[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4053.6 +39.30 (0.98%)
L: 4030.2 H: 4089.5

Back to Option Chain


Historical option data for LT

27 Apr 2026 04:10 PM IST
LT 28-Apr-2026 3820 CE
Delta: 0.9
Vega: 0
Theta: -13.1
Gamma: 0.00088
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 4053.60 253 48.69999999999999 80.8 2 0 102
24 Apr 4014.30 204.3 -27.94999999999999 34.34 13 1 103
23 Apr 4054.10 232.25 19.44999999999999 37.47 11 4 102
22 Apr 4021.10 212.8 -59.14999999999998 25.67 42 -34 98
21 Apr 4075.40 271.95 13.949999999999989 37.68 15 8 132
20 Apr 4051.00 258 -37.89999999999998 40.77 1 0 124
17 Apr 4096.10 295.9 -8.650000000000034 33.84 4 2 124
16 Apr 4119.80 304.55 30.44999999999999 24.61 8 3 121
15 Apr 4076.30 274.1 82.50000000000003 28.46 12 -2 117
13 Apr 3954.30 188.95 -3.0500000000000114 32.15 295 19 118
10 Apr 3959.90 192 31.900000000000006 30 15 3 99
9 Apr 3896.20 160.1 -81.05 31.2 25 -6 96
8 Apr 4005.90 241.15 152.95 28.32 165 -15 103
7 Apr 3723.30 85.2 -6.95 33.2 228 -19 118
6 Apr 3727.70 91 35.95 33.35 302 48 138
2 Apr 3613.10 50.2 -7.2 30.5 384 -30 90
1 Apr 3607.50 57.75 18.8 31.11 282 76 115
30 Mar 3504.10 38.5 -21.55 33.19 140 5 38
27 Mar 3564.10 60.35 -28.4 33.02 67 -11 29
25 Mar 3649.30 88.7 26.3 31.53 40 9 39
24 Mar 3516.80 62.6 30.5 36.15 35 4 29
23 Mar 3342.40 24.4 -16.1 34.68 41 11 27
20 Mar 3434.80 40.5 -473.85 32.95 29 16 16
19 Mar 3434.50 514.35 0 7.01 0 0 0
18 Mar 3607.90 514.35 0 3.74 0 0 0
17 Mar 3542.80 514.35 0 4.97 0 0 0
16 Mar 3469.40 514.35 0 6.34 0 0 0
13 Mar 3439.00 514.35 0 6.45 0 0 0
12 Mar 3719.50 514.35 0 1.16 0 0 0
11 Mar 3838.80 514.35 0 - 0 0 0
10 Mar 3876.00 514.35 0 - 0 0 0
9 Mar 3842.10 514.35 0 0.09 0 0 0
6 Mar 3949.80 514.35 0 - 0 0 0
5 Mar 4038.70 514.35 0 - 0 0 0
4 Mar 3882.60 514.35 0 - 0 0 0
2 Mar 4066.70 0 0 - 0 0 0
27 Feb 4278.30 0 0 - 0 0 0
26 Feb 4286.50 0 0 - 0 0 0
25 Feb 4298.50 0 0 0 0 0 0


For Larsen & Toubro Ltd. - strike price 3820 expiring on 28APR2026

Delta for 3820 CE is 0.9

Historical price for 3820 CE is as follows

On 27 Apr LT was trading at 4053.60. The strike last trading price was 253, which was 48.69999999999999 higher than the previous day. The implied volatity was 80.8, the open interest changed by 0 which decreased total open position to 102


On 24 Apr LT was trading at 4014.30. The strike last trading price was 204.3, which was -27.94999999999999 lower than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 103


On 23 Apr LT was trading at 4054.10. The strike last trading price was 232.25, which was 19.44999999999999 higher than the previous day. The implied volatity was 37.47, the open interest changed by 4 which increased total open position to 102


On 22 Apr LT was trading at 4021.10. The strike last trading price was 212.8, which was -59.14999999999998 lower than the previous day. The implied volatity was 25.67, the open interest changed by -34 which decreased total open position to 98


On 21 Apr LT was trading at 4075.40. The strike last trading price was 271.95, which was 13.949999999999989 higher than the previous day. The implied volatity was 37.68, the open interest changed by 8 which increased total open position to 132


