[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3613 +96.20 (2.74%)
L: 3546 H: 3632

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Historical option data for LT

25 Mar 2026 10:06 AM IST
LT 30-MAR-2026 3700 CE
Delta: 0.29
Vega: 1.48
Theta: -4.5
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 3620.80 23 15.2 29.7 10,353 -102 3,477
24 Mar 3516.80 7.95 5.1 31.79 14,381 771 3,729
23 Mar 3342.40 3 -3.5 40.62 3,958 52 2,958
20 Mar 3434.80 6.75 -1.25 30.68 4,503 -249 2,921
19 Mar 3434.50 8.3 -21.55 30.18 6,668 79 4,059
18 Mar 3607.90 28.35 3 22.76 15,132 -403 4,240
17 Mar 3542.80 24.6 -0.65 28.59 7,249 -4 4,619
16 Mar 3469.40 23.5 -11.75 35.6 8,022 353 4,622
13 Mar 3439.00 36.35 -97.25 38.95 12,503 3,087 4,270
12 Mar 3719.50 133.15 -66.95 35.69 1,505 223 1,163
11 Mar 3838.80 200 -36.9 30.58 73 -11 940
10 Mar 3876.00 238.7 18.7 31.04 266 -15 951
9 Mar 3842.10 213 -71.05 32.75 1,796 862 966
6 Mar 3949.80 284.05 -54.3 22.23 22 -1 104
5 Mar 4038.70 338.35 88.6 15.09 42 -14 105
4 Mar 3882.60 250.05 -114.95 29.29 505 117 118
2 Mar 4066.70 365 -296.75 29.44 2 0 1
27 Feb 4278.30 661.75 433.4 - 0 0 1
26 Feb 4286.50 661.75 433.4 - 0 0 1
25 Feb 4298.50 661.75 433.4 - 1 0 1
24 Feb 4259.20 661.75 433.4 55.6 1 0 0
23 Feb 4418.10 228.35 0 - 0 0 0
20 Feb 4380.60 228.35 0 - 0 0 0
19 Feb 4280.50 228.35 0 - 0 0 0
18 Feb 4325.90 228.35 0 - 0 0 0
17 Feb 4279.80 228.35 0 - 0 0 0
16 Feb 4201.50 228.35 0 - 0 0 0
13 Feb 4173.90 228.35 0 - 0 0 0
12 Feb 4185.90 228.35 0 - 0 0 0
11 Feb 4170.40 228.35 0 - 0 0 0
10 Feb 4169.00 228.35 0 - 0 0 0
9 Feb 4113.60 228.35 0 - 0 0 0
6 Feb 4068.10 228.35 0 - 0 0 0
5 Feb 4063.30 228.35 0 - 0 0 0
4 Feb 4087.10 228.35 0 - 0 0 0
3 Feb 4038.80 228.35 0 - 0 0 0
2 Feb 3921.30 228.35 0 - 0 0 0
1 Feb 3814.00 228.35 0 - 0 0 0
30 Jan 3932.30 228.35 0 - 0 0 0
29 Jan 3932.90 228.35 0 - 0 0 0
28 Jan 3794.00 228.35 0 0 0 0 0


For Larsen & Toubro Ltd. - strike price 3700 expiring on 30MAR2026

Delta for 3700 CE is 0.29

Historical price for 3700 CE is as follows

On 25 Mar LT was trading at 3620.80. The strike last trading price was 23, which was 15.2 higher than the previous day. The implied volatity was 29.7, the open interest changed by -102 which decreased total open position to 3477


On 24 Mar LT was trading at 3516.80. The strike last trading price was 7.95, which was 5.1 higher than the previous day. The implied volatity was 31.79, the open interest changed by 771 which increased total open position to 3729


On 23 Mar LT was trading at 3342.40. The strike last trading price was 3, which was -3.5 lower than the previous day. The implied volatity was 40.62, the open interest changed by 52 which increased total open position to 2958


On 20 Mar LT was trading at 3434.80. The strike last trading price was 6.75, which was -1.25 lower than the previous day. The implied volatity was 30.68, the open interest changed by -249 which decreased total open position to 2921


On 19 Mar LT was trading at 3434.50. The strike last trading price was 8.3, which was -21.55 lower than the previous day. The implied volatity was 30.18, the open interest changed by 79 which increased total open position to 4059


On 18 Mar LT was trading at 3607.90. The strike last trading price was 28.35, which was 3 higher than the previous day. The implied volatity was 22.76, the open interest changed by -403 which decreased total open position to 4240


