LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3560 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0
Theta: -2.13
Gamma: 0.00026
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 461.5 | -33.5 | 59.84 | 8 | -6 | 490 | |||||||||
| 23 Apr | 4054.10 | 495 | 4 | 58.99 | 1 | 0 | 497 | |||||||||
| 22 Apr | 4021.10 | 491 | -27.549999999999955 | 49.4 | 1 | 0 | 497 | |||||||||
| 21 Apr | 4075.40 | 518.55 | 25.099999999999966 | 49.13 | 4 | -2 | 497 | |||||||||
| 20 Apr | 4051.00 | 480 | -68.75 | 47.99 | 3 | -1 | 499 | |||||||||
| 17 Apr | 4096.10 | 548.75 | 0 | 44.57 | 0 | 0 | 500 | |||||||||
| 16 Apr | 4119.80 | 548.75 | 30.399999999999977 | 44.57 | 46 | -1 | 500 | |||||||||
| 15 Apr | 4076.30 | 518.35 | 127.5 | 43.55 | 35 | -1 | 502 | |||||||||
| 13 Apr | 3954.30 | 390.85 | -25.099999999999966 | 40.59 | 33 | -6 | 517 | |||||||||
| 10 Apr | 3959.90 | 415.85 | 50.400000000000034 | 33.07 | 35 | -10 | 524 | |||||||||
| 9 Apr | 3896.20 | 365.45 | -100.95 | 34.54 | 77 | -20 | 534 | |||||||||
| 8 Apr | 4005.90 | 464.8 | 225.7 | 28.69 | 100 | -23 | 554 | |||||||||
| 7 Apr | 3723.30 | 236.25 | -10.6 | 35.8 | 51 | -28 | 578 | |||||||||
| 6 Apr | 3727.70 | 246.65 | 75 | 37.23 | 183 | -21 | 607 | |||||||||
| 2 Apr | 3613.10 | 164.9 | -10.95 | 32.52 | 783 | 29 | 632 | |||||||||
| 1 Apr | 3607.50 | 179.9 | 54.05 | 33.95 | 349 | 0 | 604 | |||||||||
| 30 Mar | 3504.10 | 124.5 | -42.9 | 34.77 | 1,297 | 388 | 603 | |||||||||
| 27 Mar | 3564.10 | 168.4 | -48.8 | 35.06 | 425 | 73 | 215 | |||||||||
| 25 Mar | 3649.30 | 218 | 61.35 | 32.56 | 283 | 10 | 144 | |||||||||
| 24 Mar | 3516.80 | 158.45 | 68.7 | 37.7 | 186 | 82 | 133 | |||||||||
| 23 Mar | 3342.40 | 90.5 | -16.6 | 38.69 | 57 | 36 | 52 | |||||||||
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| 20 Mar | 3434.80 | 107.1 | -8.75 | 32.03 | 12 | 5 | 16 | |||||||||
| 19 Mar | 3434.50 | 115.85 | -74.35 | 32.92 | 4 | 3 | 11 | |||||||||
| 18 Mar | 3607.90 | 190.2 | 15.25 | 30.61 | 7 | 2 | 8 | |||||||||
| 17 Mar | 3542.80 | 174.95 | 40.55 | 34.83 | 1 | 0 | 5 | |||||||||
| 16 Mar | 3469.40 | 134.4 | -226.2 | 33.9 | 6 | 2 | 2 | |||||||||
| 13 Mar | 3439.00 | 360.6 | 0 | 1.52 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 360.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3560 expiring on 28APR2026
Delta for 3560 CE is 0.97
Historical price for 3560 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 461.5, which was -33.5 lower than the previous day. The implied volatity was 59.84, the open interest changed by -6 which decreased total open position to 490
On 23 Apr LT was trading at 4054.10. The strike last trading price was 495, which was 4 higher than the previous day. The implied volatity was 58.99, the open interest changed by 0 which decreased total open position to 497
On 22 Apr LT was trading at 4021.10. The strike last trading price was 491, which was -27.549999999999955 lower than the previous day. The implied volatity was 49.4, the open interest changed by 0 which decreased total open position to 497
On 21 Apr LT was trading at 4075.40. The strike last trading price was 518.55, which was 25.099999999999966 higher than the previous day. The implied volatity was 49.13, the open interest changed by -2 which decreased total open position to 497
On 20 Apr LT was trading at 4051.00. The strike last trading price was 480, which was -68.75 lower than the previous day. The implied volatity was 47.99, the open interest changed by -1 which decreased total open position to 499
On 17 Apr LT was trading at 4096.10. The strike last trading price was 548.75, which was 0 lower than the previous day. The implied volatity was 44.57, the open interest changed by 0 which decreased total open position to 500
On 16 Apr LT was trading at 4119.80. The strike last trading price was 548.75, which was 30.399999999999977 higher than the previous day. The implied volatity was 44.57, the open interest changed by -1 which decreased total open position to 500
On 15 Apr LT was trading at 4076.30. The strike last trading price was 518.35, which was 127.5 higher than the previous day. The implied volatity was 43.55, the open interest changed by -1 which decreased total open position to 502
On 13 Apr LT was trading at 3954.30. The strike last trading price was 390.85, which was -25.099999999999966 lower than the previous day. The implied volatity was 40.59, the open interest changed by -6 which decreased total open position to 517
