[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4119.8 +43.50 (1.07%)
L: 4089 H: 4149

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Historical option data for LT

16 Apr 2026 04:11 PM IST
LT 28-Apr-2026 (11d) 3920 CE
Delta: 0.85
Vega: 0.02
Theta: -1.98
Gamma: 0.0012
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 4119.80 207.85 16.900000000000006 25.75 36 -17 510
15 Apr 4076.30 190.75 68.25 27.31 272 -80 529
13 Apr 3954.30 121 -6.349999999999994 30.84 2,222 159 615
10 Apr 3959.90 125.75 20.75 27.76 1,782 -325 458
9 Apr 3896.20 103.7 -64.95 30.56 2,848 617 785
8 Apr 4005.90 169.6 117.35 28.33 275 11 166
7 Apr 3723.30 51.65 -3.85 32.78 118 -29 148
6 Apr 3727.70 54.9 24.35 32.59 296 26 177
2 Apr 3613.10 29.35 -5.45 30.53 207 10 153
1 Apr 3607.50 35 11.35 31.15 206 37 142
30 Mar 3504.10 23.6 -16.45 33.38 237 49 104
27 Mar 3564.10 41.55 -15.8 33.92 99 11 54
25 Mar 3649.30 58.15 14.8 31.24 128 -30 43
24 Mar 3516.80 43.4 19.9 36.48 8 -2 72
23 Mar 3342.40 23.5 -3.95 38.95 2 0 74
20 Mar 3434.80 27.55 4.3 33.56 80 -9 22
19 Mar 3434.50 23.25 -23.75 31.08 17 10 30
18 Mar 3607.90 47 7 29.07 28 16 20
17 Mar 3542.80 40 -77.05 - 4 0 4
16 Mar 3469.40 40 -77.05 34.72 4 0 3
13 Mar 3439.00 117.05 -44.3 - 0 0 0
12 Mar 3719.50 117.05 -44.3 - 0 0 0
11 Mar 3838.80 117.05 -44.3 - 0 0 3
10 Mar 3876.00 117.05 -44.3 - 3 0 3
9 Mar 3842.10 117.05 -44.3 23.14 3 2 2
6 Mar 3949.80 161.35 0 - 0 0 0
5 Mar 4038.70 161.35 0 - 0 0 0
4 Mar 3882.60 161.35 0 0.11 0 0 0
2 Mar 4066.70 161.35 0 - 0 0 0
27 Feb 4278.30 161.35 0 - 0 0 0
26 Feb 4286.50 161.35 0 - 0 0 0
25 Feb 4298.50 161.35 0 - 0 0 0
24 Feb 4259.20 0 0 - 0 0 0
23 Feb 4418.10 0 0 - 0 0 0
20 Feb 4380.60 0 0 - 0 0 0
19 Feb 4280.50 0 0 - 0 0 0
18 Feb 4325.90 0 0 - 0 0 0
17 Feb 4279.80 0 0 - 0 0 0
16 Feb 4201.50 0 0 - 0 0 0
13 Feb 4173.90 0 0 - 0 0 0
1 Feb 3814.00 - - - 0 0 0
30 Jan 3932.30 0 0 - 0 0 0
29 Jan 3932.90 0 0 0.48 0 0 0


For Larsen & Toubro Ltd. - strike price 3920 expiring on 28APR2026

Delta for 3920 CE is 0.85

Historical price for 3920 CE is as follows

On 16 Apr LT was trading at 4119.80. The strike last trading price was 207.85, which was 16.900000000000006 higher than the previous day. The implied volatity was 25.75, the open interest changed by -17 which decreased total open position to 510


On 15 Apr LT was trading at 4076.30. The strike last trading price was 190.75, which was 68.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by -80 which decreased total open position to 529


On 13 Apr LT was trading at 3954.30. The strike last trading price was 121, which was -6.349999999999994 lower than the previous day. The implied volatity was 30.84, the open interest changed by 159 which increased total open position to 615


