[--[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 3960 CE
Delta: 0.68
Vega: 3.43
Theta: -1.81
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 84.45 -0.9 13.39 866 13 180
8 Dec 3996.70 82.95 -33.75 11.40 200 -10 167
5 Dec 4038.20 117.3 28.75 11.09 506 -6 177
4 Dec 3983.60 91.95 2.75 13.67 407 -13 185
3 Dec 3988.00 91.6 -37.6 12.35 360 75 197
2 Dec 4030.50 129.45 -26.55 14.43 18 1 122
1 Dec 4073.20 156 -0.35 14.37 19 8 121
28 Nov 4069.60 156.35 -14.85 7.78 14 3 112
27 Nov 4081.30 169.3 17.6 13.17 110 0 109
26 Nov 4062.00 151.05 42.1 12.18 162 20 110
25 Nov 3996.70 108 -27.5 15.19 57 12 54
24 Nov 4013.30 135.5 -7.1 17.35 1 0 42
21 Nov 4024.90 142.6 -11.4 14.98 29 5 42
20 Nov 4037.40 154 19.4 15.54 17 5 37
19 Nov 4019.60 134.6 1.1 13.56 12 6 31
18 Nov 3999.60 133.5 -9.4 15.85 10 4 25
17 Nov 4027.70 142.9 16.1 13.67 1 0 21
14 Nov 4004.40 126.8 -11 12.55 2 -1 21
13 Nov 4002.50 137.8 27 14.33 5 -2 23
12 Nov 3954.60 110.8 -15.15 15.02 6 1 24
11 Nov 3955.00 125.95 15.95 17.55 1 0 22
10 Nov 3918.50 110 30 18.11 2 0 22
7 Nov 3882.50 80 -32.55 15.22 4 1 21
6 Nov 3881.60 112.55 -11.3 19.55 1 0 20
4 Nov 3924.40 123.85 -58.8 18.12 2 0 20
3 Nov 3980.50 182.65 23.9 - 0 -1 0
31 Oct 4030.90 182.65 23.9 - 1 0 21
30 Oct 3987.50 158.75 14.75 16.25 7 0 21
29 Oct 3958.10 144 -1.15 16.90 23 13 21
28 Oct 3972.80 145.15 -14.05 14.54 4 2 7
27 Oct 3923.80 159.2 15.35 21.70 4 2 4
24 Oct 3904.90 143.85 28.75 20.30 2 1 1
23 Oct 3918.70 115.1 0 - 0 0 0
21 Oct 3888.20 115.1 0 - 0 0 0
20 Oct 3872.70 115.1 0 - 0 0 0
17 Oct 3839.40 115.1 0 0.66 0 0 0
16 Oct 3861.80 115.1 0 0.30 0 0 0
13 Oct 3769.50 115.1 0 - 0 0 0
10 Oct 3784.00 115.1 0 - 0 0 0
9 Oct 3769.20 115.1 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3960 expiring on 30DEC2025

Delta for 3960 CE is 0.68

Historical price for 3960 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 84.45, which was -0.9 lower than the previous day. The implied volatity was 13.39, the open interest changed by 13 which increased total open position to 180


On 8 Dec LT was trading at 3996.70. The strike last trading price was 82.95, which was -33.75 lower than the previous day. The implied volatity was 11.40, the open interest changed by -10 which decreased total open position to 167


On 5 Dec LT was trading at 4038.20. The strike last trading price was 117.3, which was 28.75 higher than the previous day. The implied volatity was 11.09, the open interest changed by -6 which decreased total open position to 177


On 4 Dec LT was trading at 3983.60. The strike last trading price was 91.95, which was 2.75 higher than the previous day. The implied volatity was 13.67, the open interest changed by -13 which decreased total open position to 185


On 3 Dec LT was trading at 3988.00. The strike last trading price was 91.6, which was -37.6 lower than the previous day. The implied volatity was 12.35, the open interest changed by 75 which increased total open position to 197


On 2 Dec LT was trading at 4030.50. The strike last trading price was 129.45, which was -26.55 lower than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 122


On 1 Dec LT was trading at 4073.20. The strike last trading price was 156, which was -0.35 lower than the previous day. The implied volatity was 14.37, the open interest changed by 8 which increased total open position to 121


