[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3434.8 +0.30 (0.01%)
L: 3410 H: 3524

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Historical option data for LT

20 Mar 2026 04:11 PM IST
LT 30-MAR-2026 3600 CE
Delta: 0.19
Vega: 1.54
Theta: -2.4
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 3434.80 16.7 -3.35 28.88 10,189 610 3,391
19 Mar 3434.50 21.25 -50 29.41 11,163 228 2,783
18 Mar 3607.90 68 10.15 23.4 16,618 -1,140 2,586
17 Mar 3542.80 56.25 5.6 29.47 10,417 -424 3,718
16 Mar 3469.40 48.7 -15.55 36.92 12,946 97 4,143
13 Mar 3439.00 64.8 -135.35 40.22 13,480 3,912 4,032
12 Mar 3719.50 197.95 -78.3 37.64 116 -9 120
11 Mar 3838.80 280.95 -35.95 32.49 12 1 129
10 Mar 3876.00 317.3 18.7 29.93 25 0 128
9 Mar 3842.10 293.95 -78.55 35.45 187 -84 130
6 Mar 3949.80 372.8 -69.75 14.84 20 -3 217
5 Mar 4038.70 429 98.55 25.85 87 40 221
4 Mar 3882.60 328.4 -149.6 28.88 553 121 181
2 Mar 4066.70 478 -164.55 21.92 22 -3 59
27 Feb 4278.30 642.55 -157.45 - 0 0 62
26 Feb 4286.50 642.55 -157.45 - 0 0 62
25 Feb 4298.50 642.55 -157.45 - 6 0 62
24 Feb 4259.20 642.55 -157.45 62.23 6 5 61
23 Feb 4418.10 800 12 183.84 6 5 55
20 Feb 4380.60 788 98 - 47 41 44
19 Feb 4280.50 690 38.95 - 1 0 2
18 Feb 4325.90 651.05 108.75 - 0 0 2
17 Feb 4279.80 651.05 108.75 - 2 1 1
16 Feb 4201.50 542.3 0 - 0 0 0
13 Feb 4173.90 542.3 0 - 0 0 0
12 Feb 4185.90 542.3 0 - 0 0 0
11 Feb 4170.40 542.3 0 - 0 0 0
10 Feb 4169.00 542.3 0 - 0 0 0
9 Feb 4113.60 542.3 0 - 0 0 0
6 Feb 4068.10 542.3 0 - 0 0 0
5 Feb 4063.30 542.3 0 - 0 0 0
4 Feb 4087.10 542.3 0 - 0 0 0
3 Feb 4038.80 542.3 0 - 0 0 0
2 Feb 3921.30 542.3 0 - 0 0 0
1 Feb 3814.00 542.3 0 - 0 0 0
30 Jan 3932.30 542.3 0 - 0 0 0
29 Jan 3932.90 542.3 0 - 0 0 0
28 Jan 3794.00 542.3 0 - 0 0 0
27 Jan 3787.80 542.3 0 - 0 0 0
23 Jan 3743.80 542.3 0 - 0 0 0
22 Jan 3793.80 542.3 0 - 0 0 0
21 Jan 3766.50 542.3 0 - 0 0 0
20 Jan 3810.50 542.3 0 - 0 0 0
19 Jan 3869.80 542.3 0 - 0 0 0
16 Jan 3856.40 542.3 0 - 0 0 0
14 Jan 3865.80 542.3 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3600 expiring on 30MAR2026

Delta for 3600 CE is 0.19

Historical price for 3600 CE is as follows

On 20 Mar LT was trading at 3434.80. The strike last trading price was 16.7, which was -3.35 lower than the previous day. The implied volatity was 28.88, the open interest changed by 610 which increased total open position to 3391


On 19 Mar LT was trading at 3434.50. The strike last trading price was 21.25, which was -50 lower than the previous day. The implied volatity was 29.41, the open interest changed by 228 which increased total open position to 2783


On 18 Mar LT was trading at 3607.90. The strike last trading price was 68, which was 10.15 higher than the previous day. The implied volatity was 23.4, the open interest changed by -1140 which decreased total open position to 2586


On 17 Mar LT was trading at 3542.80. The strike last trading price was 56.25, which was 5.6 higher than the previous day. The implied volatity was 29.47, the open interest changed by -424 which decreased total open position to 3718


On 16 Mar LT was trading at 3469.40. The strike last trading price was 48.7, which was -15.55 lower than the previous day. The implied volatity was 36.92, the open interest changed by 97 which increased total open position to 4143


On 13 Mar LT was trading at 3439.00. The strike last trading price was 64.8, which was -135.35 lower than the previous day. The implied volatity was 40.22, the open interest changed by 3912 which increased total open position to 4032


