[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3932.9 +138.90 (3.66%)
L: 3843.6 H: 3960.9

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Historical option data for LT

29 Jan 2026 04:11 PM IST
LT 24-FEB-2026 3900 CE
Delta: 0.64
Vega: 3.94
Theta: -2.13
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 3932.90 118 36.15 19.47 23,976 -256 1,793
28 Jan 3794.00 82.95 12.75 27.98 6,657 810 2,051
27 Jan 3787.80 75 18.9 26.33 3,114 198 1,237
23 Jan 3743.80 56.3 -18.9 23.17 906 193 1,037
22 Jan 3793.80 77 11.15 23.33 1,339 387 844
21 Jan 3766.50 66.95 -13.9 23.12 508 88 457
20 Jan 3810.50 82.6 -27.7 22.75 666 183 395
19 Jan 3869.80 109 -4.4 22.32 258 65 215
16 Jan 3856.40 112 -5 22.42 168 74 148
14 Jan 3865.80 116 -12.1 21.33 62 21 74
13 Jan 3887.40 124 -53.05 20.19 122 48 53
12 Jan 4019.00 177.05 -22.95 10.24 5 -4 4
9 Jan 4025.20 200 -80 - 0 0 8
8 Jan 4028.40 200 -80 11.94 5 2 5
7 Jan 4157.00 280 -40 - 2 0 1
6 Jan 4140.60 320 49.9 20.75 1 0 0
5 Jan 4150.40 270.1 0 - 0 0 0
2 Jan 4163.40 270.1 0 - 0 0 0
1 Jan 4140.40 270.1 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3900 expiring on 24FEB2026

Delta for 3900 CE is 0.64

Historical price for 3900 CE is as follows

On 29 Jan LT was trading at 3932.90. The strike last trading price was 118, which was 36.15 higher than the previous day. The implied volatity was 19.47, the open interest changed by -256 which decreased total open position to 1793


On 28 Jan LT was trading at 3794.00. The strike last trading price was 82.95, which was 12.75 higher than the previous day. The implied volatity was 27.98, the open interest changed by 810 which increased total open position to 2051


On 27 Jan LT was trading at 3787.80. The strike last trading price was 75, which was 18.9 higher than the previous day. The implied volatity was 26.33, the open interest changed by 198 which increased total open position to 1237


On 23 Jan LT was trading at 3743.80. The strike last trading price was 56.3, which was -18.9 lower than the previous day. The implied volatity was 23.17, the open interest changed by 193 which increased total open position to 1037


On 22 Jan LT was trading at 3793.80. The strike last trading price was 77, which was 11.15 higher than the previous day. The implied volatity was 23.33, the open interest changed by 387 which increased total open position to 844


On 21 Jan LT was trading at 3766.50. The strike last trading price was 66.95, which was -13.9 lower than the previous day. The implied volatity was 23.12, the open interest changed by 88 which increased total open position to 457


On 20 Jan LT was trading at 3810.50. The strike last trading price was 82.6, which was -27.7 lower than the previous day. The implied volatity was 22.75, the open interest changed by 183 which increased total open position to 395


On 19 Jan LT was trading at 3869.80. The strike last trading price was 109, which was -4.4 lower than the previous day. The implied volatity was 22.32, the open interest changed by 65 which increased total open position to 215


On 16 Jan LT was trading at 3856.40. The strike last trading price was 112, which was -5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 74 which increased total open position to 148


On 14 Jan LT was trading at 3865.80. The strike last trading price was 116, which was -12.1 lower than the previous day. The implied volatity was 21.33, the open interest changed by 21 which increased total open position to 74


On 13 Jan LT was trading at 3887.40. The strike last trading price was 124, which was -53.05 lower than the previous day. The implied volatity was 20.19, the open interest changed by 48 which increased total open position to 53


On 12 Jan LT was trading at 4019.00. The strike last trading price was 177.05, which was -22.95 lower than the previous day. The implied volatity was 10.24, the open interest changed by -4 which decreased total open position to 4


On 9 Jan LT was trading at 4025.20. The strike last trading price was 200, which was -80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 8 Jan LT was trading at 4028.40. The strike last trading price was 200, which was -80 lower than the previous day. The implied volatity was 11.94, the open interest changed by 2 which increased total open position to 5


On 7 Jan LT was trading at 4157.00. The strike last trading price was 280, which was -40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan LT was trading at 4140.60. The strike last trading price was 320, which was 49.9 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 0


