[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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Historical option data for LT

09 Dec 2025 04:11 PM IST
LT 30-DEC-2025 3880 CE
Delta: 0.82
Vega: 2.49
Theta: -1.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 151.8 5.8 16.05 11 2 55
8 Dec 3996.70 146 -33.45 13.01 8 2 53
5 Dec 4038.20 179.45 34.15 - 43 -20 51
4 Dec 3983.60 148.75 7.75 12.70 33 23 71
3 Dec 3988.00 141 -60 - 40 0 14
2 Dec 4030.50 201 -50.9 17.31 10 -3 16
1 Dec 4073.20 251.9 39.95 - 0 0 0
28 Nov 4069.60 251.9 39.95 - 0 2 0
27 Nov 4081.30 251.9 39.95 18.80 14 2 19
26 Nov 4062.00 211.95 0.95 - 9 2 13
25 Nov 3996.70 211 18 26.84 3 0 10
24 Nov 4013.30 193 -7 17.71 4 1 7
21 Nov 4024.90 200 2.65 13.92 3 2 5
20 Nov 4037.40 197.35 16.6 - 2 0 2
19 Nov 4019.60 180.75 65.75 - 0 0 0
18 Nov 3999.60 180.75 65.75 13.44 4 0 2
17 Nov 4027.70 115 -35.7 - 0 0 0
14 Nov 4004.40 115 -35.7 - 0 0 0
13 Nov 4002.50 115 -35.7 - 0 0 0
12 Nov 3954.60 115 -35.7 - 0 0 0
11 Nov 3955.00 115 -35.7 - 0 0 0
10 Nov 3918.50 115 -35.7 - 0 1 0
7 Nov 3882.50 115 -35.7 14.13 1 0 1
6 Nov 3881.60 150.7 -89.3 18.97 2 1 2
4 Nov 3924.40 240 56 - 0 0 0
3 Nov 3980.50 240 56 - 0 0 0
31 Oct 4030.90 240 56 - 0 0 0
30 Oct 3987.50 240 56 - 0 -1 0
29 Oct 3958.10 240 56 24.93 2 -1 1
28 Oct 3972.80 184 39 - 0 0 0
27 Oct 3923.80 184 39 - 0 0 0
24 Oct 3904.90 184 39 - 0 0 0
23 Oct 3918.70 184 39 18.42 2 1 3
21 Oct 3888.20 145 -14.95 - 0 1 0
20 Oct 3872.70 145 -14.95 15.58 1 0 1
17 Oct 3839.40 159.95 19.05 20.39 2 1 1
16 Oct 3861.80 140.9 0 - 0 0 0
13 Oct 3769.50 140.9 0 - 0 0 0
10 Oct 3784.00 140.9 0 - 0 0 0
9 Oct 3769.20 140.9 0 - 0 0 0
8 Oct 3729.80 140.9 0 - 0 0 0
7 Oct 3729.70 140.9 0 - 0 0 0
6 Oct 3737.00 0 0 - 0 0 0
3 Oct 3733.10 0 0 0.84 0 0 0


For Larsen & Toubro Ltd. - strike price 3880 expiring on 30DEC2025

Delta for 3880 CE is 0.82

Historical price for 3880 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 151.8, which was 5.8 higher than the previous day. The implied volatity was 16.05, the open interest changed by 2 which increased total open position to 55


On 8 Dec LT was trading at 3996.70. The strike last trading price was 146, which was -33.45 lower than the previous day. The implied volatity was 13.01, the open interest changed by 2 which increased total open position to 53


On 5 Dec LT was trading at 4038.20. The strike last trading price was 179.45, which was 34.15 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 51


On 4 Dec LT was trading at 3983.60. The strike last trading price was 148.75, which was 7.75 higher than the previous day. The implied volatity was 12.70, the open interest changed by 23 which increased total open position to 71


On 3 Dec LT was trading at 3988.00. The strike last trading price was 141, which was -60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 2 Dec LT was trading at 4030.50. The strike last trading price was 201, which was -50.9 lower than the previous day. The implied volatity was 17.31, the open interest changed by -3 which decreased total open position to 16