On 12 Mar LT was trading at 3719.50. The strike last trading price was 197.95, which was -78.3 lower than the previous day. The implied volatity was 37.64, the open interest changed by -9 which decreased total open position to 120


On 11 Mar LT was trading at 3838.80. The strike last trading price was 280.95, which was -35.95 lower than the previous day. The implied volatity was 32.49, the open interest changed by 1 which increased total open position to 129


On 10 Mar LT was trading at 3876.00. The strike last trading price was 317.3, which was 18.7 higher than the previous day. The implied volatity was 29.93, the open interest changed by 0 which decreased total open position to 128


On 9 Mar LT was trading at 3842.10. The strike last trading price was 293.95, which was -78.55 lower than the previous day. The implied volatity was 35.45, the open interest changed by -84 which decreased total open position to 130


On 6 Mar LT was trading at 3949.80. The strike last trading price was 372.8, which was -69.75 lower than the previous day. The implied volatity was 14.84, the open interest changed by -3 which decreased total open position to 217


On 5 Mar LT was trading at 4038.70. The strike last trading price was 429, which was 98.55 higher than the previous day. The implied volatity was 25.85, the open interest changed by 40 which increased total open position to 221


On 4 Mar LT was trading at 3882.60. The strike last trading price was 328.4, which was -149.6 lower than the previous day. The implied volatity was 28.88, the open interest changed by 121 which increased total open position to 181


On 2 Mar LT was trading at 4066.70. The strike last trading price was 478, which was -164.55 lower than the previous day. The implied volatity was 21.92, the open interest changed by -3 which decreased total open position to 59


On 27 Feb LT was trading at 4278.30. The strike last trading price was 642.55, which was -157.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 26 Feb LT was trading at 4286.50. The strike last trading price was 642.55, which was -157.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 25 Feb LT was trading at 4298.50. The strike last trading price was 642.55, which was -157.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 62


On 24 Feb LT was trading at 4259.20. The strike last trading price was 642.55, which was -157.45 lower than the previous day. The implied volatity was 62.23, the open interest changed by 5 which increased total open position to 61


On 23 Feb LT was trading at 4418.10. The strike last trading price was 800, which was 12 higher than the previous day. The implied volatity was 183.84, the open interest changed by 5 which increased total open position to 55


On 20 Feb LT was trading at 4380.60. The strike last trading price was 788, which was 98 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 44


