LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:30 PM IST
| LT 28-Apr-2026 (4d) 3600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0
Theta: -3.21
Gamma: 0.00042
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3995.40 | 395 | -63 | 58.79 | 103 | -61 | 1,082 | |||||||||
| 23 Apr | 4054.10 | 459.45 | 37.55000000000001 | 61.29 | 45 | -25 | 1,143 | |||||||||
| 22 Apr | 4021.10 | 421.9 | -58.60000000000002 | 42.96 | 43 | 1 | 1,168 | |||||||||
| 21 Apr | 4075.40 | 480.5 | 17.80000000000001 | 39.77 | 48 | -32 | 1,171 | |||||||||
| 20 Apr | 4051.00 | 462.7 | -43.60000000000002 | 45.76 | 15 | -5 | 1,203 | |||||||||
| 17 Apr | 4096.10 | 506.3 | -13.849999999999966 | 43.92 | 23 | -12 | 1,209 | |||||||||
| 16 Apr | 4119.80 | 517.8 | 36.64999999999998 | 42.3 | 20 | -11 | 1,221 | |||||||||
| 15 Apr | 4076.30 | 481.15 | 110.54999999999995 | 23.36 | 176 | -104 | 1,233 | |||||||||
| 13 Apr | 3954.30 | 370 | -8.800000000000011 | 32.39 | 150 | -24 | 1,337 | |||||||||
| 10 Apr | 3959.90 | 376.4 | 47.599999999999966 | 28.46 | 156 | -82 | 1,362 | |||||||||
| 9 Apr | 3896.20 | 328.75 | -98.55 | 33.24 | 199 | -52 | 1,446 | |||||||||
| 8 Apr | 4005.90 | 428 | 215.6 | 29.3 | 1,824 | -789 | 1,505 | |||||||||
| 7 Apr | 3723.30 | 206.9 | -11 | 35.11 | 1,446 | -242 | 2,298 | |||||||||
| 6 Apr | 3727.70 | 216 | 67.95 | 36.07 | 4,352 | -288 | 2,588 | |||||||||
| 2 Apr | 3613.10 | 143 | -8.7 | 32.54 | 5,310 | 240 | 2,876 | |||||||||
| 1 Apr | 3607.50 | 156.6 | 47.95 | 33.7 | 6,432 | -91 | 2,637 | |||||||||
| 30 Mar | 3504.10 | 109 | -37 | 35.14 | 4,954 | 146 | 2,720 | |||||||||
| 27 Mar | 3564.10 | 148 | -44.6 | 34.95 | 3,206 | 517 | 2,572 | |||||||||
| 25 Mar | 3649.30 | 197.35 | 58.95 | 33.33 | 5,389 | 588 | 2,031 | |||||||||
| 24 Mar | 3516.80 | 138.3 | 60.5 | 37.13 | 4,029 | 150 | 1,427 | |||||||||
| 23 Mar | 3342.40 | 77.55 | -20.5 | 38.32 | 1,464 | 261 | 1,288 | |||||||||
| 20 Mar | 3434.80 | 99.65 | -0.4 | 33.68 | 1,329 | 307 | 1,033 | |||||||||
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| 19 Mar | 3434.50 | 102.05 | -57.35 | 33.19 | 702 | 133 | 725 | |||||||||
| 18 Mar | 3607.90 | 159.05 | 21.25 | 28.61 | 882 | -55 | 593 | |||||||||
| 17 Mar | 3542.80 | 137.15 | 10.75 | 30.19 | 597 | 174 | 649 | |||||||||
| 16 Mar | 3469.40 | 123.5 | -8.15 | 34.97 | 539 | 207 | 472 | |||||||||
| 13 Mar | 3439.00 | 136 | -144 | 37.52 | 414 | 259 | 265 | |||||||||
| 12 Mar | 3719.50 | 280 | -120 | 36.55 | 1 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 400 | 53.5 | - | 0 | 0 | 5 | |||||||||
| 10 Mar | 3876.00 | 400 | 53.5 | 35.37 | 1 | 0 | 6 | |||||||||
| 9 Mar | 3842.10 | 350 | 10 | 31.31 | 10 | 4 | 5 | |||||||||
| 6 Mar | 3949.80 | 340 | 6.75 | - | 0 | 0 | 1 | |||||||||
| 5 Mar | 4038.70 | 340 | 6.75 | - | 0 | 1 | 0 | |||||||||
| 4 Mar | 3882.60 | 340 | 6.75 | 14.1 | 1 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 333.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 333.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 333.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 333.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4113.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4068.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4063.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4087.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4038.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 3921.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 3814.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3600 expiring on 28APR2026
Delta for 3600 CE is 0.95
Historical price for 3600 CE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 395, which was -63 lower than the previous day. The implied volatity was 58.79, the open interest changed by -61 which decreased total open position to 1082
On 23 Apr LT was trading at 4054.10. The strike last trading price was 459.45, which was 37.55000000000001 higher than the previous day. The implied volatity was 61.29, the open interest changed by -25 which decreased total open position to 1143
On 22 Apr LT was trading at 4021.10. The strike last trading price was 421.9, which was -58.60000000000002 lower than the previous day. The implied volatity was 42.96, the open interest changed by 1 which increased total open position to 1168
On 21 Apr LT was trading at 4075.40. The strike last trading price was 480.5, which was 17.80000000000001 higher than the previous day. The implied volatity was 39.77, the open interest changed by -32 which decreased total open position to 1171
