[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4005.9 +282.60 (7.59%)
L: 3931 H: 4032

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Historical option data for LT

09 Apr 2026 09:32 AM IST
LT 28-Apr-2026 (19d) 3800 CE
Delta: 0.78
Vega: 2.68
Theta: -2.71
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 3963.00 215.85 -34.85 27.57 77 -16 2,291
8 Apr 4005.90 255.4 159.6 27.67 3,591 -847 2,319
7 Apr 3723.30 94 -6.7 33.72 3,532 170 3,169
6 Apr 3727.70 99 40.25 33.46 7,282 220 3,023
2 Apr 3613.10 54.75 -8.55 30.27 4,254 -172 2,802
1 Apr 3607.50 65.85 22.6 31.77 6,613 846 2,976
30 Mar 3504.10 44.6 -22.6 33.92 2,395 9 2,127
27 Mar 3564.10 68 -27.1 33.66 2,088 119 2,126
25 Mar 3649.30 98.95 32.1 32.27 3,779 353 2,007
24 Mar 3516.80 68.55 32.8 36.44 2,600 -91 1,652
23 Mar 3342.40 35.55 -8.05 37.97 1,423 206 1,752
20 Mar 3434.80 45.1 1.45 33.25 1,106 174 1,541
19 Mar 3434.50 45.5 -28.1 32.51 1,582 503 1,363
18 Mar 3607.90 72.4 9.05 27.71 1,067 118 858
17 Mar 3542.80 63 1.3 29.95 549 81 739
16 Mar 3469.40 59.15 -7.8 33.83 554 97 657
13 Mar 3439.00 69.6 -72.5 36.12 839 286 558
12 Mar 3719.50 141.95 -50.6 30.04 258 101 269
11 Mar 3838.80 197.65 -23.45 27.52 57 -11 167
10 Mar 3876.00 225 17.2 26.86 94 -4 178
9 Mar 3842.10 203.5 -68.4 27.77 273 171 185
6 Mar 3949.80 271.9 -18.1 25.11 7 2 14
5 Mar 4038.70 290 41.85 13.43 4 0 13
4 Mar 3882.60 248.15 -59.85 28.77 20 12 13
2 Mar 4066.70 308 91.8 9.7 1 0 0
27 Feb 4278.30 216.2 0 - 0 0 0
26 Feb 4286.50 216.2 0 - 0 0 0
25 Feb 4298.50 216.2 0 - 0 0 0
24 Feb 4259.20 0 0 - 0 0 0
23 Feb 4418.10 0 0 - 0 0 0
20 Feb 4380.60 0 0 - 0 0 0
19 Feb 4280.50 0 0 - 0 0 0
18 Feb 4325.90 0 0 - 0 0 0
17 Feb 4279.80 0 0 - 0 0 0
16 Feb 4201.50 0 0 - 0 0 0
13 Feb 4173.90 0 0 - 0 0 0
12 Feb 4185.90 0 0 - 0 0 0
11 Feb 4170.40 0 0 - 0 0 0
10 Feb 4169.00 0 0 - 0 0 0
1 Feb 3814.00 - - - 0 0 0
30 Jan 3932.30 0 0 - 0 0 0
29 Jan 3932.90 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 28APR2026

Delta for 3800 CE is 0.78

Historical price for 3800 CE is as follows

On 9 Apr LT was trading at 3963.00. The strike last trading price was 215.85, which was -34.85 lower than the previous day. The implied volatity was 27.57, the open interest changed by -16 which decreased total open position to 2291


On 8 Apr LT was trading at 4005.90. The strike last trading price was 255.4, which was 159.6 higher than the previous day. The implied volatity was 27.67, the open interest changed by -847 which decreased total open position to 2319


On 7 Apr LT was trading at 3723.30. The strike last trading price was 94, which was -6.7 lower than the previous day. The implied volatity was 33.72, the open interest changed by 170 which increased total open position to 3169


On 6 Apr LT was trading at 3727.70. The strike last trading price was 99, which was 40.25 higher than the previous day. The implied volatity was 33.46, the open interest changed by 220 which increased total open position to 3023


On 2 Apr LT was trading at 3613.10. The strike last trading price was 54.75, which was -8.55 lower than the previous day. The implied volatity was 30.27, the open interest changed by -172 which decreased total open position to 2802


On 1 Apr LT was trading at 3607.50. The strike last trading price was 65.85, which was 22.6 higher than the previous day. The implied volatity was 31.77, the open interest changed by 846 which increased total open position to 2976


