LT
Larsen & Toubro Ltd.
Historical option data for LT
04 Feb 2026 11:11 AM IST
| LT 24-FEB-2026 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 2.9
Theta: -2.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Feb | 4077.00 | 141.8 | 35.5 | 17.45 | 28 | -7 | 1,229 | |||||||||
| 3 Feb | 4038.80 | 106.35 | 59.5 | 14.92 | 853 | -53 | 1,236 | |||||||||
| 2 Feb | 3921.30 | 45.4 | 11.35 | 16.67 | 3,969 | 718 | 1,293 | |||||||||
| 1 Feb | 3814.00 | 32.9 | -42.3 | 23.17 | 5,122 | 312 | 579 | |||||||||
| 30 Jan | 3932.30 | 75.6 | 0 | 20.45 | 694 | 52 | 268 | |||||||||
| 29 Jan | 3932.90 | 76.75 | 22.35 | 19.87 | 2,011 | 141 | 217 | |||||||||
| 28 Jan | 3794.00 | 55 | 10.9 | 27.62 | 161 | 56 | 71 | |||||||||
| 27 Jan | 3787.80 | 44.9 | 9.3 | 23.67 | 7 | 2 | 14 | |||||||||
| 23 Jan | 3743.80 | 35.6 | -9.5 | 23.28 | 8 | 1 | 12 | |||||||||
| 22 Jan | 3793.80 | 45.1 | 7.45 | 21.97 | 6 | 5 | 11 | |||||||||
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| 21 Jan | 3766.50 | 37.65 | -14.25 | 21.64 | 8 | 5 | 6 | |||||||||
| 20 Jan | 3810.50 | 51.9 | -168.65 | 22.18 | 1 | 0 | 0 | |||||||||
| 19 Jan | 3869.80 | 220.55 | 0 | 1.68 | 0 | 0 | 0 | |||||||||
| 16 Jan | 3856.40 | 220.55 | 0 | 1.69 | 0 | 0 | 0 | |||||||||
| 14 Jan | 3865.80 | 220.55 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
| 13 Jan | 3887.40 | 220.55 | 0 | 0.95 | 0 | 0 | 0 | |||||||||
| 12 Jan | 4019.00 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 4025.20 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 4028.40 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 4157.00 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 4140.60 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 4150.40 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 4163.40 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 4140.40 | 220.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 4083.50 | 220.55 | - | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 24FEB2026
Delta for 3980 CE is 0.77
Historical price for 3980 CE is as follows
On 4 Feb LT was trading at 4077.00. The strike last trading price was 141.8, which was 35.5 higher than the previous day. The implied volatity was 17.45, the open interest changed by -7 which decreased total open position to 1229
On 3 Feb LT was trading at 4038.80. The strike last trading price was 106.35, which was 59.5 higher than the previous day. The implied volatity was 14.92, the open interest changed by -53 which decreased total open position to 1236
On 2 Feb LT was trading at 3921.30. The strike last trading price was 45.4, which was 11.35 higher than the previous day. The implied volatity was 16.67, the open interest changed by 718 which increased total open position to 1293
On 1 Feb LT was trading at 3814.00. The strike last trading price was 32.9, which was -42.3 lower than the previous day. The implied volatity was 23.17, the open interest changed by 312 which increased total open position to 579
On 30 Jan LT was trading at 3932.30. The strike last trading price was 75.6, which was 0 lower than the previous day. The implied volatity was 20.45, the open interest changed by 52 which increased total open position to 268
On 29 Jan LT was trading at 3932.90. The strike last trading price was 76.75, which was 22.35 higher than the previous day. The implied volatity was 19.87, the open interest changed by 141 which increased total open position to 217
On 28 Jan LT was trading at 3794.00. The strike last trading price was 55, which was 10.9 higher than the previous day. The implied volatity was 27.62, the open interest changed by 56 which increased total open position to 71
On 27 Jan LT was trading at 3787.80. The strike last trading price was 44.9, which was 9.3 higher than the previous day. The implied volatity was 23.67, the open interest changed by 2 which increased total open position to 14
On 23 Jan LT was trading at 3743.80. The strike last trading price was 35.6, which was -9.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by 1 which increased total open position to 12
On 22 Jan LT was trading at 3793.80. The strike last trading price was 45.1, which was 7.45 higher than the previous day. The implied volatity was 21.97, the open interest changed by 5 which increased total open position to 11
On 21 Jan LT was trading at 3766.50. The strike last trading price was 37.65, which was -14.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by 5 which increased total open position to 6
On 20 Jan LT was trading at 3810.50. The strike last trading price was 51.9, which was -168.65 lower than the previous day. The implied volatity was 22.18, the open interest changed by 0 which decreased total open position to 0
On 19 Jan LT was trading at 3869.80. The strike last trading price was 220.55, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 16 Jan LT was trading at 3856.40. The strike last trading price was 220.55, which was 0 lower than the previous day. The implied volatity was 1.69, the open interest changed by 0 which decreased total open position to 0
On 14 Jan LT was trading at 3865.80. The strike last trading price was 220.55, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 13 Jan LT was trading at 3887.40. The strike last trading price was 220.55, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LT was trading at 4019.00. The strike last trading price was 220.55, 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 Jan LT was trading at 4025.20. The strike last trading price was 220.55, 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 8 Jan LT was trading at 4028.40. The strike last trading price was 220.55, 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 Jan LT was trading at 4157.00. The strike last trading price was 220.55, 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 Jan LT was trading at 4140.60. The strike last trading price was 220.55, 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 Jan LT was trading at 4150.40. The strike last trading price was 220.55, 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 Jan LT was trading at 4163.40. The strike last trading price was 220.55, 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 Jan LT was trading at 4140.40. The strike last trading price was 220.55, 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 Dec LT was trading at 4083.50. The strike last trading price was 220.55, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LT 24FEB2026 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 3.05