On 28 Nov LT was trading at 4069.60. The strike last trading price was 156.35, which was -14.85 lower than the previous day. The implied volatity was 7.78, the open interest changed by 3 which increased total open position to 112


On 27 Nov LT was trading at 4081.30. The strike last trading price was 169.3, which was 17.6 higher than the previous day. The implied volatity was 13.17, the open interest changed by 0 which decreased total open position to 109


On 26 Nov LT was trading at 4062.00. The strike last trading price was 151.05, which was 42.1 higher than the previous day. The implied volatity was 12.18, the open interest changed by 20 which increased total open position to 110


On 25 Nov LT was trading at 3996.70. The strike last trading price was 108, which was -27.5 lower than the previous day. The implied volatity was 15.19, the open interest changed by 12 which increased total open position to 54


On 24 Nov LT was trading at 4013.30. The strike last trading price was 135.5, which was -7.1 lower than the previous day. The implied volatity was 17.35, 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 142.6, which was -11.4 lower than the previous day. The implied volatity was 14.98, the open interest changed by 5 which increased total open position to 42


On 20 Nov LT was trading at 4037.40. The strike last trading price was 154, which was 19.4 higher than the previous day. The implied volatity was 15.54, the open interest changed by 5 which increased total open position to 37


On 19 Nov LT was trading at 4019.60. The strike last trading price was 134.6, which was 1.1 higher than the previous day. The implied volatity was 13.56, the open interest changed by 6 which increased total open position to 31


On 18 Nov LT was trading at 3999.60. The strike last trading price was 133.5, which was -9.4 lower than the previous day. The implied volatity was 15.85, the open interest changed by 4 which increased total open position to 25


On 17 Nov LT was trading at 4027.70. The strike last trading price was 142.9, which was 16.1 higher than the previous day. The implied volatity was 13.67, the open interest changed by 0 which decreased total open position to 21


On 14 Nov LT was trading at 4004.40. The strike last trading price was 126.8, which was -11 lower than the previous day. The implied volatity was 12.55, the open interest changed by -1 which decreased total open position to 21


On 13 Nov LT was trading at 4002.50. The strike last trading price was 137.8, which was 27 higher than the previous day. The implied volatity was 14.33, the open interest changed by -2 which decreased total open position to 23


On 12 Nov LT was trading at 3954.60. The strike last trading price was 110.8, which was -15.15 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 24


On 11 Nov LT was trading at 3955.00. The strike last trading price was 125.95, which was 15.95 higher than the previous day. The implied volatity was 17.55, the open interest changed by 0 which decreased total open position to 22


On 10 Nov LT was trading at 3918.50. The strike last trading price was 110, which was 30 higher than the previous day. The implied volatity was 18.11, the open interest changed by 0 which decreased total open position to 22


On 7 Nov LT was trading at 3882.50. The strike last trading price was 80, which was -32.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by 1 which increased total open position to 21


On 6 Nov LT was trading at 3881.60. The strike last trading price was 112.55, which was -11.3 lower than the previous day. The implied volatity was 19.55, the open interest changed by 0 which decreased total open position to 20


On 4 Nov LT was trading at 3924.40. The strike last trading price was 123.85, which was -58.8 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 20


On 3 Nov LT was trading at 3980.50. The strike last trading price was 182.65, which was 23.9 higher 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 182.65, which was 23.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 30 Oct LT was trading at 3987.50. The strike last trading price was 158.75, which was 14.75 higher than the previous day. The implied volatity was 16.25, the open interest changed by 0 which decreased total open position to 21


On 29 Oct LT was trading at 3958.10. The strike last trading price was 144, which was -1.15 lower than the previous day. The implied volatity was 16.90, the open interest changed by 13 which increased total open position to 21


On 28 Oct LT was trading at 3972.80. The strike last trading price was 145.15, which was -14.05 lower than the previous day. The implied volatity was 14.54, the open interest changed by 2 which increased total open position to 7


On 27 Oct LT was trading at 3923.80. The strike last trading price was 159.2, which was 15.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 4


On 24 Oct LT was trading at 3904.90. The strike last trading price was 143.85, which was 28.75 higher than the previous day. The implied volatity was 20.30, the open interest changed by 1 which increased total open position to 1