On 30 Mar LT was trading at 3504.10. The strike last trading price was 44.6, which was -22.6 lower than the previous day. The implied volatity was 33.92, the open interest changed by 9 which increased total open position to 2127


On 27 Mar LT was trading at 3564.10. The strike last trading price was 68, which was -27.1 lower than the previous day. The implied volatity was 33.66, the open interest changed by 119 which increased total open position to 2126


On 25 Mar LT was trading at 3649.30. The strike last trading price was 98.95, which was 32.1 higher than the previous day. The implied volatity was 32.27, the open interest changed by 353 which increased total open position to 2007


On 24 Mar LT was trading at 3516.80. The strike last trading price was 68.55, which was 32.8 higher than the previous day. The implied volatity was 36.44, the open interest changed by -91 which decreased total open position to 1652


On 23 Mar LT was trading at 3342.40. The strike last trading price was 35.55, which was -8.05 lower than the previous day. The implied volatity was 37.97, the open interest changed by 206 which increased total open position to 1752


On 20 Mar LT was trading at 3434.80. The strike last trading price was 45.1, which was 1.45 higher than the previous day. The implied volatity was 33.25, the open interest changed by 174 which increased total open position to 1541


On 19 Mar LT was trading at 3434.50. The strike last trading price was 45.5, which was -28.1 lower than the previous day. The implied volatity was 32.51, the open interest changed by 503 which increased total open position to 1363


On 18 Mar LT was trading at 3607.90. The strike last trading price was 72.4, which was 9.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by 118 which increased total open position to 858


On 17 Mar LT was trading at 3542.80. The strike last trading price was 63, which was 1.3 higher than the previous day. The implied volatity was 29.95, the open interest changed by 81 which increased total open position to 739


On 16 Mar LT was trading at 3469.40. The strike last trading price was 59.15, which was -7.8 lower than the previous day. The implied volatity was 33.83, the open interest changed by 97 which increased total open position to 657


On 13 Mar LT was trading at 3439.00. The strike last trading price was 69.6, which was -72.5 lower than the previous day. The implied volatity was 36.12, the open interest changed by 286 which increased total open position to 558


On 12 Mar LT was trading at 3719.50. The strike last trading price was 141.95, which was -50.6 lower than the previous day. The implied volatity was 30.04, the open interest changed by 101 which increased total open position to 269


On 11 Mar LT was trading at 3838.80. The strike last trading price was 197.65, which was -23.45 lower than the previous day. The implied volatity was 27.52, the open interest changed by -11 which decreased total open position to 167


On 10 Mar LT was trading at 3876.00. The strike last trading price was 225, which was 17.2 higher than the previous day. The implied volatity was 26.86, the open interest changed by -4 which decreased total open position to 178


On 9 Mar LT was trading at 3842.10. The strike last trading price was 203.5, which was -68.4 lower than the previous day. The implied volatity was 27.77, the open interest changed by 171 which increased total open position to 185


On 6 Mar LT was trading at 3949.80. The strike last trading price was 271.9, which was -18.1 lower than the previous day. The implied volatity was 25.11, the open interest changed by 2 which increased total open position to 14


On 5 Mar LT was trading at 4038.70. The strike last trading price was 290, which was 41.85 higher than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 13


On 4 Mar LT was trading at 3882.60. The strike last trading price was 248.15, which was -59.85 lower than the previous day. The implied volatity was 28.77, the open interest changed by 12 which increased total open position to 13


On 2 Mar LT was trading at 4066.70. The strike last trading price was 308, which was 91.8 higher than the previous day. The implied volatity was 9.7, 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 216.2, 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 216.2, 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 216.2, 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 24 Feb LT was trading at 4259.20. 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 23 Feb LT was trading at 4418.10. 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