On 19 Feb LT was trading at 4280.50. The strike last trading price was 690, which was 38.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Feb LT was trading at 4325.90. The strike last trading price was 651.05, which was 108.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Feb LT was trading at 4279.80. The strike last trading price was 651.05, which was 108.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 16 Feb LT was trading at 4201.50. The strike last trading price was 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 542.3, 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 28 Jan LT was trading at 3794.00. The strike last trading price was 542.3, 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 Jan LT was trading at 3787.80. The strike last trading price was 542.3, 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 Jan LT was trading at 3743.80. The strike last trading price was 542.3, 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 22 Jan LT was trading at 3793.80. The strike last trading price was 542.3, 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 21 Jan LT was trading at 3766.50. The strike last trading price was 542.3, 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 Jan LT was trading at 3810.50. The strike last trading price was 542.3, 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 Jan LT was trading at 3869.80. The strike last trading price was 542.3, 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 Jan LT was trading at 3856.40. The strike last trading price was 542.3, 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 14 Jan LT was trading at 3865.80. The strike last trading price was 542.3, 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 30MAR2026 3600 PE
Delta: -0.78
Vega: 1.68
Theta: -1.93
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 3434.80 174.45 -5.1 32.42 659 -103 1,235
19 Mar 3434.50 169.4 104.75 31.08 1,696 -246 1,314
18 Mar 3607.90 67.55 -40.95 28.38 6,475 -50 1,561
17 Mar 3542.80 111.45 -59.65 31.32 1,369 -484 1,614
16 Mar 3469.40 176 -36.05 36.54 1,696 168 2,099
13 Mar 3439.00 212.1 143.65 43.51 13,022 290 1,928
12 Mar 3719.50 77.2 40.6 41 3,520 267 1,642
11 Mar 3838.80 37.5 11.4 37.34 2,140 125 1,375
10 Mar 3876.00 24.65 -17.05 34.3 1,763 -128 1,254
9 Mar 3842.10 42.2 18.9 37.54 2,762 23 1,378
6 Mar 3949.80 22.5 9.35 34.79 2,614 -343 1,355
5 Mar 4038.70 13.75 -32.15 33.72 4,435 99 1,701
4 Mar 3882.60 48 31.7 39.29 12,178 973 1,610
2 Mar 4066.70 18 16.4 35.75 5,133 531 638
27 Feb 4278.30 1.6 -0.65 28.06 16 9 107
26 Feb 4286.50 2.25 0.25 29.68 8 1 98
25 Feb 4298.50 2 -0.4 29.04 5 2 98
24 Feb 4259.20 2.4 -0.5 - 0 0 96
23 Feb 4418.10 2.4 -0.5 32.55 3 0 97
20 Feb 4380.60 2.9 0.65 31.19 36 30 96
19 Feb 4280.50 2.25 -0.45 - 0 0 66
18 Feb 4325.90 2.25 -0.45 27.38 20 17 65
17 Feb 4279.80 2.7 -7.25 26.89 8 3 47
16 Feb 4201.50 9.95 -2 - 0 0 44
13 Feb 4173.90 9.95 -2 29.11 1 0 44
12 Feb 4185.90 11.95 -0.35 - 0 0 44
11 Feb 4170.40 11.95 -0.35 29.66 1 0 45
10 Feb 4169.00 12.3 2.3 29.6 2 0 44
9 Feb 4113.60 10 0 - 0 0 44
6 Feb 4068.10 10 0 - 0 0 44
5 Feb 4063.30 10 0 - 0 0 44
4 Feb 4087.10 10 0 24.05 1 0 45
3 Feb 4038.80 10 -36.85 22.52 7 0 45
2 Feb 3921.30 48.35 28.35 - 0 0 45
1 Feb 3814.00 48.35 28.35 24.59 10 0 44
30 Jan 3932.30 20 0 22.34 4 1 41
29 Jan 3932.90 20 -35 22.32 27 7 38
28 Jan 3794.00 55 -10.25 25.02 10 7 31
27 Jan 3787.80 65.25 -3.6 27.36 12 11 24
23 Jan 3743.80 68 3 24.57 7 4 10
22 Jan 3793.80 65 15 26.22 2 1 5
21 Jan 3766.50 50 5.5 21.61 1 0 3
20 Jan 3810.50 45 10 22.23 2 0 1
19 Jan 3869.80 35 -2 - 0 0 1
16 Jan 3856.40 35 -2 - 0 0 1
14 Jan 3865.80 35 -2 - 0 0 1


For Larsen & Toubro Ltd. - strike price 3600 expiring on 30MAR2026

Delta for 3600 PE is -0.78

Historical price for 3600 PE is as follows

On 20 Mar LT was trading at 3434.80. The strike last trading price was 174.45, which was -5.1 lower than the previous day. The implied volatity was 32.42, the open interest changed by -103 which decreased total open position to 1235


On 19 Mar LT was trading at 3434.50. The strike last trading price was 169.4, which was 104.75 higher than the previous day. The implied volatity was 31.08, the open interest changed by -246 which decreased total open position to 1314


On 18 Mar LT was trading at 3607.90. The strike last trading price was 67.55, which was -40.95 lower than the previous day. The implied volatity was 28.38, the open interest changed by -50 which decreased total open position to 1561


On 17 Mar LT was trading at 3542.80. The strike last trading price was 111.45, which was -59.65 lower than the previous day. The implied volatity was 31.32, the open interest changed by -484 which decreased total open position to 1614


On 16 Mar LT was trading at 3469.40. The strike last trading price was 176, which was -36.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by 168 which increased total open position to 2099


On 13 Mar LT was trading at 3439.00. The strike last trading price was 212.1, which was 143.65 higher than the previous day. The implied volatity was 43.51, the open interest changed by 290 which increased total open position to 1928


On 12 Mar LT was trading at 3719.50. The strike last trading price was 77.2, which was 40.6 higher than the previous day. The implied volatity was 41, the open interest changed by 267 which increased total open position to 1642


On 11 Mar LT was trading at 3838.80. The strike last trading price was 37.5, which was 11.4 higher than the previous day. The implied volatity was 37.34, the open interest changed by 125 which increased total open position to 1375


On 10 Mar LT was trading at 3876.00. The strike last trading price was 24.65, which was -17.05 lower than the previous day. The implied volatity was 34.3, the open interest changed by -128 which decreased total open position to 1254


On 9 Mar LT was trading at 3842.10. The strike last trading price was 42.2, which was 18.9 higher than the previous day. The implied volatity was 37.54, the open interest changed by 23 which increased total open position to 1378


On 6 Mar LT was trading at 3949.80. The strike last trading price was 22.5, which was 9.35 higher than the previous day. The implied volatity was 34.79, the open interest changed by -343 which decreased total open position to 1355


