[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4073.5 +42.40 (1.05%)
L: 4040.1 H: 4091.5

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Historical option data for LT

19 Dec 2025 04:11 PM IST
LT 30-DEC-2025 3980 CE
Delta: 0.95
Vega: 0.71
Theta: -1.33
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 4073.50 108.3 31.05 9.27 56 -10 212
18 Dec 4031.10 76.75 -25.95 14.03 78 3 224
17 Dec 4062.40 102 0.2 12.39 38 -10 222
16 Dec 4063.80 101 -26.95 10.91 30 5 231
15 Dec 4092.30 128.3 7.75 9.83 114 -42 227
12 Dec 4074.10 120 47.95 11.76 367 -46 269
11 Dec 4003.90 73.35 4.85 13.66 762 -6 315
10 Dec 3991.30 68.85 -2.6 13.76 1,239 -134 309
9 Dec 3997.50 71 -1.95 13.18 1,901 261 440
8 Dec 3996.70 71.25 -30.6 11.90 515 31 178
5 Dec 4038.20 101 24.05 10.91 1,148 -34 149
4 Dec 3983.60 79.35 1.3 13.63 764 -8 183
3 Dec 3988.00 79 -39.6 12.44 978 111 197
2 Dec 4030.50 118.6 -20.4 15.31 7 1 85
1 Dec 4073.20 139 -11.3 13.92 22 1 84
28 Nov 4069.60 150.6 -5.7 12.86 30 1 83
27 Nov 4081.30 156.3 15.8 14.10 45 -14 82
26 Nov 4062.00 135.4 37.4 12.23 360 37 97
25 Nov 3996.70 94.85 -27.5 14.92 87 19 60
24 Nov 4013.30 122.35 -7.65 17.20 9 2 39
21 Nov 4024.90 130 -6 15.17 3 2 36
20 Nov 4037.40 136 15.05 14.62 10 0 33
19 Nov 4019.60 120.95 -2.85 13.56 41 22 34
18 Nov 3999.60 123.8 -14.55 16.37 20 5 12
17 Nov 4027.70 138.35 34.35 15.56 3 2 6
14 Nov 4004.40 104 -32.85 - 0 0 0
13 Nov 4002.50 104 -32.85 - 0 1 0
12 Nov 3954.60 104 -32.85 15.76 2 1 4
11 Nov 3955.00 136.85 -35.35 - 0 0 0
10 Nov 3918.50 136.85 -35.35 - 0 0 0
7 Nov 3882.50 136.85 -35.35 - 0 0 0
6 Nov 3881.60 136.85 -35.35 - 0 1 0
4 Nov 3924.40 136.85 -35.35 21.88 1 0 2
3 Nov 3980.50 172.2 -27.05 - 0 0 0
31 Oct 4030.90 172.2 -27.05 - 0 0 0
30 Oct 3987.50 172.2 -27.05 - 0 2 0
29 Oct 3958.10 172.2 -27.05 23.04 2 0 0


For Larsen & Toubro Ltd. - strike price 3980 expiring on 30DEC2025

Delta for 3980 CE is 0.95

Historical price for 3980 CE is as follows

On 19 Dec LT was trading at 4073.50. The strike last trading price was 108.3, which was 31.05 higher than the previous day. The implied volatity was 9.27, the open interest changed by -10 which decreased total open position to 212


On 18 Dec LT was trading at 4031.10. The strike last trading price was 76.75, which was -25.95 lower than the previous day. The implied volatity was 14.03, the open interest changed by 3 which increased total open position to 224


On 17 Dec LT was trading at 4062.40. The strike last trading price was 102, which was 0.2 higher than the previous day. The implied volatity was 12.39, the open interest changed by -10 which decreased total open position to 222


On 16 Dec LT was trading at 4063.80. The strike last trading price was 101, which was -26.95 lower than the previous day. The implied volatity was 10.91, the open interest changed by 5 which increased total open position to 231


On 15 Dec LT was trading at 4092.30. The strike last trading price was 128.3, which was 7.75 higher than the previous day. The implied volatity was 9.83, the open interest changed by -42 which decreased total open position to 227


On 12 Dec LT was trading at 4074.10. The strike last trading price was 120, which was 47.95 higher than the previous day. The implied volatity was 11.76, the open interest changed by -46 which decreased total open position to 269