On 20 Feb LT was trading at 4380.60. 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 19 Feb LT was trading at 4280.50. 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 18 Feb LT was trading at 4325.90. 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 17 Feb LT was trading at 4279.80. 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 16 Feb LT was trading at 4201.50. 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 13 Feb LT was trading at 4173.90. 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 12 Feb LT was trading at 4185.90. 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 11 Feb LT was trading at 4170.40. 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 10 Feb LT was trading at 4169.00. 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 1 Feb LT was trading at 3814.00. The strike last trading price was -, which was - 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 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 29 Jan LT was trading at 3932.90. 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 28-Apr-2026 (19d) 3800 PE
Delta: -0.26
Vega: 2.96
Theta: -2.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 3963.00 51.95 8.25 34.52 282 -1 2,626
8 Apr 4005.90 41.8 -125.75 34.29 8,198 1,757 2,641
7 Apr 3723.30 170.75 2.65 39.27 311 86 882
6 Apr 3727.70 166.95 -70.9 38.08 507 43 791
2 Apr 3613.10 240.35 11.2 36.77 175 -36 748
1 Apr 3607.50 227 -94.15 34.58 264 42 784
30 Mar 3504.10 321.55 33.35 37.74 102 6 742
27 Mar 3564.10 288.7 62.4 39.9 198 48 736
25 Mar 3649.30 222.3 -107.7 36.31 301 136 687
24 Mar 3516.80 330 -138 39.82 84 21 551
23 Mar 3342.40 464 81.35 40.7 54 23 529
20 Mar 3434.80 377 -5 36.28 82 24 507
19 Mar 3434.50 382 142.9 38.6 65 0 482
18 Mar 3607.90 244 -45.35 31.29 154 98 482
17 Mar 3542.80 288.4 -56.6 31.24 16 7 384
16 Mar 3469.40 345 -51.1 31.26 16 3 376
13 Mar 3439.00 402 218.65 42.07 151 -2 374
12 Mar 3719.50 192 66.95 32.23 219 124 381
11 Mar 3838.80 123.05 23.9 29.59 40 5 258
10 Mar 3876.00 97.15 -23.75 27.68 106 26 255
9 Mar 3842.10 128.85 40.6 30.25 544 -274 230
6 Mar 3949.80 89 28.1 29.44 37 -13 503
5 Mar 4038.70 63.65 -67.95 28.31 249 -16 516
4 Mar 3882.60 134.7 81.25 33.28 954 504 530
2 Mar 4066.70 53.9 -116.3 26.94 41 14 14
27 Feb 4278.30 170.2 0 8.09 0 0 0
26 Feb 4286.50 170.2 0 8.25 0 0 0
25 Feb 4298.50 170.2 0 8.37 0 0 0
24 Feb 4259.20 170.2 0 7.85 0 0 0
23 Feb 4418.10 170.2 0 9.37 0 0 0
20 Feb 4380.60 170.2 0 8.96 0 0 0
19 Feb 4280.50 170.2 0 8.18 0 0 0
18 Feb 4325.90 170.2 0 8.35 0 0 0
17 Feb 4279.80 170.2 0 7.36 0 0 0
16 Feb 4201.50 170.2 0 6.81 0 0 0
13 Feb 4173.90 170.2 0 6.47 0 0 0
12 Feb 4185.90 0 0 6.54 0 0 0
11 Feb 4170.40 0 0 6.29 0 0 0
10 Feb 4169.00 0 0 5.58 0 0 0
1 Feb 3814.00 - - - 0 0 0
30 Jan 3932.30 0 0 - 0 0 0
29 Jan 3932.90 0 0 3.21 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 28APR2026

Delta for 3800 PE is -0.26

Historical price for 3800 PE is as follows

On 9 Apr LT was trading at 3963.00. The strike last trading price was 51.95, which was 8.25 higher than the previous day. The implied volatity was 34.52, the open interest changed by -1 which decreased total open position to 2626


On 8 Apr LT was trading at 4005.90. The strike last trading price was 41.8, which was -125.75 lower than the previous day. The implied volatity was 34.29, the open interest changed by 1757 which increased total open position to 2641


On 7 Apr LT was trading at 3723.30. The strike last trading price was 170.75, which was 2.65 higher than the previous day. The implied volatity was 39.27, the open interest changed by 86 which increased total open position to 882


On 6 Apr LT was trading at 3727.70. The strike last trading price was 166.95, which was -70.9 lower than the previous day. The implied volatity was 38.08, the open interest changed by 43 which increased total open position to 791


On 2 Apr LT was trading at 3613.10. The strike last trading price was 240.35, which was 11.2 higher than the previous day. The implied volatity was 36.77, the open interest changed by -36 which decreased total open position to 748


On 1 Apr LT was trading at 3607.50. The strike last trading price was 227, which was -94.15 lower than the previous day. The implied volatity was 34.58, the open interest changed by 42 which increased total open position to 784


On 30 Mar LT was trading at 3504.10. The strike last trading price was 321.55, which was 33.35 higher than the previous day. The implied volatity was 37.74, the open interest changed by 6 which increased total open position to 742


On 27 Mar LT was trading at 3564.10. The strike last trading price was 288.7, which was 62.4 higher than the previous day. The implied volatity was 39.9, the open interest changed by 48 which increased total open position to 736


