[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3865.8 -21.60 (-0.56%)
L: 3856.6 H: 3904.9

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Historical option data for LT

14 Jan 2026 04:11 PM IST
LT 27-JAN-2026 3960 CE
Delta: 0.31
Vega: 2.57
Theta: -2.32
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 3865.80 28.5 -9.1 20.24 2,003 12 2,407
13 Jan 3887.40 37.8 -60.25 20.05 8,631 2,255 2,395
12 Jan 4019.00 101.3 -9.7 16 966 63 140
9 Jan 4025.20 111 -104 18.06 19 7 76
8 Jan 4028.40 215 35.8 43.17 1 0 69
7 Jan 4157.00 179.2 25.5 - 0 0 69
6 Jan 4140.60 179.2 25.5 - 0 0 69
5 Jan 4150.40 179.2 25.5 - 0 0 69
2 Jan 4163.40 179.2 25.5 - 0 0 69
1 Jan 4140.40 179.2 25.5 - 1 0 69
31 Dec 4083.50 153.7 3.65 8.09 5 0 69
30 Dec 4052.00 150.05 8.45 15.73 16 13 66
29 Dec 4038.70 141.6 -3.85 16.44 5 2 52
26 Dec 4047.30 145.9 -109.35 13.72 53 40 40
24 Dec 4053.60 255.25 0 - 0 0 0
23 Dec 4058.80 255.25 0 - 0 0 0
22 Dec 4072.40 255.25 0 - 0 0 0
19 Dec 4073.50 255.25 0 - 0 0 0
18 Dec 4031.10 255.25 0 - 0 0 0
17 Dec 4062.40 255.25 0 - 0 0 0
16 Dec 4063.80 255.25 0 - 0 0 0
15 Dec 4092.30 255.25 0 - 0 0 0
12 Dec 4074.10 255.25 0 - 0 0 0
11 Dec 4003.90 255.25 0 - 0 0 0
10 Dec 3991.30 255.25 0 - 0 0 0
9 Dec 3997.50 255.25 - - 0 0 0
8 Dec 3996.70 255.25 0 - 0 0 0
5 Dec 4038.20 - - - 0 0 0
4 Dec 3983.60 255.25 0 - 0 0 0
3 Dec 3988.00 - - - 0 0 0
1 Dec 4073.20 - - - 0 0 0
28 Nov 4069.60 - - - 0 0 0
27 Nov 4081.30 255.25 0 - 0 0 0
26 Nov 4062.00 255.25 0 - 0 0 0
25 Nov 3996.70 255.25 0 - 0 0 0
24 Nov 4013.30 255.25 0 - 0 0 0
21 Nov 4024.90 255.25 0 - 0 0 0
20 Nov 4037.40 255.25 0 - 0 0 0
19 Nov 4019.60 255.25 0 - 0 0 0
18 Nov 3999.60 255.25 0 - 0 0 0
17 Nov 4027.70 - - - 0 0 0
11 Nov 3955.00 255.25 0 - 0 0 0
10 Nov 3918.50 255.25 0 - 0 0 0
6 Nov 3881.60 255.25 0 - 0 0 0
4 Nov 3924.40 255.25 0 - 0 0 0
31 Oct 4030.90 255.25 0 - 0 0 0
30 Oct 3987.50 255.25 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3960 expiring on 27JAN2026

Delta for 3960 CE is 0.31

Historical price for 3960 CE is as follows

On 14 Jan LT was trading at 3865.80. The strike last trading price was 28.5, which was -9.1 lower than the previous day. The implied volatity was 20.24, the open interest changed by 12 which increased total open position to 2407


On 13 Jan LT was trading at 3887.40. The strike last trading price was 37.8, which was -60.25 lower than the previous day. The implied volatity was 20.05, the open interest changed by 2255 which increased total open position to 2395


On 12 Jan LT was trading at 4019.00. The strike last trading price was 101.3, which was -9.7 lower than the previous day. The implied volatity was 16, the open interest changed by 63 which increased total open position to 140


