LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3860 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 18 Dec | 4031.10 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 17 Dec | 4062.40 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 16 Dec | 4063.80 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 15 Dec | 4092.30 | 169 | 4 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 4074.10 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 11 Dec | 4003.90 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 10 Dec | 3991.30 | 169 | 4 | - | 0 | 0 | 13 | |||||||||
| 9 Dec | 3997.50 | 169 | 4 | 16.37 | 7 | 1 | 12 | |||||||||
| 8 Dec | 3996.70 | 165 | -55.8 | - | 0 | 0 | 11 | |||||||||
| 5 Dec | 4038.20 | 165 | -55.8 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 3983.60 | 165 | -55.8 | 12.24 | 2 | 1 | 11 | |||||||||
| 3 Dec | 3988.00 | 220.8 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 4030.50 | 220.8 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 4073.20 | 220.8 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 4069.60 | 220.8 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 4081.30 | 220.8 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 4062.00 | 220.8 | -0.1 | - | 0 | 4 | 0 | |||||||||
| 25 Nov | 3996.70 | 220.8 | -0.1 | 26.06 | 4 | 1 | 7 | |||||||||
| 24 Nov | 4013.30 | 220.9 | 6.15 | - | 0 | 2 | 0 | |||||||||
| 21 Nov | 4024.90 | 220.9 | 6.15 | 15.32 | 4 | 1 | 5 | |||||||||
| 20 Nov | 4037.40 | 214.75 | 8.7 | - | 2 | 0 | 4 | |||||||||
| 19 Nov | 4019.60 | 206.05 | 3.3 | 10.57 | 5 | 3 | 4 | |||||||||
| 18 Nov | 3999.60 | 202.75 | -15.25 | 15.14 | 2 | 1 | 2 | |||||||||
| 17 Nov | 4027.70 | 218 | 93 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4004.40 | 218 | 93 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 218 | 93 | 15.92 | 1 | 0 | 1 | |||||||||
| 12 Nov | 3954.60 | 125 | -140.7 | - | 0 | 0 | 0 | |||||||||
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| 11 Nov | 3955.00 | 125 | -140.7 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 125 | -140.7 | - | 0 | 1 | 0 | |||||||||
| 7 Nov | 3882.50 | 125 | -140.7 | 13.98 | 1 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3958.10 | 265.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3860 expiring on 30DEC2025
Delta for 3860 CE is -
Historical price for 3860 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 18 Dec LT was trading at 4031.10. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 17 Dec LT was trading at 4062.40. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 16 Dec LT was trading at 4063.80. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 15 Dec LT was trading at 4092.30. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec LT was trading at 4074.10. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Dec LT was trading at 4003.90. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Dec LT was trading at 3991.30. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Dec LT was trading at 3997.50. The strike last trading price was 169, which was 4 higher than the previous day. The implied volatity was 16.37, the open interest changed by 1 which increased total open position to 12
On 8 Dec LT was trading at 3996.70. The strike last trading price was 165, which was -55.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec LT was trading at 4038.20. The strike last trading price was 165, which was -55.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec LT was trading at 3983.60. The strike last trading price was 165, which was -55.8 lower than the previous day. The implied volatity was 12.24, the open interest changed by 1 which increased total open position to 11
On 3 Dec LT was trading at 3988.00. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 4030.50. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LT was trading at 4073.20. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LT was trading at 4069.60. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LT was trading at 4062.00. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 25 Nov LT was trading at 3996.70. The strike last trading price was 220.8, which was -0.1 lower than the previous day. The implied volatity was 26.06, the open interest changed by 1 which increased total open position to 7
On 24 Nov LT was trading at 4013.30. The strike last trading price was 220.9, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 220.9, which was 6.15 higher than the previous day. The implied volatity was 15.32, the open interest changed by 1 which increased total open position to 5
On 20 Nov LT was trading at 4037.40. The strike last trading price was 214.75, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Nov LT was trading at 4019.60. The strike last trading price was 206.05, which was 3.3 higher than the previous day. The implied volatity was 10.57, the open interest changed by 3 which increased total open position to 4
On 18 Nov LT was trading at 3999.60. The strike last trading price was 202.75, which was -15.25 lower than the previous day. The implied volatity was 15.14, the open interest changed by 1 which increased total open position to 2
On 17 Nov LT was trading at 4027.70. The strike last trading price was 218, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 4004.40. The strike last trading price was 218, which was 93 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 4002.50. The strike last trading price was 218, which was 93 higher than the previous day. The implied volatity was 15.92, the open interest changed by 0 which decreased total open position to 1
On 12 Nov LT was trading at 3954.60. The strike last trading price was 125, which was -140.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3955.00. The strike last trading price was 125, which was -140.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LT was trading at 3918.50. The strike last trading price was 125, which was -140.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 125, which was -140.7 lower than the previous day. The implied volatity was 13.98, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 265.7, 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 Nov LT was trading at 3924.40. The strike last trading price was 265.7, 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 Nov LT was trading at 3980.50. The strike last trading price was 265.7, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 265.7, 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 Oct LT was trading at 3987.50. The strike last trading price was 265.7, 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 Oct LT was trading at 3958.10. The strike last trading price was 265.7, 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 3860 PE | |||||||
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Delta: -0.04
Vega: 0.59
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 2.05 | -1.1 | 18.76 | 78 | -6 | 326 |
| 18 Dec | 4031.10 | 3.4 | 0.4 | 16.76 | 27 | -3 | 332 |
