LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3500 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0
Theta: -0.35
Gamma: 0.00007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 506.4 | -53.39999999999998 | 47.9 | 10 | -3 | 609 | |||||||||
| 23 Apr | 4054.10 | 560 | 30 | 70.5 | 158 | -46 | 614 | |||||||||
| 22 Apr | 4021.10 | 530 | -56 | 49.42 | 34 | -2 | 660 | |||||||||
| 21 Apr | 4075.40 | 586 | 27.549999999999955 | 60.28 | 32 | -6 | 665 | |||||||||
| 20 Apr | 4051.00 | 551.15 | -53.80000000000007 | 49.94 | 177 | -39 | 672 | |||||||||
| 17 Apr | 4096.10 | 604.95 | -3.849999999999909 | 45.13 | 17 | -9 | 713 | |||||||||
| 16 Apr | 4119.80 | 608.8 | 29.799999999999955 | 46.25 | 21 | -12 | 722 | |||||||||
| 15 Apr | 4076.30 | 578.2 | 107.70000000000005 | 45.63 | 384 | -252 | 734 | |||||||||
| 13 Apr | 3954.30 | 462.3 | -9.5 | 43.55 | 77 | -23 | 988 | |||||||||
| 10 Apr | 3959.90 | 470 | 50.25 | 22.3 | 467 | -173 | 1,025 | |||||||||
| 9 Apr | 3896.20 | 417.2 | -103.6 | 33.09 | 130 | -77 | 1,199 | |||||||||
| 8 Apr | 4005.90 | 521.7 | 236.25 | 25.06 | 722 | -324 | 1,279 | |||||||||
| 7 Apr | 3723.30 | 283.85 | -8.85 | 37.18 | 645 | -186 | 1,610 | |||||||||
| 6 Apr | 3727.70 | 292.4 | 79.9 | 37.79 | 805 | -209 | 1,813 | |||||||||
| 2 Apr | 3613.10 | 207 | -9.1 | 34.08 | 3,476 | 137 | 2,025 | |||||||||
| 1 Apr | 3607.50 | 220.75 | 62.05 | 35.05 | 1,678 | 67 | 1,890 | |||||||||
| 30 Mar | 3504.10 | 159.9 | -42.95 | 36.59 | 3,558 | 563 | 1,796 | |||||||||
| 27 Mar | 3564.10 | 202.65 | -55.1 | 35.36 | 1,030 | 28 | 1,226 | |||||||||
| 25 Mar | 3649.30 | 262.95 | 74.35 | 34.12 | 1,361 | -106 | 1,201 | |||||||||
| 24 Mar | 3516.80 | 190.35 | 78.9 | 38.28 | 4,019 | 114 | 1,301 | |||||||||
| 23 Mar | 3342.40 | 113 | -29.9 | 39.34 | 2,903 | -266 | 1,197 | |||||||||
| 20 Mar | 3434.80 | 144 | 0.95 | 34.7 | 1,359 | 208 | 1,339 | |||||||||
| 19 Mar | 3434.50 | 147.95 | -73.95 | 34.38 | 735 | 312 | 1,136 | |||||||||
| 18 Mar | 3607.90 | 218 | 22.8 | 28.81 | 570 | -68 | 824 | |||||||||
| 17 Mar | 3542.80 | 192.5 | 17.55 | 31.95 | 457 | 0 | 891 | |||||||||
| 16 Mar | 3469.40 | 168.65 | -7.5 | 35.52 | 935 | 415 | 894 | |||||||||
| 13 Mar | 3439.00 | 180 | -434.65 | 37.99 | 579 | 476 | 476 | |||||||||
| 12 Mar | 3719.50 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 614.65 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 3882.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3500 expiring on 28APR2026
Delta for 3500 CE is 0.99
Historical price for 3500 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 506.4, which was -53.39999999999998 lower than the previous day. The implied volatity was 47.9, the open interest changed by -3 which decreased total open position to 609
On 23 Apr LT was trading at 4054.10. The strike last trading price was 560, which was 30 higher than the previous day. The implied volatity was 70.5, the open interest changed by -46 which decreased total open position to 614
On 22 Apr LT was trading at 4021.10. The strike last trading price was 530, which was -56 lower than the previous day. The implied volatity was 49.42, the open interest changed by -2 which decreased total open position to 660
On 21 Apr LT was trading at 4075.40. The strike last trading price was 586, which was 27.549999999999955 higher than the previous day. The implied volatity was 60.28, the open interest changed by -6 which decreased total open position to 665
On 20 Apr LT was trading at 4051.00. The strike last trading price was 551.15, which was -53.80000000000007 lower than the previous day. The implied volatity was 49.94, the open interest changed by -39 which decreased total open position to 672
On 17 Apr LT was trading at 4096.10. The strike last trading price was 604.95, which was -3.849999999999909 lower than the previous day. The implied volatity was 45.13, the open interest changed by -9 which decreased total open position to 713
