LT
Larsen & Toubro Ltd.
Historical option data for LT
02 Apr 2026 04:11 PM IST
| LT 28-Apr-2026 (23d) 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 2.19
Theta: -1.43
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 3613.10 | 21.1 | -4.15 | 30.72 | 323 | -17 | 161 | |||||||||
| 1 Apr | 3607.50 | 25.2 | 8 | 31.12 | 331 | 112 | 181 | |||||||||
| 30 Mar | 3504.10 | 17.2 | -13.6 | 33.43 | 144 | -25 | 66 | |||||||||
| 27 Mar | 3564.10 | 31.6 | -14.75 | 33.89 | 74 | 33 | 87 | |||||||||
| 25 Mar | 3649.30 | 47.05 | 13.8 | 31.92 | 67 | 17 | 56 | |||||||||
| 24 Mar | 3516.80 | 34.05 | 11.05 | 36.49 | 45 | 8 | 25 | |||||||||
| 23 Mar | 3342.40 | 23 | -11.45 | - | 0 | 0 | 17 | |||||||||
| 20 Mar | 3434.80 | 23 | -11.45 | 34.45 | 3 | 1 | 17 | |||||||||
| 19 Mar | 3434.50 | 34.75 | -11.8 | - | 9 | 0 | 16 | |||||||||
| 18 Mar | 3607.90 | 34.75 | -11.8 | 28.63 | 9 | 4 | 16 | |||||||||
| 17 Mar | 3542.80 | 46.55 | -28.5 | - | 3 | 0 | 12 | |||||||||
| 16 Mar | 3469.40 | 46.55 | -28.5 | - | 3 | 3 | 0 | |||||||||
| 13 Mar | 3439.00 | 46.55 | -28.5 | 39.15 | 3 | 2 | 11 | |||||||||
| 12 Mar | 3719.50 | 74.05 | -49.35 | 29.15 | 17 | 2 | 9 | |||||||||
| 11 Mar | 3838.80 | 123.4 | -12 | 29.46 | 1 | 0 | 6 | |||||||||
| 10 Mar | 3876.00 | 135.4 | -24.6 | 27.54 | 2 | 1 | 5 | |||||||||
| 9 Mar | 3842.10 | 160 | -228.05 | - | 0 | 0 | 4 | |||||||||
| 6 Mar | 3949.80 | 160 | -228.05 | 24.48 | 8 | 5 | 5 | |||||||||
| 5 Mar | 4038.70 | 388.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Mar | 3882.60 | 388.05 | 0 | 0.73 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 28APR2026
Delta for 3980 CE is 0.14
Historical price for 3980 CE is as follows
On 2 Apr LT was trading at 3613.10. The strike last trading price was 21.1, which was -4.15 lower than the previous day. The implied volatity was 30.72, the open interest changed by -17 which decreased total open position to 161
On 1 Apr LT was trading at 3607.50. The strike last trading price was 25.2, which was 8 higher than the previous day. The implied volatity was 31.12, the open interest changed by 112 which increased total open position to 181
On 30 Mar LT was trading at 3504.10. The strike last trading price was 17.2, which was -13.6 lower than the previous day. The implied volatity was 33.43, the open interest changed by -25 which decreased total open position to 66
On 27 Mar LT was trading at 3564.10. The strike last trading price was 31.6, which was -14.75 lower than the previous day. The implied volatity was 33.89, the open interest changed by 33 which increased total open position to 87
On 25 Mar LT was trading at 3649.30. The strike last trading price was 47.05, which was 13.8 higher than the previous day. The implied volatity was 31.92, the open interest changed by 17 which increased total open position to 56
On 24 Mar LT was trading at 3516.80. The strike last trading price was 34.05, which was 11.05 higher than the previous day. The implied volatity was 36.49, the open interest changed by 8 which increased total open position to 25
On 23 Mar LT was trading at 3342.40. The strike last trading price was 23, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 20 Mar LT was trading at 3434.80. The strike last trading price was 23, which was -11.45 lower than the previous day. The implied volatity was 34.45, the open interest changed by 1 which increased total open position to 17
On 19 Mar LT was trading at 3434.50. The strike last trading price was 34.75, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 18 Mar LT was trading at 3607.90. The strike last trading price was 34.75, which was -11.8 lower than the previous day. The implied volatity was 28.63, the open interest changed by 4 which increased total open position to 16
On 17 Mar LT was trading at 3542.80. The strike last trading price was 46.55, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 16 Mar LT was trading at 3469.40. The strike last trading price was 46.55, which was -28.5 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 46.55, which was -28.5 lower than the previous day. The implied volatity was 39.15, the open interest changed by 2 which increased total open position to 11
On 12 Mar LT was trading at 3719.50. The strike last trading price was 74.05, which was -49.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 2 which increased total open position to 9
On 11 Mar LT was trading at 3838.80. The strike last trading price was 123.4, which was -12 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 6
On 10 Mar LT was trading at 3876.00. The strike last trading price was 135.4, which was -24.6 lower than the previous day. The implied volatity was 27.54, the open interest changed by 1 which increased total open position to 5
On 9 Mar LT was trading at 3842.10. The strike last trading price was 160, which was -228.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar LT was trading at 3949.80. The strike last trading price was 160, which was -228.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 5