On 11 Dec LT was trading at 4003.90. The strike last trading price was 73.35, which was 4.85 higher than the previous day. The implied volatity was 13.66, the open interest changed by -6 which decreased total open position to 315


On 10 Dec LT was trading at 3991.30. The strike last trading price was 68.85, which was -2.6 lower than the previous day. The implied volatity was 13.76, the open interest changed by -134 which decreased total open position to 309


On 9 Dec LT was trading at 3997.50. The strike last trading price was 71, which was -1.95 lower than the previous day. The implied volatity was 13.18, the open interest changed by 261 which increased total open position to 440


On 8 Dec LT was trading at 3996.70. The strike last trading price was 71.25, which was -30.6 lower than the previous day. The implied volatity was 11.90, the open interest changed by 31 which increased total open position to 178


On 5 Dec LT was trading at 4038.20. The strike last trading price was 101, which was 24.05 higher than the previous day. The implied volatity was 10.91, the open interest changed by -34 which decreased total open position to 149


On 4 Dec LT was trading at 3983.60. The strike last trading price was 79.35, which was 1.3 higher than the previous day. The implied volatity was 13.63, the open interest changed by -8 which decreased total open position to 183


On 3 Dec LT was trading at 3988.00. The strike last trading price was 79, which was -39.6 lower than the previous day. The implied volatity was 12.44, the open interest changed by 111 which increased total open position to 197


On 2 Dec LT was trading at 4030.50. The strike last trading price was 118.6, which was -20.4 lower than the previous day. The implied volatity was 15.31, the open interest changed by 1 which increased total open position to 85


On 1 Dec LT was trading at 4073.20. The strike last trading price was 139, which was -11.3 lower than the previous day. The implied volatity was 13.92, the open interest changed by 1 which increased total open position to 84


On 28 Nov LT was trading at 4069.60. The strike last trading price was 150.6, which was -5.7 lower than the previous day. The implied volatity was 12.86, the open interest changed by 1 which increased total open position to 83


On 27 Nov LT was trading at 4081.30. The strike last trading price was 156.3, which was 15.8 higher than the previous day. The implied volatity was 14.10, the open interest changed by -14 which decreased total open position to 82


On 26 Nov LT was trading at 4062.00. The strike last trading price was 135.4, which was 37.4 higher than the previous day. The implied volatity was 12.23, the open interest changed by 37 which increased total open position to 97


On 25 Nov LT was trading at 3996.70. The strike last trading price was 94.85, which was -27.5 lower than the previous day. The implied volatity was 14.92, the open interest changed by 19 which increased total open position to 60


On 24 Nov LT was trading at 4013.30. The strike last trading price was 122.35, which was -7.65 lower than the previous day. The implied volatity was 17.20, the open interest changed by 2 which increased total open position to 39


On 21 Nov LT was trading at 4024.90. The strike last trading price was 130, which was -6 lower than the previous day. The implied volatity was 15.17, the open interest changed by 2 which increased total open position to 36


On 20 Nov LT was trading at 4037.40. The strike last trading price was 136, which was 15.05 higher than the previous day. The implied volatity was 14.62, the open interest changed by 0 which decreased total open position to 33


On 19 Nov LT was trading at 4019.60. The strike last trading price was 120.95, which was -2.85 lower than the previous day. The implied volatity was 13.56, the open interest changed by 22 which increased total open position to 34


On 18 Nov LT was trading at 3999.60. The strike last trading price was 123.8, which was -14.55 lower than the previous day. The implied volatity was 16.37, the open interest changed by 5 which increased total open position to 12


On 17 Nov LT was trading at 4027.70. The strike last trading price was 138.35, which was 34.35 higher than the previous day. The implied volatity was 15.56, the open interest changed by 2 which increased total open position to 6


On 14 Nov LT was trading at 4004.40. The strike last trading price was 104, which was -32.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LT was trading at 4002.50. The strike last trading price was 104, which was -32.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov LT was trading at 3954.60. The strike last trading price was 104, which was -32.85 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1 which increased total open position to 4


On 11 Nov LT was trading at 3955.00. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov LT was trading at 3918.50. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov LT was trading at 3882.50. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov LT was trading at 3881.60. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 4 Nov LT was trading at 3924.40. The strike last trading price was 136.85, which was -35.35 lower than the previous day. The implied volatity was 21.88, the open interest changed by 0 which decreased total open position to 2