On 23 Oct LT was trading at 3918.70. The strike last trading price was 115.1, 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 21 Oct LT was trading at 3888.20. The strike last trading price was 115.1, 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 20 Oct LT was trading at 3872.70. The strike last trading price was 115.1, 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 17 Oct LT was trading at 3839.40. The strike last trading price was 115.1, which was 0 lower than the previous day. The implied volatity was 0.66, 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 115.1, which was 0 lower than the previous day. The implied volatity was 0.30, 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 115.1, 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 115.1, 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 115.1, 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


LT 30DEC2025 3960 PE
Delta: -0.34
Vega: 3.51
Theta: -0.90
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 34 -2.75 15.33 1,474 91 597
8 Dec 3996.70 37.85 12.9 16.63 492 28 507
5 Dec 4038.20 24.75 -17.25 15.46 929 21 483
4 Dec 3983.60 41.7 -2.85 15.92 566 43 462
3 Dec 3988.00 43.1 11.8 16.46 850 137 421
2 Dec 4030.50 31.75 5.8 16.48 238 5 286
1 Dec 4073.20 26.4 2.1 17.01 143 24 282
28 Nov 4069.60 23.05 -1.7 16.25 123 8 258
27 Nov 4081.30 24.8 -4.7 16.57 411 51 250
26 Nov 4062.00 29.8 -22.35 16.53 664 7 199
25 Nov 3996.70 54.6 8.55 16.61 560 57 169
24 Nov 4013.30 45.8 -1 16.41 110 -19 111
21 Nov 4024.90 46.8 3.35 17.47 108 29 130
20 Nov 4037.40 43.9 -10.15 17.35 75 21 101
19 Nov 4019.60 54.1 -10.9 18.27 62 15 79
18 Nov 3999.60 65 8.45 18.98 65 50 63
17 Nov 4027.70 57 -9.85 19.01 18 2 13
14 Nov 4004.40 66.85 -2.15 19.32 6 -1 12
13 Nov 4002.50 69 -22 19.47 7 4 14
12 Nov 3954.60 91 -10.25 19.84 2 1 9
11 Nov 3955.00 101.25 -47.75 21.38 1 0 7
10 Nov 3918.50 149 44.75 - 0 0 0
7 Nov 3882.50 149 44.75 23.39 1 0 7
6 Nov 3881.60 104.25 9.45 16.68 1 0 7
4 Nov 3924.40 94.8 -8 - 0 0 0
3 Nov 3980.50 94.8 -8 - 0 0 0
31 Oct 4030.90 94.8 -8 - 0 1 0
30 Oct 3987.50 94.8 -8 21.33 1 0 6
29 Oct 3958.10 102.8 -253.35 20.45 6 2 2
28 Oct 3972.80 356.15 0 1.48 0 0 0
27 Oct 3923.80 356.15 0 0.54 0 0 0
24 Oct 3904.90 356.15 0 0.32 0 0 0
23 Oct 3918.70 356.15 0 0.50 0 0 0
21 Oct 3888.20 356.15 0 - 0 0 0
20 Oct 3872.70 356.15 0 - 0 0 0
17 Oct 3839.40 356.15 0 - 0 0 0
16 Oct 3861.80 356.15 0 - 0 0 0
13 Oct 3769.50 356.15 0 - 0 0 0
10 Oct 3784.00 356.15 0 - 0 0 0
9 Oct 3769.20 356.15 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3960 expiring on 30DEC2025

Delta for 3960 PE is -0.34

Historical price for 3960 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 34, which was -2.75 lower than the previous day. The implied volatity was 15.33, the open interest changed by 91 which increased total open position to 597


On 8 Dec LT was trading at 3996.70. The strike last trading price was 37.85, which was 12.9 higher than the previous day. The implied volatity was 16.63, the open interest changed by 28 which increased total open position to 507


On 5 Dec LT was trading at 4038.20. The strike last trading price was 24.75, which was -17.25 lower than the previous day. The implied volatity was 15.46, the open interest changed by 21 which increased total open position to 483


On 4 Dec LT was trading at 3983.60. The strike last trading price was 41.7, which was -2.85 lower than the previous day. The implied volatity was 15.92, the open interest changed by 43 which increased total open position to 462


On 3 Dec LT was trading at 3988.00. The strike last trading price was 43.1, which was 11.8 higher than the previous day. The implied volatity was 16.46, the open interest changed by 137 which increased total open position to 421