On 17 Mar LT was trading at 3542.80. The strike last trading price was 24.6, which was -0.65 lower than the previous day. The implied volatity was 28.59, the open interest changed by -4 which decreased total open position to 4619


On 16 Mar LT was trading at 3469.40. The strike last trading price was 23.5, which was -11.75 lower than the previous day. The implied volatity was 35.6, the open interest changed by 353 which increased total open position to 4622


On 13 Mar LT was trading at 3439.00. The strike last trading price was 36.35, which was -97.25 lower than the previous day. The implied volatity was 38.95, the open interest changed by 3087 which increased total open position to 4270


On 12 Mar LT was trading at 3719.50. The strike last trading price was 133.15, which was -66.95 lower than the previous day. The implied volatity was 35.69, the open interest changed by 223 which increased total open position to 1163


On 11 Mar LT was trading at 3838.80. The strike last trading price was 200, which was -36.9 lower than the previous day. The implied volatity was 30.58, the open interest changed by -11 which decreased total open position to 940


On 10 Mar LT was trading at 3876.00. The strike last trading price was 238.7, which was 18.7 higher than the previous day. The implied volatity was 31.04, the open interest changed by -15 which decreased total open position to 951


On 9 Mar LT was trading at 3842.10. The strike last trading price was 213, which was -71.05 lower than the previous day. The implied volatity was 32.75, the open interest changed by 862 which increased total open position to 966


On 6 Mar LT was trading at 3949.80. The strike last trading price was 284.05, which was -54.3 lower than the previous day. The implied volatity was 22.23, the open interest changed by -1 which decreased total open position to 104


On 5 Mar LT was trading at 4038.70. The strike last trading price was 338.35, which was 88.6 higher than the previous day. The implied volatity was 15.09, the open interest changed by -14 which decreased total open position to 105


On 4 Mar LT was trading at 3882.60. The strike last trading price was 250.05, which was -114.95 lower than the previous day. The implied volatity was 29.29, the open interest changed by 117 which increased total open position to 118


On 2 Mar LT was trading at 4066.70. The strike last trading price was 365, which was -296.75 lower than the previous day. The implied volatity was 29.44, the open interest changed by 0 which decreased total open position to 1


On 27 Feb LT was trading at 4278.30. The strike last trading price was 661.75, which was 433.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Feb LT was trading at 4286.50. The strike last trading price was 661.75, which was 433.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Feb LT was trading at 4298.50. The strike last trading price was 661.75, which was 433.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb LT was trading at 4259.20. The strike last trading price was 661.75, which was 433.4 higher than the previous day. The implied volatity was 55.6, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 228.35, 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 Feb LT was trading at 4113.60. The strike last trading price was 228.35, 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 Feb LT was trading at 4068.10. The strike last trading price was 228.35, 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 Feb LT was trading at 4063.30. The strike last trading price was 228.35, 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 Feb LT was trading at 4087.10. The strike last trading price was 228.35, 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 Feb LT was trading at 4038.80. The strike last trading price was 228.35, 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 Feb LT was trading at 3921.30. The strike last trading price was 228.35, 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 Feb LT was trading at 3814.00. The strike last trading price was 228.35, 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 228.35, 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 Jan LT was trading at 3932.90. The strike last trading price was 228.35, 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 Jan LT was trading at 3794.00. The strike last trading price was 228.35, 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 30MAR2026 3700 PE
Delta: -0.66
Vega: 1.58
Theta: -5.09
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Mar 3620.80 110.6 -85.85 38.21 207 -42 747
24 Mar 3516.80 194.4 -163.65 39.31 196 -34 789
23 Mar 3342.40 357.1 94.55 46.83 227 -28 823
20 Mar 3434.80 263.15 -1.95 35.24 59 -17 853
19 Mar 3434.50 262.6 141.15 37.75 251 -79 880
18 Mar 3607.90 129 -47.65 29.87 1,347 -146 960
17 Mar 3542.80 178.8 -65.45 30.46 240 -55 1,106
16 Mar 3469.40 250.6 -30.75 32.7 393 -116 1,159
13 Mar 3439.00 284.4 182.6 43.39 4,562 -881 1,574
12 Mar 3719.50 111.05 53.6 38.49 4,777 193 2,455
11 Mar 3838.80 58.15 16.15 35.13 3,111 320 2,263
10 Mar 3876.00 39.75 -22.1 32.06 2,916 528 1,941
9 Mar 3842.10 63.6 27.5 35.39 4,859 41 1,426
6 Mar 3949.80 35.85 15.85 33.09 2,851 -131 1,386
5 Mar 4038.70 19.95 -44.4 30.87 8,819 232 1,516
4 Mar 3882.60 66.7 42.35 36.85 10,759 570 1,287
2 Mar 4066.70 26.7 24.25 33.72 5,752 499 672
27 Feb 4278.30 2 -1 25.09 39 15 178
26 Feb 4286.50 3 -0.25 27.01 45 1 162
25 Feb 4298.50 3.3 0.6 27.45 253 43 162
24 Feb 4259.20 1.6 -2.05 23.33 78 8 120
23 Feb 4418.10 3.65 -0.15 30.59 17 0 111
20 Feb 4380.60 3.8 -0.3 28.77 9 1 108
19 Feb 4280.50 4.95 0.3 26.42 37 0 107
18 Feb 4325.90 4.65 0.7 26.95 62 20 82
17 Feb 4279.80 3.95 -1.05 24.89 18 3 61
16 Feb 4201.50 5 1.2 23.29 21 3 58
13 Feb 4173.90 3.8 -2.2 20.67 26 1 55
12 Feb 4185.90 6 -0.05 22.56 18 11 54
11 Feb 4170.40 6.05 2 22.02 48 38 43
10 Feb 4169.00 4.05 -97.8 20.23 9 7 7
9 Feb 4113.60 101.85 0 8.06 0 0 0
6 Feb 4068.10 101.85 0 7.14 0 0 0
5 Feb 4063.30 101.85 0 7.06 0 0 0
4 Feb 4087.10 101.85 0 7.41 0 0 0
3 Feb 4038.80 101.85 0 6.56 0 0 0
2 Feb 3921.30 101.85 0 4.82 0 0 0
1 Feb 3814.00 101.85 0 2.9 0 0 0
30 Jan 3932.30 101.85 0 4.97 0 0 0
29 Jan 3932.90 101.85 0 5 0 0 0
28 Jan 3794.00 101.85 0 2.61 0 0 0


