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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LT 30-DEC-2025 3900 CE
Delta: 0.84 Vega: 2.29 Theta: -1.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3997.50	126.65 ₹ 22,163.75	-1 -175.00	12.40	322 56,350	4 700	1,186 2,07,550
8 Dec	3996.70	125.65 ₹ 21,988.75	-40.4 -7070.00	8.72	141 24,675	38 6,650	1,184 2,07,200

5 Dec	4038.20	164.95 ₹ 28,866.25	31.25 5468.75	-	779 1,36,325	-187 -32,725	1,146 2,00,550
4 Dec	3983.60	129.95 ₹ 22,741.25	5.85 1023.75	11.84	842 1,47,350	225 39,375	1,333 2,33,275
3 Dec	3988.00	124.1 ₹ 21,717.5	-48.6 -8505.00	-	218 38,150	4 700	1,109 1,94,075
2 Dec	4030.50	171 ₹ 29,925	-31.45 -5503.75	11.85	42 7,350	3 525	1,103 1,93,025
1 Dec	4073.20	202.45 ₹ 35,428.75	-2.55 -446.25	12.27	22 3,850	1 175	1,100 1,92,500
28 Nov	4069.60	205 ₹ 35,875	-16 -2800.00	-	37 6,475	-2 -350	1,099 1,92,325
27 Nov	4081.30	221 ₹ 38,675	19.35 3386.25	13.01	64 11,200	2 350	1,101 1,92,675
26 Nov	4062.00	198 ₹ 34,650	46.7 8172.50	9.30	148 25,900	-5 -875	1,099 1,92,325
25 Nov	3996.70	147.05 ₹ 25,733.75	-28.8 -5040.00	14.89	781 1,36,675	596 1,04,300	1,104 1,93,200
24 Nov	4013.30	173 ₹ 30,275	-12.7 -2222.50	16.40	145 25,375	94 16,450	508 88,900
21 Nov	4024.90	183.25 ₹ 32,068.75	-12.6 -2205.00	13.83	92 16,100	9 1,575	414 72,450
20 Nov	4037.40	197.95 ₹ 34,641.25	18.35 3211.25	15.26	108 18,900	6 1,050	405 70,875
19 Nov	4019.60	178 ₹ 31,150	8.05 1408.75	13.05	488 85,400	312 54,600	399 69,825
18 Nov	3999.60	170 ₹ 29,750	-27.3 -4777.50	14.71	56 9,800	15 2,625	82 14,350
17 Nov	4027.70	197.3 ₹ 34,527.5	18.45 3228.75	16.03	55 9,625	1 175	67 11,725
14 Nov	4004.40	183 ₹ 32,025	3 525.00	15.42	16 2,800	7 1,225	66 11,550
13 Nov	4002.50	180 ₹ 31,500	28 4900.00	14.18	38 6,650	-1 -175	58 10,150
12 Nov	3954.60	152 ₹ 26,600	0 0.00	15.80	21 3,675	14 2,450	56 9,800
11 Nov	3955.00	152 ₹ 26,600	11 1925.00	15.64	19 3,325	4 700	41 7,175
10 Nov	3918.50	141 ₹ 24,675	20.95 3666.25	17.85	13 2,275	0 0	36 6,300
7 Nov	3882.50	118.9 ₹ 20,807.5	-0.65 -113.75	16.79	41 7,175	26 4,550	36 6,300
6 Nov	3881.60	118.25 ₹ 20,693.75	-123.95 -21691.25	15.32	16 2,800	8 1,400	8 1,400
4 Nov	3924.40	242.2 ₹ 42,385	0 0.00	-	0 0	0 0	0 0
3 Nov	3980.50	242.2 ₹ 42,385	0 0.00	-	0 0	0 0	0 0
31 Oct	4030.90	242.2 ₹ 42,385	0 0.00	-	0 0	0 0	0 0
30 Oct	3987.50	242.2 ₹ 42,385	0 0.00	-	0 0	0 0	0 0
29 Oct	3958.10	242.2 ₹ 42,385	0 0.00	-	0 0	0 0	0 0

For Larsen & Toubro Ltd. - strike price 3900 expiring on 30DEC2025

Delta for 3900 CE is 0.84

Historical price for 3900 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 126.65, which was -1 lower than the previous day. The implied volatity was 12.40, the open interest changed by 4 which increased total open position to 1186

On 8 Dec LT was trading at 3996.70. The strike last trading price was 125.65, which was -40.4 lower than the previous day. The implied volatity was 8.72, the open interest changed by 38 which increased total open position to 1184

On 5 Dec LT was trading at 4038.20. The strike last trading price was 164.95, which was 31.25 higher than the previous day. The implied volatity was -, the open interest changed by -187 which decreased total open position to 1146

