LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3520 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 | 487.75 | 0 | - | 0 | 0 | 340 | |||||||||
| 23 Apr | 4054.10 | 487.75 | 0 | 48.99 | 0 | 0 | 340 | |||||||||
| 22 Apr | 4021.10 | 487.75 | -76.25 | 48.99 | 80 | -60 | 340 | |||||||||
| 21 Apr | 4075.40 | 564 | 15.25 | 59.25 | 1 | 0 | 401 | |||||||||
| 20 Apr | 4051.00 | 548.75 | -25.25 | 53.27 | 6 | -2 | 405 | |||||||||
| 17 Apr | 4096.10 | 574 | 9.549999999999955 | - | 0 | 0 | 407 | |||||||||
| 16 Apr | 4119.80 | 574 | 9.549999999999955 | 42.92 | 0 | 0 | 407 | |||||||||
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| 15 Apr | 4076.30 | 574 | 126.80000000000001 | 42.92 | 2 | 0 | 407 | |||||||||
| 13 Apr | 3954.30 | 447 | 44.60000000000002 | 34.06 | 12 | -9 | 407 | |||||||||
| 10 Apr | 3959.90 | 402.55 | 0.1500000000000341 | - | 0 | 0 | 416 | |||||||||
| 9 Apr | 3896.20 | 402.55 | -101.4 | 35.74 | 99 | -61 | 416 | |||||||||
| 8 Apr | 4005.90 | 504.5 | 237.75 | 27.47 | 83 | 0 | 477 | |||||||||
| 7 Apr | 3723.30 | 266.45 | -10.85 | 36.26 | 49 | -37 | 477 | |||||||||
| 6 Apr | 3727.70 | 276.35 | 79.85 | 37.63 | 123 | -10 | 517 | |||||||||
| 2 Apr | 3613.10 | 193 | -8.85 | 33.68 | 1,007 | 63 | 529 | |||||||||
| 1 Apr | 3607.50 | 206.55 | 58.5 | 34.25 | 667 | 129 | 470 | |||||||||
| 30 Mar | 3504.10 | 146.4 | -45.45 | 35.57 | 1,166 | 240 | 341 | |||||||||
| 27 Mar | 3564.10 | 191.4 | -52.75 | 35.4 | 69 | -2 | 101 | |||||||||
| 25 Mar | 3649.30 | 248 | 70.8 | 33.69 | 114 | -15 | 104 | |||||||||
| 24 Mar | 3516.80 | 178.75 | 72.7 | 37.94 | 241 | 22 | 107 | |||||||||
| 23 Mar | 3342.40 | 106.05 | -16 | 39.35 | 79 | 35 | 84 | |||||||||
| 20 Mar | 3434.80 | 122.05 | -10.65 | 31.75 | 38 | 7 | 48 | |||||||||
| 19 Mar | 3434.50 | 134 | -93 | 33.27 | 26 | 13 | 40 | |||||||||
| 18 Mar | 3607.90 | 227 | 52 | 33.61 | 13 | 0 | 19 | |||||||||
| 17 Mar | 3542.80 | 175 | 15.2 | 30.52 | 11 | 7 | 19 | |||||||||
| 16 Mar | 3469.40 | 159.8 | -229.2 | 35.6 | 15 | 12 | 12 | |||||||||
| 13 Mar | 3439.00 | 389 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 389 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3520 expiring on 28APR2026
Delta for 3520 CE is -
Historical price for 3520 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 487.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 340
On 23 Apr LT was trading at 4054.10. The strike last trading price was 487.75, which was 0 lower than the previous day. The implied volatity was 48.99, the open interest changed by 0 which decreased total open position to 340
On 22 Apr LT was trading at 4021.10. The strike last trading price was 487.75, which was -76.25 lower than the previous day. The implied volatity was 48.99, the open interest changed by -60 which decreased total open position to 340
On 21 Apr LT was trading at 4075.40. The strike last trading price was 564, which was 15.25 higher than the previous day. The implied volatity was 59.25, the open interest changed by 0 which decreased total open position to 401
On 20 Apr LT was trading at 4051.00. The strike last trading price was 548.75, which was -25.25 lower than the previous day. The implied volatity was 53.27, the open interest changed by -2 which decreased total open position to 405
On 17 Apr LT was trading at 4096.10. The strike last trading price was 574, which was 9.549999999999955 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 407
On 16 Apr LT was trading at 4119.80. The strike last trading price was 574, which was 9.549999999999955 higher than the previous day. The implied volatity was 42.92, the open interest changed by 0 which decreased total open position to 407
On 15 Apr LT was trading at 4076.30. The strike last trading price was 574, which was 126.80000000000001 higher than the previous day. The implied volatity was 42.92, the open interest changed by 0 which decreased total open position to 407
On 13 Apr LT was trading at 3954.30. The strike last trading price was 447, which was 44.60000000000002 higher than the previous day. The implied volatity was 34.06, the open interest changed by -9 which decreased total open position to 407
On 10 Apr LT was trading at 3959.90. The strike last trading price was 402.55, which was 0.1500000000000341 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 416
