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[--[65.84.65.76]--]
LT
Larsen & Toubro Ltd.

3054.15 -106.95 (-3.38%)

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Historical option data for LT

09 Apr 2025 04:11 PM IST
LT 24APR2025 3600 CE
Delta: 0.03
Vega: 0.39
Theta: -0.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3054.15 2.45 -1.9 39.53 1,069 202 4,600
8 Apr 3164.60 4.25 0.1 34.59 1,505 -75 4,399
7 Apr 3068.50 4.35 0.6 39.10 3,498 -95 4,502
4 Apr 3260.15 3.7 -9.15 23.95 6,200 966 4,894
3 Apr 3420.15 12.9 -5.15 18.88 3,900 443 3,928
2 Apr 3419.90 18.75 -4.7 20.45 3,694 422 3,494
1 Apr 3436.80 23.65 -14.9 20.81 5,410 356 3,081
28 Mar 3492.30 37.7 -13.7 18.95 4,917 517 2,725
27 Mar 3501.60 55.65 19.8 21.26 10,250 302 2,212
26 Mar 3444.80 35.75 -5.1 20.86 4,365 476 1,904
25 Mar 3469.60 39.25 -5.95 21.30 3,019 357 1,425
24 Mar 3481.85 45.95 18.5 20.02 2,195 361 1,044
21 Mar 3415.95 27.35 11.1 19.24 1,344 268 683
20 Mar 3351.05 16.3 1.7 19.34 487 96 415
19 Mar 3319.55 13.95 2.5 20.14 512 124 318
18 Mar 3270.70 11.55 3.9 21.39 129 -9 193
17 Mar 3173.45 7.05 -1.55 23.32 57 28 200
13 Mar 3187.30 8.75 -0.25 22.55 164 49 172
12 Mar 3193.65 9 -1.6 22.34 42 8 123
11 Mar 3195.45 10.5 -1.05 22.20 136 12 115
10 Mar 3177.70 11 -6.5 23.48 86 -14 101
7 Mar 3244.70 17.5 0.85 22.03 29 1 115
6 Mar 3259.90 16.8 1.85 20.87 71 21 114
5 Mar 3239.65 15 1.6 20.68 66 36 89
4 Mar 3213.00 13 -1.95 21.17 54 5 52
3 Mar 3197.30 14.95 1.6 22.39 68 16 39
28 Feb 3163.85 13.45 -7.55 22.35 43 18 26
27 Feb 3209.50 21 -1 22.86 2 1 8
26 Feb 3225.90 22 -8 22.19 5 4 7
25 Feb 3225.90 22 -8 22.19 5 4 7
20 Feb 3275.80 30 -100 20.82 1 0 2
18 Feb 3220.15 130 0 0.00 0 0 0
14 Feb 3237.65 130 0 0.00 0 0 0
13 Feb 3263.65 130 0 0.00 0 0 2
12 Feb 3289.65 130 0 0.00 0 0 2
11 Feb 3239.65 130 0 0.00 0 0 2
10 Feb 3328.65 130 0 0.00 0 0 0
7 Feb 3336.90 130 0 0.00 0 0 2
5 Feb 3383.20 130 0 0.00 0 0 0
4 Feb 3439.15 130 0 0.00 0 0 0
1 Feb 3447.50 130 -18.75 24.69 2 0 0


For Larsen & Toubro Ltd. - strike price 3600 expiring on 24APR2025

Delta for 3600 CE is 0.03

Historical price for 3600 CE is as follows

On 9 Apr LT was trading at 3054.15. The strike last trading price was 2.45, which was -1.9 lower than the previous day. The implied volatity was 39.53, the open interest changed by 202 which increased total open position to 4600


On 8 Apr LT was trading at 3164.60. The strike last trading price was 4.25, which was 0.1 higher than the previous day. The implied volatity was 34.59, the open interest changed by -75 which decreased total open position to 4399


On 7 Apr LT was trading at 3068.50. The strike last trading price was 4.35, which was 0.6 higher than the previous day. The implied volatity was 39.10, the open interest changed by -95 which decreased total open position to 4502


On 4 Apr LT was trading at 3260.15. The strike last trading price was 3.7, which was -9.15 lower than the previous day. The implied volatity was 23.95, the open interest changed by 966 which increased total open position to 4894


