LT
Larsen & Toubro Ltd.
Historical option data for LT
18 Mar 2026 04:11 PM IST
| LT 30-MAR-2026 3780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 1.59
Theta: -1.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 3607.90 | 12.65 | -0.05 | 23.48 | 1,307 | 120 | 933 | |||||||||
| 17 Mar | 3542.80 | 12.7 | -1.85 | 29.24 | 650 | -33 | 811 | |||||||||
| 16 Mar | 3469.40 | 13.3 | -9.2 | 35.29 | 1,491 | 42 | 837 | |||||||||
| 13 Mar | 3439.00 | 23 | -66.45 | 38.98 | 2,595 | 406 | 805 | |||||||||
| 12 Mar | 3719.50 | 90.05 | -52.45 | 34.02 | 1,830 | 205 | 399 | |||||||||
| 11 Mar | 3838.80 | 142.6 | -31.95 | 29.01 | 143 | -28 | 193 | |||||||||
| 10 Mar | 3876.00 | 174.6 | 12.9 | 28.63 | 305 | -86 | 219 | |||||||||
| 9 Mar | 3842.10 | 158 | -59 | 31.57 | 1,649 | 152 | 306 | |||||||||
| 6 Mar | 3949.80 | 216.95 | -64.5 | 22.39 | 21 | -3 | 156 | |||||||||
| 5 Mar | 4038.70 | 270.35 | 79.65 | 15.75 | 123 | -51 | 157 | |||||||||
| 4 Mar | 3882.60 | 190.2 | 6.65 | 28.2 | 1,766 | 223 | 223 | |||||||||
| 2 Mar | 4066.70 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4113.60 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4068.10 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4063.30 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4087.10 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 3 Feb | 4038.80 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 3921.30 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 3814.00 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 183.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 3794.00 | 183.55 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3780 expiring on 30MAR2026
Delta for 3780 CE is 0.16
Historical price for 3780 CE is as follows
On 18 Mar LT was trading at 3607.90. The strike last trading price was 12.65, which was -0.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 120 which increased total open position to 933
On 17 Mar LT was trading at 3542.80. The strike last trading price was 12.7, which was -1.85 lower than the previous day. The implied volatity was 29.24, the open interest changed by -33 which decreased total open position to 811
On 16 Mar LT was trading at 3469.40. The strike last trading price was 13.3, which was -9.2 lower than the previous day. The implied volatity was 35.29, the open interest changed by 42 which increased total open position to 837
On 13 Mar LT was trading at 3439.00. The strike last trading price was 23, which was -66.45 lower than the previous day. The implied volatity was 38.98, the open interest changed by 406 which increased total open position to 805
On 12 Mar LT was trading at 3719.50. The strike last trading price was 90.05, which was -52.45 lower than the previous day. The implied volatity was 34.02, the open interest changed by 205 which increased total open position to 399
On 11 Mar LT was trading at 3838.80. The strike last trading price was 142.6, which was -31.95 lower than the previous day. The implied volatity was 29.01, the open interest changed by -28 which decreased total open position to 193
On 10 Mar LT was trading at 3876.00. The strike last trading price was 174.6, which was 12.9 higher than the previous day. The implied volatity was 28.63, the open interest changed by -86 which decreased total open position to 219
On 9 Mar LT was trading at 3842.10. The strike last trading price was 158, which was -59 lower than the previous day. The implied volatity was 31.57, the open interest changed by 152 which increased total open position to 306
On 6 Mar LT was trading at 3949.80. The strike last trading price was 216.95, which was -64.5 lower than the previous day. The implied volatity was 22.39, the open interest changed by -3 which decreased total open position to 156
On 5 Mar LT was trading at 4038.70. The strike last trading price was 270.35, which was 79.65 higher than the previous day. The implied volatity was 15.75, the open interest changed by -51 which decreased total open position to 157
On 4 Mar LT was trading at 3882.60. The strike last trading price was 190.2, which was 6.65 higher than the previous day. The implied volatity was 28.2, the open interest changed by 223 which increased total open position to 223
On 2 Mar LT was trading at 4066.70. The strike last trading price was 183.55, 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 27 Feb LT was trading at 4278.30. The strike last trading price was 183.55, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 183.55, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 183.55, 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 24 Feb LT was trading at 4259.20. The strike last trading price was 183.55, 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 23 Feb LT was trading at 4418.10. The strike last trading price was 183.55, 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 Feb LT was trading at 4380.60. The strike last trading price was 183.55, 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 Feb LT was trading at 4280.50. The strike last trading price was 183.55, 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 18 Feb LT was