LT
Larsen & Toubro Ltd.
Historical option data for LT
30 Apr 2026 04:10 PM IST
| LT 26-May-2026 (24d) 3940 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.04
Theta: -2.86
Gamma: 0.00104
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 4014.00 | 197.1 | -62.900000000000006 | 33.76 | 106 | 30 | 61 | |||||||||
| 29 Apr | 4096.10 | 260 | 60.19999999999999 | 31.11 | 2 | -1 | 30 | |||||||||
| 28 Apr | 4037.70 | 199.8 | -13.699999999999989 | 30.38 | 32 | 27 | 30 | |||||||||
| 27 Apr | 4053.60 | 213.5 | -7.300000000000011 | - | 0 | 0 | 3 | |||||||||
| 24 Apr | 4014.30 | 213.5 | -7.300000000000011 | - | 0 | 0 | 3 | |||||||||
| 23 Apr | 4054.10 | 213.5 | -7.300000000000011 | 32.52 | 0 | 0 | 3 | |||||||||
| 22 Apr | 4021.10 | 213.5 | -46.80000000000001 | 32.52 | 6 | 0 | 1 | |||||||||
| 21 Apr | 4075.40 | 260.3 | -15.5 | - | 0 | 0 | 1 | |||||||||
| 20 Apr | 4051.00 | 260.3 | -15.5 | - | 0 | 0 | 1 | |||||||||
| 17 Apr | 4096.10 | 260.3 | -15.5 | - | 0 | 0 | 1 | |||||||||
| 16 Apr | 4119.80 | 260.3 | -15.5 | 29.62 | 0 | 0 | 1 | |||||||||
| 15 Apr | 4076.30 | 260.3 | 48.20000000000002 | 29.62 | 2 | 0 | 2 | |||||||||
| 13 Apr | 3954.30 | 212.1 | -4.200000000000017 | 33.52 | 0 | 0 | 2 | |||||||||
| 10 Apr | 3959.90 | 212.1 | 159.14999999999998 | 33.52 | 2 | 1 | 1 | |||||||||
| 9 Apr | 3896.20 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 4005.90 | 52.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 3723.30 | 52.95 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
| 6 Apr | 3727.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Apr | 3613.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3607.50 | 0 | 0 | 4.6 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3940 expiring on 26MAY2026
Delta for 3940 CE is 0.62
Historical price for 3940 CE is as follows
On 30 Apr LT was trading at 4014.00. The strike last trading price was 197.1, which was -62.900000000000006 lower than the previous day. The implied volatity was 33.76, the open interest changed by 30 which increased total open position to 61
On 29 Apr LT was trading at 4096.10. The strike last trading price was 260, which was 60.19999999999999 higher than the previous day. The implied volatity was 31.11, the open interest changed by -1 which decreased total open position to 30
On 28 Apr LT was trading at 4037.70. The strike last trading price was 199.8, which was -13.699999999999989 lower than the previous day. The implied volatity was 30.38, the open interest changed by 27 which increased total open position to 30
On 27 Apr LT was trading at 4053.60. The strike last trading price was 213.5, which was -7.300000000000011 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr LT was trading at 4014.30. The strike last trading price was 213.5, which was -7.300000000000011 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr LT was trading at 4054.10. The strike last trading price was 213.5, which was -7.300000000000011 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 3
On 22 Apr LT was trading at 4021.10. The strike last trading price was 213.5, which was -46.80000000000001 lower than the previous day. The implied volatity was 32.52, the open interest changed by 0 which decreased total open position to 1
On 21 Apr LT was trading at 4075.40. The strike last trading price was 260.3, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Apr LT was trading at 4051.00. The strike last trading price was 260.3, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Apr LT was trading at 4096.10. The strike last trading price was 260.3, which was -15.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Apr LT was trading at 4119.80. The strike last trading price was 260.3, which was -15.5 lower than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 1
On 15 Apr LT was trading at 4076.30. The strike last trading price was 260.3, which was 48.20000000000002 higher than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 2
On 13 Apr LT was trading at 3954.30. The strike last trading price was 212.1, which was -4.200000000000017 lower than the previous day. The implied volatity was 33.52, the open interest changed by 0 which decreased total open position to 2
On 10 Apr LT was trading at 3959.90. The strike last trading price was 212.1, which was 159.14999999999998 higher than the previous day. The implied volatity was 33.52, the open interest changed by 1 which increased total open position to 1
On 9 Apr LT was trading at 3896.20. The strike last trading price was 52.95, 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 8 Apr LT was trading at 4005.90. The strike last trading price was 52.95, 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 7 Apr LT was trading at 3723.30. The strike last trading price was 52.95, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
