Historical option data for LT
16 Jun 2026 02:30 PM IST
| LT 30-Jun-2026 (14d) 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.01
Theta: -0.27
Gamma: 0.00088
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jun | 4196.30 | 218.2 | 19.2 (9.65%) | 19.22 | 46 | -14 | 1,153 | |||||||||
| 15 Jun | 4169.80 | 200.5 | 79.5 (65.70%) | 13.84 | 201 | -29 | 1,167 | |||||||||
| 12 Jun | 4049.30 | 120.25 | 90.25 (300.83%) | 21.31 | 5,839 | -170 | 1,198 | |||||||||
| 11 Jun | 3862.00 | 33.05 | -14.95 (-31.15%) | 19.97 | 875 | 58 | 1,368 | |||||||||
| 10 Jun | 3917.50 | 53.05 | 0.05 (0.09%) | 18.63 | 1,201 | -61 | 1,310 | |||||||||
| 9 Jun | 3900.60 | 53.5 | 7.5 (16.30%) | 21.29 | 743 | -54 | 1,371 | |||||||||
| 8 Jun | 3875.50 | 45.65 | -47.35 (-50.91%) | 22.09 | 2,518 | 847 | 1,427 | |||||||||
| 5 Jun | 3953.20 | 95.95 | 5.95 (6.61%) | 23.62 | 1,846 | 153 | 571 | |||||||||
| 4 Jun | 3942.10 | 92.45 | -5.55 (-5.66%) | 23.68 | 1,040 | 122 | 418 | |||||||||
| 3 Jun | 3953.20 | 94.7 | -28.3 (-23.01%) | 23.86 | 1,243 | 105 | 297 | |||||||||
| 2 Jun | 4000.90 | 122.65 | 3.65 (3.07%) | 22.2 | 1,098 | 28 | 193 | |||||||||
| 1 Jun | 4010.80 | 119.1 | -56.9 (-32.33%) | 20.25 | 125 | 29 | 165 | |||||||||
| 29 May | 4076.50 | 181.7 | 26.7 (17.23%) | 23.89 | 35 | 1 | 130 | |||||||||
| 27 May | 4047.50 | 160.6 | 11.6 (7.79%) | 22.13 | 97 | -40 | 129 | |||||||||
| 26 May | 4037.80 | 148.2 | -11.8 (-7.38%) | 21.79 | 212 | 19 | 170 | |||||||||
| 25 May | 4033.40 | 162 | 55 (51.40%) | 23.81 | 333 | 101 | 178 | |||||||||
| 22 May | 3926.60 | 110.2 | 17.2 (18.49%) | 23.54 | 111 | 71 | 76 | |||||||||
| 21 May | 3928.50 | 93.15 | -0.85 (-0.90%) | 20.59 | 3 | 2 | 5 | |||||||||
| 20 May | 3910.70 | 93.5 | -25.5 (-21.43%) | 23.06 | 1 | 1 | 3 | |||||||||
| 19 May | 3921.00 | 119.45 | -9.55 (-7.40%) | 21.75 | 1 | 1 | 2 | |||||||||
| 18 May | 3917.80 | 128.8 | -0.2 (-0.16%) | - | 0 | 0 | 1 | |||||||||
| 15 May | 3909.00 | 128.8 | -145.2 (-52.99%) | 26.76 | 1 | 0 | 0 | |||||||||
| 14 May | 3940.40 | 0 | -274 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 3915.80 | 0 | -274 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3856.50 | 0 | -274 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3940.20 | 0 | -274 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 3974.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4023.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4008.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4054.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4100.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30JUN2026
Delta for 3980 CE is 0.93
Historical price for 3980 CE is as follows
On 16 Jun LT was trading at 4196.30. The strike last trading price was 218.2, which was 19.2 higher than the previous day. The implied volatity was 19.22, the open interest changed by -14 which decreased total open position to 1153
On 15 Jun LT was trading at 4169.80. The strike last trading price was 200.5, which was 79.5 higher than the previous day. The implied volatity was 13.84, the open interest changed by -29 which decreased total open position to 1167
On 12 Jun LT was trading at 4049.30. The strike last trading price was 120.25, which was 90.25 higher than the previous day. The implied volatity was 21.31, the open interest changed by -170 which decreased total open position to 1198
On 11 Jun LT was trading at 3862.00. The strike last trading price was 33.05, which was -14.95 lower than the previous day. The implied volatity was 19.97, the open interest changed by 58 which increased total open position to 1368
On 10 Jun LT was trading at 3917.50. The strike last trading price was 53.05, which was 0.05 higher than the previous day. The implied volatity was 18.63, the open interest changed by -61 which decreased total open position to 1310
On 9 Jun LT was trading at 3900.60. The strike last trading price was 53.5, which was 7.5 higher than the previous day. The implied volatity was 21.29, the open interest changed by -54 which decreased total open position to 1371
On 8 Jun LT was trading at 3875.50. The strike last trading price was 45.65, which was -47.35 lower than the previous day. The implied volatity was 22.09, the open interest changed by 847 which increased total open position to 1427