On 4 Dec LT was trading at 3983.60. The strike last trading price was 129.95, which was 5.85 higher than the previous day. The implied volatity was 11.84, the open interest changed by 225 which increased total open position to 1333

On 3 Dec LT was trading at 3988.00. The strike last trading price was 124.1, which was -48.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 1109

On 2 Dec LT was trading at 4030.50. The strike last trading price was 171, which was -31.45 lower than the previous day. The implied volatity was 11.85, the open interest changed by 3 which increased total open position to 1103

On 1 Dec LT was trading at 4073.20. The strike last trading price was 202.45, which was -2.55 lower than the previous day. The implied volatity was 12.27, the open interest changed by 1 which increased total open position to 1100

On 28 Nov LT was trading at 4069.60. The strike last trading price was 205, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 1099

On 27 Nov LT was trading at 4081.30. The strike last trading price was 221, which was 19.35 higher than the previous day. The implied volatity was 13.01, the open interest changed by 2 which increased total open position to 1101

On 26 Nov LT was trading at 4062.00. The strike last trading price was 198, which was 46.7 higher than the previous day. The implied volatity was 9.30, the open interest changed by -5 which decreased total open position to 1099

On 25 Nov LT was trading at 3996.70. The strike last trading price was 147.05, which was -28.8 lower than the previous day. The implied volatity was 14.89, the open interest changed by 596 which increased total open position to 1104

On 24 Nov LT was trading at 4013.30. The strike last trading price was 173, which was -12.7 lower than the previous day. The implied volatity was 16.40, the open interest changed by 94 which increased total open position to 508

On 21 Nov LT was trading at 4024.90. The strike last trading price was 183.25, which was -12.6 lower than the previous day. The implied volatity was 13.83, the open interest changed by 9 which increased total open position to 414

On 20 Nov LT was trading at 4037.40. The strike last trading price was 197.95, which was 18.35 higher than the previous day. The implied volatity was 15.26, the open interest changed by 6 which increased total open position to 405

On 19 Nov LT was trading at 4019.60. The strike last trading price was 178, which was 8.05 higher than the previous day. The implied volatity was 13.05, the open interest changed by 312 which increased total open position to 399

On 18 Nov LT was trading at 3999.60. The strike last trading price was 170, which was -27.3 lower than the previous day. The implied volatity was 14.71, the open interest changed by 15 which increased total open position to 82

On 17 Nov LT was trading at 4027.70. The strike last trading price was 197.3, which was 18.45 higher than the previous day. The implied volatity was 16.03, the open interest changed by 1 which increased total open position to 67

On 14 Nov LT was trading at 4004.40. The strike last trading price was 183, which was 3 higher than the previous day. The implied volatity was 15.42, the open interest changed by 7 which increased total open position to 66

On 13 Nov LT was trading at 4002.50. The strike last trading price was 180, which was 28 higher than the previous day. The implied volatity was 14.18, the open interest changed by -1 which decreased total open position to 58

On 12 Nov LT was trading at 3954.60. The strike last trading price was 152, which was 0 lower than the previous day. The implied volatity was 15.80, the open interest changed by 14 which increased total open position to 56

On 11 Nov LT was trading at 3955.00. The strike last trading price was 152, which was 11 higher than the previous day. The implied volatity was 15.64, the open interest changed by 4 which increased total open position to 41

On 10 Nov LT was trading at 3918.50. The strike last trading price was 141, which was 20.95 higher than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 36

On 7 Nov LT was trading at 3882.50. The strike last trading price was 118.9, which was -0.65 lower than the previous day. The implied volatity was 16.79, the open interest changed by 26 which increased total open position to 36

On 6 Nov LT was trading at 3881.60. The strike last trading price was 118.25, which was -123.95 lower than the previous day. The implied volatity was 15.32, the open interest changed by 8 which increased total open position to 8

