LT
Larsen & Toubro Ltd.
Historical option data for LT
16 Mar 2026 04:11 PM IST
| LT 30-MAR-2026 3740 CE | ||||||||||||||||
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Delta: 0.15
Vega: 1.55
Theta: -2.06
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 3469.40 | 17.15 | -11.1 | 34.72 | 1,898 | 214 | 1,268 | |||||||||
| 13 Mar | 3439.00 | 29 | -83.6 | 38.94 | 4,400 | -1,124 | 1,054 | |||||||||
| 12 Mar | 3719.50 | 109.8 | -58.45 | 34.64 | 3,816 | 1,944 | 2,207 | |||||||||
| 11 Mar | 3838.80 | 168.25 | -37.75 | 29.13 | 33 | 0 | 262 | |||||||||
| 10 Mar | 3876.00 | 206 | 16.35 | 29.85 | 56 | -4 | 263 | |||||||||
| 9 Mar | 3842.10 | 185.8 | -116.45 | 32.52 | 556 | 35 | 268 | |||||||||
| 6 Mar | 3949.80 | 302.25 | 83.5 | - | 0 | 0 | 233 | |||||||||
| 5 Mar | 4038.70 | 302.25 | 83.5 | 15.27 | 10 | -3 | 234 | |||||||||
| 4 Mar | 3882.60 | 218.25 | 13.1 | 28.41 | 449 | 238 | 238 | |||||||||
| 2 Mar | 4066.70 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4113.60 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4068.10 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4063.30 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4087.10 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4038.80 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 3921.30 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 3814.00 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 205.15 | 0 | - | 0 | 0 | 0 | |||||||||
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| 28 Jan | 3794.00 | 205.15 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3740 expiring on 30MAR2026
Delta for 3740 CE is 0.15
Historical price for 3740 CE is as follows
On 16 Mar LT was trading at 3469.40. The strike last trading price was 17.15, which was -11.1 lower than the previous day. The implied volatity was 34.72, the open interest changed by 214 which increased total open position to 1268
On 13 Mar LT was trading at 3439.00. The strike last trading price was 29, which was -83.6 lower than the previous day. The implied volatity was 38.94, the open interest changed by -1124 which decreased total open position to 1054
On 12 Mar LT was trading at 3719.50. The strike last trading price was 109.8, which was -58.45 lower than the previous day. The implied volatity was 34.64, the open interest changed by 1944 which increased total open position to 2207
On 11 Mar LT was trading at 3838.80. The strike last trading price was 168.25, which was -37.75 lower than the previous day. The implied volatity was 29.13, the open interest changed by 0 which decreased total open position to 262
On 10 Mar LT was trading at 3876.00. The strike last trading price was 206, which was 16.35 higher than the previous day. The implied volatity was 29.85, the open interest changed by -4 which decreased total open position to 263
On 9 Mar LT was trading at 3842.10. The strike last trading price was 185.8, which was -116.45 lower than the previous day. The implied volatity was 32.52, the open interest changed by 35 which increased total open position to 268
On 6 Mar LT was trading at 3949.80. The strike last trading price was 302.25, which was 83.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 233
On 5 Mar LT was trading at 4038.70. The strike last trading price was 302.25, which was 83.5 higher than the previous day. The implied volatity was 15.27, the open interest changed by -3 which decreased total open position to 234
On 4 Mar LT was trading at 3882.60. The strike last trading price was 218.25, which was 13.1 higher than the previous day. The implied volatity was 28.41, the open interest changed by 238 which increased total open position to 238
On 2 Mar LT was trading at 4066.70. The strike last trading price was 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 205.15, 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 3740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 0.92
Theta: 0.1
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 3469.40 | 277.4 | -35.6 | 25.92 | 116 | -54 | 734 |
| 13 Mar | 3439.00 | 316 | 198.65 | 43.4 | 608 | -223 | 788 |
| 12 Mar | 3719.50 | 129.1 | 60.65 | 37.89 | 2,154 | 388 | 1,000 |
| 11 Mar | 3838.80 | 69.05 | 18.65 | 34.29 | 284 | -2 | 616 |
| 10 Mar | 3876.00 | 48.1 | -23.65 | 31.21 | 629 | 97 | 617 |
| 9 Mar | 3842.10 | 74.55 | 32.05 | 34.53 | 1,374 | 48 | 522 |
| 6 Mar | 3949.80 | 42.9 | 18.05 | 32.4 | 469 | -1 | 475 |
| 5 Mar | 4038.70 | 24.5 | -49.8 | 30.24 | 787 | -33 | 476 |
| 4 Mar | 3882.60 | 76 | -42.25 | 35.87 | 1,192 | 508 | 508 |
| 2 Mar | 4066.70 | 118.25 | 0 | 8.09 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 118.25 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 118.25 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 118.25 | 0 | 12.15 | 0 | 0 | 0 |
| 24 Feb | 4259.20 | 118.25 | 0 | 11.39 | 0 | 0 | 0 |
| 23 Feb | 4418.10 | 118.25 | 0 | 13.5 | 0 | 0 | 0 |
| 20 Feb | 4380.60 | 118.25 | 0 | 12.65 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 118.25 | 0 | 10.38 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 118.25 | 0 | 11.47 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 118.25 | 0 | 10.33 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 118.25 | 0 | 9.12 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 118.25 | 0 | 8.49 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 118.25 | 0 | 8.61 | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 118.25 | 0 | 8.36 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 118.25 | 0 | 7.82 | 0 | 0 | 0 |
| 9 Feb | 4113.60 | 118.25 | 0 | 7.41 | 0 | 0 | 0 |
| 6 Feb | 4068.10 | 118.25 | 0 | 6.56 | 0 | 0 | 0 |
| 5 Feb | 4063.30 | 118.25 | 0 | 6.41 | 0 | 0 | 0 |
| 4 Feb | 4087.10 | 118.25 | 0 | 6.73 | 0 | 0 | 0 |