On 16 Apr LT was trading at 4119.80. The strike last trading price was 608.8, which was 29.799999999999955 higher than the previous day. The implied volatity was 46.25, the open interest changed by -12 which decreased total open position to 722
On 15 Apr LT was trading at 4076.30. The strike last trading price was 578.2, which was 107.70000000000005 higher than the previous day. The implied volatity was 45.63, the open interest changed by -252 which decreased total open position to 734
On 13 Apr LT was trading at 3954.30. The strike last trading price was 462.3, which was -9.5 lower than the previous day. The implied volatity was 43.55, the open interest changed by -23 which decreased total open position to 988
On 10 Apr LT was trading at 3959.90. The strike last trading price was 470, which was 50.25 higher than the previous day. The implied volatity was 22.3, the open interest changed by -173 which decreased total open position to 1025
On 9 Apr LT was trading at 3896.20. The strike last trading price was 417.2, which was -103.6 lower than the previous day. The implied volatity was 33.09, the open interest changed by -77 which decreased total open position to 1199
On 8 Apr LT was trading at 4005.90. The strike last trading price was 521.7, which was 236.25 higher than the previous day. The implied volatity was 25.06, the open interest changed by -324 which decreased total open position to 1279
On 7 Apr LT was trading at 3723.30. The strike last trading price was 283.85, which was -8.85 lower than the previous day. The implied volatity was 37.18, the open interest changed by -186 which decreased total open position to 1610
On 6 Apr LT was trading at 3727.70. The strike last trading price was 292.4, which was 79.9 higher than the previous day. The implied volatity was 37.79, the open interest changed by -209 which decreased total open position to 1813
On 2 Apr LT was trading at 3613.10. The strike last trading price was 207, which was -9.1 lower than the previous day. The implied volatity was 34.08, the open interest changed by 137 which increased total open position to 2025
On 1 Apr LT was trading at 3607.50. The strike last trading price was 220.75, which was 62.05 higher than the previous day. The implied volatity was 35.05, the open interest changed by 67 which increased total open position to 1890
On 30 Mar LT was trading at 3504.10. The strike last trading price was 159.9, which was -42.95 lower than the previous day. The implied volatity was 36.59, the open interest changed by 563 which increased total open position to 1796
On 27 Mar LT was trading at 3564.10. The strike last trading price was 202.65, which was -55.1 lower than the previous day. The implied volatity was 35.36, the open interest changed by 28 which increased total open position to 1226
On 25 Mar LT was trading at 3649.30. The strike last trading price was 262.95, which was 74.35 higher than the previous day. The implied volatity was 34.12, the open interest changed by -106 which decreased total open position to 1201
On 24 Mar LT was trading at 3516.80. The strike last trading price was 190.35, which was 78.9 higher than the previous day. The implied volatity was 38.28, the open interest changed by 114 which increased total open position to 1301
On 23 Mar LT was trading at 3342.40. The strike last trading price was 113, which was -29.9 lower than the previous day. The implied volatity was 39.34, the open interest changed by -266 which decreased total open position to 1197
On 20 Mar LT was trading at 3434.80. The strike last trading price was 144, which was 0.95 higher than the previous day. The implied volatity was 34.7, the open interest changed by 208 which increased total open position to 1339
On 19 Mar LT was trading at 3434.50. The strike last trading price was 147.95, which was -73.95 lower than the previous day. The implied volatity was 34.38, the open interest changed by 312 which increased total open position to 1136
