LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.71
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 108.3 | 31.05 | 9.27 | 56 | -10 | 212 | |||||||||
| 18 Dec | 4031.10 | 76.75 | -25.95 | 14.03 | 78 | 3 | 224 | |||||||||
| 17 Dec | 4062.40 | 102 | 0.2 | 12.39 | 38 | -10 | 222 | |||||||||
| 16 Dec | 4063.80 | 101 | -26.95 | 10.91 | 30 | 5 | 231 | |||||||||
| 15 Dec | 4092.30 | 128.3 | 7.75 | 9.83 | 114 | -42 | 227 | |||||||||
| 12 Dec | 4074.10 | 120 | 47.95 | 11.76 | 367 | -46 | 269 | |||||||||
| 11 Dec | 4003.90 | 73.35 | 4.85 | 13.66 | 762 | -6 | 315 | |||||||||
| 10 Dec | 3991.30 | 68.85 | -2.6 | 13.76 | 1,239 | -134 | 309 | |||||||||
| 9 Dec | 3997.50 | 71 | -1.95 | 13.18 | 1,901 | 261 | 440 | |||||||||
| 8 Dec | 3996.70 | 71.25 | -30.6 | 11.90 | 515 | 31 | 178 | |||||||||
| 5 Dec | 4038.20 | 101 | 24.05 | 10.91 | 1,148 | -34 | 149 | |||||||||
| 4 Dec | 3983.60 | 79.35 | 1.3 | 13.63 | 764 | -8 | 183 | |||||||||
| 3 Dec | 3988.00 | 79 | -39.6 | 12.44 | 978 | 111 | 197 | |||||||||
| 2 Dec | 4030.50 | 118.6 | -20.4 | 15.31 | 7 | 1 | 85 | |||||||||
| 1 Dec | 4073.20 | 139 | -11.3 | 13.92 | 22 | 1 | 84 | |||||||||
| 28 Nov | 4069.60 | 150.6 | -5.7 | 12.86 | 30 | 1 | 83 | |||||||||
| 27 Nov | 4081.30 | 156.3 | 15.8 | 14.10 | 45 | -14 | 82 | |||||||||
| 26 Nov | 4062.00 | 135.4 | 37.4 | 12.23 | 360 | 37 | 97 | |||||||||
| 25 Nov | 3996.70 | 94.85 | -27.5 | 14.92 | 87 | 19 | 60 | |||||||||
| 24 Nov | 4013.30 | 122.35 | -7.65 | 17.20 | 9 | 2 | 39 | |||||||||
| 21 Nov | 4024.90 | 130 | -6 | 15.17 | 3 | 2 | 36 | |||||||||
| 20 Nov | 4037.40 | 136 | 15.05 | 14.62 | 10 | 0 | 33 | |||||||||
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| 19 Nov | 4019.60 | 120.95 | -2.85 | 13.56 | 41 | 22 | 34 | |||||||||
| 18 Nov | 3999.60 | 123.8 | -14.55 | 16.37 | 20 | 5 | 12 | |||||||||
| 17 Nov | 4027.70 | 138.35 | 34.35 | 15.56 | 3 | 2 | 6 | |||||||||
| 14 Nov | 4004.40 | 104 | -32.85 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 104 | -32.85 | - | 0 | 1 | 0 | |||||||||
| 12 Nov | 3954.60 | 104 | -32.85 | 15.76 | 2 | 1 | 4 | |||||||||
| 11 Nov | 3955.00 | 136.85 | -35.35 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 136.85 | -35.35 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 136.85 | -35.35 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 136.85 | -35.35 | - | 0 | 1 | 0 | |||||||||
| 4 Nov | 3924.40 | 136.85 | -35.35 | 21.88 | 1 | 0 | 2 | |||||||||
| 3 Nov | 3980.50 | 172.2 | -27.05 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 172.2 | -27.05 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 172.2 | -27.05 | - | 0 | 2 | 0 | |||||||||
| 29 Oct | 3958.10 | 172.2 | -27.05 | 23.04 | 2 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30DEC2025
Delta for 3980 CE is 0.95
Historical price for 3980 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 108.3, which was 31.05 higher than the previous day. The implied volatity was 9.27, the open interest changed by -10 which decreased total open position to 212
On 18 Dec LT was trading at 4031.10. The strike last trading price was 76.75, which was -25.95 lower than the previous day. The implied volatity was 14.03, the open interest changed by 3 which increased total open position to 224
On 17 Dec LT was trading at 4062.40. The strike last trading price was 102, which was 0.2 higher than the previous day. The implied volatity was 12.39, the open interest changed by -10 which decreased total open position to 222
On 16 Dec LT was trading at 4063.80. The strike last trading price was 101, which was -26.95 lower than the previous day. The implied volatity was 10.91, the open interest changed by 5 which increased total open position to 231
On 15 Dec LT was trading at 4092.30. The strike last trading price was 128.3, which was 7.75 higher than the previous day. The implied volatity was 9.83, the open interest changed by -42 which decreased total open position to 227
On 12 Dec LT was trading at 4074.10. The strike last trading price was 120, which was 47.95 higher than the previous day. The implied volatity was 11.76, the open interest changed by -46 which decreased total open position to 269
On 11 Dec LT was trading at 4003.90. The strike last trading price was 73.35, which was 4.85 higher than the previous day. The implied volatity was 13.66, the open interest changed by -6 which decreased total open position to 315