On 20 Apr LT was trading at 4051.00. The strike last trading price was 258, which was -37.89999999999998 lower than the previous day. The implied volatity was 40.77, the open interest changed by 0 which decreased total open position to 124


On 17 Apr LT was trading at 4096.10. The strike last trading price was 295.9, which was -8.650000000000034 lower than the previous day. The implied volatity was 33.84, the open interest changed by 2 which increased total open position to 124


On 16 Apr LT was trading at 4119.80. The strike last trading price was 304.55, which was 30.44999999999999 higher than the previous day. The implied volatity was 24.61, the open interest changed by 3 which increased total open position to 121


On 15 Apr LT was trading at 4076.30. The strike last trading price was 274.1, which was 82.50000000000003 higher than the previous day. The implied volatity was 28.46, the open interest changed by -2 which decreased total open position to 117


On 13 Apr LT was trading at 3954.30. The strike last trading price was 188.95, which was -3.0500000000000114 lower than the previous day. The implied volatity was 32.15, the open interest changed by 19 which increased total open position to 118


On 10 Apr LT was trading at 3959.90. The strike last trading price was 192, which was 31.900000000000006 higher than the previous day. The implied volatity was 30, the open interest changed by 3 which increased total open position to 99


On 9 Apr LT was trading at 3896.20. The strike last trading price was 160.1, which was -81.05 lower than the previous day. The implied volatity was 31.2, the open interest changed by -6 which decreased total open position to 96


On 8 Apr LT was trading at 4005.90. The strike last trading price was 241.15, which was 152.95 higher than the previous day. The implied volatity was 28.32, the open interest changed by -15 which decreased total open position to 103


On 7 Apr LT was trading at 3723.30. The strike last trading price was 85.2, which was -6.95 lower than the previous day. The implied volatity was 33.2, the open interest changed by -19 which decreased total open position to 118


On 6 Apr LT was trading at 3727.70. The strike last trading price was 91, which was 35.95 higher than the previous day. The implied volatity was 33.35, the open interest changed by 48 which increased total open position to 138


On 2 Apr LT was trading at 3613.10. The strike last trading price was 50.2, which was -7.2 lower than the previous day. The implied volatity was 30.5, the open interest changed by -30 which decreased total open position to 90


On 1 Apr LT was trading at 3607.50. The strike last trading price was 57.75, which was 18.8 higher than the previous day. The implied volatity was 31.11, the open interest changed by 76 which increased total open position to 115


On 30 Mar LT was trading at 3504.10. The strike last trading price was 38.5, which was -21.55 lower than the previous day. The implied volatity was 33.19, the open interest changed by 5 which increased total open position to 38


On 27 Mar LT was trading at 3564.10. The strike last trading price was 60.35, which was -28.4 lower than the previous day. The implied volatity was 33.02, the open interest changed by -11 which decreased total open position to 29


On 25 Mar LT was trading at 3649.30. The strike last trading price was 88.7, which was 26.3 higher than the previous day. The implied volatity was 31.53, the open interest changed by 9 which increased total open position to 39


On 24 Mar LT was trading at 3516.80. The strike last trading price was 62.6, which was 30.5 higher than the previous day. The implied volatity was 36.15, the open interest changed by 4 which increased total open position to 29


On 23 Mar LT was trading at 3342.40. The strike last trading price was 24.4, which was -16.1 lower than the previous day. The implied volatity was 34.68, the open interest changed by 11 which increased total open position to 27


On 20 Mar LT was trading at 3434.80. The strike last trading price was 40.5, which was -473.85 lower than the previous day. The implied volatity was 32.95, the open interest changed by 16 which increased total open position to 16


On 19 Mar LT was trading at 3434.50. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 7.01, the open interest changed by 0 which decreased total open position to 0


On 18 Mar LT was trading at 3607.90. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 3.74, the open interest changed by 0 which decreased total open position to 0


On 17 Mar LT was trading at 3542.80. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 4.97, the open interest changed by 0 which decreased total open position to 0