On 20 Apr LT was trading at 4051.00. The strike last trading price was 462.7, which was -43.60000000000002 lower than the previous day. The implied volatity was 45.76, the open interest changed by -5 which decreased total open position to 1203
On 17 Apr LT was trading at 4096.10. The strike last trading price was 506.3, which was -13.849999999999966 lower than the previous day. The implied volatity was 43.92, the open interest changed by -12 which decreased total open position to 1209
On 16 Apr LT was trading at 4119.80. The strike last trading price was 517.8, which was 36.64999999999998 higher than the previous day. The implied volatity was 42.3, the open interest changed by -11 which decreased total open position to 1221
On 15 Apr LT was trading at 4076.30. The strike last trading price was 481.15, which was 110.54999999999995 higher than the previous day. The implied volatity was 23.36, the open interest changed by -104 which decreased total open position to 1233
On 13 Apr LT was trading at 3954.30. The strike last trading price was 370, which was -8.800000000000011 lower than the previous day. The implied volatity was 32.39, the open interest changed by -24 which decreased total open position to 1337
On 10 Apr LT was trading at 3959.90. The strike last trading price was 376.4, which was 47.599999999999966 higher than the previous day. The implied volatity was 28.46, the open interest changed by -82 which decreased total open position to 1362
On 9 Apr LT was trading at 3896.20. The strike last trading price was 328.75, which was -98.55 lower than the previous day. The implied volatity was 33.24, the open interest changed by -52 which decreased total open position to 1446
On 8 Apr LT was trading at 4005.90. The strike last trading price was 428, which was 215.6 higher than the previous day. The implied volatity was 29.3, the open interest changed by -789 which decreased total open position to 1505
On 7 Apr LT was trading at 3723.30. The strike last trading price was 206.9, which was -11 lower than the previous day. The implied volatity was 35.11, the open interest changed by -242 which decreased total open position to 2298
On 6 Apr LT was trading at 3727.70. The strike last trading price was 216, which was 67.95 higher than the previous day. The implied volatity was 36.07, the open interest changed by -288 which decreased total open position to 2588
On 2 Apr LT was trading at 3613.10. The strike last trading price was 143, which was -8.7 lower than the previous day. The implied volatity was 32.54, the open interest changed by 240 which increased total open position to 2876
On 1 Apr LT was trading at 3607.50. The strike last trading price was 156.6, which was 47.95 higher than the previous day. The implied volatity was 33.7, the open interest changed by -91 which decreased total open position to 2637
On 30 Mar LT was trading at 3504.10. The strike last trading price was 109, which was -37 lower than the previous day. The implied volatity was 35.14, the open interest changed by 146 which increased total open position to 2720
On 27 Mar LT was trading at 3564.10. The strike last trading price was 148, which was -44.6 lower than the previous day. The implied volatity was 34.95, the open interest changed by 517 which increased total open position to 2572
On 25 Mar LT was trading at 3649.30. The strike last trading price was 197.35, which was 58.95 higher than the previous day. The implied volatity was 33.33, the open interest changed by 588 which increased total open position to 2031
On 24 Mar LT was trading at 3516.80. The strike last trading price was 138.3, which was 60.5 higher than the previous day. The implied volatity was 37.13, the open interest changed by 150 which increased total open position to 1427
On 23 Mar LT was trading at 3342.40. The strike last trading price was 77.55, which was -20.5 lower than the previous day. The implied volatity was 38.32, the open interest changed by 261 which increased total open position to 1288
On 20 Mar LT was trading at 3434.80. The strike last trading price was 99.65, which was -0.4 lower than the previous day. The implied volatity was 33.68, the open interest changed by 307 which increased total open position to 1033
On 19 Mar LT was trading at 3434.50. The strike last trading price was 102.05, which was -57.35 lower than the previous day. The implied volatity was 33.19, the open interest changed by 133 which increased total open position to 725
