LT
Larsen & Toubro Ltd.
Historical option data for LT
12 Mar 2026 04:11 PM IST
| LT 30-MAR-2026 3860 CE | ||||||||||||||||
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Delta: 0.33
Vega: 2.99
Theta: -2.99
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 3719.50 | 55.6 | -41.4 | 32.2 | 2,121 | 437 | 1,271 | |||||||||
| 11 Mar | 3838.80 | 96 | -25.25 | 28.05 | 1,482 | 57 | 841 | |||||||||
| 10 Mar | 3876.00 | 123.15 | 10.2 | 27.86 | 2,621 | -54 | 787 | |||||||||
| 9 Mar | 3842.10 | 111 | -54.2 | 30.42 | 1,564 | 309 | 852 | |||||||||
| 6 Mar | 3949.80 | 165.05 | -49.2 | 24.48 | 66 | 12 | 543 | |||||||||
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| 5 Mar | 4038.70 | 202.8 | 62.95 | 15.87 | 525 | -56 | 531 | |||||||||
| 4 Mar | 3882.60 | 138.15 | -76.6 | 27.21 | 3,405 | 594 | 598 | |||||||||
| 2 Mar | 4066.70 | 214.75 | 69.75 | 15.22 | 4 | 2 | 2 | |||||||||
| 27 Feb | 4278.30 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4113.60 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 4068.10 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4063.30 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4087.10 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4038.80 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 3921.30 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 3814.00 | 145 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | 145 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 145 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 28 Jan | 3794.00 | 145 | 0 | 0.14 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3860 expiring on 30MAR2026
Delta for 3860 CE is 0.33
Historical price for 3860 CE is as follows
On 12 Mar LT was trading at 3719.50. The strike last trading price was 55.6, which was -41.4 lower than the previous day. The implied volatity was 32.2, the open interest changed by 437 which increased total open position to 1271
On 11 Mar LT was trading at 3838.80. The strike last trading price was 96, which was -25.25 lower than the previous day. The implied volatity was 28.05, the open interest changed by 57 which increased total open position to 841
On 10 Mar LT was trading at 3876.00. The strike last trading price was 123.15, which was 10.2 higher than the previous day. The implied volatity was 27.86, the open interest changed by -54 which decreased total open position to 787
On 9 Mar LT was trading at 3842.10. The strike last trading price was 111, which was -54.2 lower than the previous day. The implied volatity was 30.42, the open interest changed by 309 which increased total open position to 852
On 6 Mar LT was trading at 3949.80. The strike last trading price was 165.05, which was -49.2 lower than the previous day. The implied volatity was 24.48, the open interest changed by 12 which increased total open position to 543
On 5 Mar LT was trading at 4038.70. The strike last trading price was 202.8, which was 62.95 higher than the previous day. The implied volatity was 15.87, the open interest changed by -56 which decreased total open position to 531
On 4 Mar LT was trading at 3882.60. The strike last trading price was 138.15, which was -76.6 lower than the previous day. The implied volatity was 27.21, the open interest changed by 594 which increased total open position to 598
On 2 Mar LT was trading at 4066.70. The strike last trading price was 214.75, which was 69.75 higher than the previous day. The implied volatity was 15.22, the open interest changed by 2 which increased total open position to 2
On 27 Feb LT was trading at 4278.30. The strike last trading price was 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 145, 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 Feb LT was trading at 4113.60. The strike last trading price was 145, 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 6 Feb LT was trading at 4068.10. The strike last trading price was 145, 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 Feb LT was trading at 4063.30. The strike last trading price was 145, 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 Feb LT was trading at 4087.10. The strike last trading price was 145, 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 Feb LT was trading at 4038.80. The strike last trading price was 145, 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 Feb LT was trading at 3921.30. The strike last trading price was 145, 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 145, which was 0 lower than the previous day. The implied volatity was 0.56, 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 145, 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 145, which was 0 lower than the previous day. The implied volatity was 0.06, 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 145, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
| LT 30MAR2026 3860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 3.02
Theta: -2.11
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 3719.50 | 188.4 | 75.25 | 33.8 | 668 | 82 | 668 |
| 11 Mar | 3838.80 | 114.3 | 27.55 | 32.16 | 1,460 | -48 | 595 |
| 10 Mar | 3876.00 | 84.05 | -30.45 | 28.85 | 1,419 | 85 | 644 |
| 9 Mar | 3842.10 | 117.25 | 44.8 | 31.75 | 805 | -146 | 558 |
| 6 Mar | 3949.80 | 72 | 31.7 | 30.31 | 892 | 68 | 710 |
| 5 Mar | 4038.70 | 43.55 | -69.5 | 28.12 | 1,991 | 52 | 641 |
| 4 Mar | 3882.60 | 115 | 68.5 | 33.68 | 2,485 | 136 | 614 |
| 2 Mar | 4066.70 | 48 | 43.1 | 29.95 | 1,935 | 386 | 468 |
| 27 Feb | 4278.30 | 4.9 | -1.15 | 22.22 | 18 | 0 | 83 |
| 26 Feb | 4286.50 | 5.95 | -0.65 | 23.54 | 27 | -7 | 84 |
| 25 Feb | 4298.50 | 6.45 | -2.55 | 24.06 | 92 | 54 | 92 |
| 24 Feb | 4259.20 | 9 | -167.85 | 24.31 | 38 | 32 | 32 |
| 23 Feb | 4418.10 | 176.85 | 0 | 11.55 | 0 | 0 | 0 |
| 20 Feb | 4380.60 | 176.85 | 0 | 10.14 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 176.85 | 0 | 8.36 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 176.85 | 0 | 8.92 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 176.85 | 0 | 8.33 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 176.85 | 0 | 7.09 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 176.85 | 0 | 6.53 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 176.85 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 176.85 | 0 | 6.38 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 176.85 | 0 | 5.69 | 0 | 0 | 0 |
