LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 3997.50 | 451.25 | 37.25 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3996.70 | 451.25 | 37.25 | - | 0 | 0 | 45 | |||||||||
| 5 Dec | 4038.20 | 451.25 | 37.25 | - | 4 | 1 | 44 | |||||||||
| 4 Dec | 3983.60 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3988.00 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4030.50 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4073.20 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4069.60 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4081.30 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4062.00 | 414 | -35 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3996.70 | 414 | -35 | - | 4 | 1 | 44 | |||||||||
| 24 Nov | 4013.30 | 449 | -6 | 23.81 | 3 | 2 | 43 | |||||||||
| 21 Nov | 4024.90 | 455 | 12 | - | 0 | 9 | 0 | |||||||||
| 20 Nov | 4037.40 | 455 | 12 | - | 9 | 8 | 40 | |||||||||
| 19 Nov | 4019.60 | 443 | 6 | - | 4 | 4 | 32 | |||||||||
| 18 Nov | 3999.60 | 437 | 22 | - | 23 | 19 | 25 | |||||||||
| 17 Nov | 4027.70 | 415 | 15 | - | 0 | 1 | 0 | |||||||||
| 14 Nov | 4004.40 | 415 | 15 | - | 1 | 0 | 5 | |||||||||
| 13 Nov | 4002.50 | 400 | 23 | - | 0 | 1 | 0 | |||||||||
| 12 Nov | 3954.60 | 400 | 23 | 15.97 | 1 | 0 | 4 | |||||||||
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| 11 Nov | 3955.00 | 377 | 48.25 | - | 0 | 3 | 0 | |||||||||
| 10 Nov | 3918.50 | 377 | 48.25 | 19.69 | 3 | 2 | 3 | |||||||||
| 7 Nov | 3882.50 | 328.75 | 62.6 | - | 0 | 1 | 0 | |||||||||
| 6 Nov | 3881.60 | 328.75 | 62.6 | - | 1 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 266.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 266.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 266.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 266.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 266.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 3923.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 3828.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 3769.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 3784.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 3729.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 3729.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 3737.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 3733.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3600 expiring on 30DEC2025
Delta for 3600 CE is -
Historical price for 3600 CE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 451.25, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec LT was trading at 3996.70. The strike last trading price was 451.25, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 5 Dec LT was trading at 4038.20. The strike last trading price was 451.25, which was 37.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 4 Dec LT was trading at 3983.60. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3988.00. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 4030.50. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LT was trading at 4073.20. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LT was trading at 4069.60. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LT was trading at 4062.00. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LT was trading at 3996.70. The strike last trading price was 414, which was -35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 44
On 24 Nov LT was trading at 4013.30. The strike last trading price was 449, which was -6 lower than the previous day. The implied volatity was 23.81, the open interest changed by 2 which increased total open position to 43
On 21 Nov LT was trading at 4024.90. The strike last trading price was 455, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 20 Nov LT was trading at 4037.40. The strike last trading price was 455, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 40
On 19 Nov LT was trading at 4019.60. The strike last trading price was 443, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 32
On 18 Nov LT was trading at 3999.60. The strike last trading price was 437, which was 22 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 25
On 17 Nov LT was trading at 4027.70. The strike last trading price was 415, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov LT was trading at 4004.40. The strike last trading price was 415, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Nov LT was trading at 4002.50. The strike last trading price was 400, which was 23 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov LT was trading at 3954.60. The strike last trading price was 400, which was 23 higher than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 4
On 11 Nov LT was trading at 3955.00. The strike last trading price was 377, which was 48.25 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 10 Nov LT was trading at 3918.50. The strike last trading price was 377, which was 48.25 higher than the previous day. The implied volatity was 19.69, the open interest changed by 2 which increased total open position to 3
