LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:31 PM IST
| LT 28-Apr-2026 (4d) 3700 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.01
Theta: -2.94
Gamma: 0.00063
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3991.70 | 292.45 | -67.55000000000001 | 45.56 | 61 | -30 | 908 | |||||||||
| 23 Apr | 4054.10 | 360 | 35.25 | 32.99 | 45 | -24 | 939 | |||||||||
| 22 Apr | 4021.10 | 325 | -61 | 39.3 | 66 | -24 | 962 | |||||||||
| 21 Apr | 4075.40 | 386 | 20.55000000000001 | 47.39 | 35 | -14 | 996 | |||||||||
| 20 Apr | 4051.00 | 351 | -62.10000000000002 | 38.84 | 154 | -45 | 1,011 | |||||||||
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| 17 Apr | 4096.10 | 413.1 | 9.75 | 42.47 | 56 | -37 | 1,056 | |||||||||
| 16 Apr | 4119.80 | 403.35 | 19.450000000000045 | 38.01 | 172 | -37 | 1,093 | |||||||||
| 15 Apr | 4076.30 | 382.55 | 98.94999999999999 | 24.92 | 195 | -56 | 1,130 | |||||||||
| 13 Apr | 3954.30 | 281.4 | -7.550000000000011 | 32.78 | 351 | 30 | 1,185 | |||||||||
| 10 Apr | 3959.90 | 288 | 40.599999999999994 | 29.17 | 70 | -13 | 1,155 | |||||||||
| 9 Apr | 3896.20 | 248.8 | -85.1 | 33.37 | 249 | -34 | 1,165 | |||||||||
| 8 Apr | 4005.90 | 338 | 191.05 | 25.57 | 2,640 | -1,192 | 1,200 | |||||||||
| 7 Apr | 3723.30 | 144.95 | -10.15 | 34.5 | 4,687 | -159 | 2,431 | |||||||||
| 6 Apr | 3727.70 | 151.3 | 55.2 | 34.68 | 8,275 | -202 | 2,602 | |||||||||
| 2 Apr | 3613.10 | 91.5 | -9.55 | 31.14 | 5,474 | -309 | 2,803 | |||||||||
| 1 Apr | 3607.50 | 104.7 | 34.85 | 32.59 | 17,004 | 1,263 | 3,118 | |||||||||
| 30 Mar | 3504.10 | 69.9 | -31.25 | 34.01 | 2,476 | 221 | 1,849 | |||||||||
| 27 Mar | 3564.10 | 102 | -36.1 | 34.09 | 3,038 | 284 | 1,629 | |||||||||
| 25 Mar | 3649.30 | 143 | 45.2 | 32.83 | 4,664 | 235 | 1,327 | |||||||||
| 24 Mar | 3516.80 | 99.05 | 45.55 | 36.79 | 3,028 | 25 | 1,083 | |||||||||
| 23 Mar | 3342.40 | 53 | -13 | 38.06 | 1,229 | 157 | 1,068 | |||||||||
| 20 Mar | 3434.80 | 67.4 | 0.55 | 33.24 | 1,104 | 221 | 910 | |||||||||
| 19 Mar | 3434.50 | 68.6 | -41.85 | 32.61 | 1,015 | 168 | 674 | |||||||||
| 18 Mar | 3607.90 | 110 | 14.95 | 28.13 | 543 | -8 | 505 | |||||||||
| 17 Mar | 3542.80 | 95.9 | 4.95 | 30.56 | 619 | 166 | 515 | |||||||||
| 16 Mar | 3469.40 | 85 | -11.15 | 33.9 | 406 | 83 | 348 | |||||||||
| 13 Mar | 3439.00 | 97.85 | -97.55 | 36.57 | 439 | 256 | 263 | |||||||||
| 12 Mar | 3719.50 | 198.2 | -89.8 | 31.56 | 9 | 5 | 6 | |||||||||
| 11 Mar | 3838.80 | 288 | -330.55 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 3876.00 | 288 | -330.55 | 26.2 | 1 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 618.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 618.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 618.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 618.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3700 expiring on 28APR2026
Delta for 3700 CE is 0.93
Historical price for 3700 CE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 292.45, which was -67.55000000000001 lower than the previous day. The implied volatity was 45.56, the open interest changed by -30 which decreased total open position to 908
On 23 Apr LT was trading at 4054.10. The strike last trading price was 360, which was 35.25 higher than the previous day. The implied volatity was 32.99, the open interest changed by -24 which decreased total open position to 939
On 22 Apr LT was trading at 4021.10. The strike last trading price was 325, which was -61 lower than the previous day. The implied volatity was 39.3, the open interest changed by -24 which decreased total open position to 962
On 21 Apr LT was trading at 4075.40. The strike last trading price was 386, which was 20.55000000000001 higher than the previous day. The implied volatity was 47.39, the open interest changed by -14 which decreased total open position to 996
On 20 Apr LT was trading at 4051.00. The strike last trading price was 351, which was -62.10000000000002 lower than the previous day. The implied volatity was 38.84, the open interest changed by -45 which decreased total open position to 1011
