LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3740 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 18 Dec | 4031.10 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 17 Dec | 4062.40 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 16 Dec | 4063.80 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 15 Dec | 4092.30 | 330 | -21 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 4074.10 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 11 Dec | 4003.90 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 10 Dec | 3991.30 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 9 Dec | 3997.50 | 330 | -21 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3996.70 | 330 | -21 | - | 0 | 0 | 5 | |||||||||
| 5 Dec | 4038.20 | 330 | -21 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3983.60 | 330 | -21 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3988.00 | 330 | -21 | - | 0 | -1 | 0 | |||||||||
| 2 Dec | 4030.50 | 330 | -21 | 20.26 | 1 | 0 | 6 | |||||||||
| 1 Dec | 4073.20 | 351 | -6.6 | - | 0 | 2 | 0 | |||||||||
| 28 Nov | 4069.60 | 351 | -6.6 | - | 3 | 1 | 5 | |||||||||
| 27 Nov | 4081.30 | 357.6 | 70.8 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4062.00 | 357.6 | 70.8 | 16.76 | 1 | 0 | 4 | |||||||||
| 25 Nov | 3996.70 | 286.8 | -35.2 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 4013.30 | 286.8 | -35.2 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4024.90 | 286.8 | -35.2 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 4037.40 | 286.8 | -35.2 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 4019.60 | 286.8 | -35.2 | - | 0 | 3 | 0 | |||||||||
| 18 Nov | 3999.60 | 286.8 | -35.2 | - | 3 | 2 | 3 | |||||||||
| 17 Nov | 4027.70 | 322 | -22.6 | - | 2 | 1 | 1 | |||||||||
| 14 Nov | 4004.40 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 3954.60 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 344.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3740 expiring on 30DEC2025
Delta for 3740 CE is -
Historical price for 3740 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 Dec LT was trading at 4031.10. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Dec LT was trading at 4062.40. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Dec LT was trading at 4063.80. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Dec LT was trading at 4092.30. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LT was trading at 4074.10. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 11 Dec LT was trading at 4003.90. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Dec LT was trading at 3991.30. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Dec LT was trading at 3997.50. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec LT was trading at 3996.70. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Dec LT was trading at 4038.20. The strike last trading price was 330, which was -21 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 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3988.00. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 2 Dec LT was trading at 4030.50. The strike last trading price was 330, which was -21 lower than the previous day. The implied volatity was 20.26, the open interest changed by 0 which decreased total open position to 6
On 1 Dec LT was trading at 4073.20. The strike last trading price was 351, which was -6.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov LT was trading at 4069.60. The strike last trading price was 351, which was -6.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 27 Nov LT was trading at 4081.30. The strike last trading price was 357.6, which was 70.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LT was trading at 4062.00. The strike last trading price was 357.6, which was 70.8 higher than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 4
On 25 Nov LT was trading at 3996.70. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov LT was trading at 4013.30. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LT was trading at 4037.40. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 4019.60. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 18 Nov LT was trading at 3999.60. The strike last trading price was 286.8, which was -35.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 17 Nov LT was trading at 4027.70. The strike last trading price was 322, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 14 Nov LT was trading at 4004.40. The strike last trading price was 344.6, 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 Nov LT was trading at 4002.50. The strike last trading price was 344.6, 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 344.6, 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 Nov LT was trading at 3955.00. The strike last trading price was 344.6, 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 Nov LT was trading at 3918.50. The strike last trading price was 344.6, 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 7 Nov LT was trading at 3882.50. The strike last trading price was 344.6, 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 Nov LT was trading at 3881.60. The strike last trading price was 344.6, 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 344.6, 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 344.6, 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 344.6, 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 344.6, 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 344.6, 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 3740 PE | |||||||
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Delta: -0.02
Vega: 0.29
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 1.05 | -0.45 | 24.31 | 3 | -1 | 30 |
| 18 Dec | 4031.10 | 1.5 | 0.15 | - | 0 | 0 | 31 |
| 17 Dec | 4062.40 | 1.5 | 0.15 | - | 0 | 0 | 31 |
| 16 Dec | 4063.80 | 1.5 | 0.15 | 22.13 | 1 | 0 | 31 |
| 15 Dec | 4092.30 | 1.35 | -0.95 | - | 0 | 0 | 0 |
| 12 Dec | 4074.10 | 1.35 | -0.95 | 19.99 | 3 | -1 | 32 |
| 11 Dec | 4003.90 | 2.3 | -0.4 | 17.82 | 2 | 0 | 33 |
| 10 Dec | 3991.30 | 2.7 | -0.1 | 17.45 | 15 | 5 | 33 |
| 9 Dec | 3997.50 | 2.8 | -0.3 | 17.36 | 30 | -6 | 28 |
| 8 Dec | 3996.70 | 3.75 | 1.5 | 18.28 | 8 | 1 | 33 |
| 5 Dec | 4038.20 | 2.1 | -2.95 | 17.15 | 11 | 7 | 33 |
| 4 Dec | 3983.60 | 5.1 | -1.15 | 17.76 | 12 | 3 | 26 |
| 3 Dec | 3988.00 | 4.3 | 1.1 | 17.05 | 8 | 0 | 22 |
| 2 Dec | 4030.50 | 3.2 | -6.15 | - | 0 | 0 | 0 |
| 1 Dec | 4073.20 | 3.2 | -6.15 | - | 0 | 0 | 0 |
| 28 Nov | 4069.60 | 3.2 | -6.15 | - | 0 | 15 | 0 |
| 27 Nov | 4081.30 | 3.2 | -6.15 | 18.00 | 29 | 8 | 15 |
| 26 Nov | 4062.00 | 9.6 | -62.95 | - | 0 | 7 | 0 |
| 25 Nov | 3996.70 | 9.6 | -62.95 | 17.91 | 7 | 3 | 3 |
