LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Dec 2025 04:11 PM IST
| LT 27-JAN-2026 4000 CE | ||||||||||||||||
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Delta: 0.69
Vega: 4.38
Theta: -1.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 4053.60 | 129.05 | -8.75 | 15.66 | 159 | 46 | 324 | |||||||||
| 23 Dec | 4058.80 | 141 | -8.05 | 15.08 | 248 | 99 | 275 | |||||||||
| 22 Dec | 4072.40 | 149 | -1 | 16.05 | 71 | 39 | 176 | |||||||||
| 19 Dec | 4073.50 | 150 | 21.95 | 14.80 | 54 | 4 | 134 | |||||||||
| 18 Dec | 4031.10 | 128.05 | -10.95 | 16.57 | 43 | 13 | 129 | |||||||||
| 17 Dec | 4062.40 | 139 | -5 | 14.07 | 14 | 3 | 115 | |||||||||
| 16 Dec | 4063.80 | 144 | -27.2 | 14.81 | 19 | 5 | 112 | |||||||||
| 15 Dec | 4092.30 | 170 | -10 | 15.35 | 11 | 1 | 106 | |||||||||
| 12 Dec | 4074.10 | 180 | 64.55 | 18.94 | 36 | -10 | 105 | |||||||||
| 11 Dec | 4003.90 | 115.45 | -2.05 | 15.23 | 12 | 7 | 114 | |||||||||
| 10 Dec | 3991.30 | 120 | 4.55 | 16.91 | 26 | 8 | 105 | |||||||||
| 9 Dec | 3997.50 | 113.8 | -4.2 | 15.13 | 34 | 9 | 97 | |||||||||
| 8 Dec | 3996.70 | 118 | -26 | 15.08 | 19 | 9 | 88 | |||||||||
| 5 Dec | 4038.20 | 144 | 24.9 | 14.39 | 44 | 8 | 78 | |||||||||
| 4 Dec | 3983.60 | 127.05 | 15.05 | 16.47 | 26 | 8 | 69 | |||||||||
| 3 Dec | 3988.00 | 112 | -35 | 13.30 | 23 | 12 | 60 | |||||||||
| 2 Dec | 4030.50 | 147 | -22.35 | 14.64 | 3 | 1 | 47 | |||||||||
| 1 Dec | 4073.20 | 169.35 | -15.15 | 14.37 | 3 | 1 | 46 | |||||||||
| 28 Nov | 4069.60 | 189 | -3 | 15.44 | 11 | 7 | 44 | |||||||||
| 27 Nov | 4081.30 | 192 | 14.65 | 15.72 | 39 | 9 | 37 | |||||||||
| 26 Nov | 4062.00 | 176.8 | 32.85 | 15.30 | 24 | 12 | 28 | |||||||||
| 25 Nov | 3996.70 | 142.75 | -20.25 | 17.64 | 4 | 0 | 16 | |||||||||
| 24 Nov | 4013.30 | 163 | -15.2 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 4024.90 | 163 | -15.2 | 15.76 | 2 | 1 | 17 | |||||||||
| 20 Nov | 4037.40 | 178.2 | 23.95 | 16.88 | 5 | 2 | 16 | |||||||||
| 19 Nov | 4019.60 | 154.25 | 2.35 | 14.63 | 3 | 0 | 13 | |||||||||
| 18 Nov | 3999.60 | 151.9 | -18.1 | 15.96 | 1 | 0 | 12 | |||||||||
| 17 Nov | 4027.70 | 170 | 6.15 | 15.97 | 1 | 0 | 11 | |||||||||
| 14 Nov | 4004.40 | 163.85 | 3.85 | 16.43 | 2 | 1 | 10 | |||||||||
| 13 Nov | 4002.50 | 160 | 25 | 15.83 | 3 | 1 | 9 | |||||||||
| 12 Nov | 3954.60 | 135 | 9 | 16.49 | 4 | 2 | 7 | |||||||||
| 11 Nov | 3955.00 | 126 | 13.5 | - | 0 | 2 | 0 | |||||||||
| 10 Nov | 3918.50 | 126 | 13.5 | 17.34 | 2 | 0 | 3 | |||||||||
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| 6 Nov | 3881.60 | 114 | -50 | 16.99 | 2 | 0 | 3 | |||||||||
| 4 Nov | 3924.40 | 164 | -71.1 | - | 0 | 3 | 0 | |||||||||
| 3 Nov | 3980.50 | 164 | -71.1 | 16.41 | 3 | 2 | 2 | |||||||||
| 31 Oct | 4030.90 | 235.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 235.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4000 expiring on 27JAN2026
Delta for 4000 CE is 0.69
Historical price for 4000 CE is as follows
On 24 Dec LT was trading at 4053.60. The strike last trading price was 129.05, which was -8.75 lower than the previous day. The implied volatity was 15.66, the open interest changed by 46 which increased total open position to 324
On 23 Dec LT was trading at 4058.80. The strike last trading price was 141, which was -8.05 lower than the previous day. The implied volatity was 15.08, the open interest changed by 99 which increased total open position to 275
