LT
Larsen & Toubro Ltd.
Historical option data for LT
02 Apr 2026 04:11 PM IST
| LT 28-Apr-2026 (25d) 3620 CE | ||||||||||||||||
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Delta: 0.54
Vega: 3.83
Theta: -2.8
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 3613.10 | 128 | -12.45 | 31.29 | 2,040 | 183 | 618 | |||||||||
| 1 Apr | 3607.50 | 144.75 | 45.15 | 33.06 | 2,390 | 117 | 435 | |||||||||
| 30 Mar | 3504.10 | 99.65 | -36.45 | 34.74 | 481 | 54 | 319 | |||||||||
| 27 Mar | 3564.10 | 135.9 | -44.5 | 34.29 | 423 | 100 | 265 | |||||||||
| 25 Mar | 3649.30 | 184.15 | 54.15 | 32.88 | 460 | 87 | 167 | |||||||||
| 24 Mar | 3516.80 | 130.6 | 57.85 | 37.27 | 47 | 0 | 81 | |||||||||
| 23 Mar | 3342.40 | 73 | -16.65 | 38.53 | 62 | 19 | 81 | |||||||||
| 20 Mar | 3434.80 | 89.1 | -3.1 | 32.8 | 42 | 18 | 63 | |||||||||
| 19 Mar | 3434.50 | 93.8 | -61.45 | 32.88 | 110 | 21 | 44 | |||||||||
| 18 Mar | 3607.90 | 155.2 | 49.2 | 29.94 | 23 | 13 | 21 | |||||||||
| 17 Mar | 3542.80 | 106 | -585.4 | 26.17 | 1 | 0 | 8 | |||||||||
| 16 Mar | 3469.40 | 107.2 | -584.2 | 33.05 | 8 | 7 | 7 | |||||||||
| 13 Mar | 3439.00 | 691.4 | 0 | 2.74 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Mar | 3838.80 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 691.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3620 expiring on 28APR2026
Delta for 3620 CE is 0.54
Historical price for 3620 CE is as follows
On 2 Apr LT was trading at 3613.10. The strike last trading price was 128, which was -12.45 lower than the previous day. The implied volatity was 31.29, the open interest changed by 183 which increased total open position to 618
On 1 Apr LT was trading at 3607.50. The strike last trading price was 144.75, which was 45.15 higher than the previous day. The implied volatity was 33.06, the open interest changed by 117 which increased total open position to 435
On 30 Mar LT was trading at 3504.10. The strike last trading price was 99.65, which was -36.45 lower than the previous day. The implied volatity was 34.74, the open interest changed by 54 which increased total open position to 319
On 27 Mar LT was trading at 3564.10. The strike last trading price was 135.9, which was -44.5 lower than the previous day. The implied volatity was 34.29, the open interest changed by 100 which increased total open position to 265
On 25 Mar LT was trading at 3649.30. The strike last trading price was 184.15, which was 54.15 higher than the previous day. The implied volatity was 32.88, the open interest changed by 87 which increased total open position to 167
On 24 Mar LT was trading at 3516.80. The strike last trading price was 130.6, which was 57.85 higher than the previous day. The implied volatity was 37.27, the open interest changed by 0 which decreased total open position to 81
On 23 Mar LT was trading at 3342.40. The strike last trading price was 73, which was -16.65 lower than the previous day. The implied volatity was 38.53, the open interest changed by 19 which increased total open position to 81
On 20 Mar LT was trading at 3434.80. The strike last trading price was 89.1, which was -3.1 lower than the previous day. The implied volatity was 32.8, the open interest changed by 18 which increased total open position to 63
On 19 Mar LT was trading at 3434.50. The strike last trading price was 93.8, which was -61.45 lower than the previous day. The implied volatity was 32.88, the open interest changed by 21 which increased total open position to 44
On 18 Mar LT was trading at 3607.90. The strike last trading price was 155.2, which was 49.2 higher than the previous day. The implied volatity was 29.94, the open interest changed by 13 which increased total open position to 21
On 17 Mar LT was trading at 3542.80. The strike last trading price was 106, which was -585.4 lower than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 8
On 16 Mar LT was trading at 3469.40. The strike last trading price was 107.2, which was -584.2 lower than the previous day. The implied volatity was 33.05, the open interest changed by 7 which increased total open position to 7
On 13 Mar LT was trading at 3439.00. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3719.50. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3838.80. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3876.00. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LT was trading at 3842.10. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3949.80. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 4038.70. The strike last trading price was 691.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 691.4, 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 Mar LT was trading at 4066.70. 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 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LT 28-Apr-2026 (25d) 3620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 3.83
