[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3439 -280.50 (-7.54%)
L: 3424.5 H: 3697

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Historical option data for LT

13 Mar 2026 03:56 PM IST
LT 30-MAR-2026 3800 CE
Delta: 0.14
Vega: 1.68
Theta: -2.05
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 3439.00 20.4 -58.95 38.98 16,946 3,623 7,649
12 Mar 3719.50 79.65 -50.85 33.28 7,036 335 4,026
11 Mar 3838.80 130.25 -29.5 28.83 1,576 -15 3,691
10 Mar 3876.00 162.8 15.55 29.01 2,688 -80 3,706
9 Mar 3842.10 145.1 -60.2 31.18 8,767 239 3,807
6 Mar 3949.80 205.5 -64.75 23.82 745 -22 3,568
5 Mar 4038.70 250.8 73.7 14.28 1,779 -77 3,594
4 Mar 3882.60 175.7 -131.45 27.72 14,832 3,545 3,671
2 Mar 4066.70 306.65 -313.35 26.15 165 109 124
27 Feb 4278.30 620 54.75 - 0 0 15
26 Feb 4286.50 620 54.75 - 0 0 15
25 Feb 4298.50 620 54.75 - 0 0 15
24 Feb 4259.20 620 54.75 - 0 0 15
23 Feb 4418.10 620 54.75 - 5 1 14
20 Feb 4380.60 565.25 55.8 - 5 4 12
19 Feb 4280.50 509.45 154.45 - 0 0 8
18 Feb 4325.90 509.45 154.45 - 4 2 6
17 Feb 4279.80 355 25 - 0 0 4
16 Feb 4201.50 355 25 - 0 0 4
13 Feb 4173.90 355 25 - 0 0 4
12 Feb 4185.90 355 25 - 0 0 4
11 Feb 4170.40 355 25 - 0 0 4
10 Feb 4169.00 355 25 - 0 0 4
9 Feb 4113.60 355 25 - 1 0 3
6 Feb 4068.10 330 -10 - 0 0 3
5 Feb 4063.30 330 -10 - 0 0 3
4 Feb 4087.10 330 -10 - 1 0 2
3 Feb 4038.80 340 -49.35 24.62 2 1 1
2 Feb 3921.30 389.35 0 - 0 0 0
1 Feb 3814.00 389.35 0 - 0 0 0
30 Jan 3932.30 389.35 0 - 0 0 0
29 Jan 3932.90 389.35 0 - 0 0 0
28 Jan 3794.00 389.35 0 - 0 0 0
27 Jan 3787.80 389.35 0 - 0 0 0
23 Jan 3743.80 389.35 0 - 0 0 0
22 Jan 3793.80 389.35 0 - 0 0 0
21 Jan 3766.50 389.35 0 - 0 0 0
20 Jan 3810.50 389.35 0 - 0 0 0
19 Jan 3869.80 389.35 0 - 0 0 0
16 Jan 3856.40 0 0 - 0 0 0
14 Jan 3865.80 0 0 - 0 0 0
13 Jan 3887.40 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 30MAR2026

Delta for 3800 CE is 0.14

Historical price for 3800 CE is as follows

On 13 Mar LT was trading at 3439.00. The strike last trading price was 20.4, which was -58.95 lower than the previous day. The implied volatity was 38.98, the open interest changed by 3623 which increased total open position to 7649


On 12 Mar LT was trading at 3719.50. The strike last trading price was 79.65, which was -50.85 lower than the previous day. The implied volatity was 33.28, the open interest changed by 335 which increased total open position to 4026


On 11 Mar LT was trading at 3838.80. The strike last trading price was 130.25, which was -29.5 lower than the previous day. The implied volatity was 28.83, the open interest changed by -15 which decreased total open position to 3691


On 10 Mar LT was trading at 3876.00. The strike last trading price was 162.8, which was 15.55 higher than the previous day. The implied volatity was 29.01, the open interest changed by -80 which decreased total open position to 3706