On 18 Mar LT was trading at 3607.90. The strike last trading price was 218, which was 22.8 higher than the previous day. The implied volatity was 28.81, the open interest changed by -68 which decreased total open position to 824
On 17 Mar LT was trading at 3542.80. The strike last trading price was 192.5, which was 17.55 higher than the previous day. The implied volatity was 31.95, the open interest changed by 0 which decreased total open position to 891
On 16 Mar LT was trading at 3469.40. The strike last trading price was 168.65, which was -7.5 lower than the previous day. The implied volatity was 35.52, the open interest changed by 415 which increased total open position to 894
On 13 Mar LT was trading at 3439.00. The strike last trading price was 180, which was -434.65 lower than the previous day. The implied volatity was 37.99, the open interest changed by 476 which increased total open position to 476
On 12 Mar LT was trading at 3719.50. The strike last trading price was 614.65, 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 614.65, 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 614.65, 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 614.65, 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 614.65, 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 614.65, 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) 3500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: 0.04
Gamma: 0.00009
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 0.5 | -0.6000000000000001 | 50.23 | 82 | 1 | 1,106 |
| 23 Apr | 4054.10 | 1.1 | -0.25 | 54.51 | 157 | -44 | 1,105 |
| 22 Apr | 4021.10 | 1.4 | -0.8500000000000001 | 49.11 | 264 | -60 | 1,147 |
| 21 Apr | 4075.40 | 2.3 | -0.3500000000000001 | 53.07 | 701 | -371 | 1,210 |
| 20 Apr | 4051.00 | 2.85 | 0.050000000000000266 | 49.55 | 792 | -294 | 1,581 |
| 17 Apr | 4096.10 | 2.6 | -0.5 | 45.76 | 634 | 6 | 1,876 |
| 16 Apr | 4119.80 | 3 | -2 | 45.58 | 1,045 | 136 | 1,870 |
| 15 Apr | 4076.30 | 5 | -7.050000000000001 | 45.35 | 2,068 | -108 | 1,722 |
| 13 Apr | 3954.30 | 11.9 | 2.700000000000001 | 43.16 | 1,628 | -148 | 1,827 |
| 10 Apr | 3959.90 | 10 | -4.4 | 38.37 | 1,078 | -56 | 1,975 |
| 9 Apr | 3896.20 | 14.95 | 5.75 | 37.86 | 1,496 | 1 | 2,032 |
| 8 Apr | 4005.90 | 8.8 | -49.15 | 38.9 | 3,381 | -149 | 2,031 |
| 7 Apr | 3723.30 | 59 | -0.95 | 43.56 | 1,209 | -138 | 2,181 |
| 6 Apr | 3727.70 | 60.1 | -33.4 | 43.46 | 2,643 | -51 | 2,356 |
| 2 Apr | 3613.10 | 94.4 | 8.9 | 40.43 | 4,644 | 279 | 2,408 |
| 1 Apr | 3607.50 | 83.35 | -56.95 | 37.9 | 2,846 | 115 | 2,131 |
| 30 Mar | 3504.10 | 141.9 | 15.05 | 40.22 | 3,999 | 735 | 1,974 |
| 27 Mar | 3564.10 | 125.85 | 35.75 | 41.27 | 1,722 | 78 | 1,188 |
| 25 Mar | 3649.30 | 87.9 | -66.25 | 38.38 | 1,250 | 264 | 1,111 |
| 24 Mar | 3516.80 | 151.85 | -96.5 | 40.61 | 645 | 232 | 838 |
| 23 Mar | 3342.40 | 254.9 | 78.2 | 43.78 | 342 | -49 | 606 |
| 20 Mar | 3434.80 | 176 | -7.7 | 36.33 | 689 | -123 | 654 |
| 19 Mar | 3434.50 | 180 | 91.85 | 37.51 | 313 | 5 | 777 |
| 18 Mar | 3607.90 | 90.95 | -31.1 | 32.03 | 594 | 101 | 772 |
| 17 Mar | 3542.80 | 119.75 | -51.2 | 32.76 | 217 | 47 | 672 |
| 16 Mar | 3469.40 | 178.75 | -23.7 | 37.87 | 400 | 230 | 620 |
| 13 Mar | 3439.00 | 203 | 129.65 | 40.42 | 1,213 | 292 | 384 |
| 12 Mar | 3719.50 | 76 | 35 | 34.26 | 91 | 52 | 92 |
| 11 Mar | 3838.80 | 41 | 6.05 | 31.68 | 25 | -10 | 40 |
| 10 Mar | 3876.00 | 34.95 | -16.9 | 31.7 | 39 | 11 | 50 |
| 9 Mar | 3842.10 | 51.85 | 20.85 | 34.13 | 56 | 9 | 38 |
| 6 Mar | 3949.80 | 31 | 11.1 | 32.23 | 24 | 3 | 29 |
| 5 Mar | 4038.70 | 19.9 | -35.1 | 30.88 | 36 | 7 | 26 |
| 4 Mar | 3882.60 | 55 | 43.15 | 35.6 | 26 | 18 | 18 |
For Larsen & Toubro Ltd. - strike price 3500 expiring on 28APR2026
Delta for 3500 PE is -0.01
