LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3760 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 3997.50 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3996.70 | 318 | 130.4 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 4038.20 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3983.60 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 3988.00 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4030.50 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4073.20 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4069.60 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4081.30 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4062.00 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3996.70 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 4013.30 | 318 | 130.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4024.90 | 318 | 130.4 | - | 0 | 1 | 0 | |||||||||
| 20 Nov | 4037.40 | 318 | 130.4 | 13.06 | 1 | 0 | 0 | |||||||||
| 19 Nov | 4019.60 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3999.60 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4027.70 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4004.40 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3954.60 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 31 Oct | 4030.90 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 3923.80 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 3888.20 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Oct | 3828.70 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Oct | 3769.50 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Oct | 3784.00 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Oct | 3729.80 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 3729.70 | 187.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Oct | 3737.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 3733.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3760 expiring on 30DEC2025
Delta for 3760 CE is -
Historical price for 3760 CE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 318, which was 130.4 higher 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 318, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec LT was trading at 4038.20. The strike last trading price was 318, which was 130.4 higher 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 318, which was 130.4 higher 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 318, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 4030.50. The strike last trading price was 318, which was 130.4 higher 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 318, which was 130.4 higher 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 318, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 318, which was 130.4 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 318, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov LT was trading at 3996.70. The strike last trading price was 318, which was 130.4 higher 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 318, which was 130.4 higher 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 318, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov LT was trading at 4037.40. The strike last trading price was 318, which was 130.4 higher than the previous day. The implied volatity was 13.06, 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 187.6, 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 18 Nov LT was trading at 3999.60. The strike last trading price was 187.6, 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 17 Nov LT was trading at 4027.70. The strike last trading price was 187.6, 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 14 Nov LT was trading at 4004.40. The strike last trading price was 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 187.6, 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 27 Oct LT was trading at 3923.80. The strike last trading price was 187.6, 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 21 Oct LT was trading at 3888.20. The strike last trading price was 187.6, 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 15 Oct LT was trading at 3828.70. The strike last trading price was 187.6, 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 Oct LT was trading at 3769.50. The strike last trading price was 187.6, 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 Oct LT was trading at 3784.00. The strike last trading price was 187.6, 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 8 Oct LT was trading at 3729.80. The strike last trading price was 187.6, 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 Oct LT was trading at 3729.70. The strike last trading price was 187.6, 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 Oct LT was trading at 3737.00. 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 Oct LT was trading at 3733.10. 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 3760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.99
