LT
Larsen & Toubro Ltd.
Historical option data for LT
15 Apr 2026 04:11 PM IST
| LT 28-Apr-2026 (12d) 3900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 0.02
Theta: -2.6
Gamma: 0.00124
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 4076.30 | 205 | 70.44999999999999 | 29.35 | 1,652 | -133 | 987 | |||||||||
| 13 Apr | 3954.30 | 132 | -7.650000000000006 | 30.53 | 5,318 | 19 | 1,127 | |||||||||
| 10 Apr | 3959.90 | 138 | 22.900000000000006 | 28.11 | 3,545 | -688 | 1,107 | |||||||||
| 9 Apr | 3896.20 | 114.5 | -64.6 | 30.87 | 5,391 | 608 | 1,810 | |||||||||
| 8 Apr | 4005.90 | 182.6 | 124.85 | 28.25 | 4,034 | -145 | 1,201 | |||||||||
| 7 Apr | 3723.30 | 57.25 | -4.7 | 32.81 | 2,528 | 5 | 1,346 | |||||||||
| 6 Apr | 3727.70 | 61 | 26 | 32.62 | 3,470 | 214 | 1,336 | |||||||||
| 2 Apr | 3613.10 | 32.55 | -6.05 | 30.43 | 2,028 | -33 | 1,126 | |||||||||
| 1 Apr | 3607.50 | 39.95 | 13.6 | 31.51 | 2,543 | 80 | 1,159 | |||||||||
| 30 Mar | 3504.10 | 26.3 | -17.6 | 33.43 | 1,372 | 158 | 1,077 | |||||||||
| 27 Mar | 3564.10 | 44.25 | -19.9 | 33.57 | 1,135 | 150 | 915 | |||||||||
| 25 Mar | 3649.30 | 66.65 | 20.6 | 32.1 | 1,897 | 114 | 765 | |||||||||
| 24 Mar | 3516.80 | 46.25 | 22.4 | 36.25 | 1,564 | -248 | 651 | |||||||||
| 23 Mar | 3342.40 | 24 | -4.25 | 38.36 | 415 | 39 | 893 | |||||||||
| 20 Mar | 3434.80 | 29.6 | 1.35 | 33.37 | 680 | 202 | 852 | |||||||||
| 19 Mar | 3434.50 | 29.5 | -18.1 | 32.53 | 765 | 58 | 650 | |||||||||
| 18 Mar | 3607.90 | 46.6 | 5.55 | 27.72 | 565 | 57 | 591 | |||||||||
| 17 Mar | 3542.80 | 41.5 | -0.35 | 30.02 | 410 | 165 | 495 | |||||||||
| 16 Mar | 3469.40 | 39.15 | -8.1 | 33.48 | 374 | 94 | 329 | |||||||||
| 13 Mar | 3439.00 | 48 | -51.9 | 35.68 | 372 | 82 | 236 | |||||||||
| 12 Mar | 3719.50 | 99.5 | -42.95 | 29.34 | 91 | 44 | 153 | |||||||||
| 11 Mar | 3838.80 | 140.85 | -21.2 | 26.5 | 105 | 27 | 110 | |||||||||
| 10 Mar | 3876.00 | 159.7 | 6.45 | 25.2 | 81 | 35 | 82 | |||||||||
| 9 Mar | 3842.10 | 150 | -71 | 27.37 | 38 | 14 | 48 | |||||||||
| 6 Mar | 3949.80 | 221 | -30.9 | 27.54 | 17 | 3 | 34 | |||||||||
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| 5 Mar | 4038.70 | 251.9 | 64.75 | 23.37 | 63 | -21 | 31 | |||||||||
| 4 Mar | 3882.60 | 186 | -64 | 27.61 | 111 | 50 | 51 | |||||||||
| 2 Mar | 4066.70 | 250 | -199.1 | 23.29 | 1 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3900 expiring on 28APR2026
Delta for 3900 CE is 0.8
Historical price for 3900 CE is as follows
On 15 Apr LT was trading at 4076.30. The strike last trading price was 205, which was 70.44999999999999 higher than the previous day. The implied volatity was 29.35, the open interest changed by -133 which decreased total open position to 987
On 13 Apr LT was trading at 3954.30. The strike last trading price was 132, which was -7.650000000000006 lower than the previous day. The implied volatity was 30.53, the open interest changed by 19 which increased total open position to 1127
On 10 Apr LT was trading at 3959.90. The strike last trading price was 138, which was 22.900000000000006 higher than the previous day. The implied volatity was 28.11, the open interest changed by -688 which decreased total open position to 1107
On 9 Apr LT was trading at 3896.20. The strike last trading price was 114.5, which was -64.6 lower than the previous day. The implied volatity was 30.87, the open interest changed by 608 which increased total open position to 1810
On 8 Apr LT was trading at 4005.90. The strike last trading price was 182.6, which was 124.85 higher than the previous day. The implied volatity was 28.25, the open interest changed by -145 which decreased total open position to 1201
On 7 Apr LT was trading at 3723.30. The strike last trading price was 57.25, which was -4.7 lower than the previous day. The implied volatity was 32.81, the open interest changed by 5 which increased total open position to 1346
On 6 Apr LT was trading at 3727.70. The strike last trading price was 61, which was 26 higher than the previous day. The implied volatity was 32.62, the open interest changed by 214 which increased total open position to 1336
On 2 Apr LT was trading at 3613.10. The strike last trading price was 32.55, which was -6.05 lower than the previous day. The implied volatity was 30.43, the open interest changed by -33 which decreased total open position to 1126
