LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3940 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 145.2 | 25.2 | - | 7 | 1 | 35 | |||||||||
| 18 Dec | 4031.10 | 120 | -17 | 19.99 | 1 | 0 | 34 | |||||||||
| 17 Dec | 4062.40 | 137 | -2.05 | 12.14 | 1 | 0 | 33 | |||||||||
| 16 Dec | 4063.80 | 139.05 | -13.95 | 12.70 | 3 | -1 | 32 | |||||||||
| 15 Dec | 4092.30 | 153 | -1 | - | 2 | 0 | 33 | |||||||||
| 12 Dec | 4074.10 | 154 | 55 | 10.30 | 6 | -3 | 32 | |||||||||
| 11 Dec | 4003.90 | 99 | 9.5 | 13.10 | 26 | 5 | 36 | |||||||||
| 10 Dec | 3991.30 | 89.45 | -7.6 | 12.01 | 31 | -6 | 32 | |||||||||
| 9 Dec | 3997.50 | 97.75 | -1.95 | 13.22 | 176 | -13 | 39 | |||||||||
| 8 Dec | 3996.70 | 99.7 | -27.25 | 12.08 | 58 | 22 | 52 | |||||||||
| 5 Dec | 4038.20 | 126.95 | 25.35 | 6.79 | 20 | -3 | 30 | |||||||||
| 4 Dec | 3983.60 | 98.85 | -4.6 | 11.81 | 15 | 0 | 33 | |||||||||
| 3 Dec | 3988.00 | 103.45 | -78.6 | 11.72 | 24 | 8 | 34 | |||||||||
| 2 Dec | 4030.50 | 182.05 | 12.2 | - | 0 | -1 | 0 | |||||||||
| 1 Dec | 4073.20 | 182.05 | 12.2 | 17.63 | 4 | -1 | 26 | |||||||||
| 28 Nov | 4069.60 | 169.85 | -34.05 | - | 14 | 8 | 27 | |||||||||
| 27 Nov | 4081.30 | 203.9 | 32.25 | 18.87 | 8 | -1 | 19 | |||||||||
| 26 Nov | 4062.00 | 170.5 | 25.95 | 13.20 | 6 | 0 | 19 | |||||||||
| 25 Nov | 3996.70 | 144.55 | -2.45 | 20.46 | 1 | 0 | 19 | |||||||||
| 24 Nov | 4013.30 | 147 | -8 | 16.99 | 2 | 0 | 18 | |||||||||
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| 21 Nov | 4024.90 | 155 | 1 | 14.55 | 2 | 1 | 17 | |||||||||
| 20 Nov | 4037.40 | 154 | -6 | 11.84 | 12 | 10 | 14 | |||||||||
| 19 Nov | 4019.60 | 160 | 55 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3999.60 | 160 | 55 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 4027.70 | 160 | 55 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 4004.40 | 160 | 55 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 160 | 55 | 16.50 | 2 | 0 | 4 | |||||||||
| 12 Nov | 3954.60 | 105 | -5 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 105 | -5 | 11.61 | 2 | 0 | 4 | |||||||||
| 10 Nov | 3918.50 | 110 | -86.2 | 16.30 | 5 | 1 | 4 | |||||||||
| 7 Nov | 3882.50 | 196.2 | -10.85 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 196.2 | -10.85 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 196.2 | -10.85 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 196.2 | -10.85 | - | 0 | -1 | 0 | |||||||||
| 31 Oct | 4030.90 | 196.2 | -10.85 | - | 3 | 0 | 4 | |||||||||
| 30 Oct | 3987.50 | 207.05 | 45.05 | 22.22 | 8 | -3 | 4 | |||||||||
| 29 Oct | 3958.10 | 162 | -58.05 | 17.93 | 7 | 2 | 2 | |||||||||
For Larsen & Toubro Ltd. - strike price 3940 expiring on 30DEC2025
Delta for 3940 CE is -
Historical price for 3940 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 145.2, which was 25.2 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 35
On 18 Dec LT was trading at 4031.10. The strike last trading price was 120, which was -17 lower than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 34
On 17 Dec LT was trading at 4062.40. The strike last trading price was 137, which was -2.05 lower than the previous day. The implied volatity was 12.14, the open interest changed by 0 which decreased total open position to 33
On 16 Dec LT was trading at 4063.80. The strike last trading price was 139.05, which was -13.95 lower than the previous day. The implied volatity was 12.70, the open interest changed by -1 which decreased total open position to 32
On 15 Dec LT was trading at 4092.30. The strike last trading price was 153, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 12 Dec LT was trading at 4074.10. The strike last trading price was 154, which was 55 higher than the previous day. The implied volatity was 10.30, the open interest changed by -3 which decreased total open position to 32
On 11 Dec LT was trading at 4003.90. The strike last trading price was 99, which was 9.5 higher than the previous day. The implied volatity was 13.10, the open interest changed by 5 which increased total open position to 36
On 10 Dec LT was trading at 3991.30. The strike last trading price was 89.45, which was -7.6 lower than the previous day. The implied volatity was 12.01, the open interest changed by -6 which decreased total open position to 32
On 9 Dec LT was trading at 3997.50. The strike last trading price was 97.75, which was -1.95 lower than the previous day. The implied volatity was 13.22, the open interest changed by -13 which decreased total open position to 39
On 8 Dec LT was trading at 3996.70. The strike last trading price was 99.7, which was -27.25 lower than the previous day. The implied volatity was 12.08, the open interest changed by 22 which increased total open position to 52