On 10 Dec LT was trading at 3991.30. The strike last trading price was 68.85, which was -2.6 lower than the previous day. The implied volatity was 13.76, the open interest changed by -134 which decreased total open position to 309
On 9 Dec LT was trading at 3997.50. The strike last trading price was 71, which was -1.95 lower than the previous day. The implied volatity was 13.18, the open interest changed by 261 which increased total open position to 440
On 8 Dec LT was trading at 3996.70. The strike last trading price was 71.25, which was -30.6 lower than the previous day. The implied volatity was 11.90, the open interest changed by 31 which increased total open position to 178
On 5 Dec LT was trading at 4038.20. The strike last trading price was 101, which was 24.05 higher than the previous day. The implied volatity was 10.91, the open interest changed by -34 which decreased total open position to 149
On 4 Dec LT was trading at 3983.60. The strike last trading price was 79.35, which was 1.3 higher than the previous day. The implied volatity was 13.63, the open interest changed by -8 which decreased total open position to 183
On 3 Dec LT was trading at 3988.00. The strike last trading price was 79, which was -39.6 lower than the previous day. The implied volatity was 12.44, the open interest changed by 111 which increased total open position to 197
On 2 Dec LT was trading at 4030.50. The strike last trading price was 118.6, which was -20.4 lower than the previous day. The implied volatity was 15.31, the open interest changed by 1 which increased total open position to 85
On 1 Dec LT was trading at 4073.20. The strike last trading price was 139, which was -11.3 lower than the previous day. The implied volatity was 13.92, the open interest changed by 1 which increased total open position to 84
On 28 Nov LT was trading at 4069.60. The strike last trading price was 150.6, which was -5.7 lower than the previous day. The implied volatity was 12.86, the open interest changed by 1 which increased total open position to 83
On 27 Nov LT was trading at 4081.30. The strike last trading price was 156.3, which was 15.8 higher than the previous day. The implied volatity was 14.10, the open interest changed by -14 which decreased total open position to 82
On 26 Nov LT was trading at 4062.00. The strike last trading price was 135.4, which was 37.4 higher than the previous day. The implied volatity was 12.23, the open interest changed by 37 which increased total open position to 97
On 25 Nov LT was trading at 3996.70. The strike last trading price was 94.85, which was -27.5 lower than the previous day. The implied volatity was 14.92, the open interest changed by 19 which increased total open position to 60
On 24 Nov LT was trading at 4013.30. The strike last trading price was 122.35, which was -7.65 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 39
On 21 Nov LT was trading at 4024.90. The strike last trading price was 130, which was -6 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2 which increased total open position to 36
On 20 Nov LT was trading at 4037.40. The strike last trading price was 136, which was 15.05 higher than the previous day. The implied volatity was 14.62, the open interest changed by 0 which decreased total open position to 33
On 19 Nov LT was trading at 4019.60. The strike last trading price was 120.95, which was -2.85 lower than the previous day. The implied volatity was 13.56, the open interest changed by 22 which increased total open position to 34
On 18 Nov LT was trading at 3999.60. The strike last trading price was 123.8, which was -14.55 lower than the previous day. The implied volatity was 16.37, the open interest changed by 5 which increased total open position to 12
On 17 Nov LT was trading at 4027.70. The strike last trading price was 138.35, which was 34.35 higher than the previous day. The implied volatity was 15.56, the open interest changed by 2 which increased total open position to 6
On 14 Nov LT was trading at 4004.40. The strike last trading price was 104, which was -32.85 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 104, which was -32.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov LT was trading at 3954.60. The strike last trading price was 104, which was -32.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1 which increased total open position to 4