On 3 Nov LT was trading at 3980.50. The strike last trading price was 172.2, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 172.2, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 172.2, which was -27.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct LT was trading at 3958.10. The strike last trading price was 172.2, which was -27.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 0


LT 30DEC2025 3980 PE
Delta: -0.15
Vega: 1.63
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 4073.50 8 -9.5 14.77 539 31 566
18 Dec 4031.10 18.7 4.95 14.72 884 -44 533
17 Dec 4062.40 14 -0.65 15.48 446 -11 577
16 Dec 4063.80 15.75 4.65 15.78 379 -24 588
15 Dec 4092.30 11.35 -1.5 15.89 379 -51 611
12 Dec 4074.10 13.65 -21.85 14.46 1,633 82 663
11 Dec 4003.90 35.3 -7.35 14.83 791 2 582
10 Dec 3991.30 43 1.55 15.56 998 69 579
9 Dec 3997.50 41.5 -2.7 15.32 1,295 47 514
8 Dec 3996.70 46.5 15.95 16.93 684 24 469
5 Dec 4038.20 30.2 -19.9 15.42 537 6 445
4 Dec 3983.60 48.7 -4.45 15.73 825 69 441
3 Dec 3988.00 51.05 13.75 16.53 1,119 78 377
2 Dec 4030.50 37.45 6.45 16.38 272 30 304
1 Dec 4073.20 31.6 2.7 17.03 259 56 274
28 Nov 4069.60 28.15 -0.65 16.38 209 10 222
27 Nov 4081.30 29.3 -4.95 16.50 322 17 212
26 Nov 4062.00 35 -25.2 16.48 890 24 195
25 Nov 3996.70 63.15 10.5 17.01 391 97 170
24 Nov 4013.30 51 -3 15.97 71 -22 75
21 Nov 4024.90 54.5 3.1 17.65 159 -24 98
20 Nov 4037.40 51.5 -9.5 17.58 58 8 115
19 Nov 4019.60 61.4 -10.55 18.30 95 64 106
18 Nov 3999.60 71.45 0.25 18.71 43 36 40
17 Nov 4027.70 71.2 -14.1 20.39 1 0 4
14 Nov 4004.40 85.3 -24.2 - 0 0 0
13 Nov 4002.50 85.3 -24.2 - 0 0 0
12 Nov 3954.60 85.3 -24.2 - 0 0 0
11 Nov 3955.00 85.3 -24.2 - 0 0 0
10 Nov 3918.50 85.3 -24.2 - 0 0 0
7 Nov 3882.50 85.3 -24.2 - 0 0 0
6 Nov 3881.60 85.3 -24.2 - 0 0 0
4 Nov 3924.40 85.3 -24.2 - 0 0 0
3 Nov 3980.50 85.3 -24.2 - 0 2 0
31 Oct 4030.90 85.3 -24.2 - 4 0 2
30 Oct 3987.50 109.5 -55.2 - 0 2 0
29 Oct 3958.10 109.5 -55.2 20.17 2 0 0


For Larsen & Toubro Ltd. - strike price 3980 expiring on 30DEC2025

Delta for 3980 PE is -0.15

Historical price for 3980 PE is as follows

On 19 Dec LT was trading at 4073.50. The strike last trading price was 8, which was -9.5 lower than the previous day. The implied volatity was 14.77, the open interest changed by 31 which increased total open position to 566


On 18 Dec LT was trading at 4031.10. The strike last trading price was 18.7, which was 4.95 higher than the previous day. The implied volatity was 14.72, the open interest changed by -44 which decreased total open position to 533


On 17 Dec LT was trading at 4062.40. The strike last trading price was 14, which was -0.65 lower than the previous day. The implied volatity was 15.48, the open interest changed by -11 which decreased total open position to 577


On 16 Dec LT was trading at 4063.80. The strike last trading price was 15.75, which was 4.65 higher than the previous day. The implied volatity was 15.78, the open interest changed by -24 which decreased total open position to 588


On 15 Dec LT was trading at 4092.30. The strike last trading price was 11.35, which was -1.5 lower than the previous day. The implied volatity was 15.89, the open interest changed by -51 which decreased total open position to 611


On 12 Dec LT was trading at 4074.10. The strike last trading price was 13.65, which was -21.85 lower than the previous day. The implied volatity was 14.46, the open interest changed by 82 which increased total open position to 663