On 5 Dec LT was trading at 4038.20. The strike last trading price was 126.95, which was 25.35 higher than the previous day. The implied volatity was 6.79, the open interest changed by -3 which decreased total open position to 30
On 4 Dec LT was trading at 3983.60. The strike last trading price was 98.85, which was -4.6 lower than the previous day. The implied volatity was 11.81, the open interest changed by 0 which decreased total open position to 33
On 3 Dec LT was trading at 3988.00. The strike last trading price was 103.45, which was -78.6 lower than the previous day. The implied volatity was 11.72, the open interest changed by 8 which increased total open position to 34
On 2 Dec LT was trading at 4030.50. The strike last trading price was 182.05, which was 12.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 1 Dec LT was trading at 4073.20. The strike last trading price was 182.05, which was 12.2 higher than the previous day. The implied volatity was 17.63, the open interest changed by -1 which decreased total open position to 26
On 28 Nov LT was trading at 4069.60. The strike last trading price was 169.85, which was -34.05 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 27
On 27 Nov LT was trading at 4081.30. The strike last trading price was 203.9, which was 32.25 higher than the previous day. The implied volatity was 18.87, the open interest changed by -1 which decreased total open position to 19
On 26 Nov LT was trading at 4062.00. The strike last trading price was 170.5, which was 25.95 higher than the previous day. The implied volatity was 13.20, the open interest changed by 0 which decreased total open position to 19
On 25 Nov LT was trading at 3996.70. The strike last trading price was 144.55, which was -2.45 lower than the previous day. The implied volatity was 20.46, the open interest changed by 0 which decreased total open position to 19
On 24 Nov LT was trading at 4013.30. The strike last trading price was 147, which was -8 lower than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 18
On 21 Nov LT was trading at 4024.90. The strike last trading price was 155, which was 1 higher than the previous day. The implied volatity was 14.55, the open interest changed by 1 which increased total open position to 17
On 20 Nov LT was trading at 4037.40. The strike last trading price was 154, which was -6 lower than the previous day. The implied volatity was 11.84, the open interest changed by 10 which increased total open position to 14
On 19 Nov LT was trading at 4019.60. The strike last trading price was 160, which was 55 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 160, which was 55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LT was trading at 4027.70. The strike last trading price was 160, which was 55 higher 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 160, which was 55 higher 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 160, which was 55 higher than the previous day. The implied volatity was 16.50, the open interest changed by 0 which decreased total open position to 4
On 12 Nov LT was trading at 3954.60. The strike last trading price was 105, which was -5 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 105, which was -5 lower than the previous day. The implied volatity was 11.61, the open interest changed by 0 which decreased total open position to 4
On 10 Nov LT was trading at 3918.50. The strike last trading price was 110, which was -86.2 lower than the previous day. The implied volatity was 16.30, the open interest changed by 1 which increased total open position to 4
On 7 Nov LT was trading at 3882.50. The strike last trading price was 196.2, which was -10.85 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 196.2, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov LT was trading at 3924.40. The strike last trading price was 196.2, which was -10.85 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 196.2, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 31 Oct LT was trading at 4030.90. The strike last trading price was 196.2, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Oct LT was trading at 3987.50. The strike last trading price was 207.05, which was 45.05 higher than the previous day. The implied volatity was 22.22, the open interest changed by -3 which decreased total open position to 4
On 29 Oct LT was trading at 3958.10. The strike last trading price was 162, which was -58.05 lower than the previous day. The implied volatity was 17.93, the open interest changed by 2 which increased total open position to 2
| LT 30DEC2025 3940 PE | |||||||
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Delta: -0.09