On 5 Mar LT was trading at 4038.70. The strike last trading price was 13.75, which was -32.15 lower than the previous day. The implied volatity was 33.72, the open interest changed by 99 which increased total open position to 1701


On 4 Mar LT was trading at 3882.60. The strike last trading price was 48, which was 31.7 higher than the previous day. The implied volatity was 39.29, the open interest changed by 973 which increased total open position to 1610


On 2 Mar LT was trading at 4066.70. The strike last trading price was 18, which was 16.4 higher than the previous day. The implied volatity was 35.75, the open interest changed by 531 which increased total open position to 638


On 27 Feb LT was trading at 4278.30. The strike last trading price was 1.6, which was -0.65 lower than the previous day. The implied volatity was 28.06, the open interest changed by 9 which increased total open position to 107


On 26 Feb LT was trading at 4286.50. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 29.68, the open interest changed by 1 which increased total open position to 98


On 25 Feb LT was trading at 4298.50. The strike last trading price was 2, which was -0.4 lower than the previous day. The implied volatity was 29.04, the open interest changed by 2 which increased total open position to 98


On 24 Feb LT was trading at 4259.20. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 96


On 23 Feb LT was trading at 4418.10. The strike last trading price was 2.4, which was -0.5 lower than the previous day. The implied volatity was 32.55, the open interest changed by 0 which decreased total open position to 97


On 20 Feb LT was trading at 4380.60. The strike last trading price was 2.9, which was 0.65 higher than the previous day. The implied volatity was 31.19, the open interest changed by 30 which increased total open position to 96


On 19 Feb LT was trading at 4280.50. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 18 Feb LT was trading at 4325.90. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 27.38, the open interest changed by 17 which increased total open position to 65


On 17 Feb LT was trading at 4279.80. The strike last trading price was 2.7, which was -7.25 lower than the previous day. The implied volatity was 26.89, the open interest changed by 3 which increased total open position to 47


On 16 Feb LT was trading at 4201.50. The strike last trading price was 9.95, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 13 Feb LT was trading at 4173.90. The strike last trading price was 9.95, which was -2 lower than the previous day. The implied volatity was 29.11, the open interest changed by 0 which decreased total open position to 44


On 12 Feb LT was trading at 4185.90. The strike last trading price was 11.95, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 11 Feb LT was trading at 4170.40. The strike last trading price was 11.95, which was -0.35 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 45


On 10 Feb LT was trading at 4169.00. The strike last trading price was 12.3, which was 2.3 higher than the previous day. The implied volatity was 29.6, the open interest changed by 0 which decreased total open position to 44


On 9 Feb LT was trading at 4113.60. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 6 Feb LT was trading at 4068.10. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 5 Feb LT was trading at 4063.30. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 4 Feb LT was trading at 4087.10. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 45


On 3 Feb LT was trading at 4038.80. The strike last trading price was 10, which was -36.85 lower than the previous day. The implied volatity was 22.52, the open interest changed by 0 which decreased total open position to 45


On 2 Feb LT was trading at 3921.30. The strike last trading price was 48.35, which was 28.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45


On 1 Feb LT was trading at 3814.00. The strike last trading price was 48.35, which was 28.35 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 44


On 30 Jan LT was trading at 3932.30. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 22.34, the open interest changed by 1 which increased total open position to 41


On 29 Jan LT was trading at 3932.90. The strike last trading price was 20, which was -35 lower than the previous day. The implied volatity was 22.32, the open interest changed by 7 which increased total open position to 38


On 28 Jan LT was trading at 3794.00. The strike last trading price was 55, which was -10.25 lower than the previous day. The implied volatity was 25.02, the open interest changed by 7 which increased total open position to 31


On 27 Jan LT was trading at 3787.80. The strike last trading price was 65.25, which was -3.6 lower than the previous day. The implied volatity was 27.36, the open interest changed by 11 which increased total open position to 24


On 23 Jan LT was trading at 3743.80. The strike last trading price was 68, which was 3 higher than the previous day. The implied volatity was 24.57, the open interest changed by 4 which increased total open position to 10


On 22 Jan LT was trading at 3793.80. The strike last trading price was 65, which was 15 higher than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 5


On 21 Jan LT was trading at 3766.50. The strike last trading price was 50, which was 5.5 higher than the previous day. The implied volatity was 21.61, the open interest changed by 0 which decreased total open position to 3


On 20 Jan LT was trading at 3810.50. The strike last trading price was 45, which was 10 higher than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 1


On 19 Jan LT was trading at 3869.80. The strike last trading price was 35, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Jan LT was trading at 3856.40. The strike last trading price was 35, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 Jan LT was trading at 3865.80. The strike last trading price was 35, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1