[--[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 3920 CE
Delta: 0.79
Vega: 2.80
Theta: -1.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 112.7 0.7 13.22 42 -1 52
8 Dec 3996.70 112 0 10.78 1 0 53
5 Dec 4038.20 112 -46.85 - 0 0 0
4 Dec 3983.60 112 -46.85 - 0 1 0
3 Dec 3988.00 112 -46.85 9.31 12 1 53
2 Dec 4030.50 158.85 -29.65 13.91 4 -1 51
1 Dec 4073.20 188.5 -1.5 14.18 17 4 51
28 Nov 4069.60 189.25 -16.55 - 13 0 46
27 Nov 4081.30 205.8 27 14.17 3 0 46
26 Nov 4062.00 178.8 7.85 9.01 27 -4 45
25 Nov 3996.70 170.95 14.8 23.54 17 9 51
24 Nov 4013.30 156.15 -11.2 15.85 1 0 42
21 Nov 4024.90 167.35 -0.65 13.83 1 0 42
20 Nov 4037.40 168 5 11.07 8 1 42
19 Nov 4019.60 163 68.65 - 0 0 0
18 Nov 3999.60 163 68.65 16.44 1 0 41
17 Nov 4027.70 94.35 -122 - 0 0 0
14 Nov 4004.40 94.35 -122 - 0 0 0
13 Nov 4002.50 94.35 -122 - 0 0 0
12 Nov 3954.60 94.35 -122 - 0 0 0
11 Nov 3955.00 94.35 -122 - 0 0 0
10 Nov 3918.50 94.35 -122 - 0 0 0
7 Nov 3882.50 94.35 -122 14.39 2 0 41
6 Nov 3881.60 216.35 25.3 - 0 0 0
4 Nov 3924.40 216.35 25.3 - 0 0 0
3 Nov 3980.50 216.35 25.3 - 0 3 0
31 Oct 4030.90 216.35 25.3 - 5 2 40
30 Oct 3987.50 191.05 15.95 17.39 57 27 37
29 Oct 3958.10 175.1 37.45 18.10 10 -1 10
28 Oct 3972.80 137.65 -2.35 7.47 10 2 3
27 Oct 3923.80 140 12.5 - 0 0 0
24 Oct 3904.90 140 12.5 - 0 0 0
23 Oct 3918.70 140 12.5 - 0 1 0
21 Oct 3888.20 140 12.5 17.73 1 0 0
20 Oct 3872.70 127.5 0 - 0 0 0
17 Oct 3839.40 127.5 0 0.01 0 0 0
16 Oct 3861.80 127.5 0 - 0 0 0
13 Oct 3769.50 127.5 0 1.01 0 0 0
10 Oct 3784.00 127.5 0 - 0 0 0
9 Oct 3769.20 127.5 0 - 0 0 0
8 Oct 3729.80 127.5 0 - 0 0 0
7 Oct 3729.70 127.5 0 - 0 0 0
6 Oct 3737.00 0 0 - 0 0 0
3 Oct 3733.10 0 0 1.39 0 0 0


For Larsen & Toubro Ltd. - strike price 3920 expiring on 30DEC2025

Delta for 3920 CE is 0.79

Historical price for 3920 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 112.7, which was 0.7 higher than the previous day. The implied volatity was 13.22, the open interest changed by -1 which decreased total open position to 52


On 8 Dec LT was trading at 3996.70. The strike last trading price was 112, which was 0 lower than the previous day. The implied volatity was 10.78, the open interest changed by 0 which decreased total open position to 53


On 5 Dec LT was trading at 4038.20. The strike last trading price was 112, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec LT was trading at 3983.60. The strike last trading price was 112, which was -46.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec LT was trading at 3988.00. The strike last trading price was 112, which was -46.85 lower than the previous day. The implied volatity was 9.31, the open interest changed by 1 which increased total open position to 53


On 2 Dec LT was trading at 4030.50. The strike last trading price was 158.85, which was -29.65 lower than the previous day. The implied volatity was 13.91, the open interest changed by -1 which decreased total open position to 51