On 10 Apr LT was trading at 3959.90. The strike last trading price was 415.85, which was 50.400000000000034 higher than the previous day. The implied volatity was 33.07, the open interest changed by -10 which decreased total open position to 524
On 9 Apr LT was trading at 3896.20. The strike last trading price was 365.45, which was -100.95 lower than the previous day. The implied volatity was 34.54, the open interest changed by -20 which decreased total open position to 534
On 8 Apr LT was trading at 4005.90. The strike last trading price was 464.8, which was 225.7 higher than the previous day. The implied volatity was 28.69, the open interest changed by -23 which decreased total open position to 554
On 7 Apr LT was trading at 3723.30. The strike last trading price was 236.25, which was -10.6 lower than the previous day. The implied volatity was 35.8, the open interest changed by -28 which decreased total open position to 578
On 6 Apr LT was trading at 3727.70. The strike last trading price was 246.65, which was 75 higher than the previous day. The implied volatity was 37.23, the open interest changed by -21 which decreased total open position to 607
On 2 Apr LT was trading at 3613.10. The strike last trading price was 164.9, which was -10.95 lower than the previous day. The implied volatity was 32.52, the open interest changed by 29 which increased total open position to 632
On 1 Apr LT was trading at 3607.50. The strike last trading price was 179.9, which was 54.05 higher than the previous day. The implied volatity was 33.95, the open interest changed by 0 which decreased total open position to 604
On 30 Mar LT was trading at 3504.10. The strike last trading price was 124.5, which was -42.9 lower than the previous day. The implied volatity was 34.77, the open interest changed by 388 which increased total open position to 603
On 27 Mar LT was trading at 3564.10. The strike last trading price was 168.4, which was -48.8 lower than the previous day. The implied volatity was 35.06, the open interest changed by 73 which increased total open position to 215
On 25 Mar LT was trading at 3649.30. The strike last trading price was 218, which was 61.35 higher than the previous day. The implied volatity was 32.56, the open interest changed by 10 which increased total open position to 144
On 24 Mar LT was trading at 3516.80. The strike last trading price was 158.45, which was 68.7 higher than the previous day. The implied volatity was 37.7, the open interest changed by 82 which increased total open position to 133
On 23 Mar LT was trading at 3342.40. The strike last trading price was 90.5, which was -16.6 lower than the previous day. The implied volatity was 38.69, the open interest changed by 36 which increased total open position to 52
On 20 Mar LT was trading at 3434.80. The strike last trading price was 107.1, which was -8.75 lower than the previous day. The implied volatity was 32.03, the open interest changed by 5 which increased total open position to 16
On 19 Mar LT was trading at 3434.50. The strike last trading price was 115.85, which was -74.35 lower than the previous day. The implied volatity was 32.92, the open interest changed by 3 which increased total open position to 11
On 18 Mar LT was trading at 3607.90. The strike last trading price was 190.2, which was 15.25 higher than the previous day. The implied volatity was 30.61, the open interest changed by 2 which increased total open position to 8
On 17 Mar LT was trading at 3542.80. The strike last trading price was 174.95, which was 40.55 higher than the previous day. The implied volatity was 34.83, the open interest changed by 0 which decreased total open position to 5
On 16 Mar LT was trading at 3469.40. The strike last trading price was 134.4, which was -226.2 lower than the previous day. The implied volatity was 33.9, 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 360.6, which was 0 lower than the previous day. The implied volatity was 1.52, 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 360.6, 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 360.6, 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 360.6, 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 360.6, 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 360.6, 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 360.6, 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 360.6, 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) 3560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.3
Gamma: 0.00015
