LT
Larsen & Toubro Ltd.
Historical option data for LT
30 Mar 2026 04:11 PM IST
| LT 28-Apr-2026 (28d) 3640 CE | ||||||||||||||||
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Delta: 0.4
Vega: 3.81
Theta: -2.58
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 3504.10 | 89 | -37.6 | 33.89 | 557 | 58 | 482 | |||||||||
| 27 Mar | 3564.10 | 126.15 | -42.65 | 34.09 | 396 | 31 | 424 | |||||||||
| 25 Mar | 3649.30 | 175.9 | 59.7 | 33.48 | 916 | 279 | 394 | |||||||||
| 24 Mar | 3516.80 | 116.2 | 49.5 | 35.76 | 90 | -4 | 114 | |||||||||
| 23 Mar | 3342.40 | 66.75 | -17.65 | 38.19 | 198 | 55 | 121 | |||||||||
| 20 Mar | 3434.80 | 84.4 | -0.25 | 33.2 | 145 | -30 | 67 | |||||||||
| 19 Mar | 3434.50 | 86.8 | -55.05 | 32.78 | 133 | 85 | 96 | |||||||||
| 18 Mar | 3607.90 | 136.95 | 22.95 | 28.18 | 13 | 7 | 11 | |||||||||
| 17 Mar | 3542.80 | 114 | -193.3 | - | 10 | 0 | 4 | |||||||||
| 16 Mar | 3469.40 | 114 | -193.3 | 36.07 | 10 | 4 | 4 | |||||||||
| 13 Mar | 3439.00 | 307.3 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Mar | 3949.80 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 307.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3640 expiring on 28APR2026
Delta for 3640 CE is 0.4
Historical price for 3640 CE is as follows
On 30 Mar LT was trading at 3504.10. The strike last trading price was 89, which was -37.6 lower than the previous day. The implied volatity was 33.89, the open interest changed by 58 which increased total open position to 482
On 27 Mar LT was trading at 3564.10. The strike last trading price was 126.15, which was -42.65 lower than the previous day. The implied volatity was 34.09, the open interest changed by 31 which increased total open position to 424
On 25 Mar LT was trading at 3649.30. The strike last trading price was 175.9, which was 59.7 higher than the previous day. The implied volatity was 33.48, the open interest changed by 279 which increased total open position to 394
On 24 Mar LT was trading at 3516.80. The strike last trading price was 116.2, which was 49.5 higher than the previous day. The implied volatity was 35.76, the open interest changed by -4 which decreased total open position to 114
On 23 Mar LT was trading at 3342.40. The strike last trading price was 66.75, which was -17.65 lower than the previous day. The implied volatity was 38.19, the open interest changed by 55 which increased total open position to 121
On 20 Mar LT was trading at 3434.80. The strike last trading price was 84.4, which was -0.25 lower than the previous day. The implied volatity was 33.2, the open interest changed by -30 which decreased total open position to 67
On 19 Mar LT was trading at 3434.50. The strike last trading price was 86.8, which was -55.05 lower than the previous day. The implied volatity was 32.78, the open interest changed by 85 which increased total open position to 96
On 18 Mar LT was trading at 3607.90. The strike last trading price was 136.95, which was 22.95 higher than the previous day. The implied volatity was 28.18, the open interest changed by 7 which increased total open position to 11
On 17 Mar LT was trading at 3542.80. The strike last trading price was 114, which was -193.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar LT was trading at 3469.40. The strike last trading price was 114, which was -193.3 lower than the previous day. The implied volatity was 36.07, the open interest changed by 4 which increased total open position to 4
On 13 Mar LT was trading at 3439.00. The strike last trading price was 307.3, which was 0 lower than the previous day. The implied volatity was 3.14, 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 307.3, 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 Mar LT was trading at 3838.80. The strike last trading price was 307.3, 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 Mar LT was trading at 3876.00. The strike last trading price was 307.3, 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 Mar LT was trading at 3842.10. The strike last trading price was 307.3, 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 Mar LT was trading at 3949.80. The strike last trading price was 307.3, 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 Mar LT was trading at 4038.70. The strike last trading price was 307.3, 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 Mar LT was trading at 3882.60. The strike last trading price was 307.3, 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 Mar LT was trading at 4066.70. The strike last trading price was 307.3, 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 Feb LT was trading at 4278.30. The strike last trading price was 307.3, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 307.3, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 307.3, 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 24 Feb LT was trading at 4259.20. 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 23 Feb LT was trading at 4418.10. 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
On 20 Feb LT was trading at 4380.60. 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 19 Feb LT was trading at 4280.50. 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 18 Feb LT was trading at 4325.90. 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 17 Feb LT was trading at 4279.80. 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 16 Feb LT was trading at 4201.50. 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 13 Feb LT was trading at 4173.90. 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 12 Feb LT was trading at 4185.90. 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 11 Feb LT was trading at 4170.40. 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 Feb LT was trading at 4169.00. 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 30 Jan LT was trading at 3932.30. The strike last trading price was -, which was - 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 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 28-Apr-2026 (28d) 3640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 3.84
Theta: -1.88
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 3504.10 | 210 | 20.6 | 37.76 | 134 | -7 | 418 |
| 27 Mar | 3564.10 | 189.4 | 47.5 | 40.03 | 265 | -59 | 424 |
| 25 Mar | 3649.30 | 137.8 | -89.25 | 36.83 | 726 | 429 | 452 |
| 24 Mar | 3516.80 | 227.05 | -132.95 | 40.58 | 10 | 6 | 23 |
| 23 Mar | 3342.40 | 360 | 134.25 | 46.56 | 1 | 0 | 17 |
| 20 Mar | 3434.80 | 225.75 | 80.7 | - | 0 | -1 | 0 |
| 19 Mar | 3434.50 | 225.75 | 80.7 | 28.66 | 5 | -2 | 16 |
| 18 Mar | 3607.90 | 148.05 | -51.95 | 31.04 | 14 | 8 | 18 |
| 17 Mar | 3542.80 | 200 | 96.25 | - | 10 | 0 | 10 |
| 16 Mar | 3469.40 | 200 | 96.25 | - | 10 | 10 | 0 |
| 13 Mar | 3439.00 | 200 | 96.25 | 21.95 | 10 | 0 | 0 |