On 1 Dec LT was trading at 4073.20. The strike last trading price was 188.5, which was -1.5 lower than the previous day. The implied volatity was 14.18, the open interest changed by 4 which increased total open position to 51


On 28 Nov LT was trading at 4069.60. The strike last trading price was 189.25, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46


On 27 Nov LT was trading at 4081.30. The strike last trading price was 205.8, which was 27 higher than the previous day. The implied volatity was 14.17, the open interest changed by 0 which decreased total open position to 46


On 26 Nov LT was trading at 4062.00. The strike last trading price was 178.8, which was 7.85 higher than the previous day. The implied volatity was 9.01, the open interest changed by -4 which decreased total open position to 45


On 25 Nov LT was trading at 3996.70. The strike last trading price was 170.95, which was 14.8 higher than the previous day. The implied volatity was 23.54, the open interest changed by 9 which increased total open position to 51


On 24 Nov LT was trading at 4013.30. The strike last trading price was 156.15, which was -11.2 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 42


On 21 Nov LT was trading at 4024.90. The strike last trading price was 167.35, which was -0.65 lower than the previous day. The implied volatity was 13.83, the open interest changed by 0 which decreased total open position to 42


On 20 Nov LT was trading at 4037.40. The strike last trading price was 168, which was 5 higher than the previous day. The implied volatity was 11.07, the open interest changed by 1 which increased total open position to 42


On 19 Nov LT was trading at 4019.60. The strike last trading price was 163, which was 68.65 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 163, which was 68.65 higher than the previous day. The implied volatity was 16.44, the open interest changed by 0 which decreased total open position to 41


On 17 Nov LT was trading at 4027.70. The strike last trading price was 94.35, which was -122 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 94.35, which was -122 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 94.35, which was -122 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 94.35, which was -122 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 94.35, which was -122 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 94.35, which was -122 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 94.35, which was -122 lower than the previous day. The implied volatity was 14.39, the open interest changed by 0 which decreased total open position to 41


On 6 Nov LT was trading at 3881.60. The strike last trading price was 216.35, which was 25.3 higher 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 216.35, which was 25.3 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 216.35, which was 25.3 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 216.35, which was 25.3 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 40


On 30 Oct LT was trading at 3987.50. The strike last trading price was 191.05, which was 15.95 higher than the previous day. The implied volatity was 17.39, the open interest changed by 27 which increased total open position to 37


On 29 Oct LT was trading at 3958.10. The strike last trading price was 175.1, which was 37.45 higher than the previous day. The implied volatity was 18.10, the open interest changed by -1 which decreased total open position to 10


On 28 Oct LT was trading at 3972.80. The strike last trading price was 137.65, which was -2.35 lower than the previous day. The implied volatity was 7.47, the open interest changed by 2 which increased total open position to 3


On 27 Oct LT was trading at 3923.80. The strike last trading price was 140, which was 12.5 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 140, which was 12.5 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 140, which was 12.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 21 Oct LT was trading at 3888.20. The strike last trading price was 140, which was 12.5 higher than the previous day. The implied volatity was 17.73, 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 127.5, 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 Oct LT was trading at 3839.40. The strike last trading price was 127.5, which was 0 lower than the previous day. The implied volatity was 0.01, 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 127.5, 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 127.5, which was 0 lower than the previous day. The implied volatity was 1.01, 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 127.5, 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 127.5, 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 127.5, 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 127.5, 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 1.39, the open interest changed by 0 which decreased total open position to 0