Historical price for 3500 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 0.5, which was -0.6000000000000001 lower than the previous day. The implied volatity was 50.23, the open interest changed by 1 which increased total open position to 1106
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 54.51, the open interest changed by -44 which decreased total open position to 1105
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.4, which was -0.8500000000000001 lower than the previous day. The implied volatity was 49.11, the open interest changed by -60 which decreased total open position to 1147
On 21 Apr LT was trading at 4075.40. The strike last trading price was 2.3, which was -0.3500000000000001 lower than the previous day. The implied volatity was 53.07, the open interest changed by -371 which decreased total open position to 1210
On 20 Apr LT was trading at 4051.00. The strike last trading price was 2.85, which was 0.050000000000000266 higher than the previous day. The implied volatity was 49.55, the open interest changed by -294 which decreased total open position to 1581
On 17 Apr LT was trading at 4096.10. The strike last trading price was 2.6, which was -0.5 lower than the previous day. The implied volatity was 45.76, the open interest changed by 6 which increased total open position to 1876
On 16 Apr LT was trading at 4119.80. The strike last trading price was 3, which was -2 lower than the previous day. The implied volatity was 45.58, the open interest changed by 136 which increased total open position to 1870
On 15 Apr LT was trading at 4076.30. The strike last trading price was 5, which was -7.050000000000001 lower than the previous day. The implied volatity was 45.35, the open interest changed by -108 which decreased total open position to 1722
On 13 Apr LT was trading at 3954.30. The strike last trading price was 11.9, which was 2.700000000000001 higher than the previous day. The implied volatity was 43.16, the open interest changed by -148 which decreased total open position to 1827
On 10 Apr LT was trading at 3959.90. The strike last trading price was 10, which was -4.4 lower than the previous day. The implied volatity was 38.37, the open interest changed by -56 which decreased total open position to 1975
On 9 Apr LT was trading at 3896.20. The strike last trading price was 14.95, which was 5.75 higher than the previous day. The implied volatity was 37.86, the open interest changed by 1 which increased total open position to 2032
On 8 Apr LT was trading at 4005.90. The strike last trading price was 8.8, which was -49.15 lower than the previous day. The implied volatity was 38.9, the open interest changed by -149 which decreased total open position to 2031
On 7 Apr LT was trading at 3723.30. The strike last trading price was 59, which was -0.95 lower than the previous day. The implied volatity was 43.56, the open interest changed by -138 which decreased total open position to 2181
On 6 Apr LT was trading at 3727.70. The strike last trading price was 60.1, which was -33.4 lower than the previous day. The implied volatity was 43.46, the open interest changed by -51 which decreased total open position to 2356
On 2 Apr LT was trading at 3613.10. The strike last trading price was 94.4, which was 8.9 higher than the previous day. The implied volatity was 40.43, the open interest changed by 279 which increased total open position to 2408
On 1 Apr LT was trading at 3607.50. The strike last trading price was 83.35, which was -56.95 lower than the previous day. The implied volatity was 37.9, the open interest changed by 115 which increased total open position to 2131
On 30 Mar LT was trading at 3504.10. The strike last trading price was 141.9, which was 15.05 higher than the previous day. The implied volatity was 40.22, the open interest changed by 735 which increased total open position to 1974