Theta: -1.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Feb | 4077.00 | 28.35 | -10 | 19.36 | 330 | 0 | 420 |
| 3 Feb | 4038.80 | 38.75 | -63.15 | 18.84 | 1,484 | 208 | 423 |
| 2 Feb | 3921.30 | 101.9 | -86.4 | 20.52 | 91 | -2 | 215 |
| 1 Feb | 3814.00 | 202.05 | 89.55 | 27.61 | 1,446 | 37 | 218 |
| 30 Jan | 3932.30 | 110.15 | 9.75 | 24.53 | 486 | -1 | 181 |
| 29 Jan | 3932.90 | 102.55 | -106 | 22.74 | 371 | 102 | 186 |
| 28 Jan | 3794.00 | 209.6 | -9.4 | 27.84 | 50 | 40 | 83 |
| 27 Jan | 3787.80 | 219 | -17.9 | 31.33 | 19 | 18 | 42 |
| 23 Jan | 3743.80 | 236.9 | 16.9 | 25 | 22 | 1 | 3 |
| 22 Jan | 3793.80 | 220 | 108.25 | 28.95 | 2 | 0 | 0 |
| 21 Jan | 3766.50 | 111.75 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 3810.50 | 111.75 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 3869.80 | 111.75 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 3856.40 | 111.75 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 3865.80 | 111.75 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 3887.40 | 111.75 | 0 | 0.11 | 0 | 0 | 0 |
| 12 Jan | 4019.00 | 111.75 | 0 | 1.78 | 0 | 0 | 0 |
| 9 Jan | 4025.20 | 111.75 | 0 | 1.68 | 0 | 0 | 0 |
| 8 Jan | 4028.40 | 111.75 | 0 | 2.04 | 0 | 0 | 0 |
| 7 Jan | 4157.00 | 111.75 | 0 | 4.1 | 0 | 0 | 0 |
| 6 Jan | 4140.60 | 111.75 | 0 | 3.72 | 0 | 0 | 0 |
| 5 Jan | 4150.40 | 111.75 | 0 | 3.89 | 0 | 0 | 0 |
| 2 Jan | 4163.40 | 111.75 | 0 | 4.08 | 0 | 0 | 0 |
| 1 Jan | 4140.40 | 111.75 | 0 | 3.63 | 0 | 0 | 0 |
| 31 Dec | 4083.50 | 111.75 | - | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 24FEB2026
Delta for 3980 PE is -0.25
Historical price for 3980 PE is as follows
On 4 Feb LT was trading at 4077.00. The strike last trading price was 28.35, which was -10 lower than the previous day. The implied volatity was 19.36, the open interest changed by 0 which decreased total open position to 420
On 3 Feb LT was trading at 4038.80. The strike last trading price was 38.75, which was -63.15 lower than the previous day. The implied volatity was 18.84, the open interest changed by 208 which increased total open position to 423
On 2 Feb LT was trading at 3921.30. The strike last trading price was 101.9, which was -86.4 lower than the previous day. The implied volatity was 20.52, the open interest changed by -2 which decreased total open position to 215
On 1 Feb LT was trading at 3814.00. The strike last trading price was 202.05, which was 89.55 higher than the previous day. The implied volatity was 27.61, the open interest changed by 37 which increased total open position to 218
On 30 Jan LT was trading at 3932.30. The strike last trading price was 110.15, which was 9.75 higher than the previous day. The implied volatity was 24.53, the open interest changed by -1 which decreased total open position to 181
On 29 Jan LT was trading at 3932.90. The strike last trading price was 102.55, which was -106 lower than the previous day. The implied volatity was 22.74, the open interest changed by 102 which increased total open position to 186
On 28 Jan LT was trading at 3794.00. The strike last trading price was 209.6, which was -9.4 lower than the previous day. The implied volatity was 27.84, the open interest changed by 40 which increased total open position to 83
On 27 Jan LT was trading at 3787.80. The strike last trading price was 219, which was -17.9 lower than the previous day. The implied volatity was 31.33, the open interest changed by 18 which increased total open position to 42
On 23 Jan LT was trading at 3743.80. The strike last trading price was 236.9, which was 16.9 higher than the previous day. The implied volatity was 25, the open interest changed by 1 which increased total open position to 3
On 22 Jan LT was trading at 3793.80. The strike last trading price was 220, which was 108.25 higher than the previous day. The implied volatity was 28.95, the open interest changed by 0 which decreased total open position to 0
On 21 Jan LT was trading at 3766.50. The strike last trading price was 111.75, 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 Jan LT was trading at 3810.50. The strike last trading price was 111.75, 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 Jan LT was trading at 3869.80. The strike last trading price was 111.75, 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 Jan LT was trading at 3856.40. The strike last trading price was 111.75, 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 14 Jan LT was trading at 3865.80. The strike last trading price was 111.75, 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 Jan LT was trading at 3887.40. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LT was trading at 4019.00. The strike last trading price was 111.75, 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 9 Jan LT was trading at 4025.20. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0
On 8 Jan LT was trading at 4028.40. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 7 Jan LT was trading at 4157.00. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 4.1, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LT was trading at 4140.60. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LT was trading at 4150.40. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LT was trading at 4163.40. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 4.08, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LT was trading at 4140.40. The strike last trading price was 111.75, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LT was trading at 4083.50. The strike last trading price was 111.75, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0






























































































































































































