| 17 Dec | 4062.40 | 3 | -0.4 | 17.79 | 92 | -15 | 336 |
| 16 Dec | 4063.80 | 3.45 | 0.65 | 17.72 | 160 | -7 | 354 |
| 15 Dec | 4092.30 | 2.85 | -0.4 | 18.25 | 87 | 25 | 362 |
| 12 Dec | 4074.10 | 3.2 | -5.85 | 16.32 | 709 | 276 | 338 |
| 11 Dec | 4003.90 | 9.3 | -2.45 | 16.01 | 200 | -31 | 63 |
| 10 Dec | 3991.30 | 12.7 | 1.4 | 16.63 | 115 | 30 | 87 |
| 9 Dec | 3997.50 | 10.9 | -2.65 | 15.70 | 99 | 34 | 56 |
| 8 Dec | 3996.70 | 13.5 | -98.95 | 16.89 | 28 | 21 | 21 |
| 5 Dec | 4038.20 | 112.45 | 0 | 5.12 | 0 | 0 | 0 |
| 4 Dec | 3983.60 | 112.45 | 0 | 3.81 | 0 | 0 | 0 |
| 3 Dec | 3988.00 | 112.45 | 0 | 4.01 | 0 | 0 | 0 |
| 2 Dec | 4030.50 | 112.45 | 0 | 4.83 | 0 | 0 | 0 |
| 1 Dec | 4073.20 | 112.45 | 0 | 5.46 | 0 | 0 | 0 |
| 28 Nov | 4069.60 | 112.45 | 0 | 5.54 | 0 | 0 | 0 |
| 27 Nov | 4081.30 | 112.45 | 0 | 5.48 | 0 | 0 | 0 |
| 26 Nov | 4062.00 | 112.45 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 3996.70 | 112.45 | 0 | 3.44 | 0 | 0 | 0 |
| 24 Nov | 4013.30 | 112.45 | 0 | 3.91 | 0 | 0 | 0 |
| 21 Nov | 4024.90 | 112.45 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 4037.40 | 112.45 | 0 | 4.33 | 0 | 0 | 0 |
| 19 Nov | 4019.60 | 112.45 | 0 | 3.96 | 0 | 0 | 0 |
| 18 Nov | 3999.60 | 112.45 | 0 | 3.61 | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 112.45 | 0 | 4.06 | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 112.45 | 0 | 3.62 | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 112.45 | 0 | 3.57 | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 112.45 | 0 | 2.72 | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 112.45 | 0 | 2.71 | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 112.45 | 0 | 2.03 | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 112.45 | 0 | 1.38 | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 112.45 | 0 | 1.70 | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 112.45 | 0 | 2.18 | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 112.45 | 0 | 3.08 | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 112.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 112.45 | 0 | 3.17 | 0 | 0 | 0 |
| 29 Oct | 3958.10 | 112.45 | 0 | 2.66 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3860 expiring on 30DEC2025
Delta for 3860 PE is -0.04
Historical price for 3860 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 2.05, which was -1.1 lower than the previous day. The implied volatity was 18.76, the open interest changed by -6 which decreased total open position to 326
On 18 Dec LT was trading at 4031.10. The strike last trading price was 3.4, which was 0.4 higher than the previous day. The implied volatity was 16.76, the open interest changed by -3 which decreased total open position to 332
On 17 Dec LT was trading at 4062.40. The strike last trading price was 3, which was -0.4 lower than the previous day. The implied volatity was 17.79, the open interest changed by -15 which decreased total open position to 336
On 16 Dec LT was trading at 4063.80. The strike last trading price was 3.45, which was 0.65 higher than the previous day. The implied volatity was 17.72, the open interest changed by -7 which decreased total open position to 354
On 15 Dec LT was trading at 4092.30. The strike last trading price was 2.85, which was -0.4 lower than the previous day. The implied volatity was 18.25, the open interest changed by 25 which increased total open position to 362
On 12 Dec LT was trading at 4074.10. The strike last trading price was 3.2, which was -5.85 lower than the previous day. The implied volatity was 16.32, the open interest changed by 276 which increased total open position to 338
On 11 Dec LT was trading at 4003.90. The strike last trading price was 9.3, which was -2.45 lower than the previous day. The implied volatity was 16.01, the open interest changed by -31 which decreased total open position to 63
On 10 Dec LT was trading at 3991.30. The strike last trading price was 12.7, which was 1.4 higher than the previous day. The implied volatity was 16.63, the open interest changed by 30 which increased total open position to 87
On 9 Dec LT was trading at 3997.50. The strike last trading price was 10.9, which was -2.65 lower than the previous day. The implied volatity was 15.70, the open interest changed by 34 which increased total open position to 56
On 8 Dec LT was trading at 3996.70. The strike last trading price was 13.5, which was -98.95 lower than the previous day. The implied volatity was 16.89, the open interest changed by 21 which increased total open position to 21
On 5 Dec LT was trading at 4038.20. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LT was trading at 3983.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3988.00. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LT was trading at 4030.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 1 Dec LT was trading at 4073.20. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 5.46, the open interest changed by 0 which decreased total open position to 0
On 28 Nov LT was trading at 4069.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
On 27 Nov LT was trading at 4081.30. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 26 Nov LT was trading at 4062.00. The strike last trading price was 112.45, 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 Nov LT was trading at 3996.70. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0
On 24 Nov LT was trading at 4013.30. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 112.45, 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 Nov LT was trading at 4037.40. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 4019.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3999.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LT was trading at 4027.70. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 4004.40. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0
On 13 Nov LT was trading at 4002.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 12 Nov LT was trading at 3954.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
On 11 Nov LT was trading at 3955.00. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 2.71, the open interest changed by 0 which decreased total open position to 0
On 10 Nov LT was trading at 3918.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3924.40. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LT was trading at 3980.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.08, 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 112.45, 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 Oct LT was trading at 3987.50. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 29 Oct LT was trading at 3958.10. The strike last trading price was 112.45, 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































































































































































































