On 1 Dec LT was trading at 4073.20. The strike last trading price was 251.9, which was 39.95 higher 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 251.9, which was 39.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Nov LT was trading at 4081.30. The strike last trading price was 251.9, which was 39.95 higher than the previous day. The implied volatity was 18.80, the open interest changed by 2 which increased total open position to 19


On 26 Nov LT was trading at 4062.00. The strike last trading price was 211.95, which was 0.95 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 13


On 25 Nov LT was trading at 3996.70. The strike last trading price was 211, which was 18 higher than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 10


On 24 Nov LT was trading at 4013.30. The strike last trading price was 193, which was -7 lower than the previous day. The implied volatity was 17.71, the open interest changed by 1 which increased total open position to 7


On 21 Nov LT was trading at 4024.90. The strike last trading price was 200, which was 2.65 higher than the previous day. The implied volatity was 13.92, the open interest changed by 2 which increased total open position to 5


On 20 Nov LT was trading at 4037.40. The strike last trading price was 197.35, which was 16.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Nov LT was trading at 4019.60. The strike last trading price was 180.75, which was 65.75 higher than the previous day. The implied volatity was -, 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 180.75, which was 65.75 higher than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 2


On 17 Nov LT was trading at 4027.70. The strike last trading price was 115, which was -35.7 lower 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 115, which was -35.7 lower 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 115, which was -35.7 lower than the previous day. The implied volatity was -, 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 115, which was -35.7 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 115, which was -35.7 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 115, which was -35.7 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 115, which was -35.7 lower than the previous day. The implied volatity was 14.13, the open interest changed by 0 which decreased total open position to 1


On 6 Nov LT was trading at 3881.60. The strike last trading price was 150.7, which was -89.3 lower than the previous day. The implied volatity was 18.97, the open interest changed by 1 which increased total open position to 2


On 4 Nov LT was trading at 3924.40. The strike last trading price was 240, which was 56 higher 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 240, which was 56 higher 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 240, which was 56 higher 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 240, which was 56 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 29 Oct LT was trading at 3958.10. The strike last trading price was 240, which was 56 higher than the previous day. The implied volatity was 24.93, the open interest changed by -1 which decreased total open position to 1


On 28 Oct LT was trading at 3972.80. The strike last trading price was 184, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Oct LT was trading at 3923.80. The strike last trading price was 184, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct LT was trading at 3904.90. The strike last trading price was 184, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct LT was trading at 3918.70. The strike last trading price was 184, which was 39 higher than the previous day. The implied volatity was 18.42, the open interest changed by 1 which increased total open position to 3


On 21 Oct LT was trading at 3888.20. The strike last trading price was 145, which was -14.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct LT was trading at 3872.70. The strike last trading price was 145, which was -14.95 lower than the previous day. The implied volatity was 15.58, the open interest changed by 0 which decreased total open position to 1


On 17 Oct LT was trading at 3839.40. The strike last trading price was 159.95, which was 19.05 higher than the previous day. The implied volatity was 20.39, the open interest changed by 1 which increased total open position to 1


On 16 Oct LT was trading at 3861.80. The strike last trading price was 140.9, 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 Oct LT was trading at 3769.50. The strike last trading price was 140.9, 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 Oct LT was trading at 3784.00. The strike last trading price was 140.9, 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 Oct LT was trading at 3769.20. The strike last trading price was 140.9, 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 8 Oct LT was trading at 3729.80. The strike last trading price was 140.9, 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 7 Oct LT was trading at 3729.70. The strike last trading price was 140.9, 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 Oct LT was trading at 3737.00. 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 3 Oct LT was trading at 3733.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.84, the open interest changed by 0 which decreased total open position to 0