| 3 Feb | 4038.80 | 118.25 | 0 | 5.95 | 0 | 0 | 0 |
| 2 Feb | 3921.30 | 118.25 | 0 | 4.04 | 0 | 0 | 0 |
| 1 Feb | 3814.00 | 118.25 | 0 | 2.12 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | 118.25 | 0 | 4.32 | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 118.25 | 0 | 4.35 | 0 | 0 | 0 |
| 28 Jan | 3794.00 | 118.25 | 0 | 2.08 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3740 expiring on 30MAR2026
Delta for 3740 PE is -0.93
Historical price for 3740 PE is as follows
On 16 Mar LT was trading at 3469.40. The strike last trading price was 277.4, which was -35.6 lower than the previous day. The implied volatity was 25.92, the open interest changed by -54 which decreased total open position to 734
On 13 Mar LT was trading at 3439.00. The strike last trading price was 316, which was 198.65 higher than the previous day. The implied volatity was 43.4, the open interest changed by -223 which decreased total open position to 788
On 12 Mar LT was trading at 3719.50. The strike last trading price was 129.1, which was 60.65 higher than the previous day. The implied volatity was 37.89, the open interest changed by 388 which increased total open position to 1000
On 11 Mar LT was trading at 3838.80. The strike last trading price was 69.05, which was 18.65 higher than the previous day. The implied volatity was 34.29, the open interest changed by -2 which decreased total open position to 616
On 10 Mar LT was trading at 3876.00. The strike last trading price was 48.1, which was -23.65 lower than the previous day. The implied volatity was 31.21, the open interest changed by 97 which increased total open position to 617
On 9 Mar LT was trading at 3842.10. The strike last trading price was 74.55, which was 32.05 higher than the previous day. The implied volatity was 34.53, the open interest changed by 48 which increased total open position to 522
On 6 Mar LT was trading at 3949.80. The strike last trading price was 42.9, which was 18.05 higher than the previous day. The implied volatity was 32.4, the open interest changed by -1 which decreased total open position to 475
On 5 Mar LT was trading at 4038.70. The strike last trading price was 24.5, which was -49.8 lower than the previous day. The implied volatity was 30.24, the open interest changed by -33 which decreased total open position to 476
On 4 Mar LT was trading at 3882.60. The strike last trading price was 76, which was -42.25 lower than the previous day. The implied volatity was 35.87, the open interest changed by 508 which increased total open position to 508
On 2 Mar LT was trading at 4066.70. The strike last trading price was 118.25, which was 0 lower than the previous day. The implied volatity was 8.09, 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 118.25, 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 118.25, 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 118.25, which was 0 lower than the previous day. The implied volatity was 12.15, 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 118.25, which was 0 lower than the previous day. The implied volatity was 11.39, 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 118.25, which was 0 lower than the previous day. The implied volatity was 13.5, 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 118.25, which was 0 lower than the previous day. The implied volatity was 12.65, 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 118.25, which was 0 lower than the previous day. The implied volatity was 10.38, 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 118.25, which was 0 lower than the previous day. The implied volatity was 11.47, 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 118.25, which was 0 lower than the previous day. The implied volatity was 10.33, 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 118.25, which was 0 lower than the previous day. The implied volatity was 9.12, 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 118.25, which was 0 lower than the previous day. The implied volatity was 8.49, 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 118.25, which was 0 lower than the previous day. The implied volatity was 8.61, 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 118.25, which was 0 lower than the previous day. The implied volatity was 8.36, 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 118.25, which was 0 lower than the previous day. The implied volatity was 7.82, 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 118.25, 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 6 Feb LT was trading at 4068.10. The strike last trading price was 118.25, 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 5 Feb LT was trading at 4063.30. The strike last trading price was 118.25, which was 0 lower than the previous day. The implied volatity was 6.41, 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 118.25, which was 0 lower than the previous day. The implied volatity was 6.73, 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 118.25, which was 0 lower than the previous day. The implied volatity was 5.95, 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 118.25, which was 0 lower than the previous day. The implied volatity was 4.04, 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 118.25, which was 0 lower than the previous day. The implied volatity was 2.12, 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 118.25, which was 0 lower than the previous day. The implied volatity was 4.32, 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 118.25, which was 0 lower than the previous day. The implied volatity was 4.35, 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 118.25, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
