10 | 2.8 | -0.5 | 47.11 | 4 | 0 | 136 |
| 16 Apr | 4119.80 | 3.15 | -1.9499999999999997 | 47.57 | 15 | 0 | 138 |
| 15 Apr | 4076.30 | 5.1 | -5.6 | 47.05 | 100 | -3 | 140 |
| 13 Apr | 3954.30 | 10.4 | 1.9000000000000004 | 43.15 | 155 | -40 | 144 |
| 10 Apr | 3959.90 | 8.5 | -4.6 | 38.24 | 30 | 2 | 185 |
| 9 Apr | 3896.20 | 13.1 | 3.8 | 37.98 | 58 | -12 | 188 |
| 8 Apr | 4005.90 | 8 | -45.3 | 39.35 | 376 | -16 | 200 |
| 7 Apr | 3723.30 | 55.55 | -0.35 | 44.26 | 94 | 4 | 218 |
| 6 Apr | 3727.70 | 55.95 | -31.45 | 43.81 | 130 | -24 | 216 |
| 2 Apr | 3613.10 | 88 | 8.05 | 40.72 | 960 | 91 | 242 |
| 1 Apr | 3607.50 | 77.7 | -53.8 | 38.1 | 241 | -7 | 150 |
| 30 Mar | 3504.10 | 133.4 | 13.55 | 40.49 | 341 | 69 | 156 |
| 27 Mar | 3564.10 | 120.45 | 35.55 | 42.01 | 50 | -10 | 86 |
| 25 Mar | 3649.30 | 84.9 | -59.65 | 39.34 | 42 | 2 | 96 |
| 24 Mar | 3516.80 | 143.3 | -108.85 | 40.8 | 82 | 35 | 96 |
| 23 Mar | 3342.40 | 252.15 | 82.4 | 46.09 | 45 | 1 | 59 |
| 20 Mar | 3434.80 | 167.85 | -3.45 | 36.88 | 27 | 12 | 57 |
| 19 Mar | 3434.50 | 171.3 | 89.3 | 37.91 | 6 | 2 | 44 |
| 18 Mar | 3607.90 | 83.15 | -62 | 31.89 | 31 | 24 | 41 |
| 17 Mar | 3542.80 | 145.15 | -14.85 | 40.53 | 15 | 12 | 16 |
| 16 Mar | 3469.40 | 160 | -28.4 | 36.05 | 1 | 0 | 3 |
| 13 Mar | 3439.00 | 188.4 | 154.3 | 39.57 | 1 | 0 | 0 |
| 12 Mar | 3719.50 | 34.1 | -23.25 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 34.1 | -23.25 | - | 0 | 0 | 2 |
| 10 Mar | 3876.00 | 34.1 | -23.25 | 32.18 | 2 | 0 | 0 |
| 9 Mar | 3842.10 | 57.35 | 0 | 7.45 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 57.35 | 0 | 9 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 57.35 | 0 | 10 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 57.35 | 0 | 7.91 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3480 expiring on 28APR2026
Delta for 3480 PE is -0.01
Historical price for 3480 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 0.55, which was -0.5 lower than the previous day. The implied volatity was 51.56, the open interest changed by -23 which decreased total open position to 103
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.15, which was -0.8999999999999999 lower than the previous day. The implied volatity was 57.03, the open interest changed by -7 which decreased total open position to 126
On 22 Apr LT was trading at 4021.10. The strike last trading price was 2.05, which was 2.05 higher than the previous day. The implied volatity was 53.98, the open interest changed by 0 which decreased total open position to 133
On 21 Apr LT was trading at 4075.40. The strike last trading price was 2.05, which was -1.3000000000000003 lower than the previous day. The implied volatity was 53.98, the open interest changed by 0 which decreased total open position to 134
On 20 Apr LT was trading at 4051.00. The strike last trading price was 3.35, which was 0.4500000000000002 higher than the previous day. The implied volatity was 51.88, the open interest changed by 0 which decreased total open position to 134
On 17 Apr LT was trading at 4096.10. The strike last trading price was 2.8, which was -0.5 lower than the previous day. The implied volatity was 47.11, the open interest changed by 0 which decreased total open position to 136
On 16 Apr LT was trading at 4119.80. The strike last trading price was 3.15, which was -1.9499999999999997 lower than the previous day. The implied volatity was 47.57, the open interest changed by 0 which decreased total open position to 138
On 15 Apr LT was trading at 4076.30. The strike last trading price was 5.1, which was -5.6 lower than the previous day. The implied volatity was 47.05, the open interest changed by -3 which decreased total open position to 140
On 13 Apr LT was trading at 3954.30. The strike last trading price was 10.4, which was 1.9000000000000004 higher than the previous day. The implied volatity was 43.15, the open interest changed by -40 which decreased total open position to 144
On 10 Apr LT was trading at 3959.90. The strike last trading price was 8.5, which was -4.6 lower than the previous day. The implied volatity was 38.24, the open interest changed by 2 which increased total open position to 185
On 9 Apr LT was trading at 3896.20. The strike last trading price was 13.1, which was 3.8 higher than the previous day. The implied volatity was 37.98, the open interest changed by -12 which decreased total open position to 188