On 16 Mar LT was trading at 3469.40. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3439.00. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 6.45, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3719.50. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3838.80. The strike last trading price was 514.35, 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 Mar LT was trading at 3876.00. The strike last trading price was 514.35, 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 Mar LT was trading at 3842.10. The strike last trading price was 514.35, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 6 Mar LT was trading at 3949.80. The strike last trading price was 514.35, 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 5 Mar LT was trading at 4038.70. The strike last trading price was 514.35, 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 4 Mar LT was trading at 3882.60. The strike last trading price was 514.35, 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 2 Mar LT was trading at 4066.70. 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 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, 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 28-Apr-2026 3820 PE
Delta: -0.02
Vega: 0
Theta: -1.13
Gamma: 0.00035
Date Close Ltp Change IV Volume OI Chg OI
27 Apr 4053.60 0.65 -4.05 46.33 260 -35 248
24 Apr 4014.30 4.9 -0.7999999999999998 32.41 240 -6 282
23 Apr 4054.10 5.65 -4.549999999999999 35 144 -38 286
22 Apr 4021.10 10.7 -0.8500000000000014 33.51 274 95 323
21 Apr 4075.40 11.7 -6.25 38.07 65 -5 229
20 Apr 4051.00 20.1 6.650000000000002 38.84 176 13 235
17 Apr 4096.10 13.25 -2.1999999999999993 33.85 157 -56 223
16 Apr 4119.80 14.9 -7.1 35.57 163 14 281
15 Apr 4076.30 22.5 -35.25 34.8 561 -50 267
13 Apr 3954.30 59.05 6.649999999999999 36.64 440 49 319
10 Apr 3959.90 53.45 -23.599999999999994 32.59 323 108 264
9 Apr 3896.20 77.85 30.85 33.57 175 8 155
8 Apr 4005.90 46.3 -126.35 34.11 244 88 146
7 Apr 3723.30 172.65 -4.8 36.45 38 25 58
6 Apr 3727.70 179.5 -160.5 38.48 28 24 32
2 Apr 3613.10 340 129.95 60.32 1 0 8
1 Apr 3607.50 210.05 -128.75 25.58 2 1 7
30 Mar 3504.10 338.8 226.05 38.44 5 2 5
27 Mar 3564.10 112.75 -21.2 - 0 0 3
25 Mar 3649.30 112.75 -21.2 - 0 0 3
24 Mar 3516.80 112.75 -21.2 - 0 0 3
23 Mar 3342.40 112.75 -21.2 - 0 0 3
20 Mar 3434.80 112.75 -21.2 - 0 0 3
19 Mar 3434.50 112.75 -21.2 - 0 0 3
18 Mar 3607.90 112.75 -21.2 - 0 0 3
17 Mar 3542.80 112.75 -21.2 - 0 0 3
16 Mar 3469.40 112.75 -21.2 - 0 0 0
13 Mar 3439.00 112.75 -21.2 - 0 0 0
12 Mar 3719.50 112.75 -21.2 - 0 2 0
11 Mar 3838.80 112.75 -21.2 26.06 2 0 1
10 Mar 3876.00 133.95 102.5 - 0 0 1
9 Mar 3842.10 133.95 102.5 - 0 0 1
6 Mar 3949.80 133.95 102.5 - 0 0 1
5 Mar 4038.70 133.95 102.5 - 2 1 0
4 Mar 3882.60 133.95 102.5 31.7 2 1 1
2 Mar 4066.70 0 0 5.16 0 0 0
27 Feb 4278.30 0 0 - 0 0 0
26 Feb 4286.50 0 0 - 0 0 0
25 Feb 4298.50 0 0 0 0 0 0


For Larsen & Toubro Ltd. - strike price 3820 expiring on 28APR2026

Delta for 3820 PE is -0.02

Historical price for 3820 PE is as follows

On 27 Apr LT was trading at 4053.60. The strike last trading price was 0.65, which was -4.05 lower than the previous day. The implied volatity was 46.33, the open interest changed by -35 which decreased total open position to 248


On 24 Apr LT was trading at 4014.30. The strike last trading price was 4.9, which was -0.7999999999999998 lower than the previous day. The implied volatity was 32.41, the open interest changed by -6 which decreased total open position to 282


On 23 Apr LT was trading at 4054.10. The strike last trading price was 5.65, which was -4.549999999999999 lower than the previous day. The implied volatity was 35, the open interest changed by -38 which decreased total open position to 286


