[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3954.3 -5.60 (-0.14%)
L: 3815.6 H: 3971.7

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Historical option data for LT

13 Apr 2026 04:11 PM IST
LT 28-Apr-2026 (14d) 3840 CE
Delta: 0.69
Vega: 0.03
Theta: -3.2
Gamma: 0.00134
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 3954.30 175.3 -5.199999999999989 32.31 374 -15 360
10 Apr 3959.90 179.75 29.44999999999999 29.11 363 230 374
9 Apr 3896.20 150.3 -71 31.84 104 9 143
8 Apr 4005.90 224.2 144.65 27.73 191 -26 136
7 Apr 3723.30 78 -5.6 33.25 277 -28 165
6 Apr 3727.70 83.4 35.7 33.47 224 -13 192
2 Apr 3613.10 44.85 -7.1 30.37 318 43 205
1 Apr 3607.50 52.65 17.25 31.18 529 30 163
30 Mar 3504.10 36.5 -20.4 33.77 238 38 131
27 Mar 3564.10 58.05 -22.85 33.77 139 82 92
25 Mar 3649.30 80.65 22.7 31.19 13 9 11
24 Mar 3516.80 57.95 -128.65 36.13 2 1 1
23 Mar 3342.40 186.6 5.15 - 0 0 0
20 Mar 3434.80 186.6 5.15 - 0 0 0
19 Mar 3434.50 186.6 5.15 - 0 0 0
18 Mar 3607.90 186.6 5.15 - 0 0 0
17 Mar 3542.80 186.6 5.15 - 0 0 0
16 Mar 3469.40 186.6 5.15 - 0 0 0
13 Mar 3439.00 186.6 5.15 - 0 0 0
12 Mar 3719.50 186.6 5.15 - 0 -1 0
11 Mar 3838.80 186.6 5.15 29.78 1 0 1
10 Mar 3876.00 181.45 -15.2 - 1 0 1
9 Mar 3842.10 181.45 -15.2 27.7 1 0 0
6 Mar 3949.80 196.65 0 - 0 0 0
5 Mar 4038.70 196.65 0 - 0 0 0
4 Mar 3882.60 196.65 0 0.03 0 0 0
2 Mar 4066.70 196.65 0 - 0 0 0
27 Feb 4278.30 196.65 0 - 0 0 0
26 Feb 4286.50 196.65 0 - 0 0 0
25 Feb 4298.50 196.65 0 - 0 0 0
24 Feb 4259.20 196.65 0 - 0 0 0
23 Feb 4418.10 196.65 0 - 0 0 0
20 Feb 4380.60 196.65 0 - 0 0 0
19 Feb 4280.50 196.65 0 - 0 0 0
18 Feb 4325.90 196.65 0 - 0 0 0
17 Feb 4279.80 196.65 0 - 0 0 0
16 Feb 4201.50 196.65 0 - 0 0 0
13 Feb 4173.90 196.65 0 - 0 0 0
12 Feb 4185.90 196.65 0 - 0 0 0
11 Feb 4170.40 196.65 0 - 0 0 0
10 Feb 4169.00 196.65 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 3840 expiring on 28APR2026

Delta for 3840 CE is 0.69

Historical price for 3840 CE is as follows

On 13 Apr LT was trading at 3954.30. The strike last trading price was 175.3, which was -5.199999999999989 lower than the previous day. The implied volatity was 32.31, the open interest changed by -15 which decreased total open position to 360


On 10 Apr LT was trading at 3959.90. The strike last trading price was 179.75, which was 29.44999999999999 higher than the previous day. The implied volatity was 29.11, the open interest changed by 230 which increased total open position to 374


On 9 Apr LT was trading at 3896.20. The strike last trading price was 150.3, which was -71 lower than the previous day. The implied volatity was 31.84, the open interest changed by 9 which increased total open position to 143


On 8 Apr LT was trading at 4005.90. The strike last trading price was 224.2, which was 144.65 higher than the previous day. The implied volatity was 27.73, the open interest changed by -26 which decreased total open position to 136


On 7 Apr LT was trading at 3723.30. The strike last trading price was 78, which was -5.6 lower than the previous day. The implied volatity was 33.25, the open interest changed by -28 which decreased total open position to 165


On 6 Apr LT was trading at 3727.70. The strike last trading price was 83.4, which was 35.7 higher than the previous day. The implied volatity was 33.47, the open interest changed by -13 which decreased total open position to 192


On 2 Apr LT was trading at 3613.10. The strike last trading price was 44.85, which was -7.1 lower than the previous day. The implied volatity was 30.37, the open interest changed by 43 which increased total open position to 205