On 4 Nov LT was trading at 3924.40. The strike last trading price was 242.2, 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 242.2, 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 242.2, 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 242.2, 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 242.2, 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 3900 PE
Delta: -0.21 Vega: 2.75 Theta: -0.79 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3997.50	17.95 ₹ 3,141.25	-2.1 -367.50	15.62	1,831 3,20,425	-39 -6,825	1,863 3,26,025
8 Dec	3996.70	21 ₹ 3,675	7.85 1373.75	16.78	1,020 1,78,500	2 350	1,900 3,32,500
5 Dec	4038.20	13.1 ₹ 2,292.5	-10.6 -1855.00	15.72	893 1,56,275	-23 -4,025	1,880 3,29,000
4 Dec	3983.60	23.75 ₹ 4,156.25	-1.8 -315.00	16.01	903 1,58,025	66 11,550	1,966 3,44,050
3 Dec	3988.00	24.4 ₹ 4,270	6.95 1216.25	16.31	1,256 2,19,800	13 2,275	1,901 3,32,675
2 Dec	4030.50	17.7 ₹ 3,097.5	2.95 516.25	16.49	500 87,500	37 6,475	1,888 3,30,400
1 Dec	4073.20	14.55 ₹ 2,546.25	0.6 105.00	16.97	778 1,36,150	-46 -8,050	1,852 3,24,100
28 Nov	4069.60	13.6 ₹ 2,380	-1.05 -183.75	16.64	432 75,600	139 24,325	1,898 3,32,150
27 Nov	4081.30	14.95 ₹ 2,616.25	-2.95 -516.25	16.95	1,070 1,87,250	141 24,675	1,759 3,07,825
26 Nov	4062.00	18.35 ₹ 3,211.25	-13.35 -2336.25	16.90	941 1,64,675	18 3,150	1,620 2,83,500
25 Nov	3996.70	34 ₹ 5,950	4.8 840.00	16.49	1,612 2,82,100	426 74,550	1,600 2,80,000
24 Nov	4013.30	30 ₹ 5,250	-1.15 -201.25	16.86	452 79,100	73 12,775	1,157 2,02,475
21 Nov	4024.90	31 ₹ 5,425	2.3 402.50	17.71	364 63,700	117 20,475	1,083 1,89,525
20 Nov	4037.40	28.25 ₹ 4,943.75	-8 -1400.00	17.41	431 75,425	48 8,400	961 1,68,175
19 Nov	4019.60	36.55 ₹ 6,396.25	-6.55 -1146.25	18.38	580 1,01,500	321 56,175	915 1,60,125
18 Nov	3999.60	43.55 ₹ 7,621.25	4.7 822.50	18.68	286 50,050	83 14,525	595 1,04,125
17 Nov	4027.70	38.75 ₹ 6,781.25	-7.7 -1347.50	18.95	239 41,825	129 22,575	512 89,600
14 Nov	4004.40	48 ₹ 8,400	-1.65 -288.75	19.35	154 26,950	28 4,900	383 67,025
13 Nov	4002.50	49.05 ₹ 8,583.75	-14.95 -2616.25	19.48	544 95,200	134 23,450	352 61,600
12 Nov	3954.60	64 ₹ 11,200	-1.15 -201.25	19.29	63 11,025	5 875	217 37,975
11 Nov	3955.00	64.5 ₹ 11,287.5	-15.5 -2712.50	19.20	151 26,425	106 18,550	211 36,925
10 Nov	3918.50	80 ₹ 14,000	-15 -2625.00	19.45	21 3,675	2 350	105 18,375
7 Nov	3882.50	95 ₹ 16,625	-1.7 -297.50	19.11	29 5,075	12 2,100	102 17,850
6 Nov	3881.60	99 ₹ 17,325	16.6 2905.00	20.65	35 6,125	16 2,800	90 15,750
4 Nov	3924.40	82.9 ₹ 14,507.5	16.95 2966.25	19.85	57 9,975	23 4,025	75 13,125
3 Nov	3980.50	65.95 ₹ 11,541.25	12.5 2187.50	20.09	17 2,975	13 2,275	51 8,925
31 Oct	4030.90	53.45 ₹ 9,353.75	-12.55 -2196.25	-	29 5,075	6 1,050	29 5,075
30 Oct	3987.50	66 ₹ 11,550	-62.45 -10928.75	20.16	62 10,850	23 4,025	23 4,025
29 Oct	3958.10	128.45 ₹ 22,478.75	0 0.00	2.01	0 0	0 0	0 0

For Larsen & Toubro Ltd. - strike price 3900 expiring on 30DEC2025

Delta for 3900 PE is -0.21

Historical price for 3900 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 17.95, which was -2.1 lower than the previous day. The implied volatity was 15.62, the open interest changed by -39 which decreased total open position to 1863

On 8 Dec LT was trading at 3996.70. The strike last trading price was 21, which was 7.85 higher than the previous day. The implied volatity was 16.78, the open interest changed by 2 which increased total open position to 1900

On 5 Dec LT was trading at 4038.20. The strike last trading price was 13.1, which was -10.6 lower than the previous day. The implied volatity was 15.72, the open interest changed by -23 which decreased total open position to 1880

On 4 Dec LT was trading at 3983.60. The strike last trading price was 23.75, which was -1.8 lower than the previous day. The implied volatity was 16.01, the open interest changed by 66 which increased total open position to 1966