trading at 4325.90. The strike last trading price was 183.55, 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 Feb LT was trading at 4279.80. The strike last trading price was 183.55, 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 16 Feb LT was trading at 4201.50. The strike last trading price was 183.55, 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 Feb LT was trading at 4173.90. The strike last trading price was 183.55, 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 Feb LT was trading at 4185.90. The strike last trading price was 183.55, 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 11 Feb LT was trading at 4170.40. The strike last trading price was 183.55, 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 10 Feb LT was trading at 4169.00. The strike last trading price was 183.55, 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 9 Feb LT was trading at 4113.60. The strike last trading price was 183.55, 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 Feb LT was trading at 4068.10. The strike last trading price was 183.55, 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 Feb LT was trading at 4063.30. The strike last trading price was 183.55, 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 Feb LT was trading at 4087.10. The strike last trading price was 183.55, 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 3 Feb LT was trading at 4038.80. The strike last trading price was 183.55, 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 Feb LT was trading at 3921.30. The strike last trading price was 183.55, 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 1 Feb LT was trading at 3814.00. The strike last trading price was 183.55, 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 Jan LT was trading at 3932.30. The strike last trading price was 183.55, 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 Jan LT was trading at 3932.90. The strike last trading price was 183.55, 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 28 Jan LT was trading at 3794.00. The strike last trading price was 183.55, 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 3780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 1.97
Theta: -1.81
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 3607.90 | 192.3 | -80.15 | 31.93 | 159 | -79 | 494 |
| 17 Mar | 3542.80 | 272.45 | -42.55 | 45.57 | 14 | -2 | 572 |
| 16 Mar | 3469.40 | 325 | -21.15 | 35.74 | 35 | -5 | 574 |
| 13 Mar | 3439.00 | 356.25 | 221.15 | 47.02 | 409 | -82 | 579 |
| 12 Mar | 3719.50 | 142.5 | 62 | 35.26 | 1,782 | 237 | 661 |
| 11 Mar | 3838.80 | 81.35 | 20.7 | 33.34 | 407 | 18 | 424 |
| 10 Mar | 3876.00 | 58.4 | -27.5 | 30.49 | 552 | 73 | 406 |
| 9 Mar | 3842.10 | 86.5 | 35.3 | 33.48 | 1,451 | -57 | 334 |
| 6 Mar | 3949.80 | 50.3 | 21.6 | 31.43 | 463 | 77 | 394 |
| 5 Mar | 4038.70 | 28 | -57.35 | 28.87 | 465 | -58 | 318 |
| 4 Mar | 3882.60 | 87.55 | -48.65 | 35.15 | 1,664 | 349 | 349 |
| 2 Mar | 4066.70 | 136.2 | 0 | 7.02 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 136.2 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 136.2 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 136.2 | 0 | 11.34 | 0 | 0 | 0 |
| 24 Feb | 4259.20 | 136.2 | 0 | 10.1 | 0 | 0 | 0 |
| 23 Feb | 4418.10 | 136.2 | 0 | 12.89 | 0 | 0 | 0 |
| 20 Feb | 4380.60 | 136.2 | 0 | 12.02 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 136.2 | 0 | 9.73 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 136.2 | 0 | 10.31 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 136.2 | 0 | 9.65 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 136.2 | 0 | 8.45 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 136.2 | 0 | 7.83 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 136.2 | 0 | 7.95 | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 136.2 | 0 | 7.71 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 136.2 | 0 | 7.16 | 0 | 0 | 0 |
| 9 Feb | 4113.60 | 136.2 | 0 | 6.69 | 0 | 0 | 0 |
| 6 Feb | 4068.10 | 136.2 | 0 | 5.91 | 0 | 0 | 0 |
| 5 Feb | 4063.30 | 136.2 | 0 | 5.75 | 0 | 0 | 0 |
| 4 Feb | 4087.10 | 136.2 | 0 | 6.05 | 0 | 0 | 0 |
| 3 Feb | 4038.80 | 136.2 | 0 | 5.25 | 0 | 0 | 0 |
| 2 Feb | 3921.30 | 136.2 | 0 | 3.47 | 0 | 0 | 0 |
| 1 Feb | 3814.00 | 136.2 | 0 | 1.5 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | 136.2 | 0 | 3.66 | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 136.2 | 0 | 3.69 | 0 | 0 | 0 |
| 28 Jan | 3794.00 | 136.2 | 0 | 1.18 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3780 expiring on 30MAR2026
Delta for 3780 PE is -0.77
Historical price for 3780 PE is as follows
On 18 Mar LT was trading at 3607.90. The strike last trading price was 192.3, which was -80.15 lower than the previous day. The implied volatity was 31.93, the open interest changed by -79 which decreased total open position to 494
On 17 Mar LT was trading at 3542.80. The strike last trading price was 272.45, which was -42.55 lower than the previous day. The implied volatity was 45.57, the open interest changed by -2 which decreased total open position to 572