On 10 Apr LT was trading at 3959.90. The strike last trading price was 125.75, which was 20.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by -325 which decreased total open position to 458


On 9 Apr LT was trading at 3896.20. The strike last trading price was 103.7, which was -64.95 lower than the previous day. The implied volatity was 30.56, the open interest changed by 617 which increased total open position to 785


On 8 Apr LT was trading at 4005.90. The strike last trading price was 169.6, which was 117.35 higher than the previous day. The implied volatity was 28.33, the open interest changed by 11 which increased total open position to 166


On 7 Apr LT was trading at 3723.30. The strike last trading price was 51.65, which was -3.85 lower than the previous day. The implied volatity was 32.78, the open interest changed by -29 which decreased total open position to 148


On 6 Apr LT was trading at 3727.70. The strike last trading price was 54.9, which was 24.35 higher than the previous day. The implied volatity was 32.59, the open interest changed by 26 which increased total open position to 177


On 2 Apr LT was trading at 3613.10. The strike last trading price was 29.35, which was -5.45 lower than the previous day. The implied volatity was 30.53, the open interest changed by 10 which increased total open position to 153


On 1 Apr LT was trading at 3607.50. The strike last trading price was 35, which was 11.35 higher than the previous day. The implied volatity was 31.15, the open interest changed by 37 which increased total open position to 142


On 30 Mar LT was trading at 3504.10. The strike last trading price was 23.6, which was -16.45 lower than the previous day. The implied volatity was 33.38, the open interest changed by 49 which increased total open position to 104


On 27 Mar LT was trading at 3564.10. The strike last trading price was 41.55, which was -15.8 lower than the previous day. The implied volatity was 33.92, the open interest changed by 11 which increased total open position to 54


On 25 Mar LT was trading at 3649.30. The strike last trading price was 58.15, which was 14.8 higher than the previous day. The implied volatity was 31.24, the open interest changed by -30 which decreased total open position to 43


On 24 Mar LT was trading at 3516.80. The strike last trading price was 43.4, which was 19.9 higher than the previous day. The implied volatity was 36.48, the open interest changed by -2 which decreased total open position to 72


On 23 Mar LT was trading at 3342.40. The strike last trading price was 23.5, which was -3.95 lower than the previous day. The implied volatity was 38.95, the open interest changed by 0 which decreased total open position to 74


On 20 Mar LT was trading at 3434.80. The strike last trading price was 27.55, which was 4.3 higher than the previous day. The implied volatity was 33.56, the open interest changed by -9 which decreased total open position to 22


On 19 Mar LT was trading at 3434.50. The strike last trading price was 23.25, which was -23.75 lower than the previous day. The implied volatity was 31.08, the open interest changed by 10 which increased total open position to 30


On 18 Mar LT was trading at 3607.90. The strike last trading price was 47, which was 7 higher than the previous day. The implied volatity was 29.07, the open interest changed by 16 which increased total open position to 20


On 17 Mar LT was trading at 3542.80. The strike last trading price was 40, which was -77.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Mar LT was trading at 3469.40. The strike last trading price was 40, which was -77.05 lower than the previous day. The implied volatity was 34.72, the open interest changed by 0 which decreased total open position to 3


On 13 Mar LT was trading at 3439.00. The strike last trading price was 117.05, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar LT was trading at 3719.50. The strike last trading price was 117.05, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3838.80. The strike last trading price was 117.05, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Mar LT was trading at 3876.00. The strike last trading price was 117.05, which was -44.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Mar LT was trading at 3842.10. The strike last trading price was 117.05, which was -44.3 lower than the previous day. The implied volatity was 23.14, the open interest changed by 2 which increased total open position to 2


On 6 Mar LT was trading at 3949.80. The strike last trading price was 161.35, 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 Mar LT was trading at 4038.70. The strike last trading price was 161.35, 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 Mar LT was trading at 3882.60. The strike last trading price was 161.35, 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 2 Mar LT was trading at 4066.70. The strike last trading price was 161.35, 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 27 Feb LT was trading at 4278.30. The strike last trading price was 161.35, 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 161.35, 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 161.35, 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 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 23 Feb LT was trading at 4418.10. 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