Vega: 1.16
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 4.9 | -4.25 | 16.06 | 186 | 5 | 328 |
| 18 Dec | 4031.10 | 9.9 | 1.95 | 14.86 | 149 | 6 | 322 |
| 17 Dec | 4062.40 | 8.2 | -0.6 | 16.08 | 184 | 5 | 316 |
| 16 Dec | 4063.80 | 8.8 | 1.95 | 15.93 | 63 | -14 | 311 |
| 15 Dec | 4092.30 | 7 | -0.85 | 16.55 | 144 | -7 | 330 |
| 12 Dec | 4074.10 | 8.2 | -15 | 14.90 | 553 | 4 | 336 |
| 11 Dec | 4003.90 | 23.5 | -5.15 | 15.26 | 774 | -26 | 329 |
| 10 Dec | 3991.30 | 29.25 | 1.8 | 15.87 | 793 | -23 | 348 |
| 9 Dec | 3997.50 | 26.9 | -3.9 | 15.16 | 1,058 | -5 | 368 |
| 8 Dec | 3996.70 | 30.75 | 10.25 | 16.49 | 622 | 52 | 376 |
| 5 Dec | 4038.20 | 20.3 | -14.6 | 15.58 | 517 | 113 | 323 |
| 4 Dec | 3983.60 | 34.35 | -2.65 | 15.81 | 107 | 24 | 212 |
| 3 Dec | 3988.00 | 36.8 | 10.85 | 16.61 | 197 | 9 | 187 |
| 2 Dec | 4030.50 | 25 | 3.05 | 16.08 | 115 | -10 | 179 |
| 1 Dec | 4073.20 | 22.05 | 1.2 | 17.06 | 44 | -3 | 188 |
| 28 Nov | 4069.60 | 19.85 | -0.65 | 16.52 | 100 | 17 | 193 |
| 27 Nov | 4081.30 | 20.8 | -3.85 | 16.62 | 225 | 31 | 175 |
| 26 Nov | 4062.00 | 26.15 | -18.75 | 16.84 | 349 | 16 | 145 |
| 25 Nov | 3996.70 | 46.8 | 7.5 | 16.53 | 308 | 104 | 129 |
| 24 Nov | 4013.30 | 39.3 | -1.35 | 16.41 | 15 | 2 | 23 |
| 21 Nov | 4024.90 | 40.65 | 1.75 | 17.47 | 35 | 14 | 19 |
| 20 Nov | 4037.40 | 38.9 | -53.1 | 17.55 | 4 | 1 | 3 |
| 19 Nov | 4019.60 | 92 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 3999.60 | 92 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 92 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 92 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 92 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 92 | 0 | 21.57 | 1 | 0 | 2 |
| 11 Nov | 3955.00 | 92 | -53.9 | - | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 92 | -53.9 | - | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 92 | -53.9 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 92 | -53.9 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 92 | -53.9 | - | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 92 | -53.9 | - | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 92 | -53.9 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 92 | -53.9 | - | 0 | 2 | 0 |
| 29 Oct | 3958.10 | 92 | -53.9 | 20.13 | 3 | 2 | 2 |
For Larsen & Toubro Ltd. - strike price 3940 expiring on 30DEC2025
Delta for 3940 PE is -0.09
Historical price for 3940 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 4.9, which was -4.25 lower than the previous day. The implied volatity was 16.06, the open interest changed by 5 which increased total open position to 328
On 18 Dec LT was trading at 4031.10. The strike last trading price was 9.9, which was 1.95 higher than the previous day. The implied volatity was 14.86, the open interest changed by 6 which increased total open position to 322
On 17 Dec LT was trading at 4062.40. The strike last trading price was 8.2, which was -0.6 lower than the previous day. The implied volatity was 16.08, the open interest changed by 5 which increased total open position to 316
On 16 Dec LT was trading at 4063.80. The strike last trading price was 8.8, which was 1.95 higher than the previous day. The implied volatity was 15.93, the open interest changed by -14 which decreased total open position to 311
On 15 Dec LT was trading at 4092.30. The strike last trading price was 7, which was -0.85 lower than the previous day. The implied volatity was 16.55, the open interest changed by -7 which decreased total open position to 330
On 12 Dec LT was trading at 4074.10. The strike last trading price was 8.2, which was -15 lower than the previous day. The implied volatity was 14.90, the open interest changed by 4 which increased total open position to 336
On 11 Dec LT was trading at 4003.90. The strike last trading price was 23.5, which was -5.15 lower than the previous day. The implied volatity was 15.26, the open interest changed by -26 which decreased total open position to 329
On 10 Dec LT was trading at 3991.30. The strike last trading price was 29.25, which was 1.8 higher than the previous day. The implied volatity was 15.87, the open interest changed by -23 which decreased total open position to 348
On 9 Dec LT was trading at 3997.50. The strike last trading price was 26.9, which was -3.9 lower than the previous day. The implied volatity was 15.16, the open interest changed by -5 which decreased total open position to 368
On 8 Dec LT was trading at 3996.70. The strike last trading price was 30.75, which was 10.25 higher than the previous day. The implied volatity was 16.49, the open interest changed by 52 which increased total open position to 376