On 3 Apr LT was trading at 3420.15. The strike last trading price was 12.9, which was -5.15 lower than the previous day. The implied volatity was 18.88, the open interest changed by 443 which increased total open position to 3928


On 2 Apr LT was trading at 3419.90. The strike last trading price was 18.75, which was -4.7 lower than the previous day. The implied volatity was 20.45, the open interest changed by 422 which increased total open position to 3494


On 1 Apr LT was trading at 3436.80. The strike last trading price was 23.65, which was -14.9 lower than the previous day. The implied volatity was 20.81, the open interest changed by 356 which increased total open position to 3081


On 28 Mar LT was trading at 3492.30. The strike last trading price was 37.7, which was -13.7 lower than the previous day. The implied volatity was 18.95, the open interest changed by 517 which increased total open position to 2725


On 27 Mar LT was trading at 3501.60. The strike last trading price was 55.65, which was 19.8 higher than the previous day. The implied volatity was 21.26, the open interest changed by 302 which increased total open position to 2212


On 26 Mar LT was trading at 3444.80. The strike last trading price was 35.75, which was -5.1 lower than the previous day. The implied volatity was 20.86, the open interest changed by 476 which increased total open position to 1904


On 25 Mar LT was trading at 3469.60. The strike last trading price was 39.25, which was -5.95 lower than the previous day. The implied volatity was 21.30, the open interest changed by 357 which increased total open position to 1425


On 24 Mar LT was trading at 3481.85. The strike last trading price was 45.95, which was 18.5 higher than the previous day. The implied volatity was 20.02, the open interest changed by 361 which increased total open position to 1044


On 21 Mar LT was trading at 3415.95. The strike last trading price was 27.35, which was 11.1 higher than the previous day. The implied volatity was 19.24, the open interest changed by 268 which increased total open position to 683


On 20 Mar LT was trading at 3351.05. The strike last trading price was 16.3, which was 1.7 higher than the previous day. The implied volatity was 19.34, the open interest changed by 96 which increased total open position to 415


On 19 Mar LT was trading at 3319.55. The strike last trading price was 13.95, which was 2.5 higher than the previous day. The implied volatity was 20.14, the open interest changed by 124 which increased total open position to 318


On 18 Mar LT was trading at 3270.70. The strike last trading price was 11.55, which was 3.9 higher than the previous day. The implied volatity was 21.39, the open interest changed by -9 which decreased total open position to 193


On 17 Mar LT was trading at 3173.45. The strike last trading price was 7.05, which was -1.55 lower than the previous day. The implied volatity was 23.32, the open interest changed by 28 which increased total open position to 200


On 13 Mar LT was trading at 3187.30. The strike last trading price was 8.75, which was -0.25 lower than the previous day. The implied volatity was 22.55, the open interest changed by 49 which increased total open position to 172


On 12 Mar LT was trading at 3193.65. The strike last trading price was 9, which was -1.6 lower than the previous day. The implied volatity was 22.34, the open interest changed by 8 which increased total open position to 123


On 11 Mar LT was trading at 3195.45. The strike last trading price was 10.5, which was -1.05 lower than the previous day. The implied volatity was 22.20, the open interest changed by 12 which increased total open position to 115


On 10 Mar LT was trading at 3177.70. The strike last trading price was 11, which was -6.5 lower than the previous day. The implied volatity was 23.48, the open interest changed by -14 which decreased total open position to 101


On 7 Mar LT was trading at 3244.70. The strike last trading price was 17.5, which was 0.85 higher than the previous day. The implied volatity was 22.03, the open interest changed by 1 which increased total open position to 115


On 6 Mar LT was trading at 3259.90. The strike last trading price was 16.8, which was 1.85 higher than the previous day. The implied volatity was 20.87, the open interest changed by 21 which increased total open position to 114


On 5 Mar LT was trading at 3239.65. The strike last trading price was 15, which was 1.6 higher than the previous day. The implied volatity was 20.68, the open interest changed by 36 which increased total open position to 89


On 4 Mar LT was trading at 3213.00. The strike last trading price was 13, which was -1.95 lower than the previous day. The implied volatity was 21.17, the open interest changed by 5 which increased total open position to 52


On 3 Mar LT was trading at 3197.30. The strike last trading price was 14.95, which was 1.6 higher than the previous day. The implied volatity was 22.39, the open interest changed by 16 which increased total open position to 39


