LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 3997.50 | 270 | -27.85 | - | 1 | 0 | 92 | |||||||||
| 8 Dec | 3996.70 | 297.85 | -119.1 | - | 0 | 0 | 92 | |||||||||
| 5 Dec | 4038.20 | 297.85 | -119.1 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3983.60 | 297.85 | -119.1 | - | 0 | -1 | 0 | |||||||||
| 3 Dec | 3988.00 | 297.85 | -119.1 | - | 8 | -1 | 92 | |||||||||
| 2 Dec | 4030.50 | 416.95 | -13.05 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4073.20 | 416.95 | -13.05 | 31.31 | 3 | 0 | 93 | |||||||||
| 28 Nov | 4069.60 | 430 | 43.25 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 4081.30 | 430 | 43.25 | 28.41 | 4 | 1 | 93 | |||||||||
| 26 Nov | 4062.00 | 386.75 | 71.8 | - | 8 | 1 | 91 | |||||||||
|
|
||||||||||||||||
| 25 Nov | 3996.70 | 314.95 | -39.05 | - | 11 | 8 | 89 | |||||||||
| 24 Nov | 4013.30 | 354 | -3.75 | 19.69 | 49 | 19 | 79 | |||||||||
| 21 Nov | 4024.90 | 356.15 | -17.45 | - | 41 | 26 | 60 | |||||||||
| 20 Nov | 4037.40 | 373.6 | 26.9 | - | 5 | 2 | 33 | |||||||||
| 19 Nov | 4019.60 | 346.7 | 2.7 | - | 17 | 14 | 30 | |||||||||
| 18 Nov | 3999.60 | 344 | -8.65 | 14.67 | 14 | 11 | 15 | |||||||||
| 17 Nov | 4027.70 | 352.65 | 17.65 | - | 1 | 0 | 3 | |||||||||
| 14 Nov | 4004.40 | 335 | 37.3 | - | 1 | 0 | 2 | |||||||||
| 13 Nov | 4002.50 | 297.7 | 87.1 | - | 1 | 0 | 1 | |||||||||
| 12 Nov | 3954.60 | 210.6 | -162.85 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 210.6 | -162.85 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 210.6 | -162.85 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 3882.50 | 210.6 | -162.85 | - | 1 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 373.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3700 expiring on 30DEC2025
Delta for 3700 CE is -
Historical price for 3700 CE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 270, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 8 Dec LT was trading at 3996.70. The strike last trading price was 297.85, which was -119.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92
On 5 Dec LT was trading at 4038.20. The strike last trading price was 297.85, which was -119.1 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 297.85, which was -119.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 3 Dec LT was trading at 3988.00. The strike last trading price was 297.85, which was -119.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 92
On 2 Dec LT was trading at 4030.50. The strike last trading price was 416.95, which was -13.05 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 416.95, which was -13.05 lower than the previous day. The implied volatity was 31.31, the open interest changed by 0 which decreased total open position to 93
On 28 Nov LT was trading at 4069.60. The strike last trading price was 430, which was 43.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 430, which was 43.25 higher than the previous day. The implied volatity was 28.41, the open interest changed by 1 which increased total open position to 93
On 26 Nov LT was trading at 4062.00. The strike last trading price was 386.75, which was 71.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 91
On 25 Nov LT was trading at 3996.70. The strike last trading price was 314.95, which was -39.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 89
On 24 Nov LT was trading at 4013.30. The strike last trading price was 354, which was -3.75 lower than the previous day. The implied volatity was 19.69, the open interest changed by 19 which increased total open position to 79
On 21 Nov LT was trading at 4024.90. The strike last trading price was 356.15, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 60
On 20 Nov LT was trading at 4037.40. The strike last trading price was 373.6, which was 26.9 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 33
On 19 Nov LT was trading at 4019.60. The strike last trading price was 346.7, which was 2.7 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 30
On 18 Nov LT was trading at 3999.60. The strike last trading price was 344, which was -8.65 lower than the previous day. The implied volatity was 14.67, the open interest changed by 11 which increased total open position to 15
On 17 Nov LT was trading at 4027.70. The strike last trading price was 352.65, which was 17.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 Nov LT was trading at 4004.40. The strike last trading price was 335, which was 37.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Nov LT was trading at 4002.50. The strike last trading price was 297.7, which was 87.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 12 Nov LT was trading at 3954.60. The strike last trading price was 210.6, which was -162.85 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 210.6, which was -162.85 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 210.6, which was -162.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 210.6, which was -162.85 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 373.45, 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 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 Nov LT was trading at 3980.50. 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 31 Oct LT was trading at 4030.90. 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 30 Oct LT was trading at 3987.50. 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 29 Oct LT was trading at 3958.10. 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 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.74
Theta: -0.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3997.50 | 2.6 | 0.1 | 19.20 | 228 | -55 | 862 |
| 8 Dec | 3996.70 | 2.4 | 0.85 | 18.77 | 84 | 5 | 918 |
| 5 Dec | 4038.20 | 1.9 | -1.05 | 18.55 | 151 | -90 | 913 |
| 4 Dec | 3983.60 | 3.05 | -0.05 | 17.87 | 41 | 15 | 1,003 |
| 3 Dec | 3988.00 | 3 | 0.4 | 17.72 | 139 | 35 | 988 |
| 2 Dec | 4030.50 | 2.6 | 0.45 | 18.58 | 37 | -4 | 953 |