On 9 Jan LT was trading at 4025.20. The strike last trading price was 111, which was -104 lower than the previous day. The implied volatity was 18.06, the open interest changed by 7 which increased total open position to 76


On 8 Jan LT was trading at 4028.40. The strike last trading price was 215, which was 35.8 higher than the previous day. The implied volatity was 43.17, the open interest changed by 0 which decreased total open position to 69


On 7 Jan LT was trading at 4157.00. The strike last trading price was 179.2, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 6 Jan LT was trading at 4140.60. The strike last trading price was 179.2, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 5 Jan LT was trading at 4150.40. The strike last trading price was 179.2, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 2 Jan LT was trading at 4163.40. The strike last trading price was 179.2, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 1 Jan LT was trading at 4140.40. The strike last trading price was 179.2, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69


On 31 Dec LT was trading at 4083.50. The strike last trading price was 153.7, which was 3.65 higher than the previous day. The implied volatity was 8.09, the open interest changed by 0 which decreased total open position to 69


On 30 Dec LT was trading at 4052.00. The strike last trading price was 150.05, which was 8.45 higher than the previous day. The implied volatity was 15.73, the open interest changed by 13 which increased total open position to 66


On 29 Dec LT was trading at 4038.70. The strike last trading price was 141.6, which was -3.85 lower than the previous day. The implied volatity was 16.44, the open interest changed by 2 which increased total open position to 52


On 26 Dec LT was trading at 4047.30. The strike last trading price was 145.9, which was -109.35 lower than the previous day. The implied volatity was 13.72, the open interest changed by 40 which increased total open position to 40


On 24 Dec LT was trading at 4053.60. The strike last trading price was 255.25, 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 23 Dec LT was trading at 4058.80. The strike last trading price was 255.25, 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 22 Dec LT was trading at 4072.40. The strike last trading price was 255.25, 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 19 Dec LT was trading at 4073.50. The strike last trading price was 255.25, 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 18 Dec LT was trading at 4031.10. The strike last trading price was 255.25, 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 17 Dec LT was trading at 4062.40. The strike last trading price was 255.25, 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 16 Dec LT was trading at 4063.80. The strike last trading price was 255.25, 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 15 Dec LT was trading at 4092.30. The strike last trading price was 255.25, 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 12 Dec LT was trading at 4074.10. The strike last trading price was 255.25, 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 11 Dec LT was trading at 4003.90. The strike last trading price was 255.25, 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 10 Dec LT was trading at 3991.30. The strike last trading price was 255.25, 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 9 Dec LT was trading at 3997.50. The strike last trading price was 255.25, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec LT was trading at 3996.70. The strike last trading price was 255.25, 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 5 Dec LT was trading at 4038.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec LT was trading at 3983.60. The strike last trading price was 255.25, 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 3 Dec LT was trading at 3988.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec LT was trading at 4073.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov LT was trading at 4069.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov LT was trading at 4081.30. The strike last trading price was 255.25, 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 26 Nov LT was trading at 4062.00. The strike last trading price was 255.25, 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 25 Nov LT was trading at 3996.70. The strike last trading price was 255.25, 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 24 Nov LT was trading at 4013.30. The strike last trading price was 255.25, 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 21 Nov LT was trading at 4024.90. The strike last trading price was 255.25, 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 20 Nov LT was trading at 4037.40. The strike last trading price was 255.25, 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 19 Nov LT was trading at 4019.60. The strike last trading price was 255.25, 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 18 Nov LT was trading at 3999.60. The strike last trading price was 255.25, 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 17 Nov LT was trading at 4027.70. The strike last trading price was -, which was - 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 255.25, 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 10 Nov LT was trading at 3918.50. The strike last trading price was 255.25, 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 Nov LT was trading at 3881.60. The strike last trading price was 255.25, 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 4 Nov LT was trading at 3924.40. The strike last trading price was 255.25, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 255.25, 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 30 Oct LT was trading at 3987.50. The strike last trading price was 255.25, 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