LT 30DEC2025 3920 PE
Delta: -0.25
Vega: 3.02
Theta: -0.83
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 22 -2.8 15.38 492 -16 155
8 Dec 3996.70 25.35 8.75 16.59 297 27 171
5 Dec 4038.20 16.6 -11.95 15.73 236 -6 145
4 Dec 3983.60 29 -1.95 16.01 232 11 154
3 Dec 3988.00 30.45 9.25 16.53 235 7 144
2 Dec 4030.50 21.1 3.05 16.29 58 9 137
1 Dec 4073.20 17.65 -0.1 16.89 58 10 129
28 Nov 4069.60 17.3 0 16.86 70 18 120
27 Nov 4081.30 17.45 -4.05 16.72 149 8 104
26 Nov 4062.00 22.05 -15.75 16.89 91 19 95
25 Nov 3996.70 40.1 5.9 16.52 120 13 72
24 Nov 4013.30 34.1 -2.35 16.57 35 10 57
21 Nov 4024.90 36.05 3.3 17.71 25 11 46
20 Nov 4037.40 32.75 -8.4 17.35 20 6 35
19 Nov 4019.60 41.8 -4.25 18.33 29 10 29
18 Nov 3999.60 46.05 -1.45 17.92 8 1 19
17 Nov 4027.70 47.5 -5.5 19.67 4 -1 18
14 Nov 4004.40 53 0.65 19.12 1 0 18
13 Nov 4002.50 52.35 -16.35 18.91 8 0 18
12 Nov 3954.60 68.7 -6.1 - 0 0 0
11 Nov 3955.00 68.7 -6.1 - 0 0 0
10 Nov 3918.50 68.7 -6.1 - 0 0 0
7 Nov 3882.50 68.7 -6.1 - 0 0 0
6 Nov 3881.60 68.7 -6.1 - 0 0 0
4 Nov 3924.40 68.7 -6.1 - 0 0 0
3 Nov 3980.50 68.7 -6.1 - 0 1 0
31 Oct 4030.90 68.7 -6.1 - 8 0 17
30 Oct 3987.50 74.8 -11.95 20.52 44 1 16
29 Oct 3958.10 86.75 -18.25 20.57 15 3 4
28 Oct 3972.80 105 -224.1 - 0 0 0
27 Oct 3923.80 105 -224.1 - 0 0 0
24 Oct 3904.90 105 -224.1 - 0 1 0
23 Oct 3918.70 105 -224.1 20.42 1 0 0
21 Oct 3888.20 329.1 0 0.67 0 0 0
20 Oct 3872.70 329.1 0 0.47 0 0 0
17 Oct 3839.40 329.1 0 - 0 0 0
16 Oct 3861.80 329.1 0 - 0 0 0
13 Oct 3769.50 329.1 0 - 0 0 0
10 Oct 3784.00 329.1 0 - 0 0 0
9 Oct 3769.20 329.1 0 - 0 0 0
8 Oct 3729.80 329.1 0 - 0 0 0
7 Oct 3729.70 329.1 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 3920 expiring on 30DEC2025

Delta for 3920 PE is -0.25

Historical price for 3920 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 22, which was -2.8 lower than the previous day. The implied volatity was 15.38, the open interest changed by -16 which decreased total open position to 155


On 8 Dec LT was trading at 3996.70. The strike last trading price was 25.35, which was 8.75 higher than the previous day. The implied volatity was 16.59, the open interest changed by 27 which increased total open position to 171


On 5 Dec LT was trading at 4038.20. The strike last trading price was 16.6, which was -11.95 lower than the previous day. The implied volatity was 15.73, the open interest changed by -6 which decreased total open position to 145


On 4 Dec LT was trading at 3983.60. The strike last trading price was 29, which was -1.95 lower than the previous day. The implied volatity was 16.01, the open interest changed by 11 which increased total open position to 154


On 3 Dec LT was trading at 3988.00. The strike last trading price was 30.45, which was 9.25 higher than the previous day. The implied volatity was 16.53, the open interest changed by 7 which increased total open position to 144


On 2 Dec LT was trading at 4030.50. The strike last trading price was 21.1, which was 3.05 higher than the previous day. The implied volatity was 16.29, the open interest changed by 9 which increased total open position to 137


On 1 Dec LT was trading at 4073.20. The strike last trading price was 17.65, which was -0.1 lower than the previous day. The implied volatity was 16.89, the open interest changed by 10 which increased total open position to 129