On 17 Apr LT was trading at 4096.10. The strike last trading price was 413.1, which was 9.75 higher than the previous day. The implied volatity was 42.47, the open interest changed by -37 which decreased total open position to 1056
On 16 Apr LT was trading at 4119.80. The strike last trading price was 403.35, which was 19.450000000000045 higher than the previous day. The implied volatity was 38.01, the open interest changed by -37 which decreased total open position to 1093
On 15 Apr LT was trading at 4076.30. The strike last trading price was 382.55, which was 98.94999999999999 higher than the previous day. The implied volatity was 24.92, the open interest changed by -56 which decreased total open position to 1130
On 13 Apr LT was trading at 3954.30. The strike last trading price was 281.4, which was -7.550000000000011 lower than the previous day. The implied volatity was 32.78, the open interest changed by 30 which increased total open position to 1185
On 10 Apr LT was trading at 3959.90. The strike last trading price was 288, which was 40.599999999999994 higher than the previous day. The implied volatity was 29.17, the open interest changed by -13 which decreased total open position to 1155
On 9 Apr LT was trading at 3896.20. The strike last trading price was 248.8, which was -85.1 lower than the previous day. The implied volatity was 33.37, the open interest changed by -34 which decreased total open position to 1165
On 8 Apr LT was trading at 4005.90. The strike last trading price was 338, which was 191.05 higher than the previous day. The implied volatity was 25.57, the open interest changed by -1192 which decreased total open position to 1200
On 7 Apr LT was trading at 3723.30. The strike last trading price was 144.95, which was -10.15 lower than the previous day. The implied volatity was 34.5, the open interest changed by -159 which decreased total open position to 2431
On 6 Apr LT was trading at 3727.70. The strike last trading price was 151.3, which was 55.2 higher than the previous day. The implied volatity was 34.68, the open interest changed by -202 which decreased total open position to 2602
On 2 Apr LT was trading at 3613.10. The strike last trading price was 91.5, which was -9.55 lower than the previous day. The implied volatity was 31.14, the open interest changed by -309 which decreased total open position to 2803
On 1 Apr LT was trading at 3607.50. The strike last trading price was 104.7, which was 34.85 higher than the previous day. The implied volatity was 32.59, the open interest changed by 1263 which increased total open position to 3118
On 30 Mar LT was trading at 3504.10. The strike last trading price was 69.9, which was -31.25 lower than the previous day. The implied volatity was 34.01, the open interest changed by 221 which increased total open position to 1849
On 27 Mar LT was trading at 3564.10. The strike last trading price was 102, which was -36.1 lower than the previous day. The implied volatity was 34.09, the open interest changed by 284 which increased total open position to 1629
On 25 Mar LT was trading at 3649.30. The strike last trading price was 143, which was 45.2 higher than the previous day. The implied volatity was 32.83, the open interest changed by 235 which increased total open position to 1327
On 24 Mar LT was trading at 3516.80. The strike last trading price was 99.05, which was 45.55 higher than the previous day. The implied volatity was 36.79, the open interest changed by 25 which increased total open position to 1083
On 23 Mar LT was trading at 3342.40. The strike last trading price was 53, which was -13 lower than the previous day. The implied volatity was 38.06, the open interest changed by 157 which increased total open position to 1068
On 20 Mar LT was trading at 3434.80. The strike last trading price was 67.4, which was 0.55 higher than the previous day. The implied volatity was 33.24, the open interest changed by 221 which increased total open position to 910
On 19 Mar LT was trading at 3434.50. The strike last trading price was 68.6, which was -41.85 lower than the previous day. The implied volatity was 32.61, the open interest changed by 168 which increased total open position to 674