LT 30DEC2025 3880 PE
Delta: -0.17
Vega: 2.43
Theta: -0.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 13.9 -1.85 15.59 492 21 363
8 Dec 3996.70 16.3 5.5 16.60 213 4 342
5 Dec 4038.20 10.7 -9.1 15.94 176 -65 338
4 Dec 3983.60 19.35 -1.5 16.06 161 16 403
3 Dec 3988.00 19.85 5.5 16.29 187 31 387
2 Dec 4030.50 14.6 2.2 16.61 102 22 354
1 Dec 4073.20 12.7 0.85 17.38 99 42 333
28 Nov 4069.60 11.2 -1 16.73 127 56 291
27 Nov 4081.30 12.25 -3.1 16.97 210 88 233
26 Nov 4062.00 15.8 -12.7 17.14 118 9 145
25 Nov 3996.70 29.45 3.65 16.69 90 36 129
24 Nov 4013.30 24.45 -2.75 16.62 100 10 93
21 Nov 4024.90 27.15 2.15 17.89 50 26 80
20 Nov 4037.40 25 -51.3 17.68 64 45 54
19 Nov 4019.60 76.3 -226.85 - 0 0 0
18 Nov 3999.60 76.3 -226.85 - 0 0 0
17 Nov 4027.70 76.3 -226.85 - 0 0 0
14 Nov 4004.40 76.3 -226.85 - 0 0 0
13 Nov 4002.50 76.3 -226.85 - 0 0 0
12 Nov 3954.60 76.3 -226.85 - 0 0 0
11 Nov 3955.00 76.3 -226.85 - 0 0 0
10 Nov 3918.50 76.3 -226.85 - 0 0 0
7 Nov 3882.50 76.3 -226.85 - 0 0 0
6 Nov 3881.60 76.3 -226.85 - 0 0 0
4 Nov 3924.40 76.3 -226.85 - 0 0 0
3 Nov 3980.50 76.3 -226.85 - 0 0 0
31 Oct 4030.90 76.3 -226.85 - 0 0 0
30 Oct 3987.50 76.3 -226.85 - 0 9 0
29 Oct 3958.10 76.3 -226.85 21.23 9 8 8
28 Oct 3972.80 303.15 0 2.76 0 0 0
27 Oct 3923.80 303.15 0 - 0 0 0
24 Oct 3904.90 303.15 0 1.43 0 0 0
23 Oct 3918.70 303.15 0 1.72 0 0 0
21 Oct 3888.20 303.15 0 - 0 0 0
20 Oct 3872.70 303.15 0 1.13 0 0 0
17 Oct 3839.40 303.15 0 0.64 0 0 0
16 Oct 3861.80 303.15 0 - 0 0 0
13 Oct 3769.50 303.15 0 - 0 0 0
10 Oct 3784.00 303.15 0 - 0 0 0
9 Oct 3769.20 303.15 0 - 0 0 0
8 Oct 3729.80 303.15 0 - 0 0 0
7 Oct 3729.70 303.15 0 - 0 0 0
6 Oct 3737.00 0 0 - 0 0 0
3 Oct 3733.10 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3880 expiring on 30DEC2025

Delta for 3880 PE is -0.17

Historical price for 3880 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 13.9, which was -1.85 lower than the previous day. The implied volatity was 15.59, the open interest changed by 21 which increased total open position to 363


On 8 Dec LT was trading at 3996.70. The strike last trading price was 16.3, which was 5.5 higher than the previous day. The implied volatity was 16.60, the open interest changed by 4 which increased total open position to 342


On 5 Dec LT was trading at 4038.20. The strike last trading price was 10.7, which was -9.1 lower than the previous day. The implied volatity was 15.94, the open interest changed by -65 which decreased total open position to 338


On 4 Dec LT was trading at 3983.60. The strike last trading price was 19.35, which was -1.5 lower than the previous day. The implied volatity was 16.06, the open interest changed by 16 which increased total open position to 403


On 3 Dec LT was trading at 3988.00. The strike last trading price was 19.85, which was 5.5 higher than the previous day. The implied volatity was 16.29, the open interest changed by 31 which increased total open position to 387


On 2 Dec LT was trading at 4030.50. The strike last trading price was 14.6, which was 2.2 higher than the previous day. The implied volatity was 16.61, the open interest changed by 22 which increased total open position to 354


