[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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Historical option data for LT

09 Dec 2025 04:11 PM IST
LT 30-DEC-2025 3800 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 215 2.9 - 19 14 266
8 Dec 3996.70 212.1 -43.3 - 51 3 252
5 Dec 4038.20 255.4 33.85 - 49 -1 250
4 Dec 3983.60 221.55 8.55 13.50 3 -1 250
3 Dec 3988.00 213 -47.1 - 46 2 251
2 Dec 4030.50 260.1 -61.15 - 2 0 250
1 Dec 4073.20 321.25 16.65 26.70 5 1 249
28 Nov 4069.60 306 -14 - 12 -2 248
27 Nov 4081.30 320 30.55 17.54 67 -5 250
26 Nov 4062.00 288 48.15 - 75 7 255
25 Nov 3996.70 226.25 -29 14.08 125 50 244
24 Nov 4013.30 257.5 -9.9 17.60 43 14 185
21 Nov 4024.90 268.05 -12.45 12.11 65 16 170
20 Nov 4037.40 280 19.9 13.02 18 7 154
19 Nov 4019.60 261 15.1 7.74 114 48 148
18 Nov 3999.60 244.35 -30.6 10.29 76 71 99
17 Nov 4027.70 274.95 30.3 13.57 14 6 28
14 Nov 4004.40 244.65 -13.35 - 1 0 22
13 Nov 4002.50 258 40 11.83 10 4 21
12 Nov 3954.60 218 -7.95 13.51 7 4 16
11 Nov 3955.00 225.95 25 15.92 5 1 12
10 Nov 3918.50 200.95 14.95 16.53 9 -1 11
7 Nov 3882.50 186 1 17.85 10 4 12
6 Nov 3881.60 185 -31 15.72 6 3 8
4 Nov 3924.40 216 -84 16.50 1 0 4
3 Nov 3980.50 300 38 - 0 0 0
31 Oct 4030.90 300 38 - 0 1 0
30 Oct 3987.50 300 38 22.05 1 0 3
29 Oct 3958.10 262 120 - 0 0 0
28 Oct 3972.80 262 120 - 0 0 0
27 Oct 3923.80 262 120 - 0 0 0
24 Oct 3904.90 262 120 - 0 1 0
23 Oct 3918.70 262 120 23.01 2 1 3
21 Oct 3888.20 142 15 - 0 0 0
20 Oct 3872.70 142 15 - 0 0 0
17 Oct 3839.40 142 15 - 0 0 0
16 Oct 3861.80 142 15 - 0 0 0
15 Oct 3828.70 142 15 - 0 0 0
13 Oct 3769.50 142 15 - 0 0 0
10 Oct 3784.00 142 15 - 0 1 0
9 Oct 3769.20 142 15 - 1 0 1
8 Oct 3729.80 127 -43.9 17.26 1 0 0
7 Oct 3729.70 170.9 0 - 0 0 0
6 Oct 3737.00 170.9 0 - 0 0 0
3 Oct 3733.10 170.9 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 30DEC2025

Delta for 3800 CE is -

Historical price for 3800 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 215, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 266


On 8 Dec LT was trading at 3996.70. The strike last trading price was 212.1, which was -43.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 252


On 5 Dec LT was trading at 4038.20. The strike last trading price was 255.4, which was 33.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 250


On 4 Dec LT was trading at 3983.60. The strike last trading price was 221.55, which was 8.55 higher than the previous day. The implied volatity was 13.50, the open interest changed by -1 which decreased total open position to 250


On 3 Dec LT was trading at 3988.00. The strike last trading price was 213, which was -47.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 251


On 2 Dec LT was trading at 4030.50. The strike last trading price was 260.1, which was -61.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 250


On 1 Dec LT was trading at 4073.20. The strike last trading price was 321.25, which was 16.65 higher than the previous day. The implied volatity was 26.70, the open interest changed by 1 which increased total open position to 249


On 28 Nov LT was trading at 4069.60. The strike last trading price was 306, which was -14 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 248


On 27 Nov LT was trading at 4081.30. The strike last trading price was 320, which was 30.55 higher than the previous day. The implied volatity was 17.54, the open interest changed by -5 which decreased total open position to 250


On 26 Nov LT was trading at 4062.00. The strike last trading price was 288, which was 48.15 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 255


On 25 Nov LT was trading at 3996.70. The strike last trading price was 226.25, which was -29 lower than the previous day. The implied volatity was 14.08, the open interest changed by 50 which increased total open position to 244


On 24 Nov LT was trading at 4013.30. The strike last trading price was 257.5, which was -9.9 lower than the previous day. The implied volatity was 17.60, the open interest changed by 14 which increased total open position to 185