| 12 Mar | 3719.50 | 103.75 | 0 | 2.41 | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 103.75 | 0 | 4.63 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 103.75 | 0 | 5.34 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 103.75 | 0 | 4.6 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 103.75 | 0 | 6.35 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 103.75 | 0 | 7.49 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 103.75 | 0 | 5.22 | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 103.75 | 0 | 7.44 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 103.75 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 103.75 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 103.75 | 0 | 10.51 | 0 | 0 | 0 |
| 24 Feb | 4259.20 | 103.75 | 0 | 11.32 | 0 | 0 | 0 |
| 23 Feb | 4418.10 | 103.75 | 0 | 11.47 | 0 | 0 | 0 |
| 20 Feb | 4380.60 | 103.75 | 0 | 10.32 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 103.75 | 0 | 10.24 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 103.75 | 0 | 9.93 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 103.75 | 0 | 9.4 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 0 | 0 | 8.97 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 0 | 0 | 8.56 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 0 | 0 | 8.41 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 0 | 0 | 8.04 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 0 | 0 | 3.48 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3640 expiring on 28APR2026
Delta for 3640 PE is -0.59
Historical price for 3640 PE is as follows
On 30 Mar LT was trading at 3504.10. The strike last trading price was 210, which was 20.6 higher than the previous day. The implied volatity was 37.76, the open interest changed by -7 which decreased total open position to 418
On 27 Mar LT was trading at 3564.10. The strike last trading price was 189.4, which was 47.5 higher than the previous day. The implied volatity was 40.03, the open interest changed by -59 which decreased total open position to 424
On 25 Mar LT was trading at 3649.30. The strike last trading price was 137.8, which was -89.25 lower than the previous day. The implied volatity was 36.83, the open interest changed by 429 which increased total open position to 452
On 24 Mar LT was trading at 3516.80. The strike last trading price was 227.05, which was -132.95 lower than the previous day. The implied volatity was 40.58, the open interest changed by 6 which increased total open position to 23
On 23 Mar LT was trading at 3342.40. The strike last trading price was 360, which was 134.25 higher than the previous day. The implied volatity was 46.56, the open interest changed by 0 which decreased total open position to 17
On 20 Mar LT was trading at 3434.80. The strike last trading price was 225.75, which was 80.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 19 Mar LT was trading at 3434.50. The strike last trading price was 225.75, which was 80.7 higher than the previous day. The implied volatity was 28.66, the open interest changed by -2 which decreased total open position to 16
On 18 Mar LT was trading at 3607.90. The strike last trading price was 148.05, which was -51.95 lower than the previous day. The implied volatity was 31.04, the open interest changed by 8 which increased total open position to 18
On 17 Mar LT was trading at 3542.80. The strike last trading price was 200, which was 96.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Mar LT was trading at 3469.40. The strike last trading price was 200, which was 96.25 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 200, which was 96.25 higher than the previous day. The implied volatity was 21.95, 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 103.75, which was 0 lower than the previous day. The implied volatity was 2.41, 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 103.75, which was 0 lower than the previous day. The implied volatity was 4.63, 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 103.75, which was 0 lower than the previous day. The implied volatity was 5.34, 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 103.75, which was 0 lower than the previous day. The implied volatity was 4.6, 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 103.75, which was 0 lower than the previous day. The implied volatity was 6.35, 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 103.75, which was 0 lower than the previous day. The implied volatity was 7.49, 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 103.75, which was 0 lower than the previous day. The implied volatity was 5.22, 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 103.75, which was 0 lower than the previous day. The implied volatity was 7.44, 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 103.75, 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 103.75, 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 103.75, which was 0 lower than the previous day. The implied volatity was 10.51, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LT was trading at 4259.20. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 11.32, the open interest changed by 0 which decreased total open position to 0
On 23 Feb LT was trading at 4418.10. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 11.47, the open interest changed by 0 which decreased total open position to 0
On 20 Feb LT was trading at 4380.60. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 10.32, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LT was trading at 4280.50. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 10.24, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 4325.90. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0
On 17 Feb LT was trading at 4279.80. The strike last trading price was 103.75, which was 0 lower than the previous day. The implied volatity was 9.4, the open interest changed by 0 which decreased total open position to 0
On 16 Feb LT was trading at 4201.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.97, 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 0, which was 0 lower than the previous day. The implied volatity was 8.56, 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 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 11 Feb LT was trading at 4170.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.41, 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 0, which was 0 lower than the previous day. The implied volatity was 8.04, 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 -, which was - 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 0, which was 0 lower than the previous day. The implied volatity was 3.48, the open interest changed by 0 which decreased total open position to 0