On 5 Jun LT was trading at 3953.20. The strike last trading price was 95.95, which was 5.95 higher than the previous day. The implied volatity was 23.62, the open interest changed by 153 which increased total open position to 571
On 4 Jun LT was trading at 3942.10. The strike last trading price was 92.45, which was -5.55 lower than the previous day. The implied volatity was 23.68, the open interest changed by 122 which increased total open position to 418
On 3 Jun LT was trading at 3953.20. The strike last trading price was 94.7, which was -28.3 lower than the previous day. The implied volatity was 23.86, the open interest changed by 105 which increased total open position to 297
On 2 Jun LT was trading at 4000.90. The strike last trading price was 122.65, which was 3.65 higher than the previous day. The implied volatity was 22.2, the open interest changed by 28 which increased total open position to 193
On 1 Jun LT was trading at 4010.80. The strike last trading price was 119.1, which was -56.9 lower than the previous day. The implied volatity was 20.25, the open interest changed by 29 which increased total open position to 165
On 29 May LT was trading at 4076.50. The strike last trading price was 181.7, which was 26.7 higher than the previous day. The implied volatity was 23.89, the open interest changed by 1 which increased total open position to 130
On 27 May LT was trading at 4047.50. The strike last trading price was 160.6, which was 11.6 higher than the previous day. The implied volatity was 22.13, the open interest changed by -40 which decreased total open position to 129
On 26 May LT was trading at 4037.80. The strike last trading price was 148.2, which was -11.8 lower than the previous day. The implied volatity was 21.79, the open interest changed by 19 which increased total open position to 170
On 25 May LT was trading at 4033.40. The strike last trading price was 162, which was 55 higher than the previous day. The implied volatity was 23.81, the open interest changed by 101 which increased total open position to 178
On 22 May LT was trading at 3926.60. The strike last trading price was 110.2, which was 17.2 higher than the previous day. The implied volatity was 23.54, the open interest changed by 71 which increased total open position to 76
On 21 May LT was trading at 3928.50. The strike last trading price was 93.15, which was -0.85 lower than the previous day. The implied volatity was 20.59, the open interest changed by 2 which increased total open position to 5
On 20 May LT was trading at 3910.70. The strike last trading price was 93.5, which was -25.5 lower than the previous day. The implied volatity was 23.06, the open interest changed by 1 which increased total open position to 3
On 19 May LT was trading at 3921.00. The strike last trading price was 119.45, which was -9.55 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1 which increased total open position to 2
On 18 May LT was trading at 3917.80. The strike last trading price was 128.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May LT was trading at 3909.00. The strike last trading price was 128.8, which was -145.2 lower than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 0
On 14 May LT was trading at 3940.40. The strike last trading price was 0, which was -274 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LT was trading at 3915.80. The strike last trading price was 0, which was -274 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LT was trading at 3856.50. The strike last trading price was 0, which was -274 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LT was trading at 3940.20. The strike last trading price was 0, which was -274 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LT was trading at 3974.50. 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 7 May LT was trading at 4023.00. 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 6 May LT was trading at 4008.50. 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 5 May LT was trading at 4054.50. 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 4 May LT was trading at 4100.80. 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 30 Apr LT was trading at 4014.00. 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 29 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