On 2 Dec LT was trading at 4030.50. The strike last trading price was 31.75, which was 5.8 higher than the previous day. The implied volatity was 16.48, the open interest changed by 5 which increased total open position to 286


On 1 Dec LT was trading at 4073.20. The strike last trading price was 26.4, which was 2.1 higher than the previous day. The implied volatity was 17.01, the open interest changed by 24 which increased total open position to 282


On 28 Nov LT was trading at 4069.60. The strike last trading price was 23.05, which was -1.7 lower than the previous day. The implied volatity was 16.25, the open interest changed by 8 which increased total open position to 258


On 27 Nov LT was trading at 4081.30. The strike last trading price was 24.8, which was -4.7 lower than the previous day. The implied volatity was 16.57, the open interest changed by 51 which increased total open position to 250


On 26 Nov LT was trading at 4062.00. The strike last trading price was 29.8, which was -22.35 lower than the previous day. The implied volatity was 16.53, the open interest changed by 7 which increased total open position to 199


On 25 Nov LT was trading at 3996.70. The strike last trading price was 54.6, which was 8.55 higher than the previous day. The implied volatity was 16.61, the open interest changed by 57 which increased total open position to 169


On 24 Nov LT was trading at 4013.30. The strike last trading price was 45.8, which was -1 lower than the previous day. The implied volatity was 16.41, the open interest changed by -19 which decreased total open position to 111


On 21 Nov LT was trading at 4024.90. The strike last trading price was 46.8, which was 3.35 higher than the previous day. The implied volatity was 17.47, the open interest changed by 29 which increased total open position to 130


On 20 Nov LT was trading at 4037.40. The strike last trading price was 43.9, which was -10.15 lower than the previous day. The implied volatity was 17.35, the open interest changed by 21 which increased total open position to 101


On 19 Nov LT was trading at 4019.60. The strike last trading price was 54.1, which was -10.9 lower than the previous day. The implied volatity was 18.27, the open interest changed by 15 which increased total open position to 79


On 18 Nov LT was trading at 3999.60. The strike last trading price was 65, which was 8.45 higher than the previous day. The implied volatity was 18.98, the open interest changed by 50 which increased total open position to 63


On 17 Nov LT was trading at 4027.70. The strike last trading price was 57, which was -9.85 lower than the previous day. The implied volatity was 19.01, the open interest changed by 2 which increased total open position to 13


On 14 Nov LT was trading at 4004.40. The strike last trading price was 66.85, which was -2.15 lower than the previous day. The implied volatity was 19.32, the open interest changed by -1 which decreased total open position to 12


On 13 Nov LT was trading at 4002.50. The strike last trading price was 69, which was -22 lower than the previous day. The implied volatity was 19.47, the open interest changed by 4 which increased total open position to 14


On 12 Nov LT was trading at 3954.60. The strike last trading price was 91, which was -10.25 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 9


On 11 Nov LT was trading at 3955.00. The strike last trading price was 101.25, which was -47.75 lower than the previous day. The implied volatity was 21.38, the open interest changed by 0 which decreased total open position to 7


On 10 Nov LT was trading at 3918.50. The strike last trading price was 149, which was 44.75 higher 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 149, which was 44.75 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 7


On 6 Nov LT was trading at 3881.60. The strike last trading price was 104.25, which was 9.45 higher than the previous day. The implied volatity was 16.68, the open interest changed by 0 which decreased total open position to 7


On 4 Nov LT was trading at 3924.40. The strike last trading price was 94.8, which was -8 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 94.8, which was -8 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 94.8, which was -8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 94.8, which was -8 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 6


On 29 Oct LT was trading at 3958.10. The strike last trading price was 102.8, which was -253.35 lower than the previous day. The implied volatity was 20.45, the open interest changed by 2 which increased total open position to 2


On 28 Oct LT was trading at 3972.80. The strike last trading price was 356.15, which was 0 lower than the previous day. The implied volatity was 1.48, 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 356.15, which was 0 lower than the previous day. The implied volatity was 0.54, 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 356.15, 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 23 Oct LT was trading at 3918.70. The strike last trading price was 356.15, which was 0 lower than the previous day. The implied volatity was 0.50, 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 356.15, 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 Oct LT was trading at 3872.70. The strike last trading price was 356.15, 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 356.15, 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 356.15, 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 356.15, 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 356.15, 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 356.15, 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