[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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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