LT
Larsen & Toubro Ltd.
Historical option data for LT
17 Apr 2026 04:11 PM IST
| LT 28-Apr-2026 (10d) 3940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.02
Theta: -2.87
Gamma: 0.00134
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 4096.10 | 190.2 | -13.300000000000011 | 29.5 | 33 | 1 | 408 | |||||||||
| 16 Apr | 4119.80 | 203 | 29.099999999999994 | 24.93 | 59 | -9 | 402 | |||||||||
| 15 Apr | 4076.30 | 172.85 | 62.849999999999994 | 28.49 | 460 | -132 | 412 | |||||||||
| 13 Apr | 3954.30 | 107 | -8.150000000000006 | 29.65 | 3,112 | 117 | 545 | |||||||||
| 10 Apr | 3959.90 | 114.1 | 19.69999999999999 | 27.76 | 2,918 | -192 | 428 | |||||||||
| 9 Apr | 3896.20 | 93.25 | -61.7 | 30.18 | 2,345 | 343 | 622 | |||||||||
| 8 Apr | 4005.90 | 154.65 | 108.25 | 27.68 | 633 | 86 | 280 | |||||||||
| 7 Apr | 3723.30 | 46.35 | -4.15 | 32.71 | 86 | -3 | 194 | |||||||||
| 6 Apr | 3727.70 | 49.5 | 21.6 | 32.45 | 259 | 81 | 197 | |||||||||
| 2 Apr | 3613.10 | 26 | -5.2 | 30.46 | 245 | -13 | 117 | |||||||||
| 1 Apr | 3607.50 | 31 | 9.8 | 30.98 | 306 | 86 | 137 | |||||||||
| 30 Mar | 3504.10 | 21.2 | -15.5 | 33.37 | 155 | 33 | 48 | |||||||||
| 27 Mar | 3564.10 | 37.15 | -16.85 | 33.63 | 33 | 7 | 15 | |||||||||
| 25 Mar | 3649.30 | 54 | 14.6 | 31.41 | 6 | 0 | 6 | |||||||||
| 24 Mar | 3516.80 | 40 | 5.75 | 36.46 | 4 | 3 | 6 | |||||||||
| 23 Mar | 3342.40 | 34.25 | -6.75 | - | 0 | 0 | 3 | |||||||||
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| 20 Mar | 3434.80 | 34.25 | -6.75 | - | 0 | 0 | 3 | |||||||||
| 19 Mar | 3434.50 | 34.25 | -6.75 | - | 0 | 0 | 3 | |||||||||
| 18 Mar | 3607.90 | 34.25 | -6.75 | - | 0 | 0 | 3 | |||||||||
| 17 Mar | 3542.80 | 34.25 | -6.75 | - | 11 | 0 | 3 | |||||||||
| 16 Mar | 3469.40 | 34.25 | -6.75 | 33.81 | 11 | -1 | 2 | |||||||||
| 13 Mar | 3439.00 | 41 | -376.95 | 35.5 | 5 | 3 | 3 | |||||||||
| 12 Mar | 3719.50 | 417.95 | 0 | 3.39 | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 417.95 | 0 | 1.12 | 0 | 0 | 0 | |||||||||
| 10 Mar | 3876.00 | 417.95 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 9 Mar | 3842.10 | 417.95 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 6 Mar | 3949.80 | 417.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 417.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 417.95 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 0 | 0 | - | 0 | 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 3940 expiring on 28APR2026
Delta for 3940 CE is 0.79
Historical price for 3940 CE is as follows
On 17 Apr LT was trading at 4096.10. The strike last trading price was 190.2, which was -13.300000000000011 lower than the previous day. The implied volatity was 29.5, the open interest changed by 1 which increased total open position to 408
On 16 Apr LT was trading at 4119.80. The strike last trading price was 203, which was 29.099999999999994 higher than the previous day. The implied volatity was 24.93, the open interest changed by -9 which decreased total open position to 402
On 15 Apr LT was trading at 4076.30. The strike last trading price was 172.85, which was 62.849999999999994 higher than the previous day. The implied volatity was 28.49, the open interest changed by -132 which decreased total open position to 412
On 13 Apr LT was trading at 3954.30. The strike last trading price was 107, which was -8.150000000000006 lower than the previous day. The implied volatity was 29.65, the open interest changed by 117 which increased total open position to 545
On 10 Apr LT was trading at 3959.90. The strike last trading price was 114.1, which was 19.69999999999999 higher than the previous day. The implied volatity was 27.76, the open interest changed by -192 which decreased total open position to 428
On 9 Apr LT was trading at 3896.20. The strike last trading price was 93.25, which was -61.7 lower than the previous day. The implied volatity was 30.18, the open interest changed by 343 which increased total open position to 622
On 8 Apr LT was trading at 4005.90. The strike last trading price was 154.65, which was 108.25 higher than the previous day. The implied volatity was 27.68, the open interest changed by 86 which increased total open position to 280
On 7 Apr LT was trading at 3723.30. The strike last trading price was 46.35, which was -4.15 lower than the previous day. The implied volatity was 32.71, the open interest changed by -3 which decreased total open position to 194
On 6 Apr LT was trading at 3727.70. The strike last trading price was 49.5, which was 21.6 higher than the previous day. The implied volatity was 32.45, the open interest changed by 81 which increased total open position to 197