On 18 Mar LT was trading at 3607.90. The strike last trading price was 159.05, which was 21.25 higher than the previous day. The implied volatity was 28.61, the open interest changed by -55 which decreased total open position to 593
On 17 Mar LT was trading at 3542.80. The strike last trading price was 137.15, which was 10.75 higher than the previous day. The implied volatity was 30.19, the open interest changed by 174 which increased total open position to 649
On 16 Mar LT was trading at 3469.40. The strike last trading price was 123.5, which was -8.15 lower than the previous day. The implied volatity was 34.97, the open interest changed by 207 which increased total open position to 472
On 13 Mar LT was trading at 3439.00. The strike last trading price was 136, which was -144 lower than the previous day. The implied volatity was 37.52, the open interest changed by 259 which increased total open position to 265
On 12 Mar LT was trading at 3719.50. The strike last trading price was 280, which was -120 lower than the previous day. The implied volatity was 36.55, 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 400, which was 53.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Mar LT was trading at 3876.00. The strike last trading price was 400, which was 53.5 higher than the previous day. The implied volatity was 35.37, the open interest changed by 0 which decreased total open position to 6
On 9 Mar LT was trading at 3842.10. The strike last trading price was 350, which was 10 higher than the previous day. The implied volatity was 31.31, the open interest changed by 4 which increased total open position to 5
On 6 Mar LT was trading at 3949.80. The strike last trading price was 340, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Mar LT was trading at 4038.70. The strike last trading price was 340, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 340, which was 6.75 higher than the previous day. The implied volatity was 14.1, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LT was trading at 4066.70. The strike last trading price was 333.25, 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 27 Feb LT was trading at 4278.30. The strike last trading price was 333.25, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 333.25, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 333.25, 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 24 Feb LT was trading at 4259.20. 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
On 23 Feb LT was trading at 4418.10. 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
On 20 Feb LT was trading at 4380.60. 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
On 19 Feb LT was trading at 4280.50. 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
On 18 Feb LT was trading at 4325.90. 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
On 17 Feb LT was trading at 4279.80. 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
On 16 Feb LT was trading at 4201.50. 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
On 13 Feb LT was trading at 4173.90. 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
On 12 Feb LT was trading at 4185.90. 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
On 11 Feb LT was trading at 4170.40. 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
On 10 Feb LT was trading at 4169.00. 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
On 9 Feb LT was trading at 4113.60. 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
On 6 Feb LT was trading at 4068.10. 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
On 5 Feb LT was trading at 4063.30. 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
On 4 Feb LT was trading at 4087.10. 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
On 3 Feb LT was trading at 4038.80. 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
On 2 Feb LT was trading at 3921.30. 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
On 1 Feb LT was trading at 3814.00. 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
On 30 Jan LT was trading at 3932.30. 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
On 29 Jan LT was trading at 3932.90. 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) 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0
Theta: -0.31
Gamma: 0.00019
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3995.40 | 1.05 | -0.6499999999999999 | 44.25 | 199 | -32 | 2,014 |
| 23 Apr | 4054.10 | 1.8 | -0.050000000000000044 | 48.56 | 554 | -105 | 2,052 |