On 3 Dec LT was trading at 3988.00. The strike last trading price was 24.4, which was 6.95 higher than the previous day. The implied volatity was 16.31, the open interest changed by 13 which increased total open position to 1901

On 2 Dec LT was trading at 4030.50. The strike last trading price was 17.7, which was 2.95 higher than the previous day. The implied volatity was 16.49, the open interest changed by 37 which increased total open position to 1888

On 1 Dec LT was trading at 4073.20. The strike last trading price was 14.55, which was 0.6 higher than the previous day. The implied volatity was 16.97, the open interest changed by -46 which decreased total open position to 1852

On 28 Nov LT was trading at 4069.60. The strike last trading price was 13.6, which was -1.05 lower than the previous day. The implied volatity was 16.64, the open interest changed by 139 which increased total open position to 1898

On 27 Nov LT was trading at 4081.30. The strike last trading price was 14.95, which was -2.95 lower than the previous day. The implied volatity was 16.95, the open interest changed by 141 which increased total open position to 1759

On 26 Nov LT was trading at 4062.00. The strike last trading price was 18.35, which was -13.35 lower than the previous day. The implied volatity was 16.90, the open interest changed by 18 which increased total open position to 1620

On 25 Nov LT was trading at 3996.70. The strike last trading price was 34, which was 4.8 higher than the previous day. The implied volatity was 16.49, the open interest changed by 426 which increased total open position to 1600

On 24 Nov LT was trading at 4013.30. The strike last trading price was 30, which was -1.15 lower than the previous day. The implied volatity was 16.86, the open interest changed by 73 which increased total open position to 1157

On 21 Nov LT was trading at 4024.90. The strike last trading price was 31, which was 2.3 higher than the previous day. The implied volatity was 17.71, the open interest changed by 117 which increased total open position to 1083

On 20 Nov LT was trading at 4037.40. The strike last trading price was 28.25, which was -8 lower than the previous day. The implied volatity was 17.41, the open interest changed by 48 which increased total open position to 961

On 19 Nov LT was trading at 4019.60. The strike last trading price was 36.55, which was -6.55 lower than the previous day. The implied volatity was 18.38, the open interest changed by 321 which increased total open position to 915

On 18 Nov LT was trading at 3999.60. The strike last trading price was 43.55, which was 4.7 higher than the previous day. The implied volatity was 18.68, the open interest changed by 83 which increased total open position to 595

On 17 Nov LT was trading at 4027.70. The strike last trading price was 38.75, which was -7.7 lower than the previous day. The implied volatity was 18.95, the open interest changed by 129 which increased total open position to 512

On 14 Nov LT was trading at 4004.40. The strike last trading price was 48, which was -1.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 28 which increased total open position to 383

On 13 Nov LT was trading at 4002.50. The strike last trading price was 49.05, which was -14.95 lower than the previous day. The implied volatity was 19.48, the open interest changed by 134 which increased total open position to 352

On 12 Nov LT was trading at 3954.60. The strike last trading price was 64, which was -1.15 lower than the previous day. The implied volatity was 19.29, the open interest changed by 5 which increased total open position to 217

On 11 Nov LT was trading at 3955.00. The strike last trading price was 64.5, which was -15.5 lower than the previous day. The implied volatity was 19.20, the open interest changed by 106 which increased total open position to 211

On 10 Nov LT was trading at 3918.50. The strike last trading price was 80, which was -15 lower than the previous day. The implied volatity was 19.45, the open interest changed by 2 which increased total open position to 105

On 7 Nov LT was trading at 3882.50. The strike last trading price was 95, which was -1.7 lower than the previous day. The implied volatity was 19.11, the open interest changed by 12 which increased total open position to 102

On 6 Nov LT was trading at 3881.60. The strike last trading price was 99, which was 16.6 higher than the previous day. The implied volatity was 20.65, the open interest changed by 16 which increased total open position to 90

On 4 Nov LT was trading at 3924.40. The strike last trading price was 82.9, which was 16.95 higher than the previous day. The implied volatity was 19.85, the open interest changed by 23 which increased total open position to 75

On 3 Nov LT was trading at 3980.50. The strike last trading price was 65.95, which was 12.5 higher than the previous day. The implied volatity was 20.09, the open interest changed by 13 which increased total open position to 51

On 31 Oct LT was trading at 4030.90. The strike last trading price was 53.45, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 29

On 30 Oct LT was trading at 3987.50. The strike last trading price was 66, which was -62.45 lower than the previous day. The implied volatity was 20.16, the open interest changed by 23 which increased total open position to 23

On 29 Oct LT was trading at 3958.10. The strike last trading price was 128.45, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0

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