LT
Larsen & Toubro Ltd.
Historical option data for LT
11 Mar 2026 04:11 PM IST
| LT 30-MAR-2026 3980 CE | ||||||||||||||||
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Delta: 0.31
Vega: 3.1
Theta: -2.5
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 3838.80 | 45.85 | -14.8 | 26.8 | 638 | -1 | 664 | |||||||||
| 10 Mar | 3876.00 | 61.45 | 3.25 | 25.94 | 1,226 | 46 | 666 | |||||||||
| 9 Mar | 3842.10 | 57.2 | -34.75 | 28.67 | 1,217 | -57 | 620 | |||||||||
| 6 Mar | 3949.80 | 93.65 | -33.3 | 23.77 | 2,678 | 185 | 678 | |||||||||
| 5 Mar | 4038.70 | 118.45 | 39.75 | 18.16 | 4,666 | 224 | 493 | |||||||||
| 4 Mar | 3882.60 | 77.55 | -94.3 | 26.12 | 738 | 232 | 270 | |||||||||
| 2 Mar | 4066.70 | 171.6 | 73.05 | 25.27 | 150 | 38 | 38 | |||||||||
| 27 Feb | 4278.30 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 4259.20 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 4418.10 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 4380.60 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 4280.50 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 4325.90 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 4279.80 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 4201.50 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 4173.90 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4185.90 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 4113.60 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Feb | 4068.10 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 4063.30 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 4087.10 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 4038.80 | 98.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 3921.30 | 98.55 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 1 Feb | 3814.00 | 98.55 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 30 Jan | 3932.30 | 98.55 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 29 Jan | 3932.90 | 98.55 | 0 | 2.05 | 0 | 0 | 0 | |||||||||
| 28 Jan | 3794.00 | 98.55 | 0 | 2.1 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30MAR2026
Delta for 3980 CE is 0.31
Historical price for 3980 CE is as follows
On 11 Mar LT was trading at 3838.80. The strike last trading price was 45.85, which was -14.8 lower than the previous day. The implied volatity was 26.8, the open interest changed by -1 which decreased total open position to 664
On 10 Mar LT was trading at 3876.00. The strike last trading price was 61.45, which was 3.25 higher than the previous day. The implied volatity was 25.94, the open interest changed by 46 which increased total open position to 666
On 9 Mar LT was trading at 3842.10. The strike last trading price was 57.2, which was -34.75 lower than the previous day. The implied volatity was 28.67, the open interest changed by -57 which decreased total open position to 620
On 6 Mar LT was trading at 3949.80. The strike last trading price was 93.65, which was -33.3 lower than the previous day. The implied volatity was 23.77, the open interest changed by 185 which increased total open position to 678
On 5 Mar LT was trading at 4038.70. The strike last trading price was 118.45, which was 39.75 higher than the previous day. The implied volatity was 18.16, the open interest changed by 224 which increased total open position to 493
On 4 Mar LT was trading at 3882.60. The strike last trading price was 77.55, which was -94.3 lower than the previous day. The implied volatity was 26.12, the open interest changed by 232 which increased total open position to 270
On 2 Mar LT was trading at 4066.70. The strike last trading price was 171.6, which was 73.05 higher than the previous day. The implied volatity was 25.27, the open interest changed by 38 which increased total open position to 38
On 27 Feb LT was trading at 4278.30. The strike last trading price was 98.55, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 98.55, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 98.55, 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 24 Feb LT was trading at 4259.20. The strike last trading price was 98.55, 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 23 Feb LT was trading at 4418.10. The strike last trading price was 98.55, 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 20 Feb LT was trading at 4380.60. The strike last trading price was 98.55, 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 19 Feb LT was trading at 4280.50. The strike last trading price was 98.55, 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 18 Feb LT was trading at 4325.90. The strike last trading price was 98.55, 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 17 Feb LT was trading at 4279.80. The strike last trading price was 98.55, 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 16 Feb LT was trading at 4201.50. The strike last trading price was 98.55, 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 13 Feb LT was trading at 4173.90. The strike last trading price was 98.55, 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 12 Feb LT was trading at 4185.90. The strike last trading price was 98.55, 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 11 Feb LT was trading at 4170.40. The strike last trading price was 98.55, 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 10 Feb LT was trading at 4169.00. The strike last trading price was 98.55, 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 Feb LT was trading at 4113.60. The strike last trading price was 98.55, 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 Feb LT was trading at 4068.10. The strike last trading price was 98.55, 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 Feb LT was trading at 4063.30. The strike last trading price was 98.55, 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 4 Feb LT was trading at 4087.10. The strike last trading price was 98.55, 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 3 Feb LT was trading at 4038.80. The strike last trading price was 98.55, 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 Feb LT was trading at 3921.30. The strike last trading price was 98.55, 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
On 1 Feb LT was trading at 3814.00. The strike last trading price was 98.55, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LT was trading at 3932.30. The strike last trading price was 98.55, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LT was trading at 3932.90. The strike last trading price was 98.55, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LT was trading at 3794.00. The strike last trading price was 98.55, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