On 7 Nov LT was trading at 3882.50. The strike last trading price was 328.75, which was 62.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 328.75, which was 62.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3924.40. The strike last trading price was 266.15, 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 Nov LT was trading at 3980.50. The strike last trading price was 266.15, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 266.15, 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 Oct LT was trading at 3987.50. The strike last trading price was 266.15, 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 Oct LT was trading at 3958.10. The strike last trading price was 266.15, 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 Oct LT was trading at 3923.80. 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 15 Oct LT was trading at 3828.70. 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 Oct LT was trading at 3769.50. 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 10 Oct LT was trading at 3784.00. 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 8 Oct LT was trading at 3729.80. 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 7 Oct LT was trading at 3729.70. 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 Oct LT was trading at 3737.00. 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 3 Oct LT was trading at 3733.10. 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
| LT 30DEC2025 3600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.36
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3997.50 | 1.1 | -0.6 | 21.32 | 370 | -60 | 467 |
| 8 Dec | 3996.70 | 1.7 | 0.4 | 22.48 | 74 | 4 | 527 |
| 5 Dec | 4038.20 | 1.3 | -0.5 | 21.88 | 44 | -4 | 526 |
| 4 Dec | 3983.60 | 1.55 | -0.3 | 20.20 | 18 | 11 | 535 |
| 3 Dec | 3988.00 | 1.85 | 0.05 | 20.63 | 68 | -6 | 524 |
| 2 Dec | 4030.50 | 1.55 | 0.05 | 21.01 | 70 | 10 | 531 |
| 1 Dec | 4073.20 | 1.8 | 0.65 | 22.57 | 96 | 30 | 520 |
| 28 Nov | 4069.60 | 1.15 | -0.2 | 20.60 | 51 | 16 | 488 |
| 27 Nov | 4081.30 | 1.45 | -1.05 | 21.00 | 239 | -1 | 471 |
| 26 Nov | 4062.00 | 2.4 | -1.55 | 21.69 | 197 | 108 | 472 |
| 25 Nov | 3996.70 | 4.2 | 0.4 | 20.73 | 142 | 85 | 363 |
| 24 Nov | 4013.30 | 3.75 | 0 | 21.18 | 64 | 18 | 278 |
| 21 Nov | 4024.90 | 4.35 | 0.5 | 21.44 | 145 | 8 | 259 |
| 20 Nov | 4037.40 | 3.9 | -0.95 | 21.13 | 147 | -46 | 249 |
| 19 Nov | 4019.60 | 4.85 | -0.3 | 21.20 | 124 | 61 | 296 |
| 18 Nov | 3999.60 | 5.2 | -0.2 | 20.60 | 60 | 24 | 234 |
| 17 Nov | 4027.70 | 5.4 | -1.4 | 21.45 | 29 | 6 | 210 |
| 14 Nov | 4004.40 | 6.3 | -1.75 | 20.80 | 107 | 47 | 204 |
| 13 Nov | 4002.50 | 8.3 | -2 | 21.91 | 45 | -6 | 157 |
| 12 Nov | 3954.60 | 10.3 | -0.3 | 21.01 | 21 | -4 | 162 |
| 11 Nov | 3955.00 | 10.6 | -2.7 | 20.94 | 16 | -1 | 166 |
| 10 Nov | 3918.50 | 13.3 | -4.7 | 20.59 | 65 | -1 | 169 |
| 7 Nov | 3882.50 | 18 | -0.8 | 20.52 | 116 | -14 | 180 |
| 6 Nov | 3881.60 | 18.6 | 4.5 | 21.01 | 105 | 66 | 195 |
| 4 Nov | 3924.40 | 14.25 | 3.05 | 20.37 | 24 | 12 | 128 |
| 3 Nov | 3980.50 | 11.2 | 1.2 | 20.90 | 20 | 8 | 115 |
| 31 Oct | 4030.90 | 10 | -2.05 | - | 123 | -58 | 109 |
| 30 Oct | 3987.50 | 12.1 | -9.15 | 21.02 | 62 | 34 | 166 |
| 29 Oct | 3958.10 | 22 | -130.65 | 23.38 | 200 | 132 | 132 |
| 27 Oct | 3923.80 | 152.65 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 3828.70 | 152.65 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3769.50 | 152.65 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 3784.00 | 152.65 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 3729.80 | 152.65 | 0 | 3.16 | 0 | 0 | 0 |
| 7 Oct | 3729.70 | 152.65 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 3737.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 3733.10 | 0 | 0 | 3.18 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3600 expiring on 30DEC2025
Delta for 3600 PE is -0.01
Historical price for 3600 PE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 1.1, which was -0.6 lower than the previous day. The implied volatity was 21.32, the open interest changed by -60 which decreased total open position to 467
On 8 Dec LT was trading at 3996.70. The strike last trading price was 1.7, which was 0.4 higher than the previous day. The implied volatity was 22.48, the open interest changed by 4 which increased total open position to 527
On 5 Dec LT was trading at 4038.20. The strike last trading price was 1.3, which was -0.5 lower than the previous day. The implied volatity was 21.88, the open interest changed by -4 which decreased total open position to 526
On 4 Dec LT was trading at 3983.60. The strike last trading price was 1.55, which was -0.3 lower than the previous day. The implied volatity was 20.20, the open interest changed by 11 which increased total open position to 535
On 3 Dec LT was trading at 3988.00. The strike last trading price was 1.85, which was 0.05 higher than the previous day. The implied volatity was 20.63, the open interest changed by -6 which decreased total open position to 524
On 2 Dec LT was trading at 4030.50. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 21.01, the open interest changed by 10 which increased total open position to 531
On 1 Dec LT was trading at 4073.20. The strike last trading price was 1.8, which was 0.65 higher than the previous day. The implied volatity was 22.57, the open interest changed by 30 which increased total open position to 520
On 28 Nov LT was trading at 4069.60. The strike last trading price was 1.15, which was -0.2 lower than the previous day. The implied volatity was 20.60, the open interest changed by 16 which increased total open position to 488
On 27 Nov LT was trading at 4081.30. The strike last trading price was 1.45, which was -1.05 lower than the previous day. The implied volatity was 21.00, the open interest changed by -1 which decreased total open position to 471