On 5 Mar LT was trading at 4038.70. The strike last trading price was 388.05, 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 4 Mar LT was trading at 3882.60. The strike last trading price was 388.05, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LT was trading at 4066.70. 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 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. 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
| LT 28-Apr-2026 (23d) 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 3613.10 | 63.4 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3607.50 | 63.4 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 3504.10 | 63.4 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 3564.10 | 63.4 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 3649.30 | 63.4 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 3516.80 | 63.4 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 3342.40 | 63.4 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3434.80 | 63.4 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 63.4 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3607.90 | 63.4 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3542.80 | 63.4 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 63.4 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 63.4 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 63.4 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 63.4 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 63.4 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 63.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 63.4 | 0 | 0.51 | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 63.4 | 0 | 1.78 | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 63.4 | 0 | 2.49 | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 0 | 0 | 2.57 | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 0 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 28APR2026
Delta for 3980 PE is -
Historical price for 3980 PE is as follows
On 2 Apr LT was trading at 3613.10. The strike last trading price was 63.4, 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 63.4, 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 Mar LT was trading at 3504.10. The strike last trading price was 63.4, 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 27 Mar LT was trading at 3564.10. The strike last trading price was 63.4, 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 Mar LT was trading at 3649.30. The strike last trading price was 63.4, 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 Mar LT was trading at 3516.80. The strike last trading price was 63.4, 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 Mar LT was trading at 3342.40. The strike last trading price was 63.4, 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 Mar LT was trading at 3434.80. The strike last trading price was 63.4, 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 Mar LT was trading at 3434.50. The strike last trading price was 63.4, 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 Mar LT was trading at 3607.90. The strike last trading price was 63.4, 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 Mar LT was trading at 3542.80. The strike last trading price was 63.4, 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 Mar LT was trading at 3469.40. The strike last trading price was 63.4, 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 Mar LT was trading at 3439.00. The strike last trading price was 63.4, 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 Mar LT was trading at 3719.50. The strike last trading price was 63.4, 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 Mar LT was trading at 3838.80. The strike last trading price was 63.4, 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 Mar LT was trading at 3876.00. The strike last trading price was 63.4, 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 Mar LT was trading at 3842.10. The strike last trading price was 63.4, 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 Mar LT was trading at 3949.80. The strike last trading price was 63.4, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 4038.70. The strike last trading price was 63.4, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 63.4, which was 0 lower than the previous day. The implied volatity was 2.49, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LT was trading at 4066.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LT was trading at 4278.30. 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 26 Feb LT was trading at 4286.50. 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 25 Feb LT was trading at 4298.50. 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