For Larsen & Toubro Ltd. - strike price 3700 expiring on 30MAR2026

Delta for 3700 PE is -0.66

Historical price for 3700 PE is as follows

On 25 Mar LT was trading at 3620.80. The strike last trading price was 110.6, which was -85.85 lower than the previous day. The implied volatity was 38.21, the open interest changed by -42 which decreased total open position to 747


On 24 Mar LT was trading at 3516.80. The strike last trading price was 194.4, which was -163.65 lower than the previous day. The implied volatity was 39.31, the open interest changed by -34 which decreased total open position to 789


On 23 Mar LT was trading at 3342.40. The strike last trading price was 357.1, which was 94.55 higher than the previous day. The implied volatity was 46.83, the open interest changed by -28 which decreased total open position to 823


On 20 Mar LT was trading at 3434.80. The strike last trading price was 263.15, which was -1.95 lower than the previous day. The implied volatity was 35.24, the open interest changed by -17 which decreased total open position to 853


On 19 Mar LT was trading at 3434.50. The strike last trading price was 262.6, which was 141.15 higher than the previous day. The implied volatity was 37.75, the open interest changed by -79 which decreased total open position to 880


On 18 Mar LT was trading at 3607.90. The strike last trading price was 129, which was -47.65 lower than the previous day. The implied volatity was 29.87, the open interest changed by -146 which decreased total open position to 960


On 17 Mar LT was trading at 3542.80. The strike last trading price was 178.8, which was -65.45 lower than the previous day. The implied volatity was 30.46, the open interest changed by -55 which decreased total open position to 1106


On 16 Mar LT was trading at 3469.40. The strike last trading price was 250.6, which was -30.75 lower than the previous day. The implied volatity was 32.7, the open interest changed by -116 which decreased total open position to 1159


On 13 Mar LT was trading at 3439.00. The strike last trading price was 284.4, which was 182.6 higher than the previous day. The implied volatity was 43.39, the open interest changed by -881 which decreased total open position to 1574


On 12 Mar LT was trading at 3719.50. The strike last trading price was 111.05, which was 53.6 higher than the previous day. The implied volatity was 38.49, the open interest changed by 193 which increased total open position to 2455


On 11 Mar LT was trading at 3838.80. The strike last trading price was 58.15, which was 16.15 higher than the previous day. The implied volatity was 35.13, the open interest changed by 320 which increased total open position to 2263