On 26 Nov LT was trading at 4062.00. The strike last trading price was 2.4, which was -1.55 lower than the previous day. The implied volatity was 21.69, the open interest changed by 108 which increased total open position to 472
On 25 Nov LT was trading at 3996.70. The strike last trading price was 4.2, which was 0.4 higher than the previous day. The implied volatity was 20.73, the open interest changed by 85 which increased total open position to 363
On 24 Nov LT was trading at 4013.30. The strike last trading price was 3.75, which was 0 lower than the previous day. The implied volatity was 21.18, the open interest changed by 18 which increased total open position to 278
On 21 Nov LT was trading at 4024.90. The strike last trading price was 4.35, which was 0.5 higher than the previous day. The implied volatity was 21.44, the open interest changed by 8 which increased total open position to 259
On 20 Nov LT was trading at 4037.40. The strike last trading price was 3.9, which was -0.95 lower than the previous day. The implied volatity was 21.13, the open interest changed by -46 which decreased total open position to 249
On 19 Nov LT was trading at 4019.60. The strike last trading price was 4.85, which was -0.3 lower than the previous day. The implied volatity was 21.20, the open interest changed by 61 which increased total open position to 296
On 18 Nov LT was trading at 3999.60. The strike last trading price was 5.2, which was -0.2 lower than the previous day. The implied volatity was 20.60, the open interest changed by 24 which increased total open position to 234
On 17 Nov LT was trading at 4027.70. The strike last trading price was 5.4, which was -1.4 lower than the previous day. The implied volatity was 21.45, the open interest changed by 6 which increased total open position to 210
On 14 Nov LT was trading at 4004.40. The strike last trading price was 6.3, which was -1.75 lower than the previous day. The implied volatity was 20.80, the open interest changed by 47 which increased total open position to 204
On 13 Nov LT was trading at 4002.50. The strike last trading price was 8.3, which was -2 lower than the previous day. The implied volatity was 21.91, the open interest changed by -6 which decreased total open position to 157
On 12 Nov LT was trading at 3954.60. The strike last trading price was 10.3, which was -0.3 lower than the previous day. The implied volatity was 21.01, the open interest changed by -4 which decreased total open position to 162
On 11 Nov LT was trading at 3955.00. The strike last trading price was 10.6, which was -2.7 lower than the previous day. The implied volatity was 20.94, the open interest changed by -1 which decreased total open position to 166
On 10 Nov LT was trading at 3918.50. The strike last trading price was 13.3, which was -4.7 lower than the previous day. The implied volatity was 20.59, the open interest changed by -1 which decreased total open position to 169
On 7 Nov LT was trading at 3882.50. The strike last trading price was 18, which was -0.8 lower than the previous day. The implied volatity was 20.52, the open interest changed by -14 which decreased total open position to 180
On 6 Nov LT was trading at 3881.60. The strike last trading price was 18.6, which was 4.5 higher than the previous day. The implied volatity was 21.01, the open interest changed by 66 which increased total open position to 195
On 4 Nov LT was trading at 3924.40. The strike last trading price was 14.25, which was 3.05 higher than the previous day. The implied volatity was 20.37, the open interest changed by 12 which increased total open position to 128
On 3 Nov LT was trading at 3980.50. The strike last trading price was 11.2, which was 1.2 higher than the previous day. The implied volatity was 20.90, the open interest changed by 8 which increased total open position to 115
On 31 Oct LT was trading at 4030.90. The strike last trading price was 10, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -58 which decreased total open position to 109
On 30 Oct LT was trading at 3987.50. The strike last trading price was 12.1, which was -9.15 lower than the previous day. The implied volatity was 21.02, the open interest changed by 34 which increased total open position to 166
On 29 Oct LT was trading at 3958.10. The strike last trading price was 22, which was -130.65 lower than the previous day. The implied volatity was 23.38, the open interest changed by 132 which increased total open position to 132
On 27 Oct LT was trading at 3923.80. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Oct LT was trading at 3828.70. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Oct LT was trading at 3769.50. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Oct LT was trading at 3784.00. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Oct LT was trading at 3729.80. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 7 Oct LT was trading at 3729.70. The strike last trading price was 152.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Oct LT was trading at 3737.00. 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 3 Oct LT was trading at 3733.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0































































































































































































