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3997.50 | 3.45 | -0.9 | 17.00 | 442 | 232 | 811 |
| 8 Dec | 3996.70 | 4.35 | 1.15 | 17.75 | 20 | -9 | 578 |
| 5 Dec | 4038.20 | 3.2 | -2 | 17.55 | 66 | 21 | 585 |
| 4 Dec | 3983.60 | 5.65 | 0.1 | 17.12 | 51 | 20 | 563 |
| 3 Dec | 3988.00 | 5.35 | 1.25 | 16.86 | 87 | 26 | 543 |
| 2 Dec | 4030.50 | 4.1 | -0.5 | 17.17 | 7 | 1 | 514 |
| 1 Dec | 4073.20 | 4.6 | 0.5 | 19.01 | 8 | -1 | 513 |
| 28 Nov | 4069.60 | 3.6 | -0.75 | 17.79 | 78 | -21 | 515 |
| 27 Nov | 4081.30 | 4.35 | -1.65 | 18.22 | 579 | 281 | 535 |
| 26 Nov | 4062.00 | 6.25 | -4.55 | 18.61 | 227 | -25 | 253 |
| 25 Nov | 3996.70 | 11.65 | 1 | 17.85 | 136 | -27 | 277 |
| 24 Nov | 4013.30 | 10.4 | -0.75 | 18.20 | 89 | 23 | 306 |
| 21 Nov | 4024.90 | 11.35 | 0.75 | 18.85 | 51 | 10 | 283 |
| 20 Nov | 4037.40 | 10.6 | -3.2 | 18.74 | 47 | 6 | 273 |
| 19 Nov | 4019.60 | 13.8 | -1.5 | 19.23 | 150 | 53 | 267 |
| 18 Nov | 3999.60 | 15.3 | 0.6 | 18.77 | 74 | 22 | 215 |
| 17 Nov | 4027.70 | 14.7 | -6.4 | 19.50 | 35 | 3 | 192 |
| 14 Nov | 4004.40 | 21.1 | 0.1 | 20.29 | 10 | 1 | 188 |
| 13 Nov | 4002.50 | 21 | -6 | 20.14 | 18 | -1 | 187 |
| 12 Nov | 3954.60 | 28 | -1.3 | 19.73 | 70 | 40 | 187 |
| 11 Nov | 3955.00 | 29 | -6 | 19.80 | 17 | 11 | 146 |
| 10 Nov | 3918.50 | 35 | -11.95 | 19.33 | 2 | 0 | 135 |
| 7 Nov | 3882.50 | 46.95 | -1.65 | 19.79 | 20 | -1 | 134 |
| 6 Nov | 3881.60 | 47.2 | 10.9 | 20.29 | 67 | 56 | 135 |
| 4 Nov | 3924.40 | 36.3 | 5.9 | 19.27 | 22 | 10 | 78 |
| 3 Nov | 3980.50 | 30.4 | 4.4 | 20.26 | 29 | 13 | 67 |
| 31 Oct | 4030.90 | 26 | -8 | - | 29 | 3 | 52 |
| 30 Oct | 3987.50 | 34 | -13.25 | 20.99 | 63 | 38 | 48 |
| 29 Oct | 3958.10 | 48 | -183.65 | 22.56 | 13 | 10 | 10 |
| 27 Oct | 3923.80 | 231.65 | 0 | - | 0 | 0 | 0 |
| 21 Oct | 3888.20 | 231.65 | 0 | - | 0 | 0 | 0 |
| 15 Oct | 3828.70 | 231.65 | 0 | - | 0 | 0 | 0 |
| 13 Oct | 3769.50 | 231.65 | 0 | - | 0 | 0 | 0 |
| 10 Oct | 3784.00 | 231.65 | 0 | - | 0 | 0 | 0 |
| 8 Oct | 3729.80 | 231.65 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 3729.70 | 231.65 | 0 | - | 0 | 0 | 0 |
| 6 Oct | 3737.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 3733.10 | 0 | 0 | 0.88 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3760 expiring on 30DEC2025
Delta for 3760 PE is -0.05
Historical price for 3760 PE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 3.45, which was -0.9 lower than the previous day. The implied volatity was 17.00, the open interest changed by 232 which increased total open position to 811
On 8 Dec LT was trading at 3996.70. The strike last trading price was 4.35, which was 1.15 higher than the previous day. The implied volatity was 17.75, the open interest changed by -9 which decreased total open position to 578
On 5 Dec LT was trading at 4038.20. The strike last trading price was 3.2, which was -2 lower than the previous day. The implied volatity was 17.55, the open interest changed by 21 which increased total open position to 585
On 4 Dec LT was trading at 3983.60. The strike last trading price was 5.65, which was 0.1 higher than the previous day. The implied volatity was 17.12, the open interest changed by 20 which increased total open position to 563
On 3 Dec LT was trading at 3988.00. The strike last trading price was 5.35, which was 1.25 higher than the previous day. The implied volatity was 16.86, the open interest changed by 26 which increased total open position to 543
On 2 Dec LT was trading at 4030.50. The strike last trading price was 4.1, which was -0.5 lower than the previous day. The implied volatity was 17.17, the open interest changed by 1 which increased total open position to 514
On 1 Dec LT was trading at 4073.20. The strike last trading price was 4.6, which was 0.5 higher than the previous day. The implied volatity was 19.01, the open interest changed by -1 which decreased total open position to 513
On 28 Nov LT was trading at 4069.60. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 17.79, the open interest changed by -21 which decreased total open position to 515
On 27 Nov LT was trading at 4081.30. The strike last trading price was 4.35, which was -1.65 lower than the previous day. The implied volatity was 18.22, the open interest changed by 281 which increased total open position to 535
On 26 Nov LT was trading at 4062.00. The strike last trading price was 6.25, which was -4.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by -25 which decreased total open position to 253
On 25 Nov LT was trading at 3996.70. The strike last trading price was 11.65, which was 1 higher than the previous day. The implied volatity was 17.85, the open interest changed by -27 which decreased total open position to 277
On 24 Nov LT was trading at 4013.30. The strike last trading price was 10.4, which was -0.75 lower than the previous day. The implied volatity was 18.20, the open interest changed by 23 which increased total open position to 306