On 28 Nov LT was trading at 4069.60. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 16.86, the open interest changed by 18 which increased total open position to 120


On 27 Nov LT was trading at 4081.30. The strike last trading price was 17.45, which was -4.05 lower than the previous day. The implied volatity was 16.72, the open interest changed by 8 which increased total open position to 104


On 26 Nov LT was trading at 4062.00. The strike last trading price was 22.05, which was -15.75 lower than the previous day. The implied volatity was 16.89, the open interest changed by 19 which increased total open position to 95


On 25 Nov LT was trading at 3996.70. The strike last trading price was 40.1, which was 5.9 higher than the previous day. The implied volatity was 16.52, the open interest changed by 13 which increased total open position to 72


On 24 Nov LT was trading at 4013.30. The strike last trading price was 34.1, which was -2.35 lower than the previous day. The implied volatity was 16.57, the open interest changed by 10 which increased total open position to 57


On 21 Nov LT was trading at 4024.90. The strike last trading price was 36.05, which was 3.3 higher than the previous day. The implied volatity was 17.71, the open interest changed by 11 which increased total open position to 46


On 20 Nov LT was trading at 4037.40. The strike last trading price was 32.75, which was -8.4 lower than the previous day. The implied volatity was 17.35, the open interest changed by 6 which increased total open position to 35


On 19 Nov LT was trading at 4019.60. The strike last trading price was 41.8, which was -4.25 lower than the previous day. The implied volatity was 18.33, the open interest changed by 10 which increased total open position to 29


On 18 Nov LT was trading at 3999.60. The strike last trading price was 46.05, which was -1.45 lower than the previous day. The implied volatity was 17.92, the open interest changed by 1 which increased total open position to 19


On 17 Nov LT was trading at 4027.70. The strike last trading price was 47.5, which was -5.5 lower than the previous day. The implied volatity was 19.67, the open interest changed by -1 which decreased total open position to 18


On 14 Nov LT was trading at 4004.40. The strike last trading price was 53, which was 0.65 higher than the previous day. The implied volatity was 19.12, the open interest changed by 0 which decreased total open position to 18


On 13 Nov LT was trading at 4002.50. The strike last trading price was 52.35, which was -16.35 lower than the previous day. The implied volatity was 18.91, the open interest changed by 0 which decreased total open position to 18


On 12 Nov LT was trading at 3954.60. The strike last trading price was 68.7, which was -6.1 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 68.7, which was -6.1 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 68.7, which was -6.1 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 68.7, which was -6.1 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 68.7, which was -6.1 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 68.7, which was -6.1 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 68.7, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 68.7, which was -6.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 30 Oct LT was trading at 3987.50. The strike last trading price was 74.8, which was -11.95 lower than the previous day. The implied volatity was 20.52, the open interest changed by 1 which increased total open position to 16


On 29 Oct LT was trading at 3958.10. The strike last trading price was 86.75, which was -18.25 lower than the previous day. The implied volatity was 20.57, the open interest changed by 3 which increased total open position to 4


On 28 Oct LT was trading at 3972.80. The strike last trading price was 105, which was -224.1 lower 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 105, which was -224.1 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 105, which was -224.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct LT was trading at 3918.70. The strike last trading price was 105, which was -224.1 lower than the previous day. The implied volatity was 20.42, 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 329.1, which was 0 lower than the previous day. The implied volatity was 0.67, 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 329.1, which was 0 lower than the previous day. The implied volatity was 0.47, 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 329.1, 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 16 Oct LT was trading at 3861.80. The strike last trading price was 329.1, 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 13 Oct LT was trading at 3769.50. The strike last trading price was 329.1, 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 10 Oct LT was trading at 3784.00. The strike last trading price was 329.1, 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 9 Oct LT was trading at 3769.20. The strike last trading price was 329.1, 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 8 Oct LT was trading at 3729.80. The strike last trading price was 329.1, 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 7 Oct LT was trading at 3729.70. The strike last trading price was 329.1, 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 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