On 1 Apr LT was trading at 3607.50. The strike last trading price was 52.65, which was 17.25 higher than the previous day. The implied volatity was 31.18, the open interest changed by 30 which increased total open position to 163


On 30 Mar LT was trading at 3504.10. The strike last trading price was 36.5, which was -20.4 lower than the previous day. The implied volatity was 33.77, the open interest changed by 38 which increased total open position to 131


On 27 Mar LT was trading at 3564.10. The strike last trading price was 58.05, which was -22.85 lower than the previous day. The implied volatity was 33.77, the open interest changed by 82 which increased total open position to 92


On 25 Mar LT was trading at 3649.30. The strike last trading price was 80.65, which was 22.7 higher than the previous day. The implied volatity was 31.19, the open interest changed by 9 which increased total open position to 11


On 24 Mar LT was trading at 3516.80. The strike last trading price was 57.95, which was -128.65 lower than the previous day. The implied volatity was 36.13, the open interest changed by 1 which increased total open position to 1


On 23 Mar LT was trading at 3342.40. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar LT was trading at 3434.80. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar LT was trading at 3434.50. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was -, 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 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Mar LT was trading at 3542.80. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Mar LT was trading at 3469.40. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar LT was trading at 3439.00. The strike last trading price was 186.6, which was 5.15 higher 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 186.6, which was 5.15 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 11 Mar LT was trading at 3838.80. The strike last trading price was 186.6, which was 5.15 higher than the previous day. The implied volatity was 29.78, 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 181.45, which was -15.2 lower 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 181.45, which was -15.2 lower than the previous day. The implied volatity was 27.7, 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 196.65, 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 196.65, 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 196.65, which was 0 lower than the previous day. The implied volatity was 0.03, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 196.65, 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 (14d) 3840 PE
Delta: -0.32
Vega: 0.03
Theta: -3
Gamma: 0.00124
Date Close Ltp Change IV Volume OI Chg OI
13 Apr 3954.30 62.6 4.600000000000001 35.55 789 120 528
10 Apr 3959.90 58.9 -24.35 32.37 570 96 409
9 Apr 3896.20 85.75 31.7 33.51 568 82 309
8 Apr 4005.90 50.75 -139.6 33.79 399 98 227
7 Apr 3723.30 191.55 -22.75 - 0 0 129
6 Apr 3727.70 191.55 -22.75 38.31 66 30 113
2 Apr 3613.10 214.3 -140.1 - 0 0 83
1 Apr 3607.50 214.3 -140.1 21.82 3 0 83
30 Mar 3504.10 354.4 -60.6 38.31 2 0 83
27 Mar 3564.10 415 36.6 - 0 0 83
25 Mar 3649.30 415 36.6 - 0 0 83
24 Mar 3516.80 415 36.6 54.13 1 0 82
23 Mar 3342.40 378.4 261.1 - 0 0 82
20 Mar 3434.80 378.4 261.1 - 0 0 0
19 Mar 3434.50 378.4 261.1 - 0 0 82
18 Mar 3607.90 378.4 261.1 - 0 0 82
17 Mar 3542.80 378.4 261.1 - 71 0 82
16 Mar 3469.40 378.4 261.1 - 71 62 0
13 Mar 3439.00 378.4 261.1 27.83 71 0 0
12 Mar 3719.50 117.3 8.25 - 0 2 0
11 Mar 3838.80 117.3 8.25 25 4 -1 17
10 Mar 3876.00 109.05 11.05 26.93 14 8 17
9 Mar 3842.10 98 -42.75 - 0 0 9
6 Mar 3949.80 98 -42.75 - 0 0 9
5 Mar 4038.70 98 -42.75 32.76 1 0 10
4 Mar 3882.60 142.25 129.25 31.66 13 8 10
2 Mar 4066.70 13 -57 - 0 1 0
27 Feb 4278.30 13 -57 21.49 1 0 1
26 Feb 4286.50 70 -120.05 - 0 0 1
25 Feb 4298.50 70 -120.05 - 0 0 1
24 Feb 4259.20 70 -120.05 - 0 0 1
23 Feb 4418.10 70 -120.05 - 0 0 1
20 Feb 4380.60 70 -120.05 - 0 0 1
19 Feb 4280.50 70 -120.05 - 0 0 1
18 Feb 4325.90 70 -120.05 - 0 0 1
17 Feb 4279.80 70 -120.05 - 0 0 1
16 Feb 4201.50 70 -120.05 - 0 0 1
13 Feb 4173.90 70 -120.05 - 0 0 1
12 Feb 4185.90 70 -120.05 - 0 0 1
11 Feb 4170.40 70 -120.05 - 0 0 1
10 Feb 4169.00 70 -120.05 - 0 0 1
1 Feb 3814.00 - - - 0 0 0
30 Jan 3932.30 0 0 - 0 0 0
29 Jan 3932.90 0 0 2.66 0 0 0