LT 27JAN2026 3960 PE
Delta: -0.66
Vega: 2.67
Theta: -1.72
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 3865.80 116 13.7 23.89 176 0 417
13 Jan 3887.40 100.3 64.7 22.7 4,536 -238 447
12 Jan 4019.00 33.85 1.65 20.61 2,176 84 688
9 Jan 4025.20 33.35 -13.2 18.58 2,099 206 597
8 Jan 4028.40 34.25 25.1 20.78 2,025 193 394
7 Jan 4157.00 9.45 -0.85 18.4 205 39 200
6 Jan 4140.60 10.75 0.5 18.16 60 21 163
5 Jan 4150.40 10.05 1.45 17.93 96 -1 142
2 Jan 4163.40 8.6 -4 17.09 106 -28 142
1 Jan 4140.40 12.8 -7.3 17.27 107 19 172
31 Dec 4083.50 20.95 -7.15 16.84 186 55 152
30 Dec 4052.00 28.55 -154.05 17.11 226 94 94
29 Dec 4038.70 182.6 0 2.59 0 0 0
26 Dec 4047.30 182.6 0 - 0 0 0
24 Dec 4053.60 182.6 0 2.77 0 0 0
23 Dec 4058.80 182.6 0 2.96 0 0 0
22 Dec 4072.40 182.6 0 3.15 0 0 0
19 Dec 4073.50 182.6 0 3.09 0 0 0
18 Dec 4031.10 182.6 0 - 0 0 0
17 Dec 4062.40 182.6 0 - 0 0 0
16 Dec 4063.80 182.6 0 - 0 0 0
15 Dec 4092.30 182.6 0 - 0 0 0
12 Dec 4074.10 182.6 0 2.96 0 0 0
11 Dec 4003.90 182.6 0 - 0 0 0
10 Dec 3991.30 182.6 0 - 0 0 0
9 Dec 3997.50 182.6 - - 0 0 0
8 Dec 3996.70 182.6 0 - 0 0 0
5 Dec 4038.20 - - - 0 0 0
4 Dec 3983.60 182.6 0 1.46 0 0 0
3 Dec 3988.00 - - - 0 0 0
1 Dec 4073.20 - - - 0 0 0
28 Nov 4069.60 - - - 0 0 0
27 Nov 4081.30 182.6 0 2.96 0 0 0
26 Nov 4062.00 182.6 0 - 0 0 0
25 Nov 3996.70 182.6 0 1.51 0 0 0
24 Nov 4013.30 182.6 0 1.91 0 0 0
21 Nov 4024.90 182.6 0 - 0 0 0
20 Nov 4037.40 182.6 0 - 0 0 0
19 Nov 4019.60 182.6 0 2.02 0 0 0
18 Nov 3999.60 182.6 0 - 0 0 0
17 Nov 4027.70 - - - 0 0 0
11 Nov 3955.00 182.6 0 1.1 0 0 0
10 Nov 3918.50 182.6 0 0.62 0 0 0
6 Nov 3881.60 182.6 0 - 0 0 0
4 Nov 3924.40 182.6 0 0.8 0 0 0
31 Oct 4030.90 182.6 0 - 0 0 0
30 Oct 3987.50 182.6 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 3960 expiring on 27JAN2026

Delta for 3960 PE is -0.66

Historical price for 3960 PE is as follows

On 14 Jan LT was trading at 3865.80. The strike last trading price was 116, which was 13.7 higher than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 417


On 13 Jan LT was trading at 3887.40. The strike last trading price was 100.3, which was 64.7 higher than the previous day. The implied volatity was 22.7, the open interest changed by -238 which decreased total open position to 447


On 12 Jan LT was trading at 4019.00. The strike last trading price was 33.85, which was 1.65 higher than the previous day. The implied volatity was 20.61, the open interest changed by 84 which increased total open position to 688