| 1 Dec | 4073.20 | 2 | -0.45 | 18.70 | 51 | -4 | 956 |
| 28 Nov | 4069.60 | 2.45 | -0.35 | 19.01 | 103 | 35 | 960 |
| 27 Nov | 4081.30 | 2.7 | -1.1 | 19.07 | 280 | -20 | 913 |
| 26 Nov | 4062.00 | 3.95 | -3.45 | 19.42 | 1,117 | 727 | 933 |
| 25 Nov | 3996.70 | 7.45 | 0.45 | 18.67 | 333 | 83 | 192 |
| 24 Nov | 4013.30 | 7 | -0.4 | 19.18 | 61 | 30 | 108 |
| 21 Nov | 4024.90 | 7.5 | 0.3 | 19.59 | 41 | 14 | 77 |
| 20 Nov | 4037.40 | 7 | -2 | 19.46 | 80 | 46 | 63 |
| 19 Nov | 4019.60 | 8.9 | -52.9 | 19.72 | 23 | 16 | 16 |
| 18 Nov | 3999.60 | 61.8 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 61.8 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 61.8 | 0 | 6.46 | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 61.8 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 61.8 | 0 | 5.61 | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 61.8 | 0 | 5.58 | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 61.8 | 0 | 4.88 | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 61.8 | 0 | 4.22 | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 61.8 | 0 | 4.50 | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3958.10 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3700 expiring on 30DEC2025
Delta for 3700 PE is -0.04
Historical price for 3700 PE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 2.6, which was 0.1 higher than the previous day. The implied volatity was 19.20, the open interest changed by -55 which decreased total open position to 862
On 8 Dec LT was trading at 3996.70. The strike last trading price was 2.4, which was 0.85 higher than the previous day. The implied volatity was 18.77, the open interest changed by 5 which increased total open position to 918
On 5 Dec LT was trading at 4038.20. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 18.55, the open interest changed by -90 which decreased total open position to 913
On 4 Dec LT was trading at 3983.60. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 17.87, the open interest changed by 15 which increased total open position to 1003
On 3 Dec LT was trading at 3988.00. The strike last trading price was 3, which was 0.4 higher than the previous day. The implied volatity was 17.72, the open interest changed by 35 which increased total open position to 988
On 2 Dec LT was trading at 4030.50. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 18.58, the open interest changed by -4 which decreased total open position to 953
On 1 Dec LT was trading at 4073.20. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 18.70, the open interest changed by -4 which decreased total open position to 956
On 28 Nov LT was trading at 4069.60. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 19.01, the open interest changed by 35 which increased total open position to 960
On 27 Nov LT was trading at 4081.30. The strike last trading price was 2.7, which was -1.1 lower than the previous day. The implied volatity was 19.07, the open interest changed by -20 which decreased total open position to 913
On 26 Nov LT was trading at 4062.00. The strike last trading price was 3.95, which was -3.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 727 which increased total open position to 933
On 25 Nov LT was trading at 3996.70. The strike last trading price was 7.45, which was 0.45 higher than the previous day. The implied volatity was 18.67, the open interest changed by 83 which increased total open position to 192
On 24 Nov LT was trading at 4013.30. The strike last trading price was 7, which was -0.4 lower than the previous day. The implied volatity was 19.18, the open interest changed by 30 which increased total open position to 108
On 21 Nov LT was trading at 4024.90. The strike last trading price was 7.5, which was 0.3 higher than the previous day. The implied volatity was 19.59, the open interest changed by 14 which increased total open position to 77
On 20 Nov LT was trading at 4037.40. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 19.46, the open interest changed by 46 which increased total open position to 63
On 19 Nov LT was trading at 4019.60. The strike last trading price was 8.9, which was -52.9 lower than the previous day. The implied volatity was 19.72, the open interest changed by 16 which increased total open position to 16
On 18 Nov LT was trading at 3999.60. The strike last trading price was 61.8, 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 61.8, 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 61.8, which was 0 lower than the previous day. The implied volatity was 6.46, 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 61.8, 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 61.8, which was 0 lower than the previous day. The implied volatity was 5.61, 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 61.8, which was 0 lower than the previous day. The implied volatity was 5.58, 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 61.8, which was 0 lower than the previous day. The implied volatity was 4.88, 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 61.8, which was 0 lower than the previous day. The implied volatity was 4.22, 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 61.8, which was 0 lower than the previous day. The implied volatity was 4.50, 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 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 Nov LT was trading at 3980.50. 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 31 Oct LT was trading at 4030.90. 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 30 Oct LT was trading at 3987.50. 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 29 Oct LT was trading at 3958.10. 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































































































































































































































