[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4073.5 +42.40 (1.05%)
L: 4040.1 H: 4091.5

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Historical option data for LT

19 Dec 2025 04:11 PM IST
LT 30-DEC-2025 3940 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.09
Vega: 1.16
Theta: -0.75
Gamma: 0.00
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