On 9 Mar LT was trading at 3842.10. The strike last trading price was 145.1, which was -60.2 lower than the previous day. The implied volatity was 31.18, the open interest changed by 239 which increased total open position to 3807


On 6 Mar LT was trading at 3949.80. The strike last trading price was 205.5, which was -64.75 lower than the previous day. The implied volatity was 23.82, the open interest changed by -22 which decreased total open position to 3568


On 5 Mar LT was trading at 4038.70. The strike last trading price was 250.8, which was 73.7 higher than the previous day. The implied volatity was 14.28, the open interest changed by -77 which decreased total open position to 3594


On 4 Mar LT was trading at 3882.60. The strike last trading price was 175.7, which was -131.45 lower than the previous day. The implied volatity was 27.72, the open interest changed by 3545 which increased total open position to 3671


On 2 Mar LT was trading at 4066.70. The strike last trading price was 306.65, which was -313.35 lower than the previous day. The implied volatity was 26.15, the open interest changed by 109 which increased total open position to 124


On 27 Feb LT was trading at 4278.30. The strike last trading price was 620, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 26 Feb LT was trading at 4286.50. The strike last trading price was 620, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 25 Feb LT was trading at 4298.50. The strike last trading price was 620, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 24 Feb LT was trading at 4259.20. The strike last trading price was 620, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 23 Feb LT was trading at 4418.10. The strike last trading price was 620, which was 54.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14


On 20 Feb LT was trading at 4380.60. The strike last trading price was 565.25, which was 55.8 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 12


On 19 Feb LT was trading at 4280.50. The strike last trading price was 509.45, which was 154.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 18 Feb LT was trading at 4325.90. The strike last trading price was 509.45, which was 154.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 6


On 17 Feb LT was trading at 4279.80. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Feb LT was trading at 4201.50. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Feb LT was trading at 4173.90. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 12 Feb LT was trading at 4185.90. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 11 Feb LT was trading at 4170.40. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Feb LT was trading at 4169.00. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 9 Feb LT was trading at 4113.60. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Feb LT was trading at 4068.10. The strike last trading price was 330, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Feb LT was trading at 4063.30. The strike last trading price was 330, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 4 Feb LT was trading at 4087.10. The strike last trading price was 330, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb LT was trading at 4038.80. The strike last trading price was 340, which was -49.35 lower than the previous day. The implied volatity was 24.62, the open interest changed by 1 which increased total open position to 1


On 2 Feb LT was trading at 3921.30. The strike last trading price was 389.35, 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 1 Feb LT was trading at 3814.00. The strike last trading price was 389.35, 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 30 Jan LT was trading at 3932.30. The strike last trading price was 389.35, 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 29 Jan LT was trading at 3932.90. The strike last trading price was 389.35, 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 28 Jan LT was trading at 3794.00. The strike last trading price was 389.35, 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 27 Jan LT was trading at 3787.80. The strike last trading price was 389.35, 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 23 Jan LT was trading at 3743.80. The strike last trading price was 389.35, 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 22 Jan LT was trading at 3793.80. The strike last trading price was 389.35, 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 21 Jan LT was trading at 3766.50. The strike last trading price was 389.35, 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 20 Jan LT was trading at 3810.50. The strike last trading price was 389.35, 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 19 Jan LT was trading at 3869.80. The strike last trading price was 389.35, 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 16 Jan LT was trading at 3856.40. 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 14 Jan LT was trading at 3865.80. 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 13 Jan LT was trading at 3887.40. 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


