LT
Larsen & Toubro Ltd.
Historical option data for LT
15 May 2026 04:10 PM IST
| LT 26-May-2026 (10d) 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.03
Theta: -2.55
Gamma: 0.00252
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 3909.00 | 31.75 | -14.25 (-30.98%) | 21.05 | 1,131 | -102 | 665 | |||||||||
| 14 May | 3940.40 | 45.25 | 1.25 (2.84%) | 20.68 | 2,836 | 82 | 767 | |||||||||
| 13 May | 3915.80 | 46.45 | 14.450000000000003 (45.16%) | 23.2 | 1,147 | -4 | 686 | |||||||||
| 12 May | 3856.50 | 33.15 | -25.85 (-43.81%) | 24.09 | 958 | 25 | 698 | |||||||||
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| 11 May | 3940.20 | 58.5 | -19.5 (-25.00%) | 0 | 1,361 | -36 | 653 | |||||||||
| 8 May | 3974.50 | 80 | -24.799999999999997 (-23.66%) | 21.23 | 2,154 | 315 | 703 | |||||||||
| 7 May | 4023.00 | 105.9 | -0.5999999999999943 (-0.56%) | 20.22 | 1,290 | 1 | 390 | |||||||||
| 6 May | 4008.50 | 109 | -73.1 (-40.14%) | 22.81 | 4,300 | 202 | 418 | |||||||||
| 5 May | 4054.50 | 179.45 | -26.950000000000017 (-13.06%) | 33.37 | 114 | 11 | 217 | |||||||||
| 4 May | 4100.80 | 206.4 | 37.95000000000002 (22.53%) | 33.45 | 97 | 160 | 206 | |||||||||
| 30 Apr | 4014.00 | 171.35 | -44.5 (-20.62%) | 33.41 | 278 | 118 | 164 | |||||||||
| 29 Apr | 4096.10 | 215.85 | 42.099999999999994 (24.23%) | 29.08 | 15 | 7 | 45 | |||||||||
| 28 Apr | 4037.70 | 173.75 | -1.9000000000000057 (-1.08%) | 29.64 | 25 | 23 | 38 | |||||||||
| 27 Apr | 4053.60 | 175.65 | -12.699999999999989 (-6.74%) | 31.4 | 0 | 0 | 15 | |||||||||
| 24 Apr | 4014.30 | 175.65 | 129.60000000000002 (281.43%) | 31.4 | 21 | 14 | 14 | |||||||||
| 23 Apr | 4054.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4021.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4075.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4051.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4119.80 | 0 | 0 | - | 0 | 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 (0.00%) | 0.13 | 0 | 0 | 0 | |||||||||
| 9 Apr | 3896.20 | 46.05 | 0 (0.00%) | 0.8 | 0 | 0 | 0 | |||||||||
| 8 Apr | 4005.90 | 46.05 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 3723.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 3727.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3613.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3607.50 | 0 | 0 (0.00%) | 5.23 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 26MAY2026
Delta for 3980 CE is 0.34
Historical price for 3980 CE is as follows
On 15 May LT was trading at 3909.00. The strike last trading price was 31.75, which was -14.25 lower than the previous day. The implied volatity was 21.05, the open interest changed by -102 which decreased total open position to 665
On 14 May LT was trading at 3940.40. The strike last trading price was 45.25, which was 1.25 higher than the previous day. The implied volatity was 20.68, the open interest changed by 82 which increased total open position to 767
On 13 May LT was trading at 3915.80. The strike last trading price was 46.45, which was 14.450000000000003 higher than the previous day. The implied volatity was 23.2, the open interest changed by -4 which decreased total open position to 686
On 12 May LT was trading at 3856.50. The strike last trading price was 33.15, which was -25.85 lower than the previous day. The implied volatity was 24.09, the open interest changed by 25 which increased total open position to 698
On 11 May LT was trading at 3940.20. The strike last trading price was 58.5, which was -19.5 lower than the previous day. The implied volatity was 0, the open interest changed by -36 which decreased total open position to 653
On 8 May LT was trading at 3974.50. The strike last trading price was 80, which was -24.799999999999997 lower than the previous day. The implied volatity was 21.23, the open interest changed by 315 which increased total open position to 703
On 7 May LT was trading at 4023.00. The strike last trading price was 105.9, which was -0.5999999999999943 lower than the previous day. The implied volatity was 20.22, the open interest changed by 1 which increased total open position to 390
On 6 May LT was trading at 4008.50. The strike last trading price was 109, which was -73.1 lower than the previous day. The implied volatity was 22.81, the open interest changed by 202 which increased total open position to 418
On 5 May LT was trading at 4054.50. The strike last trading price was 179.45, which was -26.950000000000017 lower than the previous day. The implied volatity was 33.37, the open interest changed by 11 which increased total open position to 217