| 9 Feb | 4113.60 | 176.85 | 0 | 5.34 | 0 | 0 | 0 |
| 6 Feb | 4068.10 | 176.85 | 0 | 4.63 | 0 | 0 | 0 |
| 5 Feb | 4063.30 | 176.85 | 0 | 4.42 | 0 | 0 | 0 |
| 4 Feb | 4087.10 | 176.85 | 0 | 4.85 | 0 | 0 | 0 |
| 3 Feb | 4038.80 | 176.85 | 0 | 3.93 | 0 | 0 | 0 |
| 2 Feb | 3921.30 | 176.85 | 0 | 2.17 | 0 | 0 | 0 |
| 1 Feb | 3814.00 | 176.85 | 0 | 0.11 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | 176.85 | 0 | 2.33 | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 176.85 | 0 | 2.38 | 0 | 0 | 0 |
| 28 Jan | 3794.00 | 176.85 | 0 | 0.08 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3860 expiring on 30MAR2026
Delta for 3860 PE is -0.66
Historical price for 3860 PE is as follows
On 12 Mar LT was trading at 3719.50. The strike last trading price was 188.4, which was 75.25 higher than the previous day. The implied volatity was 33.8, the open interest changed by 82 which increased total open position to 668
On 11 Mar LT was trading at 3838.80. The strike last trading price was 114.3, which was 27.55 higher than the previous day. The implied volatity was 32.16, the open interest changed by -48 which decreased total open position to 595
On 10 Mar LT was trading at 3876.00. The strike last trading price was 84.05, which was -30.45 lower than the previous day. The implied volatity was 28.85, the open interest changed by 85 which increased total open position to 644
On 9 Mar LT was trading at 3842.10. The strike last trading price was 117.25, which was 44.8 higher than the previous day. The implied volatity was 31.75, the open interest changed by -146 which decreased total open position to 558
On 6 Mar LT was trading at 3949.80. The strike last trading price was 72, which was 31.7 higher than the previous day. The implied volatity was 30.31, the open interest changed by 68 which increased total open position to 710
On 5 Mar LT was trading at 4038.70. The strike last trading price was 43.55, which was -69.5 lower than the previous day. The implied volatity was 28.12, the open interest changed by 52 which increased total open position to 641
On 4 Mar LT was trading at 3882.60. The strike last trading price was 115, which was 68.5 higher than the previous day. The implied volatity was 33.68, the open interest changed by 136 which increased total open position to 614
On 2 Mar LT was trading at 4066.70. The strike last trading price was 48, which was 43.1 higher than the previous day. The implied volatity was 29.95, the open interest changed by 386 which increased total open position to 468
On 27 Feb LT was trading at 4278.30. The strike last trading price was 4.9, which was -1.15 lower than the previous day. The implied volatity was 22.22, the open interest changed by 0 which decreased total open position to 83
On 26 Feb LT was trading at 4286.50. The strike last trading price was 5.95, which was -0.65 lower than the previous day. The implied volatity was 23.54, the open interest changed by -7 which decreased total open position to 84
On 25 Feb LT was trading at 4298.50. The strike last trading price was 6.45, which was -2.55 lower than the previous day. The implied volatity was 24.06, the open interest changed by 54 which increased total open position to 92
On 24 Feb LT was trading at 4259.20. The strike last trading price was 9, which was -167.85 lower than the previous day. The implied volatity was 24.31, the open interest changed by 32 which increased total open position to 32
On 23 Feb LT was trading at 4418.10. The strike last trading price was 176.85, which was 0 lower than the previous day. The implied volatity was 11.55, 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 176.85, which was 0 lower than the previous day. The implied volatity was 10.14, 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 176.85, which was 0 lower than the previous day. The implied volatity was 8.36, 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 176.85, which was 0 lower than the previous day. The implied volatity was 8.92, 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 176.85, which was 0 lower than the previous day. The implied volatity was 8.33, 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 176.85, which was 0 lower than the previous day. The implied volatity was 7.09, 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 176.85, which was 0 lower than the previous day. The implied volatity was 6.53, 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 176.85, 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 176.85, which was 0 lower than the previous day. The implied volatity was 6.38, 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 176.85, which was 0 lower than the previous day. The implied volatity was 5.69, 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 176.85, which was 0 lower than the previous day. The implied volatity was 5.34, 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 176.85, which was 0 lower than the previous day. The implied volatity was 4.63, 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 176.85, which was 0 lower than the previous day. The implied volatity was 4.42, 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 176.85, which was 0 lower than the previous day. The implied volatity was 4.85, 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 176.85, which was 0 lower than the previous day. The implied volatity was 3.93, 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 176.85, which was 0 lower than the previous day. The implied volatity was 2.17, 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 176.85, which was 0 lower than the previous day. The implied volatity was 0.11, 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 176.85, which was 0 lower than the previous day. The implied volatity was 2.33, 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 176.85, which was 0 lower than the previous day. The implied volatity was 2.38, 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 176.85, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