For Larsen & Toubro Ltd. - strike price 3840 expiring on 28APR2026

Delta for 3840 PE is -0.32

Historical price for 3840 PE is as follows

On 13 Apr LT was trading at 3954.30. The strike last trading price was 62.6, which was 4.600000000000001 higher than the previous day. The implied volatity was 35.55, the open interest changed by 120 which increased total open position to 528


On 10 Apr LT was trading at 3959.90. The strike last trading price was 58.9, which was -24.35 lower than the previous day. The implied volatity was 32.37, the open interest changed by 96 which increased total open position to 409


On 9 Apr LT was trading at 3896.20. The strike last trading price was 85.75, which was 31.7 higher than the previous day. The implied volatity was 33.51, the open interest changed by 82 which increased total open position to 309


On 8 Apr LT was trading at 4005.90. The strike last trading price was 50.75, which was -139.6 lower than the previous day. The implied volatity was 33.79, the open interest changed by 98 which increased total open position to 227


On 7 Apr LT was trading at 3723.30. The strike last trading price was 191.55, which was -22.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 129


On 6 Apr LT was trading at 3727.70. The strike last trading price was 191.55, which was -22.75 lower than the previous day. The implied volatity was 38.31, the open interest changed by 30 which increased total open position to 113


On 2 Apr LT was trading at 3613.10. The strike last trading price was 214.3, which was -140.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 1 Apr LT was trading at 3607.50. The strike last trading price was 214.3, which was -140.1 lower than the previous day. The implied volatity was 21.82, the open interest changed by 0 which decreased total open position to 83


On 30 Mar LT was trading at 3504.10. The strike last trading price was 354.4, which was -60.6 lower than the previous day. The implied volatity was 38.31, the open interest changed by 0 which decreased total open position to 83


On 27 Mar LT was trading at 3564.10. The strike last trading price was 415, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 25 Mar LT was trading at 3649.30. The strike last trading price was 415, which was 36.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 24 Mar LT was trading at 3516.80. The strike last trading price was 415, which was 36.6 higher than the previous day. The implied volatity was 54.13, the open interest changed by 0 which decreased total open position to 82


On 23 Mar LT was trading at 3342.40. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 20 Mar LT was trading at 3434.80. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar LT was trading at 3434.50. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 18 Mar LT was trading at 3607.90. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 17 Mar LT was trading at 3542.80. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82


On 16 Mar LT was trading at 3469.40. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was -, the open interest changed by 62 which increased total open position to 0


On 13 Mar LT was trading at 3439.00. The strike last trading price was 378.4, which was 261.1 higher than the previous day. The implied volatity was 27.83, 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 117.3, which was 8.25 higher 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 117.3, which was 8.25 higher than the previous day. The implied volatity was 25, the open interest changed by -1 which decreased total open position to 17


On 10 Mar LT was trading at 3876.00. The strike last trading price was 109.05, which was 11.05 higher than the previous day. The implied volatity was 26.93, the open interest changed by 8 which increased total open position to 17


On 9 Mar LT was trading at 3842.10. The strike last trading price was 98, which was -42.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 6 Mar LT was trading at 3949.80. The strike last trading price was 98, which was -42.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 5 Mar LT was trading at 4038.70. The strike last trading price was 98, which was -42.75 lower than the previous day. The implied volatity was 32.76, the open interest changed by 0 which decreased total open position to 10


On 4 Mar LT was trading at 3882.60. The strike last trading price was 142.25, which was 129.25 higher than the previous day. The implied volatity was 31.66, the open interest changed by 8 which increased total open position to 10


On 2 Mar LT was trading at 4066.70. The strike last trading price was 13, which was -57 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Feb LT was trading at 4278.30. The strike last trading price was 13, which was -57 lower than the previous day. The implied volatity was 21.49, the open interest changed by 0 which decreased total open position to 1


On 26 Feb LT was trading at 4286.50. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Feb LT was trading at 4298.50. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Feb LT was trading at 4259.20. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Feb LT was trading at 4418.10. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Feb LT was trading at 4380.60. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Feb LT was trading at 4280.50. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Feb LT was trading at 4325.90. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Feb LT was trading at 4279.80. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Feb LT was trading at 4201.50. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Feb LT was trading at 4173.90. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Feb LT was trading at 4185.90. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Feb LT was trading at 4170.40. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Feb LT was trading at 4169.00. The strike last trading price was 70, which was -120.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


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 2.66, the open interest changed by 0 which decreased total open position to 0