On 11 Nov LT was trading at 3955.00. The strike last trading price was 136.85, which was -35.35 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 136.85, which was -35.35 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 136.85, which was -35.35 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 136.85, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Nov LT was trading at 3924.40. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 2
On 3 Nov LT was trading at 3980.50. The strike last trading price was 172.2, which was -27.05 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 172.2, which was -27.05 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 172.2, which was -27.05 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 172.2, which was -27.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 0
| LT 30DEC2025 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 1.63
Theta: -0.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 8 | -9.5 | 14.77 | 539 | 31 | 566 |
| 18 Dec | 4031.10 | 18.7 | 4.95 | 14.72 | 884 | -44 | 533 |
| 17 Dec | 4062.40 | 14 | -0.65 | 15.48 | 446 | -11 | 577 |
| 16 Dec | 4063.80 | 15.75 | 4.65 | 15.78 | 379 | -24 | 588 |
| 15 Dec | 4092.30 | 11.35 | -1.5 | 15.89 | 379 | -51 | 611 |
| 12 Dec | 4074.10 | 13.65 | -21.85 | 14.46 | 1,633 | 82 | 663 |
| 11 Dec | 4003.90 | 35.3 | -7.35 | 14.83 | 791 | 2 | 582 |
| 10 Dec | 3991.30 | 43 | 1.55 | 15.56 | 998 | 69 | 579 |
| 9 Dec | 3997.50 | 41.5 | -2.7 | 15.32 | 1,295 | 47 | 514 |
| 8 Dec | 3996.70 | 46.5 | 15.95 | 16.93 | 684 | 24 | 469 |
| 5 Dec | 4038.20 | 30.2 | -19.9 | 15.42 | 537 | 6 | 445 |
| 4 Dec | 3983.60 | 48.7 | -4.45 | 15.73 | 825 | 69 | 441 |
| 3 Dec | 3988.00 | 51.05 | 13.75 | 16.53 | 1,119 | 78 | 377 |
| 2 Dec | 4030.50 | 37.45 | 6.45 | 16.38 | 272 | 30 | 304 |
| 1 Dec | 4073.20 | 31.6 | 2.7 | 17.03 | 259 | 56 | 274 |
| 28 Nov | 4069.60 | 28.15 | -0.65 | 16.38 | 209 | 10 | 222 |
| 27 Nov | 4081.30 | 29.3 | -4.95 | 16.50 | 322 | 17 | 212 |
| 26 Nov | 4062.00 | 35 | -25.2 | 16.48 | 890 | 24 | 195 |
| 25 Nov | 3996.70 | 63.15 | 10.5 | 17.01 | 391 | 97 | 170 |
| 24 Nov | 4013.30 | 51 | -3 | 15.97 | 71 | -22 | 75 |
| 21 Nov | 4024.90 | 54.5 | 3.1 | 17.65 | 159 | -24 | 98 |
| 20 Nov | 4037.40 | 51.5 | -9.5 | 17.58 | 58 | 8 | 115 |
| 19 Nov | 4019.60 | 61.4 | -10.55 | 18.30 | 95 | 64 | 106 |
| 18 Nov | 3999.60 | 71.45 | 0.25 | 18.71 | 43 | 36 | 40 |
| 17 Nov | 4027.70 | 71.2 | -14.1 | 20.39 | 1 | 0 | 4 |
| 14 Nov | 4004.40 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 85.3 | -24.2 | - | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 85.3 | -24.2 | - | 0 | 2 | 0 |
| 31 Oct | 4030.90 | 85.3 | -24.2 | - | 4 | 0 | 2 |
| 30 Oct | 3987.50 | 109.5 | -55.2 | - | 0 | 2 | 0 |
| 29 Oct | 3958.10 | 109.5 | -55.2 | 20.17 | 2 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30DEC2025
Delta for 3980 PE is -0.15
Historical price for 3980 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 8, which was -9.5 lower than the previous day. The implied volatity was 14.77, the open interest changed by 31 which increased total open position to 566
On 18 Dec LT was trading at 4031.10. The strike last trading price was 18.7, which was 4.95 higher than the previous day. The implied volatity was 14.72, the open interest changed by -44 which decreased total open position to 533
On 17 Dec LT was trading at 4062.40. The strike last trading price was 14, which was -0.65 lower than the previous day. The implied volatity was 15.48, the open interest changed by -11 which decreased total open position to 577
On 16 Dec LT was trading at 4063.80. The strike last trading price was 15.75, which was 4.65 higher than the previous day. The implied volatity was 15.78, the open interest changed by -24 which decreased total open position to 588
On 15 Dec LT was trading at 4092.30. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by -51 which decreased total open position to 611
On 12 Dec LT was trading at 4074.10. The strike last trading price was 13.65, which was -21.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 82 which increased total open position to 663
On 11 Dec LT was trading at 4003.90. The strike last trading price was 35.3, which was -7.35 lower than the previous day. The implied volatity was 14.83, the open interest changed by 2 which increased total open position to 582
On 10 Dec LT was trading at 3991.30. The strike last trading price was 43, which was 1.55 higher than the previous day. The implied volatity was 15.56, the open interest changed by 69 which increased total open position to 579