On 22 Apr LT was trading at 4021.10. The strike last trading price was 10.7, which was -0.8500000000000014 lower than the previous day. The implied volatity was 33.51, the open interest changed by 95 which increased total open position to 323


On 21 Apr LT was trading at 4075.40. The strike last trading price was 11.7, which was -6.25 lower than the previous day. The implied volatity was 38.07, the open interest changed by -5 which decreased total open position to 229


On 20 Apr LT was trading at 4051.00. The strike last trading price was 20.1, which was 6.650000000000002 higher than the previous day. The implied volatity was 38.84, the open interest changed by 13 which increased total open position to 235


On 17 Apr LT was trading at 4096.10. The strike last trading price was 13.25, which was -2.1999999999999993 lower than the previous day. The implied volatity was 33.85, the open interest changed by -56 which decreased total open position to 223


On 16 Apr LT was trading at 4119.80. The strike last trading price was 14.9, which was -7.1 lower than the previous day. The implied volatity was 35.57, the open interest changed by 14 which increased total open position to 281


On 15 Apr LT was trading at 4076.30. The strike last trading price was 22.5, which was -35.25 lower than the previous day. The implied volatity was 34.8, the open interest changed by -50 which decreased total open position to 267


On 13 Apr LT was trading at 3954.30. The strike last trading price was 59.05, which was 6.649999999999999 higher than the previous day. The implied volatity was 36.64, the open interest changed by 49 which increased total open position to 319


On 10 Apr LT was trading at 3959.90. The strike last trading price was 53.45, which was -23.599999999999994 lower than the previous day. The implied volatity was 32.59, the open interest changed by 108 which increased total open position to 264


On 9 Apr LT was trading at 3896.20. The strike last trading price was 77.85, which was 30.85 higher than the previous day. The implied volatity was 33.57, the open interest changed by 8 which increased total open position to 155


On 8 Apr LT was trading at 4005.90. The strike last trading price was 46.3, which was -126.35 lower than the previous day. The implied volatity was 34.11, the open interest changed by 88 which increased total open position to 146


On 7 Apr LT was trading at 3723.30. The strike last trading price was 172.65, which was -4.8 lower than the previous day. The implied volatity was 36.45, the open interest changed by 25 which increased total open position to 58


On 6 Apr LT was trading at 3727.70. The strike last trading price was 179.5, which was -160.5 lower than the previous day. The implied volatity was 38.48, the open interest changed by 24 which increased total open position to 32


On 2 Apr LT was trading at 3613.10. The strike last trading price was 340, which was 129.95 higher than the previous day. The implied volatity was 60.32, the open interest changed by 0 which decreased total open position to 8


On 1 Apr LT was trading at 3607.50. The strike last trading price was 210.05, which was -128.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by 1 which increased total open position to 7


On 30 Mar LT was trading at 3504.10. The strike last trading price was 338.8, which was 226.05 higher than the previous day. The implied volatity was 38.44, the open interest changed by 2 which increased total open position to 5


On 27 Mar LT was trading at 3564.10. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 25 Mar LT was trading at 3649.30. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 24 Mar LT was trading at 3516.80. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 23 Mar LT was trading at 3342.40. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Mar LT was trading at 3434.80. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Mar LT was trading at 3434.50. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Mar LT was trading at 3607.90. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Mar LT was trading at 3542.80. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 16 Mar LT was trading at 3469.40. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3439.00. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3719.50. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 11 Mar LT was trading at 3838.80. The strike last trading price was 112.75, which was -21.2 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 1


On 10 Mar LT was trading at 3876.00. The strike last trading price was 133.95, which was 102.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 9 Mar LT was trading at 3842.10. The strike last trading price was 133.95, which was 102.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Mar LT was trading at 3949.80. The strike last trading price was 133.95, which was 102.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Mar LT was trading at 4038.70. The strike last trading price was 133.95, which was 102.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Mar LT was trading at 3882.60. The strike last trading price was 133.95, which was 102.5 higher than the previous day. The implied volatity was 31.7, the open interest changed by 1 which increased total open position to 1


On 2 Mar LT was trading at 4066.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.16, 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 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, 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