On 4 May LT was trading at 4100.80. The strike last trading price was 206.4, which was 37.95000000000002 higher than the previous day. The implied volatity was 33.45, the open interest changed by 160 which increased total open position to 206
On 30 Apr LT was trading at 4014.00. The strike last trading price was 171.35, which was -44.5 lower than the previous day. The implied volatity was 33.41, the open interest changed by 118 which increased total open position to 164
On 29 Apr LT was trading at 4096.10. The strike last trading price was 215.85, which was 42.099999999999994 higher than the previous day. The implied volatity was 29.08, the open interest changed by 7 which increased total open position to 45
On 28 Apr LT was trading at 4037.70. The strike last trading price was 173.75, which was -1.9000000000000057 lower than the previous day. The implied volatity was 29.64, the open interest changed by 23 which increased total open position to 38
On 27 Apr LT was trading at 4053.60. The strike last trading price was 175.65, which was -12.699999999999989 lower than the previous day. The implied volatity was 31.4, the open interest changed by 0 which decreased total open position to 15
On 24 Apr LT was trading at 4014.30. The strike last trading price was 175.65, which was 129.60000000000002 higher than the previous day. The implied volatity was 31.4, the open interest changed by 14 which increased total open position to 14
On 23 Apr LT was trading at 4054.10. 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 22 Apr LT was trading at 4021.10. 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 21 Apr LT was trading at 4075.40. 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 20 Apr LT was trading at 4051.00. 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 17 Apr LT was trading at 4096.10. 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 16 Apr LT was trading at 4119.80. 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 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 0.13, 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 46.05, 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 8 Apr LT was trading at 4005.90. The strike last trading price was 46.05, 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 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 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 5.23, the open interest changed by 0 which decreased total open position to 0
| LT 26-May-2026 (10d) 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.03
Theta: -4.06
Gamma: 0.00152
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 3909.00 | 138.7 | 19.14999999999999 (16.02%) | 37.34 | 189 | -56 | 287 |
| 14 May | 3940.40 | 120.5 | -9.300000000000011 (-7.16%) | 35.72 | 760 | 1 | 344 |
| 13 May | 3915.80 | 127.75 | -47.900000000000006 (-27.27%) | 32.91 | 152 | -18 | 343 |
| 12 May | 3856.50 | 171.65 | 44.5 (35.00%) | 0 | 93 | -42 | 362 |
| 11 May | 3940.20 | 126.45 | 19.400000000000006 (18.12%) | 0 | 302 | -51 | 405 |
| 8 May | 3974.50 | 105.6 | 28 (36.08%) | 31.11 | 1,107 | 110 | 454 |
| 7 May | 4023.00 | 75.85 | -11 (-12.67%) | 27.69 | 1,068 | 68 | 348 |
| 6 May | 4008.50 | 86.4 | 5.300000000000011 (6.54%) | 28.27 | 1,124 | 110 | 281 |
| 5 May | 4054.50 | 76.4 | 8.650000000000006 (12.77%) | 30.98 | 643 | 24 | 168 |
| 4 May | 4100.80 | 69 | -41.150000000000006 (-37.36%) | 31.11 | 245 | 74 | 168 |
| 30 Apr | 4014.00 | 107 | 33.5 (45.58%) | 31.29 | 340 | 23 | 117 |
| 29 Apr | 4096.10 | 75.95 | -20.25 (-21.05%) | 29.45 | 175 | 10 | 93 |
| 28 Apr | 4037.70 | 93.65 | 4.450000000000003 (4.99%) | 29.64 | 179 | 32 | 83 |
| 27 Apr | 4053.60 | 89.2 | -31.799999999999997 (-26.28%) | 28.68 | 28 | 10 | 51 |
| 24 Apr | 4014.30 | 121 | 41.2 (51.63%) | 30.95 | 76 | 38 | 40 |
| 23 Apr | 4054.10 | 79.8 | 0 (0.00%) | - | 0 | 0 | 2 |
| 22 Apr | 4021.10 | 79.8 | 0 (0.00%) | - | 0 | 0 | 2 |
| 21 Apr | 4075.40 | 79.8 | 0 (0.00%) | - | 0 | 0 | 2 |
| 20 Apr | 4051.00 | 79.8 | 0 (0.00%) | - | 0 | 0 | 2 |
| 17 Apr | 4096.10 | 79.8 | 0 (0.00%) | 27.38 | 0 | 0 | 2 |
| 16 Apr | 4119.80 | 79.8 | -398.15 (-83.30%) | 27.38 | 2 | 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 (0.00%) | 0.21 | 0 | 0 | 0 |
| 9 Apr | 3896.20 | 477.95 | 0 (0.00%) | 0.03 | 0 | 0 | 0 |
| 8 Apr | 4005.90 | 477.95 | 0 (0.00%) | 1.53 | 0 | 0 | 0 |
| 7 Apr | 3723.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 3727.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 3613.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 3607.50 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 26MAY2026
Delta for 3980 PE is -0.59
Historical price for 3980 PE is as follows