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 1 | -0.3999999999999999 | 49.31 | 3 | -1 | 463 |
| 23 Apr | 4054.10 | 1.4 | -0.25 | 50.07 | 14 | -5 | 464 |
| 22 Apr | 4021.10 | 1.65 | -0.7000000000000002 | 45.29 | 27 | -3 | 469 |
| 21 Apr | 4075.40 | 2.35 | -1.65 | 48.74 | 17 | -8 | 471 |
| 20 Apr | 4051.00 | 4.35 | 0.44999999999999973 | 48.28 | 37 | -12 | 481 |
| 17 Apr | 4096.10 | 3.9 | -0.44999999999999973 | 44.06 | 94 | 42 | 493 |
| 16 Apr | 4119.80 | 4 | -2.5999999999999996 | 44.18 | 188 | -19 | 451 |
| 15 Apr | 4076.30 | 6.55 | -9.399999999999999 | 43.45 | 321 | -155 | 470 |
| 13 Apr | 3954.30 | 15.7 | 2.8499999999999996 | 41.4 | 358 | 146 | 623 |
| 10 Apr | 3959.90 | 12.7 | -6.900000000000002 | 36.15 | 206 | -22 | 479 |
| 9 Apr | 3896.20 | 19.8 | 7.35 | 36.36 | 318 | 35 | 499 |
| 8 Apr | 4005.90 | 12.1 | -60.6 | 37.86 | 265 | -63 | 466 |
| 7 Apr | 3723.30 | 72.9 | -1.9 | 42.16 | 237 | -61 | 529 |
| 6 Apr | 3727.70 | 73.95 | -39.95 | 42 | 534 | 68 | 589 |
| 2 Apr | 3613.10 | 113.95 | 8.25 | 39.08 | 697 | 6 | 525 |
| 1 Apr | 3607.50 | 103.45 | -64.8 | 36.82 | 547 | 19 | 500 |
| 30 Mar | 3504.10 | 167.55 | 16.25 | 38.88 | 939 | 224 | 480 |
| 27 Mar | 3564.10 | 147 | 37.3 | 39.79 | 782 | 117 | 255 |
| 25 Mar | 3649.30 | 109.25 | -72.35 | 38.2 | 183 | 113 | 136 |
| 24 Mar | 3516.80 | 180.6 | -85.7 | 40.28 | 17 | 15 | 22 |
| 23 Mar | 3342.40 | 266.3 | 79.35 | 36.79 | 4 | 1 | 6 |
| 20 Mar | 3434.80 | 186.95 | 108.7 | 31.07 | 6 | 4 | 4 |
| 19 Mar | 3434.50 | 78.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3607.90 | 78.25 | 0 | 1.82 | 0 | 0 | 0 |
| 17 Mar | 3542.80 | 78.25 | 0 | 0.42 | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 78.25 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 78.25 | 0 | 0.19 | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 78.25 | 0 | 3.98 | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 78.25 | 0 | 6.1 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 78.25 | 0 | 6.73 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 78.25 | 0 | 6.04 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 78.25 | 0 | 7.68 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 78.25 | 0 | 8.76 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 78.25 | 0 | 6.58 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3560 expiring on 28APR2026
Delta for 3560 PE is -0.01
Historical price for 3560 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 1, which was -0.3999999999999999 lower than the previous day. The implied volatity was 49.31, the open interest changed by -1 which decreased total open position to 463
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.4, which was -0.25 lower than the previous day. The implied volatity was 50.07, the open interest changed by -5 which decreased total open position to 464
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.65, which was -0.7000000000000002 lower than the previous day. The implied volatity was 45.29, the open interest changed by -3 which decreased total open position to 469
On 21 Apr LT was trading at 4075.40. The strike last trading price was 2.35, which was -1.65 lower than the previous day. The implied volatity was 48.74, the open interest changed by -8 which decreased total open position to 471
On 20 Apr LT was trading at 4051.00. The strike last trading price was 4.35, which was 0.44999999999999973 higher than the previous day. The implied volatity was 48.28, the open interest changed by -12 which decreased total open position to 481
On 17 Apr LT was trading at 4096.10. The strike last trading price was 3.9, which was -0.44999999999999973 lower than the previous day. The implied volatity was 44.06, the open interest changed by 42 which increased total open position to 493
On 16 Apr LT was trading at 4119.80. The strike last trading price was 4, which was -2.5999999999999996 lower than the previous day. The implied volatity was 44.18, the open interest changed by -19 which decreased total open position to 451
On 15 Apr LT was trading at 4076.30. The strike last trading price was 6.55, which was -9.399999999999999 lower than the previous day. The implied volatity was 43.45, the open interest changed by -155 which decreased total open position to 470
On 13 Apr LT was trading at 3954.30. The strike last trading price was 15.7, which was 2.8499999999999996 higher than the previous day. The implied volatity was 41.4, the open interest changed by 146 which increased total open position to 623