On 9 Apr LT was trading at 3896.20. The strike last trading price was 402.55, which was -101.4 lower than the previous day. The implied volatity was 35.74, the open interest changed by -61 which decreased total open position to 416
On 8 Apr LT was trading at 4005.90. The strike last trading price was 504.5, which was 237.75 higher than the previous day. The implied volatity was 27.47, the open interest changed by 0 which decreased total open position to 477
On 7 Apr LT was trading at 3723.30. The strike last trading price was 266.45, which was -10.85 lower than the previous day. The implied volatity was 36.26, the open interest changed by -37 which decreased total open position to 477
On 6 Apr LT was trading at 3727.70. The strike last trading price was 276.35, which was 79.85 higher than the previous day. The implied volatity was 37.63, the open interest changed by -10 which decreased total open position to 517
On 2 Apr LT was trading at 3613.10. The strike last trading price was 193, which was -8.85 lower than the previous day. The implied volatity was 33.68, the open interest changed by 63 which increased total open position to 529
On 1 Apr LT was trading at 3607.50. The strike last trading price was 206.55, which was 58.5 higher than the previous day. The implied volatity was 34.25, the open interest changed by 129 which increased total open position to 470
On 30 Mar LT was trading at 3504.10. The strike last trading price was 146.4, which was -45.45 lower than the previous day. The implied volatity was 35.57, the open interest changed by 240 which increased total open position to 341
On 27 Mar LT was trading at 3564.10. The strike last trading price was 191.4, which was -52.75 lower than the previous day. The implied volatity was 35.4, the open interest changed by -2 which decreased total open position to 101
On 25 Mar LT was trading at 3649.30. The strike last trading price was 248, which was 70.8 higher than the previous day. The implied volatity was 33.69, the open interest changed by -15 which decreased total open position to 104
On 24 Mar LT was trading at 3516.80. The strike last trading price was 178.75, which was 72.7 higher than the previous day. The implied volatity was 37.94, the open interest changed by 22 which increased total open position to 107
On 23 Mar LT was trading at 3342.40. The strike last trading price was 106.05, which was -16 lower than the previous day. The implied volatity was 39.35, the open interest changed by 35 which increased total open position to 84
On 20 Mar LT was trading at 3434.80. The strike last trading price was 122.05, which was -10.65 lower than the previous day. The implied volatity was 31.75, the open interest changed by 7 which increased total open position to 48
On 19 Mar LT was trading at 3434.50. The strike last trading price was 134, which was -93 lower than the previous day. The implied volatity was 33.27, the open interest changed by 13 which increased total open position to 40
On 18 Mar LT was trading at 3607.90. The strike last trading price was 227, which was 52 higher than the previous day. The implied volatity was 33.61, the open interest changed by 0 which decreased total open position to 19
On 17 Mar LT was trading at 3542.80. The strike last trading price was 175, which was 15.2 higher than the previous day. The implied volatity was 30.52, the open interest changed by 7 which increased total open position to 19
On 16 Mar LT was trading at 3469.40. The strike last trading price was 159.8, which was -229.2 lower than the previous day. The implied volatity was 35.6, the open interest changed by 12 which increased total open position to 12
On 13 Mar LT was trading at 3439.00. The strike last trading price was 389, which was 0 lower than the previous day. The implied volatity was 0.75, 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 389, 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 389, 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 389, 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 389, 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 389, 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 389, 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 389, 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) 3520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.27
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 1.15 | 1.15 | 52.48 | 0 | 0 | 194 |