On 15 May LT was trading at 3909.00. The strike last trading price was 138.7, which was 19.14999999999999 higher than the previous day. The implied volatity was 37.34, the open interest changed by -56 which decreased total open position to 287
On 14 May LT was trading at 3940.40. The strike last trading price was 120.5, which was -9.300000000000011 lower than the previous day. The implied volatity was 35.72, the open interest changed by 1 which increased total open position to 344
On 13 May LT was trading at 3915.80. The strike last trading price was 127.75, which was -47.900000000000006 lower than the previous day. The implied volatity was 32.91, the open interest changed by -18 which decreased total open position to 343
On 12 May LT was trading at 3856.50. The strike last trading price was 171.65, which was 44.5 higher than the previous day. The implied volatity was 0, the open interest changed by -42 which decreased total open position to 362
On 11 May LT was trading at 3940.20. The strike last trading price was 126.45, which was 19.400000000000006 higher than the previous day. The implied volatity was 0, the open interest changed by -51 which decreased total open position to 405
On 8 May LT was trading at 3974.50. The strike last trading price was 105.6, which was 28 higher than the previous day. The implied volatity was 31.11, the open interest changed by 110 which increased total open position to 454
On 7 May LT was trading at 4023.00. The strike last trading price was 75.85, which was -11 lower than the previous day. The implied volatity was 27.69, the open interest changed by 68 which increased total open position to 348
On 6 May LT was trading at 4008.50. The strike last trading price was 86.4, which was 5.300000000000011 higher than the previous day. The implied volatity was 28.27, the open interest changed by 110 which increased total open position to 281
On 5 May LT was trading at 4054.50. The strike last trading price was 76.4, which was 8.650000000000006 higher than the previous day. The implied volatity was 30.98, the open interest changed by 24 which increased total open position to 168
On 4 May LT was trading at 4100.80. The strike last trading price was 69, which was -41.150000000000006 lower than the previous day. The implied volatity was 31.11, the open interest changed by 74 which increased total open position to 168
On 30 Apr LT was trading at 4014.00. The strike last trading price was 107, which was 33.5 higher than the previous day. The implied volatity was 31.29, the open interest changed by 23 which increased total open position to 117
On 29 Apr LT was trading at 4096.10. The strike last trading price was 75.95, which was -20.25 lower than the previous day. The implied volatity was 29.45, the open interest changed by 10 which increased total open position to 93
On 28 Apr LT was trading at 4037.70. The strike last trading price was 93.65, which was 4.450000000000003 higher than the previous day. The implied volatity was 29.64, the open interest changed by 32 which increased total open position to 83
On 27 Apr LT was trading at 4053.60. The strike last trading price was 89.2, which was -31.799999999999997 lower than the previous day. The implied volatity was 28.68, the open interest changed by 10 which increased total open position to 51
On 24 Apr LT was trading at 4014.30. The strike last trading price was 121, which was 41.2 higher than the previous day. The implied volatity was 30.95, the open interest changed by 38 which increased total open position to 40
On 23 Apr LT was trading at 4054.10. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 Apr LT was trading at 4021.10. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Apr LT was trading at 4075.40. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Apr LT was trading at 4051.00. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr LT was trading at 4096.10. The strike last trading price was 79.8, which was 0 lower than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 2
On 16 Apr LT was trading at 4119.80. The strike last trading price was 79.8, which was -398.15 lower than the previous day. The implied volatity was 27.38, 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 0.21, 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 477.95, which was 0 lower than the previous day. The implied volatity was 0.03, 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 477.95, which was 0 lower than the previous day. The implied volatity was 1.53, 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 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 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