On 10 Mar LT was trading at 3876.00. The strike last trading price was 39.75, which was -22.1 lower than the previous day. The implied volatity was 32.06, the open interest changed by 528 which increased total open position to 1941


On 9 Mar LT was trading at 3842.10. The strike last trading price was 63.6, which was 27.5 higher than the previous day. The implied volatity was 35.39, the open interest changed by 41 which increased total open position to 1426


On 6 Mar LT was trading at 3949.80. The strike last trading price was 35.85, which was 15.85 higher than the previous day. The implied volatity was 33.09, the open interest changed by -131 which decreased total open position to 1386


On 5 Mar LT was trading at 4038.70. The strike last trading price was 19.95, which was -44.4 lower than the previous day. The implied volatity was 30.87, the open interest changed by 232 which increased total open position to 1516


On 4 Mar LT was trading at 3882.60. The strike last trading price was 66.7, which was 42.35 higher than the previous day. The implied volatity was 36.85, the open interest changed by 570 which increased total open position to 1287


On 2 Mar LT was trading at 4066.70. The strike last trading price was 26.7, which was 24.25 higher than the previous day. The implied volatity was 33.72, the open interest changed by 499 which increased total open position to 672


On 27 Feb LT was trading at 4278.30. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 25.09, the open interest changed by 15 which increased total open position to 178


On 26 Feb LT was trading at 4286.50. The strike last trading price was 3, which was -0.25 lower than the previous day. The implied volatity was 27.01, the open interest changed by 1 which increased total open position to 162


On 25 Feb LT was trading at 4298.50. The strike last trading price was 3.3, which was 0.6 higher than the previous day. The implied volatity was 27.45, the open interest changed by 43 which increased total open position to 162


On 24 Feb LT was trading at 4259.20. The strike last trading price was 1.6, which was -2.05 lower than the previous day. The implied volatity was 23.33, the open interest changed by 8 which increased total open position to 120


On 23 Feb LT was trading at 4418.10. The strike last trading price was 3.65, which was -0.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 0 which decreased total open position to 111


On 20 Feb LT was trading at 4380.60. The strike last trading price was 3.8, which was -0.3 lower than the previous day. The implied volatity was 28.77, the open interest changed by 1 which increased total open position to 108


On 19 Feb LT was trading at 4280.50. The strike last trading price was 4.95, which was 0.3 higher than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 107


On 18 Feb LT was trading at 4325.90. The strike last trading price was 4.65, which was 0.7 higher than the previous day. The implied volatity was 26.95, the open interest changed by 20 which increased total open position to 82


On 17 Feb LT was trading at 4279.80. The strike last trading price was 3.95, which was -1.05 lower than the previous day. The implied volatity was 24.89, the open interest changed by 3 which increased total open position to 61


On 16 Feb LT was trading at 4201.50. The strike last trading price was 5, which was 1.2 higher than the previous day. The implied volatity was 23.29, the open interest changed by 3 which increased total open position to 58


On 13 Feb LT was trading at 4173.90. The strike last trading price was 3.8, which was -2.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by 1 which increased total open position to 55


On 12 Feb LT was trading at 4185.90. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 22.56, the open interest changed by 11 which increased total open position to 54


On 11 Feb LT was trading at 4170.40. The strike last trading price was 6.05, which was 2 higher than the previous day. The implied volatity was 22.02, the open interest changed by 38 which increased total open position to 43


On 10 Feb LT was trading at 4169.00. The strike last trading price was 4.05, which was -97.8 lower than the previous day. The implied volatity was 20.23, the open interest changed by 7 which increased total open position to 7


On 9 Feb LT was trading at 4113.60. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 8.06, the open interest changed by 0 which decreased total open position to 0


On 6 Feb LT was trading at 4068.10. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0


On 5 Feb LT was trading at 4063.30. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0


On 4 Feb LT was trading at 4087.10. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 7.41, the open interest changed by 0 which decreased total open position to 0


On 3 Feb LT was trading at 4038.80. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 6.56, the open interest changed by 0 which decreased total open position to 0


On 2 Feb LT was trading at 3921.30. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 4.82, the open interest changed by 0 which decreased total open position to 0


On 1 Feb LT was trading at 3814.00. The strike last trading price was 101.85, which was 0 lower than the previous day. The implied volatity was 2.9, 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 101.85, which was 0 lower than the previous day. The implied volatity was 4.97, 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 101.85, 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 28 Jan LT was trading at 3794.00. The strike last trading price was 101.85, 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