LT
Larsen & Toubro Ltd.
Historical option data for LT
08 Apr 2026 10:13 AM IST
| LT 28-Apr-2026 (20d) 3680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 1.24
Theta: -1.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Apr | 3973.20 | 321.55 | 161.85 | 24.08 | 160 | -107 | 557 | |||||||||
| 7 Apr | 3723.30 | 156.4 | -8.85 | 34.63 | 739 | -23 | 684 | |||||||||
| 6 Apr | 3727.70 | 163 | 58 | 34.86 | 1,479 | 110 | 712 | |||||||||
| 2 Apr | 3613.10 | 101.55 | -7.9 | 31.62 | 580 | -54 | 601 | |||||||||
| 1 Apr | 3607.50 | 113 | 36.5 | 32.28 | 1,896 | 205 | 656 | |||||||||
| 30 Mar | 3504.10 | 75.05 | -34.3 | 33.74 | 305 | 39 | 451 | |||||||||
| 27 Mar | 3564.10 | 108.65 | -39.8 | 33.85 | 240 | -26 | 409 | |||||||||
| 25 Mar | 3649.30 | 152.55 | 46.75 | 32.83 | 568 | 387 | 422 | |||||||||
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| 24 Mar | 3516.80 | 105.8 | 53.75 | 36.77 | 7 | -2 | 34 | |||||||||
| 23 Mar | 3342.40 | 52.05 | -19.1 | 36.52 | 25 | 6 | 35 | |||||||||
| 20 Mar | 3434.80 | 71 | -10.3 | 32.8 | 39 | 28 | 29 | |||||||||
| 19 Mar | 3434.50 | 81.3 | -42.5 | 34.36 | 5 | -2 | 1 | |||||||||
| 18 Mar | 3607.90 | 123.8 | -158.8 | 29.24 | 3 | 2 | 2 | |||||||||
| 17 Mar | 3542.80 | 282.6 | 0 | 2.17 | 0 | 0 | 0 | |||||||||
| 16 Mar | 3469.40 | 282.6 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 13 Mar | 3439.00 | 282.6 | 0 | 4 | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 282.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 282.6 | 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 3680 expiring on 28APR2026
Delta for 3680 CE is 0.93
Historical price for 3680 CE is as follows
On 8 Apr LT was trading at 3973.20. The strike last trading price was 321.55, which was 161.85 higher than the previous day. The implied volatity was 24.08, the open interest changed by -107 which decreased total open position to 557
On 7 Apr LT was trading at 3723.30. The strike last trading price was 156.4, which was -8.85 lower than the previous day. The implied volatity was 34.63, the open interest changed by -23 which decreased total open position to 684
On 6 Apr LT was trading at 3727.70. The strike last trading price was 163, which was 58 higher than the previous day. The implied volatity was 34.86, the open interest changed by 110 which increased total open position to 712
On 2 Apr LT was trading at 3613.10. The strike last trading price was 101.55, which was -7.9 lower than the previous day. The implied volatity was 31.62, the open interest changed by -54 which decreased total open position to 601
On 1 Apr LT was trading at 3607.50. The strike last trading price was 113, which was 36.5 higher than the previous day. The implied volatity was 32.28, the open interest changed by 205 which increased total open position to 656
On 30 Mar LT was trading at 3504.10. The strike last trading price was 75.05, which was -34.3 lower than the previous day. The implied volatity was 33.74, the open interest changed by 39 which increased total open position to 451
On 27 Mar LT was trading at 3564.10. The strike last trading price was 108.65, which was -39.8 lower than the previous day. The implied volatity was 33.85, the open interest changed by -26 which decreased total open position to 409
On 25 Mar LT was trading at 3649.30. The strike last trading price was 152.55, which was 46.75 higher than the previous day. The implied volatity was 32.83, the open interest changed by 387 which increased total open position to 422
On 24 Mar LT was trading at 3516.80. The strike last trading price was 105.8, which was 53.75 higher than the previous day. The implied volatity was 36.77, the open interest changed by -2 which decreased total open position to 34
On 23 Mar LT was trading at 3342.40. The strike last trading price was 52.05, which was -19.1 lower than the previous day. The implied volatity was 36.52, the open interest changed by 6 which increased total open position to 35
On 20 Mar LT was trading at 3434.80. The strike last trading price was 71, which was -10.3 lower than the previous day. The implied volatity was 32.8, the open interest changed by 28 which increased total open position to 29
On 19 Mar LT was trading at 3434.50. The strike last trading price was 81.3, which was -42.5 lower than the previous day. The implied volatity was 34.36, the open interest changed by -2 which decreased total open position to 1
On 18 Mar LT was trading at 3607.90. The strike last trading price was 123.8, which was -158.8 lower than the previous day. The implied volatity was 29.24, the open interest changed by 2 which increased total open position to 2