On 1 Apr LT was trading at 3607.50. The strike last trading price was 39.95, which was 13.6 higher than the previous day. The implied volatity was 31.51, the open interest changed by 80 which increased total open position to 1159
On 30 Mar LT was trading at 3504.10. The strike last trading price was 26.3, which was -17.6 lower than the previous day. The implied volatity was 33.43, the open interest changed by 158 which increased total open position to 1077
On 27 Mar LT was trading at 3564.10. The strike last trading price was 44.25, which was -19.9 lower than the previous day. The implied volatity was 33.57, the open interest changed by 150 which increased total open position to 915
On 25 Mar LT was trading at 3649.30. The strike last trading price was 66.65, which was 20.6 higher than the previous day. The implied volatity was 32.1, the open interest changed by 114 which increased total open position to 765
On 24 Mar LT was trading at 3516.80. The strike last trading price was 46.25, which was 22.4 higher than the previous day. The implied volatity was 36.25, the open interest changed by -248 which decreased total open position to 651
On 23 Mar LT was trading at 3342.40. The strike last trading price was 24, which was -4.25 lower than the previous day. The implied volatity was 38.36, the open interest changed by 39 which increased total open position to 893
On 20 Mar LT was trading at 3434.80. The strike last trading price was 29.6, which was 1.35 higher than the previous day. The implied volatity was 33.37, the open interest changed by 202 which increased total open position to 852
On 19 Mar LT was trading at 3434.50. The strike last trading price was 29.5, which was -18.1 lower than the previous day. The implied volatity was 32.53, the open interest changed by 58 which increased total open position to 650
On 18 Mar LT was trading at 3607.90. The strike last trading price was 46.6, which was 5.55 higher than the previous day. The implied volatity was 27.72, the open interest changed by 57 which increased total open position to 591
On 17 Mar LT was trading at 3542.80. The strike last trading price was 41.5, which was -0.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 165 which increased total open position to 495
On 16 Mar LT was trading at 3469.40. The strike last trading price was 39.15, which was -8.1 lower than the previous day. The implied volatity was 33.48, the open interest changed by 94 which increased total open position to 329
On 13 Mar LT was trading at 3439.00. The strike last trading price was 48, which was -51.9 lower than the previous day. The implied volatity was 35.68, the open interest changed by 82 which increased total open position to 236
On 12 Mar LT was trading at 3719.50. The strike last trading price was 99.5, which was -42.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by 44 which increased total open position to 153
On 11 Mar LT was trading at 3838.80. The strike last trading price was 140.85, which was -21.2 lower than the previous day. The implied volatity was 26.5, the open interest changed by 27 which increased total open position to 110
On 10 Mar LT was trading at 3876.00. The strike last trading price was 159.7, which was 6.45 higher than the previous day. The implied volatity was 25.2, the open interest changed by 35 which increased total open position to 82
On 9 Mar LT was trading at 3842.10. The strike last trading price was 150, which was -71 lower than the previous day. The implied volatity was 27.37, the open interest changed by 14 which increased total open position to 48
On 6 Mar LT was trading at 3949.80. The strike last trading price was 221, which was -30.9 lower than the previous day. The implied volatity was 27.54, the open interest changed by 3 which increased total open position to 34
On 5 Mar LT was trading at 4038.70. The strike last trading price was 251.9, which was 64.75 higher than the previous day. The implied volatity was 23.37, the open interest changed by -21 which decreased total open position to 31
On 4 Mar LT was trading at 3882.60. The strike last trading price was 186, which was -64 lower than the previous day. The implied volatity was 27.61, the open interest changed by 50 which increased total open position to 51