On 1 Dec LT was trading at 4073.20. The strike last trading price was 12.7, which was 0.85 higher than the previous day. The implied volatity was 17.38, the open interest changed by 42 which increased total open position to 333


On 28 Nov LT was trading at 4069.60. The strike last trading price was 11.2, which was -1 lower than the previous day. The implied volatity was 16.73, the open interest changed by 56 which increased total open position to 291


On 27 Nov LT was trading at 4081.30. The strike last trading price was 12.25, which was -3.1 lower than the previous day. The implied volatity was 16.97, the open interest changed by 88 which increased total open position to 233


On 26 Nov LT was trading at 4062.00. The strike last trading price was 15.8, which was -12.7 lower than the previous day. The implied volatity was 17.14, the open interest changed by 9 which increased total open position to 145


On 25 Nov LT was trading at 3996.70. The strike last trading price was 29.45, which was 3.65 higher than the previous day. The implied volatity was 16.69, the open interest changed by 36 which increased total open position to 129


On 24 Nov LT was trading at 4013.30. The strike last trading price was 24.45, which was -2.75 lower than the previous day. The implied volatity was 16.62, the open interest changed by 10 which increased total open position to 93


On 21 Nov LT was trading at 4024.90. The strike last trading price was 27.15, which was 2.15 higher than the previous day. The implied volatity was 17.89, the open interest changed by 26 which increased total open position to 80


On 20 Nov LT was trading at 4037.40. The strike last trading price was 25, which was -51.3 lower than the previous day. The implied volatity was 17.68, the open interest changed by 45 which increased total open position to 54


On 19 Nov LT was trading at 4019.60. The strike last trading price was 76.3, which was -226.85 lower than the previous day. The implied volatity was -, 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 76.3, which was -226.85 lower than the previous day. The implied volatity was -, 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 76.3, which was -226.85 lower 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 76.3, which was -226.85 lower 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 76.3, which was -226.85 lower than the previous day. The implied volatity was -, 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 76.3, which was -226.85 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 76.3, which was -226.85 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 76.3, which was -226.85 lower than the previous day. The implied volatity was -, 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 76.3, which was -226.85 lower than the previous day. The implied volatity was -, 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 76.3, which was -226.85 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 76.3, which was -226.85 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 76.3, which was -226.85 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 76.3, which was -226.85 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 76.3, which was -226.85 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0


On 29 Oct LT was trading at 3958.10. The strike last trading price was 76.3, which was -226.85 lower than the previous day. The implied volatity was 21.23, the open interest changed by 8 which increased total open position to 8


On 28 Oct LT was trading at 3972.80. The strike last trading price was 303.15, which was 0 lower than the previous day. The implied volatity was 2.76, the open interest changed by 0 which decreased total open position to 0


On 27 Oct LT was trading at 3923.80. The strike last trading price was 303.15, 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 Oct LT was trading at 3904.90. The strike last trading price was 303.15, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0


On 23 Oct LT was trading at 3918.70. The strike last trading price was 303.15, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 21 Oct LT was trading at 3888.20. The strike last trading price was 303.15, 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 Oct LT was trading at 3872.70. The strike last trading price was 303.15, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0


On 17 Oct LT was trading at 3839.40. The strike last trading price was 303.15, which was 0 lower than the previous day. The implied volatity was 0.64, the open interest changed by 0 which decreased total open position to 0


On 16 Oct LT was trading at 3861.80. The strike last trading price was 303.15, 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 Oct LT was trading at 3769.50. The strike last trading price was 303.15, 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 Oct LT was trading at 3784.00. The strike last trading price was 303.15, 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 Oct LT was trading at 3769.20. The strike last trading price was 303.15, 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 8 Oct LT was trading at 3729.80. The strike last trading price was 303.15, 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 7 Oct LT was trading at 3729.70. The strike last trading price was 303.15, 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 Oct LT was trading at 3737.00. 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 3 Oct LT was trading at 3733.10. 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