On 9 Jan LT was trading at 4025.20. The strike last trading price was 33.35, which was -13.2 lower than the previous day. The implied volatity was 18.58, the open interest changed by 206 which increased total open position to 597


On 8 Jan LT was trading at 4028.40. The strike last trading price was 34.25, which was 25.1 higher than the previous day. The implied volatity was 20.78, the open interest changed by 193 which increased total open position to 394


On 7 Jan LT was trading at 4157.00. The strike last trading price was 9.45, which was -0.85 lower than the previous day. The implied volatity was 18.4, the open interest changed by 39 which increased total open position to 200


On 6 Jan LT was trading at 4140.60. The strike last trading price was 10.75, which was 0.5 higher than the previous day. The implied volatity was 18.16, the open interest changed by 21 which increased total open position to 163


On 5 Jan LT was trading at 4150.40. The strike last trading price was 10.05, which was 1.45 higher than the previous day. The implied volatity was 17.93, the open interest changed by -1 which decreased total open position to 142


On 2 Jan LT was trading at 4163.40. The strike last trading price was 8.6, which was -4 lower than the previous day. The implied volatity was 17.09, the open interest changed by -28 which decreased total open position to 142


On 1 Jan LT was trading at 4140.40. The strike last trading price was 12.8, which was -7.3 lower than the previous day. The implied volatity was 17.27, the open interest changed by 19 which increased total open position to 172


On 31 Dec LT was trading at 4083.50. The strike last trading price was 20.95, which was -7.15 lower than the previous day. The implied volatity was 16.84, the open interest changed by 55 which increased total open position to 152


On 30 Dec LT was trading at 4052.00. The strike last trading price was 28.55, which was -154.05 lower than the previous day. The implied volatity was 17.11, the open interest changed by 94 which increased total open position to 94


On 29 Dec LT was trading at 4038.70. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0


On 26 Dec LT was trading at 4047.30. The strike last trading price was 182.6, 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 Dec LT was trading at 4053.60. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.77, the open interest changed by 0 which decreased total open position to 0


On 23 Dec LT was trading at 4058.80. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 22 Dec LT was trading at 4072.40. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 19 Dec LT was trading at 4073.50. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0


On 18 Dec LT was trading at 4031.10. The strike last trading price was 182.6, 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 Dec LT was trading at 4062.40. The strike last trading price was 182.6, 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 Dec LT was trading at 4063.80. The strike last trading price was 182.6, 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 15 Dec LT was trading at 4092.30. The strike last trading price was 182.6, 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 Dec LT was trading at 4074.10. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 11 Dec LT was trading at 4003.90. The strike last trading price was 182.6, 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 Dec LT was trading at 3991.30. The strike last trading price was 182.6, 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 Dec LT was trading at 3997.50. The strike last trading price was 182.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec LT was trading at 3996.70. The strike last trading price was 182.6, 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 Dec LT was trading at 4038.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec LT was trading at 3983.60. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0


On 3 Dec LT was trading at 3988.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec LT was trading at 4073.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov LT was trading at 4069.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov LT was trading at 4081.30. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0


On 26 Nov LT was trading at 4062.00. The strike last trading price was 182.6, 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 Nov LT was trading at 3996.70. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 1.51, the open interest changed by 0 which decreased total open position to 0


On 24 Nov LT was trading at 4013.30. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 21 Nov LT was trading at 4024.90. The strike last trading price was 182.6, 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 Nov LT was trading at 4037.40. The strike last trading price was 182.6, 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 Nov LT was trading at 4019.60. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 2.02, 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 182.6, 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 -, which was - 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 182.6, which was 0 lower than the previous day. The implied volatity was 1.1, 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 182.6, which was 0 lower than the previous day. The implied volatity was 0.62, 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 182.6, 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 Nov LT was trading at 3924.40. The strike last trading price was 182.6, which was 0 lower than the previous day. The implied volatity was 0.8, 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 182.6, 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 30 Oct LT was trading at 3987.50. The strike last trading price was 182.6, 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