| 24 Nov | 4013.30 | 72.55 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 4024.90 | 72.55 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 4037.40 | 72.55 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 4019.60 | 72.55 | 0 | 6.24 | 0 | 0 | 0 |
| 18 Nov | 3999.60 | 72.55 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 72.55 | 0 | 6.28 | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 72.55 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 72.55 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 72.55 | 0 | 4.90 | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 72.55 | 0 | 4.87 | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 72.55 | 0 | 4.17 | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 72.55 | 0 | 3.52 | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 72.55 | 0 | 3.80 | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 72.55 | 0 | 4.23 | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 72.55 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 72.55 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 72.55 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3958.10 | 72.55 | 0 | 4.58 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3740 expiring on 30DEC2025
Delta for 3740 PE is -0.02
Historical price for 3740 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 24.31, the open interest changed by -1 which decreased total open position to 30
On 18 Dec LT was trading at 4031.10. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 17 Dec LT was trading at 4062.40. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 16 Dec LT was trading at 4063.80. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 22.13, the open interest changed by 0 which decreased total open position to 31
On 15 Dec LT was trading at 4092.30. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LT was trading at 4074.10. The strike last trading price was 1.35, which was -0.95 lower than the previous day. The implied volatity was 19.99, the open interest changed by -1 which decreased total open position to 32
On 11 Dec LT was trading at 4003.90. The strike last trading price was 2.3, which was -0.4 lower than the previous day. The implied volatity was 17.82, the open interest changed by 0 which decreased total open position to 33
On 10 Dec LT was trading at 3991.30. The strike last trading price was 2.7, which was -0.1 lower than the previous day. The implied volatity was 17.45, the open interest changed by 5 which increased total open position to 33
On 9 Dec LT was trading at 3997.50. The strike last trading price was 2.8, which was -0.3 lower than the previous day. The implied volatity was 17.36, the open interest changed by -6 which decreased total open position to 28
On 8 Dec LT was trading at 3996.70. The strike last trading price was 3.75, which was 1.5 higher than the previous day. The implied volatity was 18.28, the open interest changed by 1 which increased total open position to 33
On 5 Dec LT was trading at 4038.20. The strike last trading price was 2.1, which was -2.95 lower than the previous day. The implied volatity was 17.15, the open interest changed by 7 which increased total open position to 33
On 4 Dec LT was trading at 3983.60. The strike last trading price was 5.1, which was -1.15 lower than the previous day. The implied volatity was 17.76, the open interest changed by 3 which increased total open position to 26
On 3 Dec LT was trading at 3988.00. The strike last trading price was 4.3, which was 1.1 higher than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 22
On 2 Dec LT was trading at 4030.50. The strike last trading price was 3.2, which was -6.15 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 3.2, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LT was trading at 4069.60. The strike last trading price was 3.2, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 3.2, which was -6.15 lower than the previous day. The implied volatity was 18.00, the open interest changed by 8 which increased total open position to 15
On 26 Nov LT was trading at 4062.00. The strike last trading price was 9.6, which was -62.95 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 25 Nov LT was trading at 3996.70. The strike last trading price was 9.6, which was -62.95 lower than the previous day. The implied volatity was 17.91, the open interest changed by 3 which increased total open position to 3
On 24 Nov LT was trading at 4013.30. The strike last trading price was 72.55, 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 21 Nov LT was trading at 4024.90. The strike last trading price was 72.55, 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 20 Nov LT was trading at 4037.40. The strike last trading price was 72.55, 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 19 Nov LT was trading at 4019.60. The strike last trading price was 72.55, which was 0 lower than the previous day. The implied volatity was 6.24, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3999.60. The strike last trading price was 72.55, 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 17 Nov LT was trading at 4027.70. The strike last trading price was 72.55, which was 0 lower than the previous day. The implied volatity was 6.28, 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 72.55, 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 13 Nov LT was trading at 4002.50. The strike last trading price was 72.55, 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 12 Nov LT was trading at 3954.60. The strike last trading price was 72.55, which was 0 lower than the previous day. The implied volatity was 4.90, 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 72.55, which was 0 lower than the previous day. The implied volatity was 4.87, 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 72.55, which was 0 lower than the previous day. The implied volatity was 4.17, 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 72.55, which was 0 lower than the previous day. The implied volatity was 3.52, 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 72.55, which was 0 lower than the previous day. The implied volatity was 3.80, 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 72.55, which was 0 lower than the previous day. The implied volatity was 4.23, 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 72.55, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 72.55, 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 30 Oct LT was trading at 3987.50. The strike last trading price was 72.55, 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 29 Oct LT was trading at 3958.10. The strike last trading price was 72.55, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0































































































































































































