On 2 Mar LT was trading at 4066.70. The strike last trading price was 250, which was -199.1 lower than the previous day. The implied volatity was 23.29, 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 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| LT 28-Apr-2026 (12d) 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.02
Theta: -2.46
Gamma: 0.00118
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 4076.30 | 34 | -48.2 | 32.71 | 5,030 | 1,063 | 3,025 |
| 13 Apr | 3954.30 | 82.3 | 5.5 | 34.48 | 5,586 | 258 | 1,991 |
| 10 Apr | 3959.90 | 77.7 | -31.700000000000003 | 31.2 | 3,050 | 205 | 1,729 |
| 9 Apr | 3896.20 | 110.6 | 41.55 | 32.86 | 5,280 | 371 | 1,523 |
| 8 Apr | 4005.90 | 67.85 | -161.05 | 33.26 | 3,670 | 689 | 1,146 |
| 7 Apr | 3723.30 | 233.85 | 7.15 | 39.28 | 72 | 12 | 457 |
| 6 Apr | 3727.70 | 226.2 | -83.45 | 37.29 | 150 | -27 | 444 |
| 2 Apr | 3613.10 | 306 | 1.4 | 34.32 | 47 | 8 | 474 |
| 1 Apr | 3607.50 | 303.3 | -100.45 | 35.73 | 235 | 138 | 466 |
| 30 Mar | 3504.10 | 405 | 42 | 39.06 | 53 | 29 | 327 |
| 27 Mar | 3564.10 | 363.9 | 71.9 | 40.61 | 70 | 27 | 300 |
| 25 Mar | 3649.30 | 292 | -114.5 | 37.22 | 15 | -2 | 273 |
| 24 Mar | 3516.80 | 406.5 | -152.7 | 40.06 | 32 | 13 | 275 |
| 23 Mar | 3342.40 | 558.8 | 78.8 | 43.85 | 12 | 4 | 260 |
| 20 Mar | 3434.80 | 480 | 29 | 43.1 | 99 | 67 | 255 |
| 19 Mar | 3434.50 | 451 | 143 | 35.3 | 55 | 17 | 186 |
| 18 Mar | 3607.90 | 308 | -108.8 | 29.52 | 145 | 67 | 169 |
| 17 Mar | 3542.80 | 416.8 | -48.2 | 44.43 | 7 | 5 | 103 |
| 16 Mar | 3469.40 | 465 | 35 | 42.42 | 27 | 16 | 100 |
| 13 Mar | 3439.00 | 430 | 191.25 | 28.02 | 5 | -2 | 84 |
| 12 Mar | 3719.50 | 241.95 | 71.25 | 30.38 | 15 | 1 | 88 |
| 11 Mar | 3838.80 | 170.7 | 29.3 | 29.53 | 12 | 8 | 86 |
| 10 Mar | 3876.00 | 141.5 | -47.3 | 27.93 | 35 | 15 | 76 |
| 9 Mar | 3842.10 | 188.8 | 68.8 | 32.37 | 23 | -7 | 61 |
| 6 Mar | 3949.80 | 120 | 36.35 | 28.27 | 41 | 17 | 68 |
| 5 Mar | 4038.70 | 83.1 | -85.6 | 26.26 | 25 | 13 | 50 |
| 4 Mar | 3882.60 | 172 | 90 | 32.04 | 81 | 15 | 36 |
| 2 Mar | 4066.70 | 82 | 36.7 | 26.99 | 21 | 20 | 20 |
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3900 expiring on 28APR2026
Delta for 3900 PE is -0.22
Historical price for 3900 PE is as follows
On 15 Apr LT was trading at 4076.30. The strike last trading price was 34, which was -48.2 lower than the previous day. The implied volatity was 32.71, the open interest changed by 1063 which increased total open position to 3025
On 13 Apr LT was trading at 3954.30. The strike last trading price was 82.3, which was 5.5 higher than the previous day. The implied volatity was 34.48, the open interest changed by 258 which increased total open position to 1991
On 10 Apr LT was trading at 3959.90. The strike last trading price was 77.7, which was -31.700000000000003 lower than the previous day. The implied volatity was 31.2, the open interest changed by 205 which increased total open position to 1729
On 9 Apr LT was trading at 3896.20. The strike last trading price was 110.6, which was 41.55 higher than the previous day. The implied volatity was 32.86, the open interest changed by 371 which increased total open position to 1523
On 8 Apr LT was trading at 4005.90. The strike last trading price was 67.85, which was -161.05 lower than the previous day. The implied volatity was 33.26, the open interest changed by 689 which increased total open position to 1146
On 7 Apr LT was trading at 3723.30. The strike last trading price was 233.85, which was 7.15 higher than the previous day. The implied volatity was 39.28, the open interest changed by 12 which increased total open position to 457
On 6 Apr LT was trading at 3727.70. The strike last trading price was 226.2, which was -83.45 lower than the previous day. The implied volatity was 37.29, the open interest changed by -27 which decreased total open position to 444
On 2 Apr LT was trading at 3613.10. The strike last trading price was 306, which was 1.4 higher than the previous day. The implied volatity was 34.32, the open interest changed by 8 which increased total open position to 474
On 1 Apr LT was trading at 3607.50. The strike last trading price was 303.3, which was -100.45 lower than the previous day. The implied volatity was 35.73, the open interest changed by 138 which increased total open position to 466