LT 30MAR2026 3800 PE
Delta: -0.83
Vega: 1.87
Theta: -1.49
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
13 Mar 3439.00 365 219.8 43.06 1,483 -182 2,306
12 Mar 3719.50 157.85 69.7 36.35 4,110 -151 2,501
11 Mar 3838.80 89 22.95 33.1 2,796 220 2,653
10 Mar 3876.00 62.85 -28.8 29.71 3,863 156 2,431
9 Mar 3842.10 93.4 37.85 33.03 7,049 -227 2,281
6 Mar 3949.80 55.4 24.95 31.23 5,333 -198 2,506
5 Mar 4038.70 31.5 -59.55 28.73 9,621 465 2,700
4 Mar 3882.60 93.7 57.1 34.75 18,930 1,139 2,687
2 Mar 4066.70 37.6 34.2 31.08 11,891 834 1,532
27 Feb 4278.30 3.8 -0.35 23.65 447 153 699
26 Feb 4286.50 3.9 -0.8 24.14 258 186 548
25 Feb 4298.50 4.95 -1.8 25.3 240 56 363
24 Feb 4259.20 6.5 1.55 24.76 593 92 307
23 Feb 4418.10 5 0 28.58 152 92 213
20 Feb 4380.60 5 -1.6 26.35 82 25 118
19 Feb 4280.50 6.5 1 23.83 55 37 93
18 Feb 4325.90 5.75 -0.25 24.19 35 21 55
17 Feb 4279.80 5.8 -2.25 22.86 19 17 33
16 Feb 4201.50 8.05 -73 21.58 21 15 15
13 Feb 4173.90 81.05 0 7.49 0 0 0
12 Feb 4185.90 81.05 0 7.67 0 0 0
11 Feb 4170.40 81.05 0 7.35 0 0 0
10 Feb 4169.00 81.05 0 7.16 0 0 0
9 Feb 4113.60 81.05 0 6.36 0 0 0
6 Feb 4068.10 81.05 0 5.53 0 0 0
5 Feb 4063.30 81.05 0 5.42 0 0 0
4 Feb 4087.10 81.05 0 5.71 0 0 0
3 Feb 4038.80 81.05 0 4.91 0 0 0
2 Feb 3921.30 81.05 0 3.01 0 0 0
1 Feb 3814.00 81.05 0 1.3 0 0 0
30 Jan 3932.30 81.05 0 3.32 0 0 0
29 Jan 3932.90 81.05 0 3.36 0 0 0
28 Jan 3794.00 81.05 0 0.9 0 0 0
27 Jan 3787.80 81.05 0 0.78 0 0 0
23 Jan 3743.80 81.05 0 0.12 0 0 0
22 Jan 3793.80 81.05 0 1.02 0 0 0
21 Jan 3766.50 81.05 0 0.51 0 0 0
20 Jan 3810.50 81.05 0 1.49 0 0 0
19 Jan 3869.80 81.05 0 2.12 0 0 0
16 Jan 3856.40 0 0 2.15 0 0 0
14 Jan 3865.80 0 0 2.19 0 0 0
13 Jan 3887.40 0 0 2.47 0 0 0


For Larsen & Toubro Ltd. - strike price 3800 expiring on 30MAR2026

Delta for 3800 PE is -0.83

Historical price for 3800 PE is as follows

On 13 Mar LT was trading at 3439.00. The strike last trading price was 365, which was 219.8 higher than the previous day. The implied volatity was 43.06, the open interest changed by -182 which decreased total open position to 2306


On 12 Mar LT was trading at 3719.50. The strike last trading price was 157.85, which was 69.7 higher than the previous day. The implied volatity was 36.35, the open interest changed by -151 which decreased total open position to 2501


On 11 Mar LT was trading at 3838.80. The strike last trading price was 89, which was 22.95 higher than the previous day. The implied volatity was 33.1, the open interest changed by 220 which increased total open position to 2653


On 10 Mar LT was trading at 3876.00. The strike last trading price was 62.85, which was -28.8 lower than the previous day. The implied volatity was 29.71, the open interest changed by 156 which increased total open position to 2431


On 9 Mar LT was trading at 3842.10. The strike last trading price was 93.4, which was 37.85 higher than the previous day. The implied volatity was 33.03, the open interest changed by -227 which decreased total open position to 2281


On 6 Mar LT was trading at 3949.80. The strike last trading price was 55.4, which was 24.95 higher than the previous day. The implied volatity was 31.23, the open interest changed by -198 which decreased total open position to 2506