On 21 Nov LT was trading at 4024.90. The strike last trading price was 11.35, which was 0.75 higher than the previous day. The implied volatity was 18.85, the open interest changed by 10 which increased total open position to 283
On 20 Nov LT was trading at 4037.40. The strike last trading price was 10.6, which was -3.2 lower than the previous day. The implied volatity was 18.74, the open interest changed by 6 which increased total open position to 273
On 19 Nov LT was trading at 4019.60. The strike last trading price was 13.8, which was -1.5 lower than the previous day. The implied volatity was 19.23, the open interest changed by 53 which increased total open position to 267
On 18 Nov LT was trading at 3999.60. The strike last trading price was 15.3, which was 0.6 higher than the previous day. The implied volatity was 18.77, the open interest changed by 22 which increased total open position to 215
On 17 Nov LT was trading at 4027.70. The strike last trading price was 14.7, which was -6.4 lower than the previous day. The implied volatity was 19.50, the open interest changed by 3 which increased total open position to 192
On 14 Nov LT was trading at 4004.40. The strike last trading price was 21.1, which was 0.1 higher than the previous day. The implied volatity was 20.29, the open interest changed by 1 which increased total open position to 188
On 13 Nov LT was trading at 4002.50. The strike last trading price was 21, which was -6 lower than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 187
On 12 Nov LT was trading at 3954.60. The strike last trading price was 28, which was -1.3 lower than the previous day. The implied volatity was 19.73, the open interest changed by 40 which increased total open position to 187
On 11 Nov LT was trading at 3955.00. The strike last trading price was 29, which was -6 lower than the previous day. The implied volatity was 19.80, the open interest changed by 11 which increased total open position to 146
On 10 Nov LT was trading at 3918.50. The strike last trading price was 35, which was -11.95 lower than the previous day. The implied volatity was 19.33, the open interest changed by 0 which decreased total open position to 135
On 7 Nov LT was trading at 3882.50. The strike last trading price was 46.95, which was -1.65 lower than the previous day. The implied volatity was 19.79, the open interest changed by -1 which decreased total open position to 134
On 6 Nov LT was trading at 3881.60. The strike last trading price was 47.2, which was 10.9 higher than the previous day. The implied volatity was 20.29, the open interest changed by 56 which increased total open position to 135
On 4 Nov LT was trading at 3924.40. The strike last trading price was 36.3, which was 5.9 higher than the previous day. The implied volatity was 19.27, the open interest changed by 10 which increased total open position to 78
On 3 Nov LT was trading at 3980.50. The strike last trading price was 30.4, which was 4.4 higher than the previous day. The implied volatity was 20.26, the open interest changed by 13 which increased total open position to 67
On 31 Oct LT was trading at 4030.90. The strike last trading price was 26, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 52
On 30 Oct LT was trading at 3987.50. The strike last trading price was 34, which was -13.25 lower than the previous day. The implied volatity was 20.99, the open interest changed by 38 which increased total open position to 48
On 29 Oct LT was trading at 3958.10. The strike last trading price was 48, which was -183.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by 10 which increased total open position to 10
On 27 Oct LT was trading at 3923.80. The strike last trading price was 231.65, 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 Oct LT was trading at 3888.20. The strike last trading price was 231.65, 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 15 Oct LT was trading at 3828.70. The strike last trading price was 231.65, 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 Oct LT was trading at 3769.50. The strike last trading price was 231.65, 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 Oct LT was trading at 3784.00. The strike last trading price was 231.65, 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 8 Oct LT was trading at 3729.80. The strike last trading price was 231.65, 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 Oct LT was trading at 3729.70. The strike last trading price was 231.65, 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 Oct LT was trading at 3737.00. 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 Oct LT was trading at 3733.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0































































































































































































