On 16 Mar LT was trading at 3469.40. The strike last trading price was 325, which was -21.15 lower than the previous day. The implied volatity was 35.74, the open interest changed by -5 which decreased total open position to 574
On 13 Mar LT was trading at 3439.00. The strike last trading price was 356.25, which was 221.15 higher than the previous day. The implied volatity was 47.02, the open interest changed by -82 which decreased total open position to 579
On 12 Mar LT was trading at 3719.50. The strike last trading price was 142.5, which was 62 higher than the previous day. The implied volatity was 35.26, the open interest changed by 237 which increased total open position to 661
On 11 Mar LT was trading at 3838.80. The strike last trading price was 81.35, which was 20.7 higher than the previous day. The implied volatity was 33.34, the open interest changed by 18 which increased total open position to 424
On 10 Mar LT was trading at 3876.00. The strike last trading price was 58.4, which was -27.5 lower than the previous day. The implied volatity was 30.49, the open interest changed by 73 which increased total open position to 406
On 9 Mar LT was trading at 3842.10. The strike last trading price was 86.5, which was 35.3 higher than the previous day. The implied volatity was 33.48, the open interest changed by -57 which decreased total open position to 334
On 6 Mar LT was trading at 3949.80. The strike last trading price was 50.3, which was 21.6 higher than the previous day. The implied volatity was 31.43, the open interest changed by 77 which increased total open position to 394
On 5 Mar LT was trading at 4038.70. The strike last trading price was 28, which was -57.35 lower than the previous day. The implied volatity was 28.87, the open interest changed by -58 which decreased total open position to 318
On 4 Mar LT was trading at 3882.60. The strike last trading price was 87.55, which was -48.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by 349 which increased total open position to 349
On 2 Mar LT was trading at 4066.70. The strike last trading price was 136.2, which was 0 lower than the previous day. The implied volatity was 7.02, 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 136.2, 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 136.2, 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 136.2, which was 0 lower than the previous day. The implied volatity was 11.34, 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 136.2, which was 0 lower than the previous day. The implied volatity was 10.1, 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 136.2, which was 0 lower than the previous day. The implied volatity was 12.89, 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 136.2, which was 0 lower than the previous day. The implied volatity was 12.02, 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 136.2, which was 0 lower than the previous day. The implied volatity was 9.73, 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 136.2, which was 0 lower than the previous day. The implied volatity was 10.31, 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 136.2, which was 0 lower than the previous day. The implied volatity was 9.65, 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 136.2, which was 0 lower than the previous day. The implied volatity was 8.45, 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 136.2, which was 0 lower than the previous day. The implied volatity was 7.83, 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 136.2, which was 0 lower than the previous day. The implied volatity was 7.95, 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 136.2, which was 0 lower than the previous day. The implied volatity was 7.71, 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 136.2, which was 0 lower than the previous day. The implied volatity was 7.16, 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 136.2, which was 0 lower than the previous day. The implied volatity was 6.69, 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 136.2, which was 0 lower than the previous day. The implied volatity was 5.91, 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 136.2, which was 0 lower than the previous day. The implied volatity was 5.75, 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 136.2, which was 0 lower than the previous day. The implied volatity was 6.05, 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 136.2, which was 0 lower than the previous day. The implied volatity was 5.25, 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 136.2, which was 0 lower than the previous day. The implied volatity was 3.47, 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 136.2, which was 0 lower than the previous day. The implied volatity was 1.5, 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 136.2, which was 0 lower than the previous day. The implied volatity was 3.66, 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 136.2, which was 0 lower than the previous day. The implied volatity was 3.69, 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 136.2, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