On 28 Feb LT was trading at 3163.85. The strike last trading price was 13.45, which was -7.55 lower than the previous day. The implied volatity was 22.35, the open interest changed by 18 which increased total open position to 26


On 27 Feb LT was trading at 3209.50. The strike last trading price was 21, which was -1 lower than the previous day. The implied volatity was 22.86, the open interest changed by 1 which increased total open position to 8


On 26 Feb LT was trading at 3225.90. The strike last trading price was 22, which was -8 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 7


On 25 Feb LT was trading at 3225.90. The strike last trading price was 22, which was -8 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 7


On 20 Feb LT was trading at 3275.80. The strike last trading price was 30, which was -100 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 2


On 18 Feb LT was trading at 3220.15. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Feb LT was trading at 3237.65. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Feb LT was trading at 3263.65. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 12 Feb LT was trading at 3289.65. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 11 Feb LT was trading at 3239.65. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 10 Feb LT was trading at 3328.65. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Feb LT was trading at 3336.90. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2


On 5 Feb LT was trading at 3383.20. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LT was trading at 3439.15. The strike last trading price was 130, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LT was trading at 3447.50. The strike last trading price was 130, which was -18.75 lower than the previous day. The implied volatity was 24.69, the open interest changed by 0 which decreased total open position to 0


LT 24APR2025 3600 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
9 Apr 3054.15 515 84.3 - 4 1 1,424
8 Apr 3164.60 430.7 -87.6 42.55 9 4 1,423
7 Apr 3068.50 518.35 182.7 56.79 491 -192 1,420
4 Apr 3260.15 335.65 151.15 33.03 140 -72 1,611
3 Apr 3420.15 185.55 7.25 24.34 308 48 1,682
2 Apr 3419.90 179 14.15 23.63 163 -8 1,634
1 Apr 3436.80 165.8 29.95 21.96 141 22 1,642
28 Mar 3492.30 135.2 11.35 22.39 385 113 1,620
27 Mar 3501.60 119 -49.05 21.50 1,535 505 1,507
26 Mar 3444.80 168 18.65 24.31 677 184 1,002
25 Mar 3469.60 154.4 11.4 20.56 659 79 818
24 Mar 3481.85 142.6 -40.9 22.69 971 358 738
21 Mar 3415.95 181.1 -69.9 19.90 78 29 380
20 Mar 3351.05 251 -16 26.73 13 6 346
19 Mar 3319.55 267 -46.2 22.59 38 33 339
18 Mar 3270.70 313.2 45.3 25.41 308 307 307
17 Mar 3173.45 267.9 0 - 0 0 0
13 Mar 3187.30 267.9 0 - 0 0 0
12 Mar 3193.65 267.9 0 - 0 0 0
11 Mar 3195.45 267.9 0 - 0 0 0
10 Mar 3177.70 267.9 0 - 0 0 0
7 Mar 3244.70 267.9 0 - 0 0 0
6 Mar 3259.90 267.9 0 - 0 0 0
5 Mar 3239.65 267.9 0 - 0 0 0
4 Mar 3213.00 267.9 0 - 0 0 0
3 Mar 3197.30 267.9 0 - 0 0 0
28 Feb 3163.85 267.9 0 - 0 0 0
27 Feb 3209.50 267.9 0 - 0 0 0
26 Feb 3225.90 267.9 0 - 0 0 0
25 Feb 3225.90 267.9 0 - 0 0 0
20 Feb 3275.80 267.9 0 - 0 0 0
18 Feb 3220.15 267.9 0 - 0 0 0
14 Feb 3237.65 267.9 0 - 0 0 0
13 Feb 3263.65 267.9 0 - 0 0 0
12 Feb 3289.65 267.9 0 - 0 0 0
11 Feb 3239.65 267.9 0 - 0 0 0
10 Feb 3328.65 267.9 0 - 0 0 0
7 Feb 3336.90 267.9 0 - 0 0 0
5 Feb 3383.20 267.9 0 - 0 0 0
4 Feb 3439.15 267.9 0 - 0 0 0
1 Feb 3447.50 267.9 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3600 expiring on 24APR2025

Delta for 3600 PE is -

Historical price for 3600 PE is as follows

On 9 Apr LT was trading at 3054.15. The strike last trading price was 515, which was 84.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1424


On 8 Apr LT was trading at 3164.60. The strike last trading price was 430.7, which was -87.6 lower than the previous day. The implied volatity was 42.55, the open interest changed by 4 which increased total open position to 1423