On 21 Nov LT was trading at 4024.90. The strike last trading price was 268.05, which was -12.45 lower than the previous day. The implied volatity was 12.11, the open interest changed by 16 which increased total open position to 170


On 20 Nov LT was trading at 4037.40. The strike last trading price was 280, which was 19.9 higher than the previous day. The implied volatity was 13.02, the open interest changed by 7 which increased total open position to 154


On 19 Nov LT was trading at 4019.60. The strike last trading price was 261, which was 15.1 higher than the previous day. The implied volatity was 7.74, the open interest changed by 48 which increased total open position to 148


On 18 Nov LT was trading at 3999.60. The strike last trading price was 244.35, which was -30.6 lower than the previous day. The implied volatity was 10.29, the open interest changed by 71 which increased total open position to 99


On 17 Nov LT was trading at 4027.70. The strike last trading price was 274.95, which was 30.3 higher than the previous day. The implied volatity was 13.57, the open interest changed by 6 which increased total open position to 28


On 14 Nov LT was trading at 4004.40. The strike last trading price was 244.65, which was -13.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 13 Nov LT was trading at 4002.50. The strike last trading price was 258, which was 40 higher than the previous day. The implied volatity was 11.83, the open interest changed by 4 which increased total open position to 21


On 12 Nov LT was trading at 3954.60. The strike last trading price was 218, which was -7.95 lower than the previous day. The implied volatity was 13.51, the open interest changed by 4 which increased total open position to 16


On 11 Nov LT was trading at 3955.00. The strike last trading price was 225.95, which was 25 higher than the previous day. The implied volatity was 15.92, the open interest changed by 1 which increased total open position to 12


On 10 Nov LT was trading at 3918.50. The strike last trading price was 200.95, which was 14.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by -1 which decreased total open position to 11


On 7 Nov LT was trading at 3882.50. The strike last trading price was 186, which was 1 higher than the previous day. The implied volatity was 17.85, the open interest changed by 4 which increased total open position to 12


On 6 Nov LT was trading at 3881.60. The strike last trading price was 185, which was -31 lower than the previous day. The implied volatity was 15.72, the open interest changed by 3 which increased total open position to 8


On 4 Nov LT was trading at 3924.40. The strike last trading price was 216, which was -84 lower than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 4


On 3 Nov LT was trading at 3980.50. The strike last trading price was 300, which was 38 higher 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 300, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 300, which was 38 higher than the previous day. The implied volatity was 22.05, the open interest changed by 0 which decreased total open position to 3


On 29 Oct LT was trading at 3958.10. The strike last trading price was 262, which was 120 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct LT was trading at 3972.80. The strike last trading price was 262, which was 120 higher 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 262, which was 120 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct LT was trading at 3904.90. The strike last trading price was 262, which was 120 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct LT was trading at 3918.70. The strike last trading price was 262, which was 120 higher than the previous day. The implied volatity was 23.01, the open interest changed by 1 which increased total open position to 3