On 18 Mar LT was trading at 3607.90. The strike last trading price was 110, which was 14.95 higher than the previous day. The implied volatity was 28.13, the open interest changed by -8 which decreased total open position to 505
On 17 Mar LT was trading at 3542.80. The strike last trading price was 95.9, which was 4.95 higher than the previous day. The implied volatity was 30.56, the open interest changed by 166 which increased total open position to 515
On 16 Mar LT was trading at 3469.40. The strike last trading price was 85, which was -11.15 lower than the previous day. The implied volatity was 33.9, the open interest changed by 83 which increased total open position to 348
On 13 Mar LT was trading at 3439.00. The strike last trading price was 97.85, which was -97.55 lower than the previous day. The implied volatity was 36.57, the open interest changed by 256 which increased total open position to 263
On 12 Mar LT was trading at 3719.50. The strike last trading price was 198.2, which was -89.8 lower than the previous day. The implied volatity was 31.56, the open interest changed by 5 which increased total open position to 6
On 11 Mar LT was trading at 3838.80. The strike last trading price was 288, which was -330.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar LT was trading at 3876.00. The strike last trading price was 288, which was -330.55 lower than the previous day. The implied volatity was 26.2, 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 618.55, 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 618.55, 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 618.55, 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 618.55, 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 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 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, 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 28-Apr-2026 (4d) 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0
Theta: -0.92
Gamma: 0.00046
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3991.70 | 2.3 | -0.4500000000000002 | 37.89 | 523 | -76 | 1,275 |
| 23 Apr | 4054.10 | 2.85 | -0.6499999999999999 | 42.05 | 938 | 120 | 1,353 |
| 22 Apr | 4021.10 | 3.7 | -1.6499999999999995 | 37.56 | 1,365 | -125 | 1,229 |
| 21 Apr | 4075.40 | 5.7 | -2.55 | 42.95 | 910 | -78 | 1,355 |
| 20 Apr | 4051.00 | 9.2 | 1.8999999999999995 | 42.27 | 1,074 | -185 | 1,435 |
| 17 Apr | 4096.10 | 7.4 | -0.9499999999999993 | 39.22 | 882 | -47 | 1,620 |
| 16 Apr | 4119.80 | 7.9 | -4.449999999999999 | 39 | 1,204 | -21 | 1,667 |
| 15 Apr | 4076.30 | 12.2 | -20.2 | 38.57 | 1,958 | 60 | 1,692 |
| 13 Apr | 3954.30 | 32.8 | 5.549999999999997 | 38.82 | 1,527 | 101 | 1,624 |
| 10 Apr | 3959.90 | 28.2 | -13.750000000000004 | 34.26 | 1,488 | -47 | 1,522 |
| 9 Apr | 3896.20 | 43 | 17.7 | 34.76 | 2,182 | 26 | 1,568 |
| 8 Apr | 4005.90 | 24.55 | -95.85 | 35.33 | 4,800 | -88 | 1,589 |
| 7 Apr | 3723.30 | 123 | 3.75 | 40.56 | 2,500 | 428 | 1,680 |
| 6 Apr | 3727.70 | 119.8 | -54.15 | 39.47 | 1,757 | 138 | 1,273 |
| 2 Apr | 3613.10 | 176.95 | 7.4 | 36.85 | 390 | -72 | 1,135 |
| 1 Apr | 3607.50 | 164.1 | -85.45 | 34.83 | 1,356 | 207 | 1,205 |
| 30 Mar | 3504.10 | 249.1 | 25.65 | 37.72 | 177 | 37 | 998 |
| 27 Mar | 3564.10 | 221.7 | 52.15 | 39.41 | 720 | 344 | 953 |
| 25 Mar | 3649.30 | 165 | -96.15 | 36.26 | 638 | 337 | 609 |
| 24 Mar | 3516.80 | 261.3 | -121.2 | 39.83 | 43 | 28 | 271 |
| 23 Mar | 3342.40 | 385 | 83 | 40.71 | 40 | 17 | 242 |
| 20 Mar | 3434.80 | 302 | 3.35 | 36.27 | 47 | 18 | 224 |
| 19 Mar | 3434.50 | 300.65 | 122.65 | 36.64 | 31 | 3 | 208 |
| 18 Mar | 3607.90 | 178 | -40.5 | 30.49 | 99 | 43 | 204 |
| 17 Mar | 3542.80 | 220 | -57.95 | 31.2 | 15 | 9 | 162 |
| 16 Mar | 3469.40 | 287.4 | -32.6 | 35.21 | 34 | 10 | 152 |
| 13 Mar | 3439.00 | 320 | 183.05 | 39.52 | 105 | -21 | 142 |
| 12 Mar | 3719.50 | 141.6 | 50.6 | 32.28 | 77 | 22 | 162 |
| 11 Mar | 3838.80 | 91 | 21.85 | 30.9 | 62 | 35 | 140 |
| 10 Mar | 3876.00 | 68.7 | -21.15 | 28.73 | 59 | -6 | 104 |
| 9 Mar | 3842.10 | 92 | 27 | 30.65 | 85 | 28 | 109 |
| 6 Mar | 3949.80 | 65 | 30 | 30.6 | 33 | 13 | 81 |
| 5 Mar | 4038.70 | 35 | -62.7 | 26.77 | 77 | 25 | 67 |
| 4 Mar | 3882.60 | 98 | 80.95 | 33.32 | 54 | 42 | 42 |