On 20 Feb LT was trading at 4380.60. 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 19 Feb LT was trading at 4280.50. 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 18 Feb LT was trading at 4325.90. 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 17 Feb LT was trading at 4279.80. 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 16 Feb LT was trading at 4201.50. 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 13 Feb LT was trading at 4173.90. 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 1 Feb LT was trading at 3814.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, 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 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 29 Jan LT was trading at 3932.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


LT 28-Apr-2026 (11d) 3920 PE
Delta: -0.19
Vega: 0.02
Theta: -2.29
Gamma: 0.00106
Date Close Ltp Change IV Volume OI Chg OI
16 Apr 4119.80 26.15 -11.100000000000001 33.09 386 -46 543
15 Apr 4076.30 38.15 -51.300000000000004 32.36 692 -34 589
13 Apr 3954.30 88.6 3.9499999999999886 33.54 1,801 3 629
10 Apr 3959.90 86.3 -32 31.23 647 154 618
9 Apr 3896.20 119.2 43.35 32.29 1,751 263 463
8 Apr 4005.90 75.6 -168.75 33.42 722 190 196
7 Apr 3723.30 248.65 -266.35 39.58 8 3 4
6 Apr 3727.70 515 281.45 - 0 0 1
2 Apr 3613.10 515 281.45 - 0 0 1
1 Apr 3607.50 515 281.45 - 0 0 1
30 Mar 3504.10 515 281.45 - 0 0 0
27 Mar 3564.10 515 281.45 - 0 0 1
25 Mar 3649.30 515 281.45 - 0 0 1
24 Mar 3516.80 515 281.45 64.86 1 0 0
23 Mar 3342.40 233.55 0 - 0 0 0
20 Mar 3434.80 233.55 0 - 0 0 0
19 Mar 3434.50 233.55 0 - 0 0 0
18 Mar 3607.90 233.55 0 - 0 0 0
17 Mar 3542.80 233.55 0 - 0 0 0
16 Mar 3469.40 233.55 0 - 0 0 0
13 Mar 3439.00 233.55 0 - 0 0 0
12 Mar 3719.50 233.55 0 - 0 0 0
11 Mar 3838.80 233.55 0 0 0 0 0
10 Mar 3876.00 233.55 0 0.3 0 0 0
9 Mar 3842.10 233.55 0 - 0 0 0
6 Mar 3949.80 233.55 0 1.53 0 0 0
5 Mar 4038.70 233.55 0 2.86 0 0 0
4 Mar 3882.60 233.55 0 0.4 0 0 0
2 Mar 4066.70 233.55 0 3.36 0 0 0
27 Feb 4278.30 233.55 0 6.35 0 0 0
26 Feb 4286.50 233.55 0 6.52 0 0 0
25 Feb 4298.50 233.55 0 6.69 0 0 0
24 Feb 4259.20 233.55 0 6.14 0 0 0
23 Feb 4418.10 0 0 8.07 0 0 0
20 Feb 4380.60 0 0 7.32 0 0 0
19 Feb 4280.50 0 0 6.31 0 0 0
18 Feb 4325.90 0 0 6.75 0 0 0
17 Feb 4279.80 0 0 - 0 0 0
16 Feb 4201.50 0 0 4.86 0 0 0
13 Feb 4173.90 0 0 4.5 0 0 0
1 Feb 3814.00 - - - 0 0 0
30 Jan 3932.30 0 0 - 0 0 0
29 Jan 3932.90 0 0 1.58 0 0 0


For Larsen & Toubro Ltd. - strike price 3920 expiring on 28APR2026

Delta for 3920 PE is -0.19

Historical price for 3920 PE is as follows

On 16 Apr LT was trading at 4119.80. The strike last trading price was 26.15, which was -11.100000000000001 lower than the previous day. The implied volatity was 33.09, the open interest changed by -46 which decreased total open position to 543