On 17 Mar LT was trading at 3542.80. The strike last trading price was 282.6, which was 0 lower than the previous day. The implied volatity was 2.17, 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 282.6, which was 0 lower than the previous day. The implied volatity was 3.81, 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 282.6, which was 0 lower than the previous day. The implied volatity was 4, 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 282.6, 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 Mar LT was trading at 3838.80. The strike last trading price was 282.6, 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 Mar LT was trading at 3876.00. The strike last trading price was 282.6, 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 9 Mar LT was trading at 3842.10. The strike last trading price was 282.6, 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 Mar LT was trading at 3949.80. The strike last trading price was 282.6, 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 5 Mar LT was trading at 4038.70. The strike last trading price was 282.6, 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 Mar LT was trading at 3882.60. The strike last trading price was 282.6, 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 2 Mar LT was trading at 4066.70. The strike last trading price was 282.6, 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 Feb LT was trading at 4278.30. The strike last trading price was 282.6, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 282.6, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 282.6, 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 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 (20d) 3680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 2.07
Theta: -1.56
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Apr | 3973.20 | 23 | -87.75 | 33.53 | 300 | 23 | 792 |
| 7 Apr | 3723.30 | 112.35 | 1.5 | 40.13 | 657 | 48 | 773 |
| 6 Apr | 3727.70 | 110.55 | -55.6 | 39.29 | 404 | -23 | 732 |
| 2 Apr | 3613.10 | 169.35 | 10.8 | 37.87 | 86 | -16 | 755 |
| 1 Apr | 3607.50 | 151.55 | -82.6 | 34.23 | 615 | 64 | 773 |
| 30 Mar | 3504.10 | 234.15 | 22.85 | 37.32 | 63 | 11 | 709 |
| 27 Mar | 3564.10 | 211.95 | 53 | 39.95 | 185 | -7 | 698 |
| 25 Mar | 3649.30 | 156.25 | 37.85 | 36.61 | 837 | 639 | 639 |
| 24 Mar | 3516.80 | 118.4 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3342.40 | 118.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3434.80 | 118.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 118.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3607.90 | 118.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3542.80 | 118.4 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 118.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 118.4 | 0 | 0.13 | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 118.4 | 0 | 1.62 | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 118.4 | 0 | 3.87 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 118.4 | 0 | 4.58 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 118.4 | 0 | 3.87 | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 118.4 | 0 | 5.7 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 118.4 | 0 | 6.85 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 118.4 | 0 | 4.54 | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 118.4 | 0 | 6.81 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 118.4 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 118.4 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 118.4 | 0 | 10.01 | 0 | 0 | 0 |
| 24 Feb | 4259.20 | 118.4 | 0 | 10.81 | 0 | 0 | 0 |
| 23 Feb | 4418.10 | 118.4 | 0 | 10.96 | 0 | 0 | 0 |
| 20 Feb | 4380.60 | 118.4 | 0 | 9.8 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 118.4 | 0 | 9.72 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 118.4 | 0 | 9.42 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 0 | 0 | 8.96 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 0 | 0 | 8.43 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 0 | 0 | 8.03 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 0 | 0 | 7.89 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 0 | 0 | 7.51 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | - | - | - | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 0 | 0 | 2.92 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3680 expiring on 28APR2026
Delta for 3680 PE is -0.14
Historical price for 3680 PE is as follows
On 8 Apr LT was trading at 3973.20. The strike last trading price was 23, which was -87.75 lower than the previous day. The implied volatity was 33.53, the open interest changed by 23 which increased total open position to 792
On 7 Apr LT was trading at 3723.30. The strike last trading price was 112.35, which was 1.5 higher than the previous day. The implied volatity was 40.13, the open interest changed by 48 which increased total open position to 773