On 5 Mar LT was trading at 4038.70. The strike last trading price was 31.5, which was -59.55 lower than the previous day. The implied volatity was 28.73, the open interest changed by 465 which increased total open position to 2700


On 4 Mar LT was trading at 3882.60. The strike last trading price was 93.7, which was 57.1 higher than the previous day. The implied volatity was 34.75, the open interest changed by 1139 which increased total open position to 2687


On 2 Mar LT was trading at 4066.70. The strike last trading price was 37.6, which was 34.2 higher than the previous day. The implied volatity was 31.08, the open interest changed by 834 which increased total open position to 1532


On 27 Feb LT was trading at 4278.30. The strike last trading price was 3.8, which was -0.35 lower than the previous day. The implied volatity was 23.65, the open interest changed by 153 which increased total open position to 699


On 26 Feb LT was trading at 4286.50. The strike last trading price was 3.9, which was -0.8 lower than the previous day. The implied volatity was 24.14, the open interest changed by 186 which increased total open position to 548


On 25 Feb LT was trading at 4298.50. The strike last trading price was 4.95, which was -1.8 lower than the previous day. The implied volatity was 25.3, the open interest changed by 56 which increased total open position to 363


On 24 Feb LT was trading at 4259.20. The strike last trading price was 6.5, which was 1.55 higher than the previous day. The implied volatity was 24.76, the open interest changed by 92 which increased total open position to 307


On 23 Feb LT was trading at 4418.10. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 28.58, the open interest changed by 92 which increased total open position to 213


On 20 Feb LT was trading at 4380.60. The strike last trading price was 5, which was -1.6 lower than the previous day. The implied volatity was 26.35, the open interest changed by 25 which increased total open position to 118


On 19 Feb LT was trading at 4280.50. The strike last trading price was 6.5, which was 1 higher than the previous day. The implied volatity was 23.83, the open interest changed by 37 which increased total open position to 93


On 18 Feb LT was trading at 4325.90. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 24.19, the open interest changed by 21 which increased total open position to 55


On 17 Feb LT was trading at 4279.80. The strike last trading price was 5.8, which was -2.25 lower than the previous day. The implied volatity was 22.86, the open interest changed by 17 which increased total open position to 33


On 16 Feb LT was trading at 4201.50. The strike last trading price was 8.05, which was -73 lower than the previous day. The implied volatity was 21.58, the open interest changed by 15 which increased total open position to 15


On 13 Feb LT was trading at 4173.90. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 7.49, 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 81.05, which was 0 lower than the previous day. The implied volatity was 7.67, 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 81.05, which was 0 lower than the previous day. The implied volatity was 7.35, 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 81.05, 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 81.05, which was 0 lower than the previous day. The implied volatity was 6.36, 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 81.05, which was 0 lower than the previous day. The implied volatity was 5.53, 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 81.05, which was 0 lower than the previous day. The implied volatity was 5.42, 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 81.05, which was 0 lower than the previous day. The implied volatity was 5.71, 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 81.05, which was 0 lower than the previous day. The implied volatity was 4.91, 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 81.05, which was 0 lower than the previous day. The implied volatity was 3.01, 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 81.05, which was 0 lower than the previous day. The implied volatity was 1.3, 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 81.05, which was 0 lower than the previous day. The implied volatity was 3.32, 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 81.05, which was 0 lower than the previous day. The implied volatity was 3.36, 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 81.05, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0


On 27 Jan LT was trading at 3787.80. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 23 Jan LT was trading at 3743.80. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LT was trading at 3793.80. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 1.02, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LT was trading at 3766.50. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 20 Jan LT was trading at 3810.50. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 1.49, the open interest changed by 0 which decreased total open position to 0


On 19 Jan LT was trading at 3869.80. The strike last trading price was 81.05, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0


On 16 Jan LT was trading at 3856.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LT was trading at 3865.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0


On 13 Jan LT was trading at 3887.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0