Theta: -2.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 3613.10 | 139.45 | 9.85 | 38.39 | 551 | 53 | 323 |
| 1 Apr | 3607.50 | 126.05 | -73.55 | 35.64 | 1,044 | 90 | 269 |
| 30 Mar | 3504.10 | 198.95 | 20 | 38.09 | 86 | 9 | 179 |
| 27 Mar | 3564.10 | 177.55 | 44.95 | 39.8 | 227 | 13 | 170 |
| 25 Mar | 3649.30 | 129 | -191 | 36.91 | 288 | 140 | 154 |
| 24 Mar | 3516.80 | 320 | 90 | - | 0 | 0 | 14 |
| 23 Mar | 3342.40 | 320 | 90 | 39.38 | 4 | -2 | 14 |
| 20 Mar | 3434.80 | 230 | 11.85 | 32.2 | 1 | 0 | 16 |
| 19 Mar | 3434.50 | 218.15 | 81.7 | 30.06 | 2 | 0 | 17 |
| 18 Mar | 3607.90 | 140 | 129.15 | 31.46 | 23 | 17 | 17 |
| 17 Mar | 3542.80 | 10.85 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 10.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 10.85 | 0 | 0.09 | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 10.85 | 0 | 2.81 | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 10.85 | 0 | 5 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 10.85 | 0 | 5.77 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 10.85 | 0 | 4.94 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 10.85 | 0 | 6.7 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 10.85 | 0 | 7.77 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 10.85 | 0 | 5.55 | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 10.85 | 0 | 7.73 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3620 expiring on 28APR2026
Delta for 3620 PE is -0.46
Historical price for 3620 PE is as follows
On 2 Apr LT was trading at 3613.10. The strike last trading price was 139.45, which was 9.85 higher than the previous day. The implied volatity was 38.39, the open interest changed by 53 which increased total open position to 323
On 1 Apr LT was trading at 3607.50. The strike last trading price was 126.05, which was -73.55 lower than the previous day. The implied volatity was 35.64, the open interest changed by 90 which increased total open position to 269
On 30 Mar LT was trading at 3504.10. The strike last trading price was 198.95, which was 20 higher than the previous day. The implied volatity was 38.09, the open interest changed by 9 which increased total open position to 179
On 27 Mar LT was trading at 3564.10. The strike last trading price was 177.55, which was 44.95 higher than the previous day. The implied volatity was 39.8, the open interest changed by 13 which increased total open position to 170
On 25 Mar LT was trading at 3649.30. The strike last trading price was 129, which was -191 lower than the previous day. The implied volatity was 36.91, the open interest changed by 140 which increased total open position to 154
On 24 Mar LT was trading at 3516.80. The strike last trading price was 320, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 23 Mar LT was trading at 3342.40. The strike last trading price was 320, which was 90 higher than the previous day. The implied volatity was 39.38, the open interest changed by -2 which decreased total open position to 14
On 20 Mar LT was trading at 3434.80. The strike last trading price was 230, which was 11.85 higher than the previous day. The implied volatity was 32.2, the open interest changed by 0 which decreased total open position to 16
On 19 Mar LT was trading at 3434.50. The strike last trading price was 218.15, which was 81.7 higher than the previous day. The implied volatity was 30.06, the open interest changed by 0 which decreased total open position to 17
On 18 Mar LT was trading at 3607.90. The strike last trading price was 140, which was 129.15 higher than the previous day. The implied volatity was 31.46, the open interest changed by 17 which increased total open position to 17
On 17 Mar LT was trading at 3542.80. The strike last trading price was 10.85, 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 Mar LT was trading at 3469.40. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3719.50. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 2.81, 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 10.85, which was 0 lower than the previous day. The implied volatity was 5, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LT was trading at 3876.00. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 5.77, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LT was trading at 3842.10. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3949.80. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 6.7, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 4038.70. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 7.77, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 10.85, which was 0 lower than the previous day. The implied volatity was 5.55, 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 10.85, which was 0 lower than the previous day. The implied volatity was 7.73, 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 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