| LT 30-Jun-2026 (14d) 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.01
Theta: -0.33
Gamma: 0.00089
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jun | 4196.30 | 5.9 | -3.2 (-35.16%) | 19.69 | 1,231 | -218 | 566 |
| 15 Jun | 4169.80 | 9.5 | -25.7 (-73.01%) | 20.08 | 1,383 | 140 | 783 |
| 12 Jun | 4049.30 | 35 | -100.35 (-74.14%) | 18.47 | 5,279 | 272 | 641 |
| 11 Jun | 3862.00 | 135.8 | 32.25 (31.14%) | 18.92 | 69 | -27 | 370 |
| 10 Jun | 3917.50 | 95 | -11 (-10.38%) | 20.95 | 1,027 | 39 | 399 |
| 9 Jun | 3900.60 | 104.2 | -32.15 (-23.58%) | 17.9 | 227 | -18 | 361 |
| 8 Jun | 3875.50 | 142.5 | 53.5 (60.11%) | 22.15 | 314 | -32 | 378 |
| 5 Jun | 3953.20 | 87 | -6.75 (-7.20%) | 20.66 | 2,089 | 76 | 409 |
| 4 Jun | 3942.10 | 89.2 | -1.45 (-1.60%) | 19.07 | 898 | 48 | 333 |
| 3 Jun | 3953.20 | 92.55 | 27.05 (41.30%) | 19.44 | 987 | 39 | 284 |
| 2 Jun | 4000.90 | 64.75 | -2.35 (-3.50%) | 19.31 | 877 | 53 | 246 |
| 1 Jun | 4010.80 | 65.7 | 21.4 (48.31%) | 19.59 | 296 | 34 | 194 |
| 29 May | 4076.50 | 43 | -13.4 (-23.76%) | 19.63 | 219 | -33 | 160 |
| 27 May | 4047.50 | 54.7 | -15.55 (-22.14%) | 18.9 | 267 | 12 | 194 |
| 26 May | 4037.80 | 69 | -6.8 (-8.97%) | 20.76 | 130 | 16 | 183 |
| 25 May | 4033.40 | 73.05 | -59.35 (-44.83%) | 21.29 | 170 | 58 | 167 |
| 22 May | 3926.60 | 132.6 | -25.3 (-16.02%) | 22.42 | 159 | 87 | 110 |
| 21 May | 3928.50 | 157.9 | 7.8 (5.20%) | 27.27 | 20 | 5 | 8 |
| 20 May | 3910.70 | 150.1 | 150.1 | - | 0 | 0 | 3 |
| 19 May | 3921.00 | 150.1 | 150.1 | - | 0 | 0 | 3 |
| 18 May | 3917.80 | 150.1 | 150.1 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 3909.00 | 150.1 | 0 (0.00%) | 25.48 | 0 | 0 | 3 |
| 14 May | 3940.40 | 150.1 | -26.6 (-15.05%) | 25.48 | 12 | 3 | 3 |
| 13 May | 3915.80 | 0 | -176.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3856.50 | 0 | -176.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3940.20 | 0 | -176.7 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 3974.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4023.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4008.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4054.50 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4100.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30JUN2026
Delta for 3980 PE is -0.08
Historical price for 3980 PE is as follows
On 16 Jun LT was trading at 4196.30. The strike last trading price was 5.9, which was -3.2 lower than the previous day. The implied volatity was 19.69, the open interest changed by -218 which decreased total open position to 566
On 15 Jun LT was trading at 4169.80. The strike last trading price was 9.5, which was -25.7 lower than the previous day. The implied volatity was 20.08, the open interest changed by 140 which increased total open position to 783
On 12 Jun LT was trading at 4049.30. The strike last trading price was 35, which was -100.35 lower than the previous day. The implied volatity was 18.47, the open interest changed by 272 which increased total open position to 641
On 11 Jun LT was trading at 3862.00. The strike last trading price was 135.8, which was 32.25 higher than the previous day. The implied volatity was 18.92, the open interest changed by -27 which decreased total open position to 370
On 10 Jun LT was trading at 3917.50. The strike last trading price was 95, which was -11 lower than the previous day. The implied volatity was 20.95, the open interest changed by 39 which increased total open position to 399
On 9 Jun LT was trading at 3900.60. The strike last trading price was 104.2, which was -32.15 lower than the previous day. The implied volatity was 17.9, the open interest changed by -18 which decreased total open position to 361
On 8 Jun LT was trading at 3875.50. The strike last trading price was 142.5, which was 53.5 higher than the previous day. The implied volatity was 22.15, the open interest changed by -32 which decreased total open position to 378