On 21 Oct LT was trading at 3888.20. The strike last trading price was 142, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct LT was trading at 3872.70. The strike last trading price was 142, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Oct LT was trading at 3839.40. The strike last trading price was 142, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Oct LT was trading at 3861.80. The strike last trading price was 142, which was 15 higher 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 142, which was 15 higher 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 142, which was 15 higher 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 142, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 9 Oct LT was trading at 3769.20. The strike last trading price was 142, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Oct LT was trading at 3729.80. The strike last trading price was 127, which was -43.9 lower than the previous day. The implied volatity was 17.26, 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 170.9, 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 170.9, 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 170.9, 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 3800 PE
Delta: -0.08
Vega: 1.39
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 5.6 -1.35 16.53 1,264 201 1,571
8 Dec 3996.70 6.85 2.25 17.33 564 -53 1,372
5 Dec 4038.20 4.5 -3.5 16.75 427 -39 1,424
4 Dec 3983.60 8.15 -0.65 16.48 489 -124 1,463
3 Dec 3988.00 8.5 2.15 16.65 1,652 -636 1,590
2 Dec 4030.50 5.9 0.3 16.80 282 -26 2,226
1 Dec 4073.20 5.55 0.05 17.76 482 -1 2,254
28 Nov 4069.60 5.35 -0.85 17.45 932 504 2,251
27 Nov 4081.30 6.25 -1.85 17.84 1,935 534 1,747
26 Nov 4062.00 8.3 -6.75 17.98 1,263 -160 1,213
25 Nov 3996.70 15.75 1.7 17.36 1,097 327 1,369
24 Nov 4013.30 14.15 -0.95 17.77 269 148 1,047
21 Nov 4024.90 15.1 1.15 18.44 246 41 899
20 Nov 4037.40 13.9 -4.15 18.26 224 -32 856
19 Nov 4019.60 18 -3.8 18.81 177 82 888
18 Nov 3999.60 21.75 1.85 18.92 182 89 808
17 Nov 4027.70 20 -5.45 19.42 117 46 715
14 Nov 4004.40 24.7 -1.8 19.38 63 12 669
13 Nov 4002.50 26.5 -7.55 19.77 83 -3 657
12 Nov 3954.60 35.7 -0.35 19.52 189 90 659
11 Nov 3955.00 36 -9.05 19.39 180 18 470
10 Nov 3918.50 45.05 -13.65 19.31 161 105 453
7 Nov 3882.50 60 0.7 19.98 102 14 349
6 Nov 3881.60 58.25 9.65 20.15 53 -2 332
4 Nov 3924.40 49.2 11.05 19.86 125 84 333
3 Nov 3980.50 38.7 8.05 20.25 55 29 247
31 Oct 4030.90 30.45 -10.65 - 76 11 218
30 Oct 3987.50 41.45 -18.2 20.75 278 63 208
29 Oct 3958.10 56.1 3.1 22.11 248 105 144
28 Oct 3972.80 53 -7.7 22.52 37 16 38
27 Oct 3923.80 61.2 -4.8 21.09 19 12 21
24 Oct 3904.90 66 2.1 20.45 4 3 8
23 Oct 3918.70 63.9 -24.05 20.86 3 -1 4
21 Oct 3888.20 87.95 -2.05 - 0 -1 0
20 Oct 3872.70 87.95 -2.05 - 2 0 6
17 Oct 3839.40 90 0 20.73 1 0 6
16 Oct 3861.80 90 -10 - 3 2 5
15 Oct 3828.70 100 -154.35 - 3 2 2
13 Oct 3769.50 254.35 0 - 0 0 0
10 Oct 3784.00 254.35 0 - 0 0 0
9 Oct 3769.20 254.35 0 - 0 0 0
8 Oct 3729.80 254.35 0 0.22 0 0 0
7 Oct 3729.70 254.35 0 - 0 0 0
6 Oct 3737.00 0 0 - 0 0 0
3 Oct 3733.10 0 0 0.32 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 30DEC2025

Delta for 3800 PE is -0.08

Historical price for 3800 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 5.6, which was -1.35 lower than the previous day. The implied volatity was 16.53, the open interest changed by 201 which increased total open position to 1571


On 8 Dec LT was trading at 3996.70. The strike last trading price was 6.85, which was 2.25 higher than the previous day. The implied volatity was 17.33, the open interest changed by -53 which decreased total open position to 1372


On 5 Dec LT was trading at 4038.20. The strike last trading price was 4.5, which was -3.5 lower than the previous day. The implied volatity was 16.75, the open interest changed by -39 which decreased total open position to 1424


On 4 Dec LT was trading at 3983.60. The strike last trading price was 8.15, which was -0.65 lower than the previous day. The implied volatity was 16.48, the open interest changed by -124 which decreased total open position to 1463


On 3 Dec LT was trading at 3988.00. The strike last trading price was 8.5, which was 2.15 higher than the previous day. The implied volatity was 16.65, the open interest changed by -636 which decreased total open position to 1590


On 2 Dec LT was trading at 4030.50. The strike last trading price was 5.9, which was 0.3 higher than the previous day. The implied volatity was 16.80, the open interest changed by -26 which decreased total open position to 2226


On 1 Dec LT was trading at 4073.20. The strike last trading price was 5.55, which was 0.05 higher than the previous day. The implied volatity was 17.76, the open interest changed by -1 which decreased total open position to 2254


On 28 Nov LT was trading at 4069.60. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 17.45, the open interest changed by 504 which increased total open position to 2251


On 27 Nov LT was trading at 4081.30. The strike last trading price was 6.25, which was -1.85 lower than the previous day. The implied volatity was 17.84, the open interest changed by 534 which increased total open position to 1747


On 26 Nov LT was trading at 4062.00. The strike last trading price was 8.3, which was -6.75 lower than the previous day. The implied volatity was 17.98, the open interest changed by -160 which decreased total open position to 1213


On 25 Nov LT was trading at 3996.70. The strike last trading price was 15.75, which was 1.7 higher than the previous day. The implied volatity was 17.36, the open interest changed by 327 which increased total open position to 1369


On 24 Nov LT was trading at 4013.30. The strike last trading price was 14.15, which was -0.95 lower than the previous day. The implied volatity was 17.77, the open interest changed by 148 which increased total open position to 1047