On 15 Apr LT was trading at 4076.30. The strike last trading price was 38.15, which was -51.300000000000004 lower than the previous day. The implied volatity was 32.36, the open interest changed by -34 which decreased total open position to 589


On 13 Apr LT was trading at 3954.30. The strike last trading price was 88.6, which was 3.9499999999999886 higher than the previous day. The implied volatity was 33.54, the open interest changed by 3 which increased total open position to 629


On 10 Apr LT was trading at 3959.90. The strike last trading price was 86.3, which was -32 lower than the previous day. The implied volatity was 31.23, the open interest changed by 154 which increased total open position to 618


On 9 Apr LT was trading at 3896.20. The strike last trading price was 119.2, which was 43.35 higher than the previous day. The implied volatity was 32.29, the open interest changed by 263 which increased total open position to 463


On 8 Apr LT was trading at 4005.90. The strike last trading price was 75.6, which was -168.75 lower than the previous day. The implied volatity was 33.42, the open interest changed by 190 which increased total open position to 196


On 7 Apr LT was trading at 3723.30. The strike last trading price was 248.65, which was -266.35 lower than the previous day. The implied volatity was 39.58, the open interest changed by 3 which increased total open position to 4


On 6 Apr LT was trading at 3727.70. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Apr LT was trading at 3613.10. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Apr LT was trading at 3607.50. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Mar LT was trading at 3504.10. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Mar LT was trading at 3564.10. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Mar LT was trading at 3649.30. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Mar LT was trading at 3516.80. The strike last trading price was 515, which was 281.45 higher than the previous day. The implied volatity was 64.86, the open interest changed by 0 which decreased total open position to 0


On 23 Mar LT was trading at 3342.40. The strike last trading price was 233.55, 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 Mar LT was trading at 3434.80. The strike last trading price was 233.55, 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 Mar LT was trading at 3434.50. The strike last trading price was 233.55, 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 Mar LT was trading at 3607.90. The strike last trading price was 233.55, 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 Mar LT was trading at 3542.80. The strike last trading price was 233.55, 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 Mar LT was trading at 3469.40. The strike last trading price was 233.55, 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 Mar LT was trading at 3439.00. The strike last trading price was 233.55, 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 Mar LT was trading at 3719.50. The strike last trading price was 233.55, 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 Mar LT was trading at 3838.80. The strike last trading price was 233.55, 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


On 10 Mar LT was trading at 3876.00. The strike last trading price was 233.55, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0


On 9 Mar LT was trading at 3842.10. The strike last trading price was 233.55, 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 Mar LT was trading at 3949.80. The strike last trading price was 233.55, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0


On 5 Mar LT was trading at 4038.70. The strike last trading price was 233.55, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


On 4 Mar LT was trading at 3882.60. The strike last trading price was 233.55, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0


On 2 Mar LT was trading at 4066.70. The strike last trading price was 233.55, which was 0 lower than the previous day. The implied volatity was 3.36, 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 233.55, which was 0 lower than the previous day. The implied volatity was 6.35, 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 233.55, which was 0 lower than the previous day. The implied volatity was 6.52, 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 233.55, which was 0 lower than the previous day. The implied volatity was 6.69, 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 233.55, which was 0 lower than the previous day. The implied volatity was 6.14, 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 0, which was 0 lower than the previous day. The implied volatity was 8.07, 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 0, which was 0 lower than the previous day. The implied volatity was 7.32, 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 0, which was 0 lower than the previous day. The implied volatity was 6.31, 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 0, which was 0 lower than the previous day. The implied volatity was 6.75, 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 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 16 Feb LT was trading at 4201.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.86, 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 0, which was 0 lower than the previous day. The implied volatity was 4.5, 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 -, which was - lower than the previous day. The implied volatity was -, 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 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 29 Jan LT was trading at 3932.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.58, the open interest changed by 0 which decreased total open position to 0