On 11 Dec LT was trading at 4003.90. The strike last trading price was 35.3, which was -7.35 lower than the previous day. The implied volatity was 14.83, the open interest changed by 2 which increased total open position to 582


On 10 Dec LT was trading at 3991.30. The strike last trading price was 43, which was 1.55 higher than the previous day. The implied volatity was 15.56, the open interest changed by 69 which increased total open position to 579


On 9 Dec LT was trading at 3997.50. The strike last trading price was 41.5, which was -2.7 lower than the previous day. The implied volatity was 15.32, the open interest changed by 47 which increased total open position to 514


On 8 Dec LT was trading at 3996.70. The strike last trading price was 46.5, which was 15.95 higher than the previous day. The implied volatity was 16.93, the open interest changed by 24 which increased total open position to 469


On 5 Dec LT was trading at 4038.20. The strike last trading price was 30.2, which was -19.9 lower than the previous day. The implied volatity was 15.42, the open interest changed by 6 which increased total open position to 445


On 4 Dec LT was trading at 3983.60. The strike last trading price was 48.7, which was -4.45 lower than the previous day. The implied volatity was 15.73, the open interest changed by 69 which increased total open position to 441


On 3 Dec LT was trading at 3988.00. The strike last trading price was 51.05, which was 13.75 higher than the previous day. The implied volatity was 16.53, the open interest changed by 78 which increased total open position to 377


On 2 Dec LT was trading at 4030.50. The strike last trading price was 37.45, which was 6.45 higher than the previous day. The implied volatity was 16.38, the open interest changed by 30 which increased total open position to 304


On 1 Dec LT was trading at 4073.20. The strike last trading price was 31.6, which was 2.7 higher than the previous day. The implied volatity was 17.03, the open interest changed by 56 which increased total open position to 274


On 28 Nov LT was trading at 4069.60. The strike last trading price was 28.15, which was -0.65 lower than the previous day. The implied volatity was 16.38, the open interest changed by 10 which increased total open position to 222


On 27 Nov LT was trading at 4081.30. The strike last trading price was 29.3, which was -4.95 lower than the previous day. The implied volatity was 16.50, the open interest changed by 17 which increased total open position to 212


On 26 Nov LT was trading at 4062.00. The strike last trading price was 35, which was -25.2 lower than the previous day. The implied volatity was 16.48, the open interest changed by 24 which increased total open position to 195


On 25 Nov LT was trading at 3996.70. The strike last trading price was 63.15, which was 10.5 higher than the previous day. The implied volatity was 17.01, the open interest changed by 97 which increased total open position to 170


On 24 Nov LT was trading at 4013.30. The strike last trading price was 51, which was -3 lower than the previous day. The implied volatity was 15.97, the open interest changed by -22 which decreased total open position to 75


On 21 Nov LT was trading at 4024.90. The strike last trading price was 54.5, which was 3.1 higher than the previous day. The implied volatity was 17.65, the open interest changed by -24 which decreased total open position to 98


On 20 Nov LT was trading at 4037.40. The strike last trading price was 51.5, which was -9.5 lower than the previous day. The implied volatity was 17.58, the open interest changed by 8 which increased total open position to 115


On 19 Nov LT was trading at 4019.60. The strike last trading price was 61.4, which was -10.55 lower than the previous day. The implied volatity was 18.30, the open interest changed by 64 which increased total open position to 106


On 18 Nov LT was trading at 3999.60. The strike last trading price was 71.45, which was 0.25 higher than the previous day. The implied volatity was 18.71, the open interest changed by 36 which increased total open position to 40


On 17 Nov LT was trading at 4027.70. The strike last trading price was 71.2, which was -14.1 lower than the previous day. The implied volatity was 20.39, the open interest changed by 0 which decreased total open position to 4


On 14 Nov LT was trading at 4004.40. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LT was trading at 4002.50. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov LT was trading at 3954.60. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov LT was trading at 3955.00. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov LT was trading at 3918.50. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov LT was trading at 3882.50. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov LT was trading at 3881.60. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov LT was trading at 3924.40. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov LT was trading at 3980.50. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 85.3, which was -24.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Oct LT was trading at 3987.50. The strike last trading price was 109.5, which was -55.2 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct LT was trading at 3958.10. The strike last trading price was 109.5, which was -55.2 lower than the previous day. The implied volatity was 20.17, the open interest changed by 0 which decreased total open position to 0