| LT 30MAR2026 3980 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 3.21
Theta: -1.89
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 3838.80 | 183 | 38.85 | 31.17 | 44 | 4 | 414 |
| 10 Mar | 3876.00 | 141.55 | -36.45 | 26.9 | 220 | 2 | 412 |
| 9 Mar | 3842.10 | 173.95 | 53.7 | 27.5 | 235 | -81 | 409 |
| 6 Mar | 3949.80 | 118.95 | 44.8 | 28.82 | 1,476 | -18 | 492 |
| 5 Mar | 4038.70 | 77.05 | -94.3 | 26.46 | 2,709 | 446 | 514 |
| 4 Mar | 3882.60 | 171.85 | 94.45 | 32.14 | 361 | -36 | 70 |
| 2 Mar | 4066.70 | 79.5 | 69.45 | 28.24 | 1,351 | 110 | 110 |
| 27 Feb | 4278.30 | 10.05 | -239.1 | - | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 10.05 | -239.1 | - | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 10.05 | -239.1 | - | 0 | 0 | 0 |
| 24 Feb | 4259.20 | 10.05 | -239.1 | - | 0 | 0 | 0 |
| 23 Feb | 4418.10 | 10.05 | -239.1 | 24.99 | 2 | 1 | 1 |
| 20 Feb | 4380.60 | 249.15 | 0 | 8.14 | 0 | 0 | 0 |
| 19 Feb | 4280.50 | 249.15 | 0 | 6.25 | 0 | 0 | 0 |
| 18 Feb | 4325.90 | 249.15 | 0 | 6.87 | 0 | 0 | 0 |
| 17 Feb | 4279.80 | 249.15 | 0 | 6.3 | 0 | 0 | 0 |
| 16 Feb | 4201.50 | 249.15 | 0 | 5.01 | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 249.15 | 0 | 4.4 | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 249.15 | 0 | 4.57 | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 249.15 | 0 | 4.3 | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 249.15 | 0 | 4.19 | 0 | 0 | 0 |
| 9 Feb | 4113.60 | 249.15 | 0 | 3.28 | 0 | 0 | 0 |
| 6 Feb | 4068.10 | 249.15 | 0 | 2.59 | 0 | 0 | 0 |
| 5 Feb | 4063.30 | 249.15 | 0 | 2.39 | 0 | 0 | 0 |
| 4 Feb | 4087.10 | 249.15 | 0 | 2.68 | 0 | 0 | 0 |
| 3 Feb | 4038.80 | 249.15 | 0 | 1.92 | 0 | 0 | 0 |
| 2 Feb | 3921.30 | 249.15 | 0 | 0.05 | 0 | 0 | 0 |
| 1 Feb | 3814.00 | 249.15 | 0 | 0.03 | 0 | 0 | 0 |
| 30 Jan | 3932.30 | 249.15 | 0 | 0.34 | 0 | 0 | 0 |
| 29 Jan | 3932.90 | 249.15 | 0 | 0.41 | 0 | 0 | 0 |
| 28 Jan | 3794.00 | 249.15 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 3980 expiring on 30MAR2026
Delta for 3980 PE is -0.66
Historical price for 3980 PE is as follows
On 11 Mar LT was trading at 3838.80. The strike last trading price was 183, which was 38.85 higher than the previous day. The implied volatity was 31.17, the open interest changed by 4 which increased total open position to 414
On 10 Mar LT was trading at 3876.00. The strike last trading price was 141.55, which was -36.45 lower than the previous day. The implied volatity was 26.9, the open interest changed by 2 which increased total open position to 412
On 9 Mar LT was trading at 3842.10. The strike last trading price was 173.95, which was 53.7 higher than the previous day. The implied volatity was 27.5, the open interest changed by -81 which decreased total open position to 409
On 6 Mar LT was trading at 3949.80. The strike last trading price was 118.95, which was 44.8 higher than the previous day. The implied volatity was 28.82, the open interest changed by -18 which decreased total open position to 492
On 5 Mar LT was trading at 4038.70. The strike last trading price was 77.05, which was -94.3 lower than the previous day. The implied volatity was 26.46, the open interest changed by 446 which increased total open position to 514
On 4 Mar LT was trading at 3882.60. The strike last trading price was 171.85, which was 94.45 higher than the previous day. The implied volatity was 32.14, the open interest changed by -36 which decreased total open position to 70
On 2 Mar LT was trading at 4066.70. The strike last trading price was 79.5, which was 69.45 higher than the previous day. The implied volatity was 28.24, the open interest changed by 110 which increased total open position to 110
On 27 Feb LT was trading at 4278.30. The strike last trading price was 10.05, which was -239.1 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 10.05, which was -239.1 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 10.05, which was -239.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LT was trading at 4259.20. The strike last trading price was 10.05, which was -239.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb LT was trading at 4418.10. The strike last trading price was 10.05, which was -239.1 lower than the previous day. The implied volatity was 24.99, the open interest changed by 1 which increased total open position to 1
On 20 Feb LT was trading at 4380.60. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 8.14, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LT was trading at 4280.50. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 6.25, the open interest changed by 0 which decreased total open position to 0
On 18 Feb LT was trading at 4325.90. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0
On 17 Feb LT was trading at 4279.80. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 6.3, the open interest changed by 0 which decreased total open position to 0
On 16 Feb LT was trading at 4201.50. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 5.01, the open interest changed by 0 which decreased total open position to 0
On 13 Feb LT was trading at 4173.90. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
On 12 Feb LT was trading at 4185.90. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LT was trading at 4170.40. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 4.3, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 4169.00. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 9 Feb LT was trading at 4113.60. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0
On 6 Feb LT was trading at 4068.10. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 5 Feb LT was trading at 4063.30. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 4 Feb LT was trading at 4087.10. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
On 3 Feb LT was trading at 4038.80. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LT was trading at 3921.30. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 1 Feb LT was trading at 3814.00. The strike last trading price was 249.15, 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 30 Jan LT was trading at 3932.30. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LT was trading at 3932.90. The strike last trading price was 249.15, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LT was trading at 3794.00. The strike last trading price was 249.15, 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