On 2 Apr LT was trading at 3613.10. The strike last trading price was 26, which was -5.2 lower than the previous day. The implied volatity was 30.46, the open interest changed by -13 which decreased total open position to 117
On 1 Apr LT was trading at 3607.50. The strike last trading price was 31, which was 9.8 higher than the previous day. The implied volatity was 30.98, the open interest changed by 86 which increased total open position to 137
On 30 Mar LT was trading at 3504.10. The strike last trading price was 21.2, which was -15.5 lower than the previous day. The implied volatity was 33.37, the open interest changed by 33 which increased total open position to 48
On 27 Mar LT was trading at 3564.10. The strike last trading price was 37.15, which was -16.85 lower than the previous day. The implied volatity was 33.63, the open interest changed by 7 which increased total open position to 15
On 25 Mar LT was trading at 3649.30. The strike last trading price was 54, which was 14.6 higher than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 6
On 24 Mar LT was trading at 3516.80. The strike last trading price was 40, which was 5.75 higher than the previous day. The implied volatity was 36.46, the open interest changed by 3 which increased total open position to 6
On 23 Mar LT was trading at 3342.40. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar LT was trading at 3434.80. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Mar LT was trading at 3434.50. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar LT was trading at 3607.90. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar LT was trading at 3542.80. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar LT was trading at 3469.40. The strike last trading price was 34.25, which was -6.75 lower than the previous day. The implied volatity was 33.81, the open interest changed by -1 which decreased total open position to 2
On 13 Mar LT was trading at 3439.00. The strike last trading price was 41, which was -376.95 lower than the previous day. The implied volatity was 35.5, the open interest changed by 3 which increased total open position to 3
On 12 Mar LT was trading at 3719.50. The strike last trading price was 417.95, which was 0 lower than the previous day. The implied volatity was 3.39, 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 417.95, which was 0 lower than the previous day. The implied volatity was 1.12, 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 417.95, which was 0 lower than the previous day. The implied volatity was 0.13, 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 417.95, which was 0 lower than the previous day. The implied volatity was 1.06, 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 417.95, 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 417.95, 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 417.95, which was 0 lower than the previous day. The implied volatity was 0.02, 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 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 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 (10d) 3940 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.02
Theta: -2.4
Gamma: 0.00129
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 4096.10 | 26.8 | -1.8999999999999986 | 30.8 | 453 | -34 | 891 |
| 16 Apr | 4119.80 | 28.05 | -13.900000000000002 | 32.12 | 435 | -15 | 923 |
| 15 Apr | 4076.30 | 42 | -55 | 31.64 | 1,059 | 67 | 941 |
| 13 Apr | 3954.30 | 96 | 3.25 | 33.02 | 1,718 | 115 | 867 |
| 10 Apr | 3959.90 | 93 | -35.55000000000001 | 30.55 | 903 | 72 | 755 |
| 9 Apr | 3896.20 | 129.95 | 46.95 | 32.29 | 1,259 | -5 | 682 |
| 8 Apr | 4005.90 | 81.75 | -196.9 | 32.99 | 1,887 | 559 | 690 |
| 7 Apr | 3723.30 | 278.65 | -24.55 | - | 0 | 0 | 131 |
| 6 Apr | 3727.70 | 278.65 | -24.55 | 44.7 | 1 | 0 | 131 |
| 2 Apr | 3613.10 | 303.2 | -126.8 | - | 0 | 0 | 131 |
| 1 Apr | 3607.50 | 303.2 | -126.8 | 23.45 | 1 | 0 | 130 |
| 30 Mar | 3504.10 | 430 | 48 | 35.62 | 131 | 129 | 130 |
| 27 Mar | 3564.10 | 382 | 328.3 | 36.67 | 1 | 0 | 0 |
| 25 Mar | 3649.30 | 53.7 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3516.80 | 53.7 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3342.40 | 53.7 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3434.80 | 53.7 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 53.7 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3607.90 | 53.7 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3542.80 | 53.7 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 53.7 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 53.7 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 53.7 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 53.7 | 0 | 0.06 | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 53.7 | 0 | 0.15 | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 53.7 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 53.7 | 0 | 1.18 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 53.7 | 0 | 2.47 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 53.7 | 0 | 0.02 | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 0 | 0 | 3.22 | 0 | 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 3940 expiring on 28APR2026