On 6 Apr LT was trading at 3727.70. 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 2 Apr LT was trading at 3613.10. 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 1 Apr LT was trading at 3607.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
| LT 26-May-2026 (24d) 3940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.04
Theta: -2.09
Gamma: 0.0011
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 4014.00 | 91.05 | 30.449999999999996 | 31.7 | 505 | 101 | 250 |
| 29 Apr | 4096.10 | 62 | -17.799999999999997 | 29.45 | 307 | 17 | 146 |
| 28 Apr | 4037.70 | 77 | 4 | 28.7 | 160 | 110 | 130 |
| 27 Apr | 4053.60 | 73 | -42.400000000000006 | 29.41 | 13 | 0 | 19 |
| 24 Apr | 4014.30 | 115.4 | 46.10000000000001 | 31.69 | 21 | 17 | 20 |
| 23 Apr | 4054.10 | 68.6 | 68.6 | - | 0 | 0 | 3 |
| 22 Apr | 4021.10 | 68.6 | 68.6 | - | 0 | 0 | 3 |
| 21 Apr | 4075.40 | 68.6 | 68.6 | - | 0 | 0 | 3 |
| 20 Apr | 4051.00 | 68.6 | 68.6 | - | 0 | 0 | 3 |
| 17 Apr | 4096.10 | 68.6 | 68.6 | 27.77 | 0 | 0 | 3 |
| 16 Apr | 4119.80 | 68.6 | -376.65 | 27.77 | 3 | 0 | 0 |
| 15 Apr | 4076.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 3954.30 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 3959.90 | 0 | 0 | 1.01 | 0 | 0 | 0 |
| 9 Apr | 3896.20 | 445.25 | 0 | 0.32 | 0 | 0 | 0 |
| 8 Apr | 4005.90 | 445.25 | 0 | 2.26 | 0 | 0 | 0 |
| 7 Apr | 3723.30 | 445.25 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3727.70 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3613.10 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3607.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3940 expiring on 26MAY2026
Delta for 3940 PE is -0.37
Historical price for 3940 PE is as follows
On 30 Apr LT was trading at 4014.00. The strike last trading price was 91.05, which was 30.449999999999996 higher than the previous day. The implied volatity was 31.7, the open interest changed by 101 which increased total open position to 250
On 29 Apr LT was trading at 4096.10. The strike last trading price was 62, which was -17.799999999999997 lower than the previous day. The implied volatity was 29.45, the open interest changed by 17 which increased total open position to 146
On 28 Apr LT was trading at 4037.70. The strike last trading price was 77, which was 4 higher than the previous day. The implied volatity was 28.7, the open interest changed by 110 which increased total open position to 130
On 27 Apr LT was trading at 4053.60. The strike last trading price was 73, which was -42.400000000000006 lower than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 19
On 24 Apr LT was trading at 4014.30. The strike last trading price was 115.4, which was 46.10000000000001 higher than the previous day. The implied volatity was 31.69, the open interest changed by 17 which increased total open position to 20
On 23 Apr LT was trading at 4054.10. The strike last trading price was 68.6, which was 68.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr LT was trading at 4021.10. The strike last trading price was 68.6, which was 68.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 Apr LT was trading at 4075.40. The strike last trading price was 68.6, which was 68.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Apr LT was trading at 4051.00. The strike last trading price was 68.6, which was 68.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Apr LT was trading at 4096.10. The strike last trading price was 68.6, which was 68.6 higher than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 3
On 16 Apr LT was trading at 4119.80. The strike last trading price was 68.6, which was -376.65 lower than the previous day. The implied volatity was 27.77, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LT was trading at 4076.30. 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 13 Apr LT was trading at 3954.30. 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 10 Apr LT was trading at 3959.90. The strike last trading price was 0, 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 9 Apr LT was trading at 3896.20. The strike last trading price was 445.25, which was 0 lower than the previous day. The implied volatity was 0.32, the open interest changed by 0 which decreased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 445.25, which was 0 lower than the previous day. The implied volatity was 2.26, the open interest changed by 0 which decreased total open position to 0
On 7 Apr LT was trading at 3723.30. The strike last trading price was 445.25, 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 Apr LT was trading at 3727.70. 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 2 Apr LT was trading at 3613.10. 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 1 Apr LT was trading at 3607.50. 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
