LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3640 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 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3996.70 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 4038.20 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3983.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3988.00 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4030.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4073.20 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4069.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4081.30 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4062.00 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3996.70 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 4013.30 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4024.90 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4037.40 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4019.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3999.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4027.70 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4004.40 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3954.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Nov | 3980.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 244.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 244.7 | 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 3640 expiring on 30DEC2025
Delta for 3640 CE is -
Historical price for 3640 CE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 244.7, 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 Dec LT was trading at 3996.70. The strike last trading price was 244.7, 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 Dec LT was trading at 4038.20. The strike last trading price was 244.7, 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 Dec LT was trading at 3983.60. The strike last trading price was 244.7, 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 Dec LT was trading at 3988.00. The strike last trading price was 244.7, 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 Dec LT was trading at 4030.50. The strike last trading price was 244.7, 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 Dec LT was trading at 4073.20. The strike last trading price was 244.7, 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 Nov LT was trading at 4069.60. The strike last trading price was 244.7, 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 Nov LT was trading at 4081.30. The strike last trading price was 244.7, 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 Nov LT was trading at 4062.00. The strike last trading price was 244.7, 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 Nov LT was trading at 3996.70. The strike last trading price was 244.7, 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 Nov LT was trading at 4013.30. The strike last trading price was 244.7, 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 Nov LT was trading at 4024.90. The strike last trading price was 244.7, 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 Nov LT was trading at 4037.40. The strike last trading price was 244.7, 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 Nov LT was trading at 4019.60. The strike last trading price was 244.7, 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 Nov LT was trading at 3999.60. The strike last trading price was 244.7, 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 Nov LT was trading at 4027.70. The strike last trading price was 244.7, 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 Nov LT was trading at 4004.40. The strike last trading price was 244.7, 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 Nov LT was trading at 4002.50. The strike last trading price was 244.7, 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 Nov LT was trading at 3954.60. The strike last trading price was 244.7, 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 Nov LT was trading at 3955.00. The strike last trading price was 244.7, 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 Nov LT was trading at 3918.50. The strike last trading price was 244.7, 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 Nov LT was trading at 3882.50. The strike last trading price was 244.7, 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 Nov LT was trading at 3881.60. The strike last trading price was 244.7, 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 Nov LT was trading at 3924.40. The strike last trading price was 244.7, 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 244.7, 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 244.7, 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 244.7, 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 244.7, 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 3640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.39
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3997.50 | 1.1 | -4.85 | 19.67 | 164 | -4 | 33 |
| 8 Dec | 3996.70 | 5.95 | 1.15 | - | 0 | 0 | 37 |
| 5 Dec | 4038.20 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 4 Dec | 3983.60 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 3 Dec | 3988.00 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 2 Dec | 4030.50 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 1 Dec | 4073.20 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 28 Nov | 4069.60 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 27 Nov | 4081.30 | 5.95 | 1.15 | - | 0 | 0 | 0 |
| 26 Nov | 4062.00 | 5.95 | 1.15 | - | 0 | 1 | 0 |
| 25 Nov | 3996.70 | 5.95 | 1.15 | 20.43 | 1 | 0 | 36 |
| 24 Nov | 4013.30 | 4.8 | -0.6 | - | 0 | 1 | 0 |
| 21 Nov | 4024.90 | 4.8 | -0.6 | 20.20 | 4 | 0 | 35 |
| 20 Nov | 4037.40 | 5.4 | -1.5 | 21.02 | 3 | 0 | 33 |
| 19 Nov | 4019.60 | 6.9 | -163.7 | 21.10 | 35 | 33 | 33 |
| 18 Nov | 3999.60 | 170.6 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 170.6 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 170.6 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 170.6 | 0 | 7.53 | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 170.6 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 170.6 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 170.6 | 0 | 5.97 | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 170.6 | 0 | 5.27 | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 170.6 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 170.6 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 170.6 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 170.6 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 170.6 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3958.10 | 170.6 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 3923.80 | 170.6 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 3828.70 | 170.6 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3769.50 | 170.6 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 3784.00 | 170.6 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 3729.80 | 170.6 | 0 | 2.54 | 0 | 0 | 0 |
| 7 Oct | 3729.70 | 170.6 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 3737.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 3733.10 | 0 | 0 | 2.61 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3640 expiring on 30DEC2025
Delta for 3640 PE is -0.02
Historical price for 3640 PE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 1.1, which was -4.85 lower than the previous day. The implied volatity was 19.67, the open interest changed by -4 which decreased total open position to 33
On 8 Dec LT was trading at 3996.70. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 5 Dec LT was trading at 4038.20. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LT was trading at 3983.60. The strike last trading price was 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher 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 5.95, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 25 Nov LT was trading at 3996.70. The strike last trading price was 5.95, which was 1.15 higher than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 36
On 24 Nov LT was trading at 4013.30. The strike last trading price was 4.8, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 4.8, which was -0.6 lower than the previous day. The implied volatity was 20.20, the open interest changed by 0 which decreased total open position to 35
On 20 Nov LT was trading at 4037.40. The strike last trading price was 5.4, which was -1.5 lower than the previous day. The implied volatity was 21.02, the open interest changed by 0 which decreased total open position to 33
On 19 Nov LT was trading at 4019.60. The strike last trading price was 6.9, which was -163.7 lower than the previous day. The implied volatity was 21.10, the open interest changed by 33 which increased total open position to 33
On 18 Nov LT was trading at 3999.60. The strike last trading price was 170.6, 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 Nov LT was trading at 4027.70. The strike last trading price was 170.6, 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 Nov LT was trading at 4004.40. The strike last trading price was 170.6, 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 Nov LT was trading at 4002.50. The strike last trading price was 170.6, which was 0 lower than the previous day. The implied volatity was 7.53, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3954.60. The strike last trading price was 170.6, 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 Nov LT was trading at 3955.00. The strike last trading price was 170.6, 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 Nov LT was trading at 3918.50. The strike last trading price was 170.6, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 170.6, which was 0 lower than the previous day. The implied volatity was 5.27, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 170.6, 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 Nov LT was trading at 3924.40. The strike last trading price was 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, 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 170.6, which was 0 lower than the previous day. The implied volatity was 2.54, 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 170.6, 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 2.61, the open interest changed by 0 which decreased total open position to 0































































































































































































