On 10 Apr LT was trading at 3959.90. The strike last trading price was 12.7, which was -6.900000000000002 lower than the previous day. The implied volatity was 36.15, the open interest changed by -22 which decreased total open position to 479
On 9 Apr LT was trading at 3896.20. The strike last trading price was 19.8, which was 7.35 higher than the previous day. The implied volatity was 36.36, the open interest changed by 35 which increased total open position to 499
On 8 Apr LT was trading at 4005.90. The strike last trading price was 12.1, which was -60.6 lower than the previous day. The implied volatity was 37.86, the open interest changed by -63 which decreased total open position to 466
On 7 Apr LT was trading at 3723.30. The strike last trading price was 72.9, which was -1.9 lower than the previous day. The implied volatity was 42.16, the open interest changed by -61 which decreased total open position to 529
On 6 Apr LT was trading at 3727.70. The strike last trading price was 73.95, which was -39.95 lower than the previous day. The implied volatity was 42, the open interest changed by 68 which increased total open position to 589
On 2 Apr LT was trading at 3613.10. The strike last trading price was 113.95, which was 8.25 higher than the previous day. The implied volatity was 39.08, the open interest changed by 6 which increased total open position to 525
On 1 Apr LT was trading at 3607.50. The strike last trading price was 103.45, which was -64.8 lower than the previous day. The implied volatity was 36.82, the open interest changed by 19 which increased total open position to 500
On 30 Mar LT was trading at 3504.10. The strike last trading price was 167.55, which was 16.25 higher than the previous day. The implied volatity was 38.88, the open interest changed by 224 which increased total open position to 480
On 27 Mar LT was trading at 3564.10. The strike last trading price was 147, which was 37.3 higher than the previous day. The implied volatity was 39.79, the open interest changed by 117 which increased total open position to 255
On 25 Mar LT was trading at 3649.30. The strike last trading price was 109.25, which was -72.35 lower than the previous day. The implied volatity was 38.2, the open interest changed by 113 which increased total open position to 136
On 24 Mar LT was trading at 3516.80. The strike last trading price was 180.6, which was -85.7 lower than the previous day. The implied volatity was 40.28, the open interest changed by 15 which increased total open position to 22
On 23 Mar LT was trading at 3342.40. The strike last trading price was 266.3, which was 79.35 higher than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 6
On 20 Mar LT was trading at 3434.80. The strike last trading price was 186.95, which was 108.7 higher than the previous day. The implied volatity was 31.07, the open interest changed by 4 which increased total open position to 4
On 19 Mar LT was trading at 3434.50. The strike last trading price was 78.25, 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 18 Mar LT was trading at 3607.90. The strike last trading price was 78.25, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LT was trading at 3542.80. The strike last trading price was 78.25, which was 0 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 16 Mar LT was trading at 3469.40. The strike last trading price was 78.25, 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 13 Mar LT was trading at 3439.00. The strike last trading price was 78.25, which was 0 lower than the previous day. The implied volatity was 0.19, 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 78.25, which was 0 lower than the previous day. The implied volatity was 3.98, 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 78.25, which was 0 lower than the previous day. The implied volatity was 6.1, 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 78.25, which was 0 lower than the previous day. The implied volatity was 6.73, 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 78.25, which was 0 lower than the previous day. The implied volatity was 6.04, 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 78.25, which was 0 lower than the previous day. The implied volatity was 7.68, 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 78.25, which was 0 lower than the previous day. The implied volatity was 8.76, 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 78.25, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