| 2 Mar | 4066.70 | 17.05 | 0 | 6.29 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3700 expiring on 28APR2026
Delta for 3700 PE is -0.03
Historical price for 3700 PE is as follows
On 24 Apr LT was trading at 3991.70. The strike last trading price was 2.3, which was -0.4500000000000002 lower than the previous day. The implied volatity was 37.89, the open interest changed by -76 which decreased total open position to 1275
On 23 Apr LT was trading at 4054.10. The strike last trading price was 2.85, which was -0.6499999999999999 lower than the previous day. The implied volatity was 42.05, the open interest changed by 120 which increased total open position to 1353
On 22 Apr LT was trading at 4021.10. The strike last trading price was 3.7, which was -1.6499999999999995 lower than the previous day. The implied volatity was 37.56, the open interest changed by -125 which decreased total open position to 1229
On 21 Apr LT was trading at 4075.40. The strike last trading price was 5.7, which was -2.55 lower than the previous day. The implied volatity was 42.95, the open interest changed by -78 which decreased total open position to 1355
On 20 Apr LT was trading at 4051.00. The strike last trading price was 9.2, which was 1.8999999999999995 higher than the previous day. The implied volatity was 42.27, the open interest changed by -185 which decreased total open position to 1435
On 17 Apr LT was trading at 4096.10. The strike last trading price was 7.4, which was -0.9499999999999993 lower than the previous day. The implied volatity was 39.22, the open interest changed by -47 which decreased total open position to 1620
On 16 Apr LT was trading at 4119.80. The strike last trading price was 7.9, which was -4.449999999999999 lower than the previous day. The implied volatity was 39, the open interest changed by -21 which decreased total open position to 1667
On 15 Apr LT was trading at 4076.30. The strike last trading price was 12.2, which was -20.2 lower than the previous day. The implied volatity was 38.57, the open interest changed by 60 which increased total open position to 1692
On 13 Apr LT was trading at 3954.30. The strike last trading price was 32.8, which was 5.549999999999997 higher than the previous day. The implied volatity was 38.82, the open interest changed by 101 which increased total open position to 1624
On 10 Apr LT was trading at 3959.90. The strike last trading price was 28.2, which was -13.750000000000004 lower than the previous day. The implied volatity was 34.26, the open interest changed by -47 which decreased total open position to 1522
On 9 Apr LT was trading at 3896.20. The strike last trading price was 43, which was 17.7 higher than the previous day. The implied volatity was 34.76, the open interest changed by 26 which increased total open position to 1568
On 8 Apr LT was trading at 4005.90. The strike last trading price was 24.55, which was -95.85 lower than the previous day. The implied volatity was 35.33, the open interest changed by -88 which decreased total open position to 1589
On 7 Apr LT was trading at 3723.30. The strike last trading price was 123, which was 3.75 higher than the previous day. The implied volatity was 40.56, the open interest changed by 428 which increased total open position to 1680
On 6 Apr LT was trading at 3727.70. The strike last trading price was 119.8, which was -54.15 lower than the previous day. The implied volatity was 39.47, the open interest changed by 138 which increased total open position to 1273
On 2 Apr LT was trading at 3613.10. The strike last trading price was 176.95, which was 7.4 higher than the previous day. The implied volatity was 36.85, the open interest changed by -72 which decreased total open position to 1135
On 1 Apr LT was trading at 3607.50. The strike last trading price was 164.1, which was -85.45 lower than the previous day. The implied volatity was 34.83, the open interest changed by 207 which increased total open position to 1205
On 30 Mar LT was trading at 3504.10. The strike last trading price was 249.1, which was 25.65 higher than the previous day. The implied volatity was 37.72, the open interest changed by 37 which increased total open position to 998