On 7 Apr LT was trading at 3068.50. The strike last trading price was 518.35, which was 182.7 higher than the previous day. The implied volatity was 56.79, the open interest changed by -192 which decreased total open position to 1420


On 4 Apr LT was trading at 3260.15. The strike last trading price was 335.65, which was 151.15 higher than the previous day. The implied volatity was 33.03, the open interest changed by -72 which decreased total open position to 1611


On 3 Apr LT was trading at 3420.15. The strike last trading price was 185.55, which was 7.25 higher than the previous day. The implied volatity was 24.34, the open interest changed by 48 which increased total open position to 1682


On 2 Apr LT was trading at 3419.90. The strike last trading price was 179, which was 14.15 higher than the previous day. The implied volatity was 23.63, the open interest changed by -8 which decreased total open position to 1634


On 1 Apr LT was trading at 3436.80. The strike last trading price was 165.8, which was 29.95 higher than the previous day. The implied volatity was 21.96, the open interest changed by 22 which increased total open position to 1642


On 28 Mar LT was trading at 3492.30. The strike last trading price was 135.2, which was 11.35 higher than the previous day. The implied volatity was 22.39, the open interest changed by 113 which increased total open position to 1620


On 27 Mar LT was trading at 3501.60. The strike last trading price was 119, which was -49.05 lower than the previous day. The implied volatity was 21.50, the open interest changed by 505 which increased total open position to 1507


On 26 Mar LT was trading at 3444.80. The strike last trading price was 168, which was 18.65 higher than the previous day. The implied volatity was 24.31, the open interest changed by 184 which increased total open position to 1002


On 25 Mar LT was trading at 3469.60. The strike last trading price was 154.4, which was 11.4 higher than the previous day. The implied volatity was 20.56, the open interest changed by 79 which increased total open position to 818


On 24 Mar LT was trading at 3481.85. The strike last trading price was 142.6, which was -40.9 lower than the previous day. The implied volatity was 22.69, the open interest changed by 358 which increased total open position to 738


On 21 Mar LT was trading at 3415.95. The strike last trading price was 181.1, which was -69.9 lower than the previous day. The implied volatity was 19.90, the open interest changed by 29 which increased total open position to 380


On 20 Mar LT was trading at 3351.05. The strike last trading price was 251, which was -16 lower than the previous day. The implied volatity was 26.73, the open interest changed by 6 which increased total open position to 346


On 19 Mar LT was trading at 3319.55. The strike last trading price was 267, which was -46.2 lower than the previous day. The implied volatity was 22.59, the open interest changed by 33 which increased total open position to 339


On 18 Mar LT was trading at 3270.70. The strike last trading price was 313.2, which was 45.3 higher than the previous day. The implied volatity was 25.41, the open interest changed by 307 which increased total open position to 307


On 17 Mar LT was trading at 3173.45. The strike last trading price was 267.9, 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 3187.30. The strike last trading price was 267.9, 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 Mar LT was trading at 3193.65. The strike last trading price was 267.9, 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 3195.45. The strike last trading price was 267.9, 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 3177.70. The strike last trading price was 267.9, 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 Mar LT was trading at 3244.70. The strike last trading price was 267.9, 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 3259.90. The strike last trading price was 267.9, 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 3239.65. The strike last trading price was 267.9, 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 3213.00. The strike last trading price was 267.9, 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 Mar LT was trading at 3197.30. The strike last trading price was 267.9, 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 Feb LT was trading at 3163.85. The strike last trading price was 267.9, 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 3209.50. The strike last trading price was 267.9, 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 3225.90. The strike last trading price was 267.9, 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 3225.90. The strike last trading price was 267.9, 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 3275.80. The strike last trading price was 267.9, 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 3220.15. The strike last trading price was 267.9, 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 Feb LT was trading at 3237.65. The strike last trading price was 267.9, 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 3263.65. The strike last trading price was 267.9, 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 3289.65. The strike last trading price was 267.9, 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 3239.65. The strike last trading price was 267.9, 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 3328.65. The strike last trading price was 267.9, 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 Feb LT was trading at 3336.90. The strike last trading price was 267.9, 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 3383.20. The strike last trading price was 267.9, 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 3439.15. The strike last trading price was 267.9, 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 3447.50. The strike last trading price was 267.9, 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