On 30 Mar LT was trading at 3504.10. The strike last trading price was 405, which was 42 higher than the previous day. The implied volatity was 39.06, the open interest changed by 29 which increased total open position to 327
On 27 Mar LT was trading at 3564.10. The strike last trading price was 363.9, which was 71.9 higher than the previous day. The implied volatity was 40.61, the open interest changed by 27 which increased total open position to 300
On 25 Mar LT was trading at 3649.30. The strike last trading price was 292, which was -114.5 lower than the previous day. The implied volatity was 37.22, the open interest changed by -2 which decreased total open position to 273
On 24 Mar LT was trading at 3516.80. The strike last trading price was 406.5, which was -152.7 lower than the previous day. The implied volatity was 40.06, the open interest changed by 13 which increased total open position to 275
On 23 Mar LT was trading at 3342.40. The strike last trading price was 558.8, which was 78.8 higher than the previous day. The implied volatity was 43.85, the open interest changed by 4 which increased total open position to 260
On 20 Mar LT was trading at 3434.80. The strike last trading price was 480, which was 29 higher than the previous day. The implied volatity was 43.1, the open interest changed by 67 which increased total open position to 255
On 19 Mar LT was trading at 3434.50. The strike last trading price was 451, which was 143 higher than the previous day. The implied volatity was 35.3, the open interest changed by 17 which increased total open position to 186
On 18 Mar LT was trading at 3607.90. The strike last trading price was 308, which was -108.8 lower than the previous day. The implied volatity was 29.52, the open interest changed by 67 which increased total open position to 169
On 17 Mar LT was trading at 3542.80. The strike last trading price was 416.8, which was -48.2 lower than the previous day. The implied volatity was 44.43, the open interest changed by 5 which increased total open position to 103
On 16 Mar LT was trading at 3469.40. The strike last trading price was 465, which was 35 higher than the previous day. The implied volatity was 42.42, the open interest changed by 16 which increased total open position to 100
On 13 Mar LT was trading at 3439.00. The strike last trading price was 430, which was 191.25 higher than the previous day. The implied volatity was 28.02, the open interest changed by -2 which decreased total open position to 84
On 12 Mar LT was trading at 3719.50. The strike last trading price was 241.95, which was 71.25 higher than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 88
On 11 Mar LT was trading at 3838.80. The strike last trading price was 170.7, which was 29.3 higher than the previous day. The implied volatity was 29.53, the open interest changed by 8 which increased total open position to 86
On 10 Mar LT was trading at 3876.00. The strike last trading price was 141.5, which was -47.3 lower than the previous day. The implied volatity was 27.93, the open interest changed by 15 which increased total open position to 76
On 9 Mar LT was trading at 3842.10. The strike last trading price was 188.8, which was 68.8 higher than the previous day. The implied volatity was 32.37, the open interest changed by -7 which decreased total open position to 61
On 6 Mar LT was trading at 3949.80. The strike last trading price was 120, which was 36.35 higher than the previous day. The implied volatity was 28.27, the open interest changed by 17 which increased total open position to 68
On 5 Mar LT was trading at 4038.70. The strike last trading price was 83.1, which was -85.6 lower than the previous day. The implied volatity was 26.26, the open interest changed by 13 which increased total open position to 50
On 4 Mar LT was trading at 3882.60. The strike last trading price was 172, which was 90 higher than the previous day. The implied volatity was 32.04, the open interest changed by 15 which increased total open position to 36
On 2 Mar LT was trading at 4066.70. The strike last trading price was 82, which was 36.7 higher than the previous day. The implied volatity was 26.99, the open interest changed by 20 which increased total open position to 20
On 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