On 27 Mar LT was trading at 3564.10. The strike last trading price was 221.7, which was 52.15 higher than the previous day. The implied volatity was 39.41, the open interest changed by 344 which increased total open position to 953
On 25 Mar LT was trading at 3649.30. The strike last trading price was 165, which was -96.15 lower than the previous day. The implied volatity was 36.26, the open interest changed by 337 which increased total open position to 609
On 24 Mar LT was trading at 3516.80. The strike last trading price was 261.3, which was -121.2 lower than the previous day. The implied volatity was 39.83, the open interest changed by 28 which increased total open position to 271
On 23 Mar LT was trading at 3342.40. The strike last trading price was 385, which was 83 higher than the previous day. The implied volatity was 40.71, the open interest changed by 17 which increased total open position to 242
On 20 Mar LT was trading at 3434.80. The strike last trading price was 302, which was 3.35 higher than the previous day. The implied volatity was 36.27, the open interest changed by 18 which increased total open position to 224
On 19 Mar LT was trading at 3434.50. The strike last trading price was 300.65, which was 122.65 higher than the previous day. The implied volatity was 36.64, the open interest changed by 3 which increased total open position to 208
On 18 Mar LT was trading at 3607.90. The strike last trading price was 178, which was -40.5 lower than the previous day. The implied volatity was 30.49, the open interest changed by 43 which increased total open position to 204
On 17 Mar LT was trading at 3542.80. The strike last trading price was 220, which was -57.95 lower than the previous day. The implied volatity was 31.2, the open interest changed by 9 which increased total open position to 162
On 16 Mar LT was trading at 3469.40. The strike last trading price was 287.4, which was -32.6 lower than the previous day. The implied volatity was 35.21, the open interest changed by 10 which increased total open position to 152
On 13 Mar LT was trading at 3439.00. The strike last trading price was 320, which was 183.05 higher than the previous day. The implied volatity was 39.52, the open interest changed by -21 which decreased total open position to 142
On 12 Mar LT was trading at 3719.50. The strike last trading price was 141.6, which was 50.6 higher than the previous day. The implied volatity was 32.28, the open interest changed by 22 which increased total open position to 162
On 11 Mar LT was trading at 3838.80. The strike last trading price was 91, which was 21.85 higher than the previous day. The implied volatity was 30.9, the open interest changed by 35 which increased total open position to 140
On 10 Mar LT was trading at 3876.00. The strike last trading price was 68.7, which was -21.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by -6 which decreased total open position to 104
On 9 Mar LT was trading at 3842.10. The strike last trading price was 92, which was 27 higher than the previous day. The implied volatity was 30.65, the open interest changed by 28 which increased total open position to 109
On 6 Mar LT was trading at 3949.80. The strike last trading price was 65, which was 30 higher than the previous day. The implied volatity was 30.6, the open interest changed by 13 which increased total open position to 81
On 5 Mar LT was trading at 4038.70. The strike last trading price was 35, which was -62.7 lower than the previous day. The implied volatity was 26.77, the open interest changed by 25 which increased total open position to 67
On 4 Mar LT was trading at 3882.60. The strike last trading price was 98, which was 80.95 higher than the previous day. The implied volatity was 33.32, the open interest changed by 42 which increased total open position to 42
On 2 Mar LT was trading at 4066.70. The strike last trading price was 17.05, which was 0 lower than the previous day. The implied volatity was 6.29, 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 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, 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