| 22 Apr | 4021.10 | 1.8 | -1.2 | 41.97 | 1,437 | -200 | 2,158 |
| 21 Apr | 4075.40 | 3.2 | -1.25 | 47.02 | 959 | 94 | 2,358 |
| 20 Apr | 4051.00 | 4.85 | 0.5 | 45.51 | 1,410 | 26 | 2,262 |
| 17 Apr | 4096.10 | 4.3 | -0.75 | 42.07 | 1,108 | 126 | 2,228 |
| 16 Apr | 4119.80 | 4.95 | -2.95 | 42.48 | 1,669 | 15 | 2,101 |
| 15 Apr | 4076.30 | 8 | -11.7 | 42.25 | 1,573 | -170 | 2,084 |
| 13 Apr | 3954.30 | 20 | 4.1 | 40.98 | 1,500 | 24 | 2,241 |
| 10 Apr | 3959.90 | 16.45 | -8.150000000000002 | 35.95 | 1,098 | 24 | 2,221 |
| 9 Apr | 3896.20 | 25.4 | 10.35 | 36.12 | 1,885 | -4 | 2,204 |
| 8 Apr | 4005.90 | 14.6 | -69.85 | 36.96 | 5,128 | -498 | 2,196 |
| 7 Apr | 3723.30 | 85.2 | -0.05 | 41.68 | 2,034 | -15 | 2,692 |
| 6 Apr | 3727.70 | 84.45 | -43.35 | 41 | 2,825 | 149 | 2,726 |
| 2 Apr | 3613.10 | 130.9 | 9.55 | 38.71 | 2,653 | 183 | 2,588 |
| 1 Apr | 3607.50 | 117.9 | -70.1 | 36.2 | 4,881 | 92 | 2,403 |
| 30 Mar | 3504.10 | 190.7 | 22.05 | 39.02 | 2,100 | 171 | 2,333 |
| 27 Mar | 3564.10 | 166.95 | 41.8 | 39.79 | 1,877 | 315 | 2,155 |
| 25 Mar | 3649.30 | 121 | -80.25 | 37.09 | 2,552 | 1,250 | 1,823 |
| 24 Mar | 3516.80 | 201.5 | -105.8 | 40.05 | 240 | 101 | 571 |
| 23 Mar | 3342.40 | 307.8 | 72.95 | 40.31 | 259 | 88 | 472 |
| 20 Mar | 3434.80 | 234.7 | -3.7 | 36.31 | 73 | 10 | 384 |
| 19 Mar | 3434.50 | 235.5 | 105.9 | 36.95 | 167 | -6 | 375 |
| 18 Mar | 3607.90 | 131.15 | -48.85 | 31.62 | 257 | 124 | 380 |
| 17 Mar | 3542.80 | 180 | -29.5 | 35.14 | 38 | 3 | 256 |
| 16 Mar | 3469.40 | 209.5 | -45.85 | 32.43 | 46 | 21 | 253 |
| 13 Mar | 3439.00 | 243.8 | 149.05 | 37.08 | 389 | 20 | 232 |
| 12 Mar | 3719.50 | 95 | 31.8 | 31.22 | 61 | 4 | 212 |
| 11 Mar | 3838.80 | 64.15 | 13.9 | 31.72 | 96 | 31 | 207 |
| 10 Mar | 3876.00 | 49.15 | -17 | 30.19 | 149 | -57 | 176 |
| 9 Mar | 3842.10 | 63.6 | 15.65 | 31.1 | 175 | -15 | 233 |
| 6 Mar | 3949.80 | 47.95 | 8.8 | 32.07 | 27 | 3 | 248 |
| 5 Mar | 4038.70 | 39.15 | -36.3 | 32.77 | 114 | -18 | 245 |
| 4 Mar | 3882.60 | 78.85 | 52.25 | 35.58 | 834 | 225 | 263 |
| 2 Mar | 4066.70 | 27.2 | -8.8 | 29.48 | 67 | 28 | 37 |
| 27 Feb | 4278.30 | 36 | -14 | - | 0 | 0 | 9 |
| 26 Feb | 4286.50 | 36 | -14 | - | 0 | 0 | 9 |
| 25 Feb | 4298.50 | 36 | -14 | - | 0 | 0 | 9 |
| 24 Feb | 4259.20 | 36 | -14 | - | 0 | 0 | 9 |
| 23 Feb | 4418.10 | 36 | -14 | - | 0 | 0 | 9 |
| 20 Feb | 4380.60 | 36 | -14 | - | 0 | 0 | 9 |
| 19 Feb | 4280.50 | 36 | -14 | - | 0 | 0 | 9 |
| 18 Feb | 4325.90 | 36 | -14 | - | 0 | 0 | 9 |
| 17 Feb | 4279.80 | 36 | -14 | - | 0 | 0 | 9 |
| 16 Feb | 4201.50 | 36 | -14 | 34.28 | 1 | 0 | 9 |
| 13 Feb | 4173.90 | 50 | 0 | - | 0 | 0 | 9 |
| 12 Feb | 4185.90 | 50 | 0 | - | 0 | 0 | 9 |
| 11 Feb | 4170.40 | 50 | 0 | - | 0 | 0 | 9 |
| 10 Feb | 4169.00 | 50 | 0 | - | 0 | 0 | 9 |
| 9 Feb | 4113.60 | 50 | 0 | - | 0 | 0 | 9 |
| 6 Feb | 4068.10 | 50 | 0 | - | 0 | 0 | 9 |
| 5 Feb | 4063.30 | 50 | 0 | - | 0 | 0 | 9 |
| 4 Feb | 4087.10 | 50 | 0 | - | 0 | 0 | 9 |
| 3 Feb | 4038.80 | 50 | 0 | - | 0 | 0 | 9 |
| 2 Feb | 3921.30 | 50 | 0 | 25.88 | 2 | 0 | 7 |
| 1 Feb | 3814.00 | 50 | 13 | 22.01 | 2 | 0 | 5 |
| 30 Jan | 3932.30 | 37 | -53.3 | - | 0 | 0 | 5 |
| 29 Jan | 3932.90 | 0 | 0 | 3.81 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3600 expiring on 28APR2026
Delta for 3600 PE is -0.01
Historical price for 3600 PE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 1.05, which was -0.6499999999999999 lower than the previous day. The implied volatity was 44.25, the open interest changed by -32 which decreased total open position to 2014
On 23 Apr LT was trading at 4054.10. The strike last trading price was 1.8, which was -0.050000000000000044 lower than the previous day. The implied volatity was 48.56, the open interest changed by -105 which decreased total open position to 2052
On 22 Apr LT was trading at 4021.10. The strike last trading price was 1.8, which was -1.2 lower than the previous day. The implied volatity was 41.97, the open interest changed by -200 which decreased total open position to 2158
On 21 Apr LT was trading at 4075.40. The strike last trading price was 3.2, which was -1.25 lower than the previous day. The implied volatity was 47.02, the open interest changed by 94 which increased total open position to 2358
On 20 Apr LT was trading at 4051.00. The strike last trading price was 4.85, which was 0.5 higher than the previous day. The implied volatity was 45.51, the open interest changed by 26 which increased total open position to 2262