On 27 Mar LT was trading at 3564.10. The strike last trading price was 125.85, which was 35.75 higher than the previous day. The implied volatity was 41.27, the open interest changed by 78 which increased total open position to 1188
On 25 Mar LT was trading at 3649.30. The strike last trading price was 87.9, which was -66.25 lower than the previous day. The implied volatity was 38.38, the open interest changed by 264 which increased total open position to 1111
On 24 Mar LT was trading at 3516.80. The strike last trading price was 151.85, which was -96.5 lower than the previous day. The implied volatity was 40.61, the open interest changed by 232 which increased total open position to 838
On 23 Mar LT was trading at 3342.40. The strike last trading price was 254.9, which was 78.2 higher than the previous day. The implied volatity was 43.78, the open interest changed by -49 which decreased total open position to 606
On 20 Mar LT was trading at 3434.80. The strike last trading price was 176, which was -7.7 lower than the previous day. The implied volatity was 36.33, the open interest changed by -123 which decreased total open position to 654
On 19 Mar LT was trading at 3434.50. The strike last trading price was 180, which was 91.85 higher than the previous day. The implied volatity was 37.51, the open interest changed by 5 which increased total open position to 777
On 18 Mar LT was trading at 3607.90. The strike last trading price was 90.95, which was -31.1 lower than the previous day. The implied volatity was 32.03, the open interest changed by 101 which increased total open position to 772
On 17 Mar LT was trading at 3542.80. The strike last trading price was 119.75, which was -51.2 lower than the previous day. The implied volatity was 32.76, the open interest changed by 47 which increased total open position to 672
On 16 Mar LT was trading at 3469.40. The strike last trading price was 178.75, which was -23.7 lower than the previous day. The implied volatity was 37.87, the open interest changed by 230 which increased total open position to 620
On 13 Mar LT was trading at 3439.00. The strike last trading price was 203, which was 129.65 higher than the previous day. The implied volatity was 40.42, the open interest changed by 292 which increased total open position to 384
On 12 Mar LT was trading at 3719.50. The strike last trading price was 76, which was 35 higher than the previous day. The implied volatity was 34.26, the open interest changed by 52 which increased total open position to 92
On 11 Mar LT was trading at 3838.80. The strike last trading price was 41, which was 6.05 higher than the previous day. The implied volatity was 31.68, the open interest changed by -10 which decreased total open position to 40
On 10 Mar LT was trading at 3876.00. The strike last trading price was 34.95, which was -16.9 lower than the previous day. The implied volatity was 31.7, the open interest changed by 11 which increased total open position to 50
On 9 Mar LT was trading at 3842.10. The strike last trading price was 51.85, which was 20.85 higher than the previous day. The implied volatity was 34.13, the open interest changed by 9 which increased total open position to 38
On 6 Mar LT was trading at 3949.80. The strike last trading price was 31, which was 11.1 higher than the previous day. The implied volatity was 32.23, the open interest changed by 3 which increased total open position to 29
On 5 Mar LT was trading at 4038.70. The strike last trading price was 19.9, which was -35.1 lower than the previous day. The implied volatity was 30.88, the open interest changed by 7 which increased total open position to 26
On 4 Mar LT was trading at 3882.60. The strike last trading price was 55, which was 43.15 higher than the previous day. The implied volatity was 35.6, the open interest changed by 18 which increased total open position to 18