On 25 Mar LT was trading at 3649.30. The strike last trading price was 222.3, which was -107.7 lower than the previous day. The implied volatity was 36.31, the open interest changed by 136 which increased total open position to 687


On 24 Mar LT was trading at 3516.80. The strike last trading price was 330, which was -138 lower than the previous day. The implied volatity was 39.82, the open interest changed by 21 which increased total open position to 551


On 23 Mar LT was trading at 3342.40. The strike last trading price was 464, which was 81.35 higher than the previous day. The implied volatity was 40.7, the open interest changed by 23 which increased total open position to 529


On 20 Mar LT was trading at 3434.80. The strike last trading price was 377, which was -5 lower than the previous day. The implied volatity was 36.28, the open interest changed by 24 which increased total open position to 507


On 19 Mar LT was trading at 3434.50. The strike last trading price was 382, which was 142.9 higher than the previous day. The implied volatity was 38.6, the open interest changed by 0 which decreased total open position to 482


On 18 Mar LT was trading at 3607.90. The strike last trading price was 244, which was -45.35 lower than the previous day. The implied volatity was 31.29, the open interest changed by 98 which increased total open position to 482


On 17 Mar LT was trading at 3542.80. The strike last trading price was 288.4, which was -56.6 lower than the previous day. The implied volatity was 31.24, the open interest changed by 7 which increased total open position to 384


On 16 Mar LT was trading at 3469.40. The strike last trading price was 345, which was -51.1 lower than the previous day. The implied volatity was 31.26, the open interest changed by 3 which increased total open position to 376


On 13 Mar LT was trading at 3439.00. The strike last trading price was 402, which was 218.65 higher than the previous day. The implied volatity was 42.07, the open interest changed by -2 which decreased total open position to 374


On 12 Mar LT was trading at 3719.50. The strike last trading price was 192, which was 66.95 higher than the previous day. The implied volatity was 32.23, the open interest changed by 124 which increased total open position to 381


On 11 Mar LT was trading at 3838.80. The strike last trading price was 123.05, which was 23.9 higher than the previous day. The implied volatity was 29.59, the open interest changed by 5 which increased total open position to 258


On 10 Mar LT was trading at 3876.00. The strike last trading price was 97.15, which was -23.75 lower than the previous day. The implied volatity was 27.68, the open interest changed by 26 which increased total open position to 255


On 9 Mar LT was trading at 3842.10. The strike last trading price was 128.85, which was 40.6 higher than the previous day. The implied volatity was 30.25, the open interest changed by -274 which decreased total open position to 230


On 6 Mar LT was trading at 3949.80. The strike last trading price was 89, which was 28.1 higher than the previous day. The implied volatity was 29.44, the open interest changed by -13 which decreased total open position to 503


On 5 Mar LT was trading at 4038.70. The strike last trading price was 63.65, which was -67.95 lower than the previous day. The implied volatity was 28.31, the open interest changed by -16 which decreased total open position to 516


On 4 Mar LT was trading at 3882.60. The strike last trading price was 134.7, which was 81.25 higher than the previous day. The implied volatity was 33.28, the open interest changed by 504 which increased total open position to 530


On 2 Mar LT was trading at 4066.70. The strike last trading price was 53.9, which was -116.3 lower than the previous day. The implied volatity was 26.94, the open interest changed by 14 which increased total open position to 14


On 27 Feb LT was trading at 4278.30. The strike last trading price was 170.2, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 170.2, which was 0 lower than the previous day. The implied volatity was 8.25, 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 170.2, which was 0 lower than the previous day. The implied volatity was 8.37, 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 170.2, which was 0 lower than the previous day. The implied volatity was 7.85, 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 170.2, which was 0 lower than the previous day. The implied volatity was 9.37, 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 170.2, which was 0 lower than the previous day. The implied volatity was 8.96, 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 170.2, which was 0 lower than the previous day. The implied volatity was 8.18, 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 170.2, which was 0 lower than the previous day. The implied volatity was 8.35, 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 170.2, which was 0 lower than the previous day. The implied volatity was 7.36, 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 170.2, which was 0 lower than the previous day. The implied volatity was 6.81, 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 170.2, which was 0 lower than the previous day. The implied volatity was 6.47, 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 0, which was 0 lower than the previous day. The implied volatity was 6.54, 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 0, which was 0 lower than the previous day. The implied volatity was 6.29, 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 0, which was 0 lower than the previous day. The implied volatity was 5.58, 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 -, which was - 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 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 29 Jan LT was trading at 3932.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0