On 5 Jan LT was trading at 4150.40. The strike last trading price was 270.1, 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 Jan LT was trading at 4163.40. The strike last trading price was 270.1, 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 Jan LT was trading at 4140.40. The strike last trading price was 270.1, 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 24FEB2026 3900 PE
Delta: -0.38
Vega: 3.99
Theta: -1.25
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 3932.90 61.6 -100.55 21.81 12,502 1,212 1,976
28 Jan 3794.00 162 4.8 29.14 686 123 762
27 Jan 3787.80 155 -36.1 28.14 369 227 638
23 Jan 3743.80 190 37.65 27.46 368 178 410
22 Jan 3793.80 150 -24.85 24.67 104 21 231
21 Jan 3766.50 174.85 25 26.31 134 12 211
20 Jan 3810.50 149 33.3 25.25 86 30 197
19 Jan 3869.80 121.85 0.3 25.39 92 31 169
16 Jan 3856.40 125.4 2.4 24.78 122 62 138
14 Jan 3865.80 123 13.2 24.93 30 6 74
13 Jan 3887.40 109.8 32.85 24.12 117 52 67
12 Jan 4019.00 76.95 26.75 27.16 6 4 14
9 Jan 4025.20 50.2 -7.8 20.55 9 4 6
8 Jan 4028.40 58 -24.1 23.28 2 1 1
7 Jan 4157.00 82.1 0 5.47 0 0 0
6 Jan 4140.60 82.1 0 5.08 0 0 0
5 Jan 4150.40 82.1 0 5.25 0 0 0
2 Jan 4163.40 82.1 0 5.38 0 0 0
1 Jan 4140.40 82.1 0 4.94 0 0 0


For Larsen & Toubro Ltd. - strike price 3900 expiring on 24FEB2026

Delta for 3900 PE is -0.38

Historical price for 3900 PE is as follows

On 29 Jan LT was trading at 3932.90. The strike last trading price was 61.6, which was -100.55 lower than the previous day. The implied volatity was 21.81, the open interest changed by 1212 which increased total open position to 1976


On 28 Jan LT was trading at 3794.00. The strike last trading price was 162, which was 4.8 higher than the previous day. The implied volatity was 29.14, the open interest changed by 123 which increased total open position to 762


On 27 Jan LT was trading at 3787.80. The strike last trading price was 155, which was -36.1 lower than the previous day. The implied volatity was 28.14, the open interest changed by 227 which increased total open position to 638


On 23 Jan LT was trading at 3743.80. The strike last trading price was 190, which was 37.65 higher than the previous day. The implied volatity was 27.46, the open interest changed by 178 which increased total open position to 410


On 22 Jan LT was trading at 3793.80. The strike last trading price was 150, which was -24.85 lower than the previous day. The implied volatity was 24.67, the open interest changed by 21 which increased total open position to 231


On 21 Jan LT was trading at 3766.50. The strike last trading price was 174.85, which was 25 higher than the previous day. The implied volatity was 26.31, the open interest changed by 12 which increased total open position to 211


On 20 Jan LT was trading at 3810.50. The strike last trading price was 149, which was 33.3 higher than the previous day. The implied volatity was 25.25, the open interest changed by 30 which increased total open position to 197


On 19 Jan LT was trading at 3869.80. The strike last trading price was 121.85, which was 0.3 higher than the previous day. The implied volatity was 25.39, the open interest changed by 31 which increased total open position to 169


On 16 Jan LT was trading at 3856.40. The strike last trading price was 125.4, which was 2.4 higher than the previous day. The implied volatity was 24.78, the open interest changed by 62 which increased total open position to 138


On 14 Jan LT was trading at 3865.80. The strike last trading price was 123, which was 13.2 higher than the previous day. The implied volatity was 24.93, the open interest changed by 6 which increased total open position to 74


On 13 Jan LT was trading at 3887.40. The strike last trading price was 109.8, which was 32.85 higher than the previous day. The implied volatity was 24.12, the open interest changed by 52 which increased total open position to 67


On 12 Jan LT was trading at 4019.00. The strike last trading price was 76.95, which was 26.75 higher than the previous day. The implied volatity was 27.16, the open interest changed by 4 which increased total open position to 14


On 9 Jan LT was trading at 4025.20. The strike last trading price was 50.2, which was -7.8 lower than the previous day. The implied volatity was 20.55, the open interest changed by 4 which increased total open position to 6


On 8 Jan LT was trading at 4028.40. The strike last trading price was 58, which was -24.1 lower than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 1


On 7 Jan LT was trading at 4157.00. The strike last trading price was 82.1, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0


On 6 Jan LT was trading at 4140.60. The strike last trading price was 82.1, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0


On 5 Jan LT was trading at 4150.40. The strike last trading price was 82.1, which was 0 lower than the previous day. The implied volatity was 5.25, the open interest changed by 0 which decreased total open position to 0


On 2 Jan LT was trading at 4163.40. The strike last trading price was 82.1, which was 0 lower than the previous day. The implied volatity was 5.38, the open interest changed by 0 which decreased total open position to 0


On 1 Jan LT was trading at 4140.40. The strike last trading price was 82.1, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0