On 21 Nov LT was trading at 4024.90. The strike last trading price was 15.1, which was 1.15 higher than the previous day. The implied volatity was 18.44, the open interest changed by 41 which increased total open position to 899


On 20 Nov LT was trading at 4037.40. The strike last trading price was 13.9, which was -4.15 lower than the previous day. The implied volatity was 18.26, the open interest changed by -32 which decreased total open position to 856


On 19 Nov LT was trading at 4019.60. The strike last trading price was 18, which was -3.8 lower than the previous day. The implied volatity was 18.81, the open interest changed by 82 which increased total open position to 888


On 18 Nov LT was trading at 3999.60. The strike last trading price was 21.75, which was 1.85 higher than the previous day. The implied volatity was 18.92, the open interest changed by 89 which increased total open position to 808


On 17 Nov LT was trading at 4027.70. The strike last trading price was 20, which was -5.45 lower than the previous day. The implied volatity was 19.42, the open interest changed by 46 which increased total open position to 715


On 14 Nov LT was trading at 4004.40. The strike last trading price was 24.7, which was -1.8 lower than the previous day. The implied volatity was 19.38, the open interest changed by 12 which increased total open position to 669


On 13 Nov LT was trading at 4002.50. The strike last trading price was 26.5, which was -7.55 lower than the previous day. The implied volatity was 19.77, the open interest changed by -3 which decreased total open position to 657


On 12 Nov LT was trading at 3954.60. The strike last trading price was 35.7, which was -0.35 lower than the previous day. The implied volatity was 19.52, the open interest changed by 90 which increased total open position to 659


On 11 Nov LT was trading at 3955.00. The strike last trading price was 36, which was -9.05 lower than the previous day. The implied volatity was 19.39, the open interest changed by 18 which increased total open position to 470


On 10 Nov LT was trading at 3918.50. The strike last trading price was 45.05, which was -13.65 lower than the previous day. The implied volatity was 19.31, the open interest changed by 105 which increased total open position to 453


On 7 Nov LT was trading at 3882.50. The strike last trading price was 60, which was 0.7 higher than the previous day. The implied volatity was 19.98, the open interest changed by 14 which increased total open position to 349


On 6 Nov LT was trading at 3881.60. The strike last trading price was 58.25, which was 9.65 higher than the previous day. The implied volatity was 20.15, the open interest changed by -2 which decreased total open position to 332


On 4 Nov LT was trading at 3924.40. The strike last trading price was 49.2, which was 11.05 higher than the previous day. The implied volatity was 19.86, the open interest changed by 84 which increased total open position to 333


On 3 Nov LT was trading at 3980.50. The strike last trading price was 38.7, which was 8.05 higher than the previous day. The implied volatity was 20.25, the open interest changed by 29 which increased total open position to 247


On 31 Oct LT was trading at 4030.90. The strike last trading price was 30.45, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 218


On 30 Oct LT was trading at 3987.50. The strike last trading price was 41.45, which was -18.2 lower than the previous day. The implied volatity was 20.75, the open interest changed by 63 which increased total open position to 208


On 29 Oct LT was trading at 3958.10. The strike last trading price was 56.1, which was 3.1 higher than the previous day. The implied volatity was 22.11, the open interest changed by 105 which increased total open position to 144


On 28 Oct LT was trading at 3972.80. The strike last trading price was 53, which was -7.7 lower than the previous day. The implied volatity was 22.52, the open interest changed by 16 which increased total open position to 38


On 27 Oct LT was trading at 3923.80. The strike last trading price was 61.2, which was -4.8 lower than the previous day. The implied volatity was 21.09, the open interest changed by 12 which increased total open position to 21


On 24 Oct LT was trading at 3904.90. The strike last trading price was 66, which was 2.1 higher than the previous day. The implied volatity was 20.45, the open interest changed by 3 which increased total open position to 8


On 23 Oct LT was trading at 3918.70. The strike last trading price was 63.9, which was -24.05 lower than the previous day. The implied volatity was 20.86, the open interest changed by -1 which decreased total open position to 4


On 21 Oct LT was trading at 3888.20. The strike last trading price was 87.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 20 Oct LT was trading at 3872.70. The strike last trading price was 87.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 17 Oct LT was trading at 3839.40. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 6


On 16 Oct LT was trading at 3861.80. The strike last trading price was 90, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 5


On 15 Oct LT was trading at 3828.70. The strike last trading price was 100, which was -154.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 13 Oct LT was trading at 3769.50. The strike last trading price was 254.35, 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 254.35, 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 Oct LT was trading at 3769.20. The strike last trading price was 254.35, 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 254.35, which was 0 lower than the previous day. The implied volatity was 0.22, 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 254.35, 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 0.32, the open interest changed by 0 which decreased total open position to 0