Delta for 3940 PE is -0.21
Historical price for 3940 PE is as follows
On 17 Apr LT was trading at 4096.10. The strike last trading price was 26.8, which was -1.8999999999999986 lower than the previous day. The implied volatity was 30.8, the open interest changed by -34 which decreased total open position to 891
On 16 Apr LT was trading at 4119.80. The strike last trading price was 28.05, which was -13.900000000000002 lower than the previous day. The implied volatity was 32.12, the open interest changed by -15 which decreased total open position to 923
On 15 Apr LT was trading at 4076.30. The strike last trading price was 42, which was -55 lower than the previous day. The implied volatity was 31.64, the open interest changed by 67 which increased total open position to 941
On 13 Apr LT was trading at 3954.30. The strike last trading price was 96, which was 3.25 higher than the previous day. The implied volatity was 33.02, the open interest changed by 115 which increased total open position to 867
On 10 Apr LT was trading at 3959.90. The strike last trading price was 93, which was -35.55000000000001 lower than the previous day. The implied volatity was 30.55, the open interest changed by 72 which increased total open position to 755
On 9 Apr LT was trading at 3896.20. The strike last trading price was 129.95, which was 46.95 higher than the previous day. The implied volatity was 32.29, the open interest changed by -5 which decreased total open position to 682
On 8 Apr LT was trading at 4005.90. The strike last trading price was 81.75, which was -196.9 lower than the previous day. The implied volatity was 32.99, the open interest changed by 559 which increased total open position to 690
On 7 Apr LT was trading at 3723.30. The strike last trading price was 278.65, which was -24.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131
On 6 Apr LT was trading at 3727.70. The strike last trading price was 278.65, which was -24.55 lower than the previous day. The implied volatity was 44.7, the open interest changed by 0 which decreased total open position to 131
On 2 Apr LT was trading at 3613.10. The strike last trading price was 303.2, which was -126.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 131
On 1 Apr LT was trading at 3607.50. The strike last trading price was 303.2, which was -126.8 lower than the previous day. The implied volatity was 23.45, the open interest changed by 0 which decreased total open position to 130
On 30 Mar LT was trading at 3504.10. The strike last trading price was 430, which was 48 higher than the previous day. The implied volatity was 35.62, the open interest changed by 129 which increased total open position to 130
On 27 Mar LT was trading at 3564.10. The strike last trading price was 382, which was 328.3 higher than the previous day. The implied volatity was 36.67, the open interest changed by 0 which decreased total open position to 0
On 25 Mar LT was trading at 3649.30. The strike last trading price was 53.7, 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 Mar LT was trading at 3516.80. The strike last trading price was 53.7, 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 Mar LT was trading at 3342.40. The strike last trading price was 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, 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 53.7, which was 0 lower than the previous day. The implied volatity was 0.06, 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 53.7, which was 0 lower than the previous day. The implied volatity was 0.15, 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 53.7, 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 53.7, which was 0 lower than the previous day. The implied volatity was 1.18, 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 53.7, which was 0 lower than the previous day. The implied volatity was 2.47, 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 53.7, which was 0 lower than the previous day. The implied volatity was 0.02, 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 0, which was 0 lower than the previous day. The implied volatity was 3.22, 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