On 17 Apr LT was trading at 4096.10. The strike last trading price was 4.3, which was -0.75 lower than the previous day. The implied volatity was 42.07, the open interest changed by 126 which increased total open position to 2228
On 16 Apr LT was trading at 4119.80. The strike last trading price was 4.95, which was -2.95 lower than the previous day. The implied volatity was 42.48, the open interest changed by 15 which increased total open position to 2101
On 15 Apr LT was trading at 4076.30. The strike last trading price was 8, which was -11.7 lower than the previous day. The implied volatity was 42.25, the open interest changed by -170 which decreased total open position to 2084
On 13 Apr LT was trading at 3954.30. The strike last trading price was 20, which was 4.1 higher than the previous day. The implied volatity was 40.98, the open interest changed by 24 which increased total open position to 2241
On 10 Apr LT was trading at 3959.90. The strike last trading price was 16.45, which was -8.150000000000002 lower than the previous day. The implied volatity was 35.95, the open interest changed by 24 which increased total open position to 2221
On 9 Apr LT was trading at 3896.20. The strike last trading price was 25.4, which was 10.35 higher than the previous day. The implied volatity was 36.12, the open interest changed by -4 which decreased total open position to 2204
On 8 Apr LT was trading at 4005.90. The strike last trading price was 14.6, which was -69.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by -498 which decreased total open position to 2196
On 7 Apr LT was trading at 3723.30. The strike last trading price was 85.2, which was -0.05 lower than the previous day. The implied volatity was 41.68, the open interest changed by -15 which decreased total open position to 2692
On 6 Apr LT was trading at 3727.70. The strike last trading price was 84.45, which was -43.35 lower than the previous day. The implied volatity was 41, the open interest changed by 149 which increased total open position to 2726
On 2 Apr LT was trading at 3613.10. The strike last trading price was 130.9, which was 9.55 higher than the previous day. The implied volatity was 38.71, the open interest changed by 183 which increased total open position to 2588
On 1 Apr LT was trading at 3607.50. The strike last trading price was 117.9, which was -70.1 lower than the previous day. The implied volatity was 36.2, the open interest changed by 92 which increased total open position to 2403
On 30 Mar LT was trading at 3504.10. The strike last trading price was 190.7, which was 22.05 higher than the previous day. The implied volatity was 39.02, the open interest changed by 171 which increased total open position to 2333
On 27 Mar LT was trading at 3564.10. The strike last trading price was 166.95, which was 41.8 higher than the previous day. The implied volatity was 39.79, the open interest changed by 315 which increased total open position to 2155
On 25 Mar LT was trading at 3649.30. The strike last trading price was 121, which was -80.25 lower than the previous day. The implied volatity was 37.09, the open interest changed by 1250 which increased total open position to 1823
On 24 Mar LT was trading at 3516.80. The strike last trading price was 201.5, which was -105.8 lower than the previous day. The implied volatity was 40.05, the open interest changed by 101 which increased total open position to 571
On 23 Mar LT was trading at 3342.40. The strike last trading price was 307.8, which was 72.95 higher than the previous day. The implied volatity was 40.31, the open interest changed by 88 which increased total open position to 472
On 20 Mar LT was trading at 3434.80. The strike last trading price was 234.7, which was -3.7 lower than the previous day. The implied volatity was 36.31, the open interest changed by 10 which increased total open position to 384
On 19 Mar LT was trading at 3434.50. The strike last trading price was 235.5, which was 105.9 higher than the previous day. The implied volatity was 36.95, the open interest changed by -6 which decreased total open position to 375
On 18 Mar LT was trading at 3607.90. The strike last trading price was 131.15, which was -48.85 lower than the previous day. The implied volatity was 31.62, the open interest changed by 124 which increased total open position to 380
On 17 Mar LT was trading at 3542.80. The strike last trading price was 180, which was -29.5 lower than the previous day. The implied volatity was 35.14, the open interest changed by 3 which increased total open position to 256