| 23 Apr | 4054.10 | 1.15 | -0.10000000000000009 | 52.48 | 78 | -49 | 196 |
| 22 Apr | 4021.10 | 1.2 | -2 | 46.17 | 9 | -1 | 244 |
| 21 Apr | 4075.40 | 3.2 | 0 | 54.54 | 1 | 0 | 244 |
| 20 Apr | 4051.00 | 3.2 | 0 | 48.48 | 4 | 0 | 244 |
| 17 Apr | 4096.10 | 3.2 | 3.2 | 44.13 | 0 | 0 | 244 |
| 16 Apr | 4119.80 | 3.2 | -2.3499999999999996 | 44.13 | 19 | 3 | 244 |
| 15 Apr | 4076.30 | 5.6 | -7.5 | 45.09 | 61 | -8 | 241 |
| 13 Apr | 3954.30 | 13 | 2.9000000000000004 | 42.48 | 71 | -14 | 248 |
| 10 Apr | 3959.90 | 10.5 | -5.5 | 37.35 | 69 | -20 | 263 |
| 9 Apr | 3896.20 | 16.2 | 6.4 | 37.22 | 160 | -30 | 283 |
| 8 Apr | 4005.90 | 9.55 | -53.05 | 38.34 | 371 | -81 | 316 |
| 7 Apr | 3723.30 | 62.9 | -1.6 | 42.94 | 145 | -45 | 397 |
| 6 Apr | 3727.70 | 64.15 | -35 | 42.82 | 211 | -13 | 442 |
| 2 Apr | 3613.10 | 101.9 | 9.4 | 40.35 | 941 | 92 | 455 |
| 1 Apr | 3607.50 | 90.15 | -58.65 | 37.55 | 796 | -8 | 365 |
| 30 Mar | 3504.10 | 151 | 16.15 | 40.02 | 1,037 | 256 | 372 |
| 27 Mar | 3564.10 | 135 | 38.85 | 41.37 | 88 | 24 | 109 |
| 25 Mar | 3649.30 | 95.95 | -67.4 | 38.65 | 26 | 3 | 84 |
| 24 Mar | 3516.80 | 161.8 | -106.2 | 40.67 | 54 | 32 | 71 |
| 23 Mar | 3342.40 | 268 | 102 | 43.89 | 6 | 2 | 39 |
| 20 Mar | 3434.80 | 166 | -27.1 | 31.63 | 34 | 11 | 35 |
| 19 Mar | 3434.50 | 192.75 | 101.25 | 37.92 | 15 | 4 | 24 |
| 18 Mar | 3607.90 | 91.5 | -62 | 30.29 | 3 | 2 | 20 |
| 17 Mar | 3542.80 | 153.5 | -23.1 | 38.04 | 19 | 16 | 18 |
| 16 Mar | 3469.40 | 176.6 | 146.6 | 35.18 | 1 | 0 | 1 |
| 13 Mar | 3439.00 | 30 | -6.95 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 30 | -6.95 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 30 | -6.95 | - | 0 | 0 | 1 |
| 10 Mar | 3876.00 | 30 | -6.95 | - | 0 | 0 | 1 |
| 9 Mar | 3842.10 | 30 | -6.95 | - | 0 | 0 | 1 |
| 6 Mar | 3949.80 | 30 | -6.95 | 30.93 | 1 | 0 | 0 |
| 5 Mar | 4038.70 | 36.95 | -30.35 | 35.99 | 2 | 0 | 0 |
| 4 Mar | 3882.60 | 67.3 | 0 | 7.25 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3520 expiring on 28APR2026
Delta for 3520 PE is -0.01
Historical price for 3520 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 1.15, which was 1.15 higher than the previous day. The implied volatity was 52.48, the open interest changed by 0 which decreased total open position to 194
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.15, which was -0.10000000000000009 lower than the previous day. The implied volatity was 52.48, the open interest changed by -49 which decreased total open position to 196
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.2, which was -2 lower than the previous day. The implied volatity was 46.17, the open interest changed by -1 which decreased total open position to 244
On 21 Apr LT was trading at 4075.40. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 54.54, the open interest changed by 0 which decreased total open position to 244
On 20 Apr LT was trading at 4051.00. The strike last trading price was 3.2, which was 0 lower than the previous day. The implied volatity was 48.48, the open interest changed by 0 which decreased total open position to 244
On 17 Apr LT was trading at 4096.10. The strike last trading price was 3.2, which was 3.2 higher than the previous day. The implied volatity was 44.13, the open interest changed by 0 which decreased total open position to 244
On 16 Apr LT was trading at 4119.80. The strike last trading price was 3.2, which was -2.3499999999999996 lower than the previous day. The implied volatity was 44.13, the open interest changed by 3 which increased total open position to 244
On 15 Apr LT was trading at 4076.30. The strike last trading price was 5.6, which was -7.5 lower than the previous day. The implied volatity was 45.09, the open interest changed by -8 which decreased total open position to 241
On 13 Apr LT was trading at 3954.30. The strike last trading price was 13, which was 2.9000000000000004 higher than the previous day. The implied volatity was 42.48, the open interest changed by -14 which decreased total open position to 248
On 10 Apr LT was trading at 3959.90. The strike last trading price was 10.5, which was -5.5 lower than the previous day. The implied volatity was 37.35, the open interest changed by -20 which decreased total open position to 263
On 9 Apr LT was trading at 3896.20. The strike last trading price was 16.2, which was 6.4 higher than the previous day. The implied volatity was 37.22, the open interest changed by -30 which decreased total open position to 283