On 9 Dec LT was trading at 3997.50. The strike last trading price was 41.5, which was -2.7 lower than the previous day. The implied volatity was 15.32, the open interest changed by 47 which increased total open position to 514
On 8 Dec LT was trading at 3996.70. The strike last trading price was 46.5, which was 15.95 higher than the previous day. The implied volatity was 16.93, the open interest changed by 24 which increased total open position to 469
On 5 Dec LT was trading at 4038.20. The strike last trading price was 30.2, which was -19.9 lower than the previous day. The implied volatity was 15.42, the open interest changed by 6 which increased total open position to 445
On 4 Dec LT was trading at 3983.60. The strike last trading price was 48.7, which was -4.45 lower than the previous day. The implied volatity was 15.73, the open interest changed by 69 which increased total open position to 441
On 3 Dec LT was trading at 3988.00. The strike last trading price was 51.05, which was 13.75 higher than the previous day. The implied volatity was 16.53, the open interest changed by 78 which increased total open position to 377
On 2 Dec LT was trading at 4030.50. The strike last trading price was 37.45, which was 6.45 higher than the previous day. The implied volatity was 16.38, the open interest changed by 30 which increased total open position to 304
On 1 Dec LT was trading at 4073.20. The strike last trading price was 31.6, which was 2.7 higher than the previous day. The implied volatity was 17.03, the open interest changed by 56 which increased total open position to 274
On 28 Nov LT was trading at 4069.60. The strike last trading price was 28.15, which was -0.65 lower than the previous day. The implied volatity was 16.38, the open interest changed by 10 which increased total open position to 222
On 27 Nov LT was trading at 4081.30. The strike last trading price was 29.3, which was -4.95 lower than the previous day. The implied volatity was 16.50, the open interest changed by 17 which increased total open position to 212
On 26 Nov LT was trading at 4062.00. The strike last trading price was 35, which was -25.2 lower than the previous day. The implied volatity was 16.48, the open interest changed by 24 which increased total open position to 195
On 25 Nov LT was trading at 3996.70. The strike last trading price was 63.15, which was 10.5 higher than the previous day. The implied volatity was 17.01, the open interest changed by 97 which increased total open position to 170
On 24 Nov LT was trading at 4013.30. The strike last trading price was 51, which was -3 lower than the previous day. The implied volatity was 15.97, the open interest changed by -22 which decreased total open position to 75
On 21 Nov LT was trading at 4024.90. The strike last trading price was 54.5, which was 3.1 higher than the previous day. The implied volatity was 17.65, the open interest changed by -24 which decreased total open position to 98
On 20 Nov LT was trading at 4037.40. The strike last trading price was 51.5, which was -9.5 lower than the previous day. The implied volatity was 17.58, the open interest changed by 8 which increased total open position to 115
On 19 Nov LT was trading at 4019.60. The strike last trading price was 61.4, which was -10.55 lower than the previous day. The implied volatity was 18.30, the open interest changed by 64 which increased total open position to 106
On 18 Nov LT was trading at 3999.60. The strike last trading price was 71.45, which was 0.25 higher than the previous day. The implied volatity was 18.71, the open interest changed by 36 which increased total open position to 40
On 17 Nov LT was trading at 4027.70. The strike last trading price was 71.2, which was -14.1 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 4
On 14 Nov LT was trading at 4004.40. The strike last trading price was 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 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 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 31 Oct LT was trading at 4030.90. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Oct LT was trading at 3987.50. The strike last trading price was 109.5, which was -55.2 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 109.5, which was -55.2 lower than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 0































































































































































































