On 5 Dec LT was trading at 4038.20. The strike last trading price was 20.3, which was -14.6 lower than the previous day. The implied volatity was 15.58, the open interest changed by 113 which increased total open position to 323
On 4 Dec LT was trading at 3983.60. The strike last trading price was 34.35, which was -2.65 lower than the previous day. The implied volatity was 15.81, the open interest changed by 24 which increased total open position to 212
On 3 Dec LT was trading at 3988.00. The strike last trading price was 36.8, which was 10.85 higher than the previous day. The implied volatity was 16.61, the open interest changed by 9 which increased total open position to 187
On 2 Dec LT was trading at 4030.50. The strike last trading price was 25, which was 3.05 higher than the previous day. The implied volatity was 16.08, the open interest changed by -10 which decreased total open position to 179
On 1 Dec LT was trading at 4073.20. The strike last trading price was 22.05, which was 1.2 higher than the previous day. The implied volatity was 17.06, the open interest changed by -3 which decreased total open position to 188
On 28 Nov LT was trading at 4069.60. The strike last trading price was 19.85, which was -0.65 lower than the previous day. The implied volatity was 16.52, the open interest changed by 17 which increased total open position to 193
On 27 Nov LT was trading at 4081.30. The strike last trading price was 20.8, which was -3.85 lower than the previous day. The implied volatity was 16.62, the open interest changed by 31 which increased total open position to 175
On 26 Nov LT was trading at 4062.00. The strike last trading price was 26.15, which was -18.75 lower than the previous day. The implied volatity was 16.84, the open interest changed by 16 which increased total open position to 145
On 25 Nov LT was trading at 3996.70. The strike last trading price was 46.8, which was 7.5 higher than the previous day. The implied volatity was 16.53, the open interest changed by 104 which increased total open position to 129
On 24 Nov LT was trading at 4013.30. The strike last trading price was 39.3, which was -1.35 lower than the previous day. The implied volatity was 16.41, the open interest changed by 2 which increased total open position to 23
On 21 Nov LT was trading at 4024.90. The strike last trading price was 40.65, which was 1.75 higher than the previous day. The implied volatity was 17.47, the open interest changed by 14 which increased total open position to 19
On 20 Nov LT was trading at 4037.40. The strike last trading price was 38.9, which was -53.1 lower than the previous day. The implied volatity was 17.55, the open interest changed by 1 which increased total open position to 3
On 19 Nov LT was trading at 4019.60. The strike last trading price was 92, 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 Nov LT was trading at 3999.60. The strike last trading price was 92, 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 Nov LT was trading at 4027.70. The strike last trading price was 92, 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 14 Nov LT was trading at 4004.40. The strike last trading price was 92, 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 Nov LT was trading at 4002.50. The strike last trading price was 92, 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 Nov LT was trading at 3954.60. The strike last trading price was 92, which was 0 lower than the previous day. The implied volatity was 21.57, the open interest changed by 0 which decreased total open position to 2
On 11 Nov LT was trading at 3955.00. The strike last trading price was 92, which was -53.9 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 92, which was -53.9 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 92, which was -53.9 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 92, which was -53.9 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 92, which was -53.9 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 92, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 4030.90. The strike last trading price was 92, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct LT was trading at 3987.50. The strike last trading price was 92, which was -53.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 29 Oct LT was trading at 3958.10. The strike last trading price was 92, which was -53.9 lower than the previous day. The implied volatity was 20.13, the open interest changed by 2 which increased total open position to 2































































































































































































