On 8 Apr LT was trading at 4005.90. The strike last trading price was 9.55, which was -53.05 lower than the previous day. The implied volatity was 38.34, the open interest changed by -81 which decreased total open position to 316
On 7 Apr LT was trading at 3723.30. The strike last trading price was 62.9, which was -1.6 lower than the previous day. The implied volatity was 42.94, the open interest changed by -45 which decreased total open position to 397
On 6 Apr LT was trading at 3727.70. The strike last trading price was 64.15, which was -35 lower than the previous day. The implied volatity was 42.82, the open interest changed by -13 which decreased total open position to 442
On 2 Apr LT was trading at 3613.10. The strike last trading price was 101.9, which was 9.4 higher than the previous day. The implied volatity was 40.35, the open interest changed by 92 which increased total open position to 455
On 1 Apr LT was trading at 3607.50. The strike last trading price was 90.15, which was -58.65 lower than the previous day. The implied volatity was 37.55, the open interest changed by -8 which decreased total open position to 365
On 30 Mar LT was trading at 3504.10. The strike last trading price was 151, which was 16.15 higher than the previous day. The implied volatity was 40.02, the open interest changed by 256 which increased total open position to 372
On 27 Mar LT was trading at 3564.10. The strike last trading price was 135, which was 38.85 higher than the previous day. The implied volatity was 41.37, the open interest changed by 24 which increased total open position to 109
On 25 Mar LT was trading at 3649.30. The strike last trading price was 95.95, which was -67.4 lower than the previous day. The implied volatity was 38.65, the open interest changed by 3 which increased total open position to 84
On 24 Mar LT was trading at 3516.80. The strike last trading price was 161.8, which was -106.2 lower than the previous day. The implied volatity was 40.67, the open interest changed by 32 which increased total open position to 71
On 23 Mar LT was trading at 3342.40. The strike last trading price was 268, which was 102 higher than the previous day. The implied volatity was 43.89, the open interest changed by 2 which increased total open position to 39
On 20 Mar LT was trading at 3434.80. The strike last trading price was 166, which was -27.1 lower than the previous day. The implied volatity was 31.63, the open interest changed by 11 which increased total open position to 35
On 19 Mar LT was trading at 3434.50. The strike last trading price was 192.75, which was 101.25 higher than the previous day. The implied volatity was 37.92, the open interest changed by 4 which increased total open position to 24
On 18 Mar LT was trading at 3607.90. The strike last trading price was 91.5, which was -62 lower than the previous day. The implied volatity was 30.29, the open interest changed by 2 which increased total open position to 20
On 17 Mar LT was trading at 3542.80. The strike last trading price was 153.5, which was -23.1 lower than the previous day. The implied volatity was 38.04, the open interest changed by 16 which increased total open position to 18
On 16 Mar LT was trading at 3469.40. The strike last trading price was 176.6, which was 146.6 higher than the previous day. The implied volatity was 35.18, the open interest changed by 0 which decreased total open position to 1
On 13 Mar LT was trading at 3439.00. The strike last trading price was 30, which was -6.95 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 30, which was -6.95 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 30, which was -6.95 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 30, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar LT was trading at 3842.10. The strike last trading price was 30, which was -6.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar LT was trading at 3949.80. The strike last trading price was 30, which was -6.95 lower than the previous day. The implied volatity was 30.93, 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 36.95, which was -30.35 lower than the previous day. The implied volatity was 35.99, 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 67.3, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