On 8 Apr LT was trading at 4005.90. The strike last trading price was 8, which was -45.3 lower than the previous day. The implied volatity was 39.35, the open interest changed by -16 which decreased total open position to 200
On 7 Apr LT was trading at 3723.30. The strike last trading price was 55.55, which was -0.35 lower than the previous day. The implied volatity was 44.26, the open interest changed by 4 which increased total open position to 218
On 6 Apr LT was trading at 3727.70. The strike last trading price was 55.95, which was -31.45 lower than the previous day. The implied volatity was 43.81, the open interest changed by -24 which decreased total open position to 216
On 2 Apr LT was trading at 3613.10. The strike last trading price was 88, which was 8.05 higher than the previous day. The implied volatity was 40.72, the open interest changed by 91 which increased total open position to 242
On 1 Apr LT was trading at 3607.50. The strike last trading price was 77.7, which was -53.8 lower than the previous day. The implied volatity was 38.1, the open interest changed by -7 which decreased total open position to 150
On 30 Mar LT was trading at 3504.10. The strike last trading price was 133.4, which was 13.55 higher than the previous day. The implied volatity was 40.49, the open interest changed by 69 which increased total open position to 156
On 27 Mar LT was trading at 3564.10. The strike last trading price was 120.45, which was 35.55 higher than the previous day. The implied volatity was 42.01, the open interest changed by -10 which decreased total open position to 86
On 25 Mar LT was trading at 3649.30. The strike last trading price was 84.9, which was -59.65 lower than the previous day. The implied volatity was 39.34, the open interest changed by 2 which increased total open position to 96
On 24 Mar LT was trading at 3516.80. The strike last trading price was 143.3, which was -108.85 lower than the previous day. The implied volatity was 40.8, the open interest changed by 35 which increased total open position to 96
On 23 Mar LT was trading at 3342.40. The strike last trading price was 252.15, which was 82.4 higher than the previous day. The implied volatity was 46.09, the open interest changed by 1 which increased total open position to 59
On 20 Mar LT was trading at 3434.80. The strike last trading price was 167.85, which was -3.45 lower than the previous day. The implied volatity was 36.88, the open interest changed by 12 which increased total open position to 57
On 19 Mar LT was trading at 3434.50. The strike last trading price was 171.3, which was 89.3 higher than the previous day. The implied volatity was 37.91, the open interest changed by 2 which increased total open position to 44
On 18 Mar LT was trading at 3607.90. The strike last trading price was 83.15, which was -62 lower than the previous day. The implied volatity was 31.89, the open interest changed by 24 which increased total open position to 41
On 17 Mar LT was trading at 3542.80. The strike last trading price was 145.15, which was -14.85 lower than the previous day. The implied volatity was 40.53, the open interest changed by 12 which increased total open position to 16
On 16 Mar LT was trading at 3469.40. The strike last trading price was 160, which was -28.4 lower than the previous day. The implied volatity was 36.05, the open interest changed by 0 which decreased total open position to 3
On 13 Mar LT was trading at 3439.00. The strike last trading price was 188.4, which was 154.3 higher than the previous day. The implied volatity was 39.57, 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 34.1, which was -23.25 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 34.1, which was -23.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar LT was trading at 3876.00. The strike last trading price was 34.1, which was -23.25 lower than the previous day. The implied volatity was 32.18, 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 57.35, which was 0 lower than the previous day. The implied volatity was 7.45, 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 57.35, which was 0 lower than the previous day. The implied volatity was 9, 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 57.35, which was 0 lower than the previous day. The implied volatity was 10, 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 57.35, which was 0 lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