On 16 Mar LT was trading at 3469.40. The strike last trading price was 209.5, which was -45.85 lower than the previous day. The implied volatity was 32.43, the open interest changed by 21 which increased total open position to 253
On 13 Mar LT was trading at 3439.00. The strike last trading price was 243.8, which was 149.05 higher than the previous day. The implied volatity was 37.08, the open interest changed by 20 which increased total open position to 232
On 12 Mar LT was trading at 3719.50. The strike last trading price was 95, which was 31.8 higher than the previous day. The implied volatity was 31.22, the open interest changed by 4 which increased total open position to 212
On 11 Mar LT was trading at 3838.80. The strike last trading price was 64.15, which was 13.9 higher than the previous day. The implied volatity was 31.72, the open interest changed by 31 which increased total open position to 207
On 10 Mar LT was trading at 3876.00. The strike last trading price was 49.15, which was -17 lower than the previous day. The implied volatity was 30.19, the open interest changed by -57 which decreased total open position to 176
On 9 Mar LT was trading at 3842.10. The strike last trading price was 63.6, which was 15.65 higher than the previous day. The implied volatity was 31.1, the open interest changed by -15 which decreased total open position to 233
On 6 Mar LT was trading at 3949.80. The strike last trading price was 47.95, which was 8.8 higher than the previous day. The implied volatity was 32.07, the open interest changed by 3 which increased total open position to 248
On 5 Mar LT was trading at 4038.70. The strike last trading price was 39.15, which was -36.3 lower than the previous day. The implied volatity was 32.77, the open interest changed by -18 which decreased total open position to 245
On 4 Mar LT was trading at 3882.60. The strike last trading price was 78.85, which was 52.25 higher than the previous day. The implied volatity was 35.58, the open interest changed by 225 which increased total open position to 263
On 2 Mar LT was trading at 4066.70. The strike last trading price was 27.2, which was -8.8 lower than the previous day. The implied volatity was 29.48, the open interest changed by 28 which increased total open position to 37
On 27 Feb LT was trading at 4278.30. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Feb LT was trading at 4286.50. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Feb LT was trading at 4298.50. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Feb LT was trading at 4259.20. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Feb LT was trading at 4418.10. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Feb LT was trading at 4380.60. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Feb LT was trading at 4280.50. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 18 Feb LT was trading at 4325.90. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 17 Feb LT was trading at 4279.80. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 16 Feb LT was trading at 4201.50. The strike last trading price was 36, which was -14 lower than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 9
On 13 Feb LT was trading at 4173.90. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Feb LT was trading at 4185.90. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Feb LT was trading at 4170.40. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 10 Feb LT was trading at 4169.00. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 9 Feb LT was trading at 4113.60. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 6 Feb LT was trading at 4068.10. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Feb LT was trading at 4063.30. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 4 Feb LT was trading at 4087.10. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 3 Feb LT was trading at 4038.80. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 2 Feb LT was trading at 3921.30. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 25.88, the open interest changed by 0 which decreased total open position to 7
On 1 Feb LT was trading at 3814.00. The strike last trading price was 50, which was 13 higher than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 5
On 30 Jan LT was trading at 3932.30. The strike last trading price was 37, which was -53.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 29 Jan LT was trading at 3932.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