On 6 Apr LT was trading at 3727.70. The strike last trading price was 110.55, which was -55.6 lower than the previous day. The implied volatity was 39.29, the open interest changed by -23 which decreased total open position to 732
On 2 Apr LT was trading at 3613.10. The strike last trading price was 169.35, which was 10.8 higher than the previous day. The implied volatity was 37.87, the open interest changed by -16 which decreased total open position to 755
On 1 Apr LT was trading at 3607.50. The strike last trading price was 151.55, which was -82.6 lower than the previous day. The implied volatity was 34.23, the open interest changed by 64 which increased total open position to 773
On 30 Mar LT was trading at 3504.10. The strike last trading price was 234.15, which was 22.85 higher than the previous day. The implied volatity was 37.32, the open interest changed by 11 which increased total open position to 709
On 27 Mar LT was trading at 3564.10. The strike last trading price was 211.95, which was 53 higher than the previous day. The implied volatity was 39.95, the open interest changed by -7 which decreased total open position to 698
On 25 Mar LT was trading at 3649.30. The strike last trading price was 156.25, which was 37.85 higher than the previous day. The implied volatity was 36.61, the open interest changed by 639 which increased total open position to 639
On 24 Mar LT was trading at 3516.80. The strike last trading price was 118.4, 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 23 Mar LT was trading at 3342.40. The strike last trading price was 118.4, 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 20 Mar LT was trading at 3434.80. The strike last trading price was 118.4, 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 19 Mar LT was trading at 3434.50. The strike last trading price was 118.4, 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 18 Mar LT was trading at 3607.90. The strike last trading price was 118.4, 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 17 Mar LT was trading at 3542.80. The strike last trading price was 118.4, 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 16 Mar LT was trading at 3469.40. The strike last trading price was 118.4, 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 13 Mar LT was trading at 3439.00. The strike last trading price was 118.4, which was 0 lower than the previous day. The implied volatity was 0.13, 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 118.4, which was 0 lower than the previous day. The implied volatity was 1.62, 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 118.4, which was 0 lower than the previous day. The implied volatity was 3.87, 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 118.4, which was 0 lower than the previous day. The implied volatity was 4.58, 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 118.4, which was 0 lower than the previous day. The implied volatity was 3.87, 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 118.4, which was 0 lower than the previous day. The implied volatity was 5.7, 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 118.4, which was 0 lower than the previous day. The implied volatity was 6.85, 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 118.4, which was 0 lower than the previous day. The implied volatity was 4.54, 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 118.4, which was 0 lower than the previous day. The implied volatity was 6.81, 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 118.4, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 118.4, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 118.4, which was 0 lower than the previous day. The implied volatity was 10.01, 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 118.4, which was 0 lower than the previous day. The implied volatity was 10.81, 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 118.4, which was 0 lower than the previous day. The implied volatity was 10.96, 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 118.4, which was 0 lower than the previous day. The implied volatity was 9.8, 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 118.4, which was 0 lower than the previous day. The implied volatity was 9.72, 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 118.4, which was 0 lower than the previous day. The implied volatity was 9.42, 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 8.96, 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 8.43, 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 8.03, 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 7.89, 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 7.51, 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 2.92, the open interest changed by 0 which decreased total open position to 0