On 5 Jun LT was trading at 3953.20. The strike last trading price was 87, which was -6.75 lower than the previous day. The implied volatity was 20.66, the open interest changed by 76 which increased total open position to 409
On 4 Jun LT was trading at 3942.10. The strike last trading price was 89.2, which was -1.45 lower than the previous day. The implied volatity was 19.07, the open interest changed by 48 which increased total open position to 333
On 3 Jun LT was trading at 3953.20. The strike last trading price was 92.55, which was 27.05 higher than the previous day. The implied volatity was 19.44, the open interest changed by 39 which increased total open position to 284
On 2 Jun LT was trading at 4000.90. The strike last trading price was 64.75, which was -2.35 lower than the previous day. The implied volatity was 19.31, the open interest changed by 53 which increased total open position to 246
On 1 Jun LT was trading at 4010.80. The strike last trading price was 65.7, which was 21.4 higher than the previous day. The implied volatity was 19.59, the open interest changed by 34 which increased total open position to 194
On 29 May LT was trading at 4076.50. The strike last trading price was 43, which was -13.4 lower than the previous day. The implied volatity was 19.63, the open interest changed by -33 which decreased total open position to 160
On 27 May LT was trading at 4047.50. The strike last trading price was 54.7, which was -15.55 lower than the previous day. The implied volatity was 18.9, the open interest changed by 12 which increased total open position to 194
On 26 May LT was trading at 4037.80. The strike last trading price was 69, which was -6.8 lower than the previous day. The implied volatity was 20.76, the open interest changed by 16 which increased total open position to 183
On 25 May LT was trading at 4033.40. The strike last trading price was 73.05, which was -59.35 lower than the previous day. The implied volatity was 21.29, the open interest changed by 58 which increased total open position to 167
On 22 May LT was trading at 3926.60. The strike last trading price was 132.6, which was -25.3 lower than the previous day. The implied volatity was 22.42, the open interest changed by 87 which increased total open position to 110
On 21 May LT was trading at 3928.50. The strike last trading price was 157.9, which was 7.8 higher than the previous day. The implied volatity was 27.27, the open interest changed by 5 which increased total open position to 8
On 20 May LT was trading at 3910.70. The strike last trading price was 150.1, which was 150.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May LT was trading at 3921.00. The strike last trading price was 150.1, which was 150.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May LT was trading at 3917.80. The strike last trading price was 150.1, which was 150.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May LT was trading at 3909.00. The strike last trading price was 150.1, which was 0 lower than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 3
On 14 May LT was trading at 3940.40. The strike last trading price was 150.1, which was -26.6 lower than the previous day. The implied volatity was 25.48, the open interest changed by 3 which increased total open position to 3
On 13 May LT was trading at 3915.80. The strike last trading price was 0, which was -176.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LT was trading at 3856.50. The strike last trading price was 0, which was -176.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LT was trading at 3940.20. The strike last trading price was 0, which was -176.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LT was trading at 3974.50. 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 7 May LT was trading at 4023.00. 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 6 May LT was trading at 4008.50. 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 5 May LT was trading at 4054.50. 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 4 May LT was trading at 4100.80. 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 30 Apr LT was trading at 4014.00. 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 29 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