On 22 Dec LT was trading at 4072.40. The strike last trading price was 149, which was -1 lower than the previous day. The implied volatity was 16.05, the open interest changed by 39 which increased total open position to 176
On 19 Dec LT was trading at 4073.50. The strike last trading price was 150, which was 21.95 higher than the previous day. The implied volatity was 14.80, the open interest changed by 4 which increased total open position to 134
On 18 Dec LT was trading at 4031.10. The strike last trading price was 128.05, which was -10.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by 13 which increased total open position to 129
On 17 Dec LT was trading at 4062.40. The strike last trading price was 139, which was -5 lower than the previous day. The implied volatity was 14.07, the open interest changed by 3 which increased total open position to 115
On 16 Dec LT was trading at 4063.80. The strike last trading price was 144, which was -27.2 lower than the previous day. The implied volatity was 14.81, the open interest changed by 5 which increased total open position to 112
On 15 Dec LT was trading at 4092.30. The strike last trading price was 170, which was -10 lower than the previous day. The implied volatity was 15.35, the open interest changed by 1 which increased total open position to 106
On 12 Dec LT was trading at 4074.10. The strike last trading price was 180, which was 64.55 higher than the previous day. The implied volatity was 18.94, the open interest changed by -10 which decreased total open position to 105
On 11 Dec LT was trading at 4003.90. The strike last trading price was 115.45, which was -2.05 lower than the previous day. The implied volatity was 15.23, the open interest changed by 7 which increased total open position to 114
On 10 Dec LT was trading at 3991.30. The strike last trading price was 120, which was 4.55 higher than the previous day. The implied volatity was 16.91, the open interest changed by 8 which increased total open position to 105
On 9 Dec LT was trading at 3997.50. The strike last trading price was 113.8, which was -4.2 lower than the previous day. The implied volatity was 15.13, the open interest changed by 9 which increased total open position to 97
On 8 Dec LT was trading at 3996.70. The strike last trading price was 118, which was -26 lower than the previous day. The implied volatity was 15.08, the open interest changed by 9 which increased total open position to 88
On 5 Dec LT was trading at 4038.20. The strike last trading price was 144, which was 24.9 higher than the previous day. The implied volatity was 14.39, the open interest changed by 8 which increased total open position to 78
On 4 Dec LT was trading at 3983.60. The strike last trading price was 127.05, which was 15.05 higher than the previous day. The implied volatity was 16.47, the open interest changed by 8 which increased total open position to 69
On 3 Dec LT was trading at 3988.00. The strike last trading price was 112, which was -35 lower than the previous day. The implied volatity was 13.30, the open interest changed by 12 which increased total open position to 60
On 2 Dec LT was trading at 4030.50. The strike last trading price was 147, which was -22.35 lower than the previous day. The implied volatity was 14.64, the open interest changed by 1 which increased total open position to 47
On 1 Dec LT was trading at 4073.20. The strike last trading price was 169.35, which was -15.15 lower than the previous day. The implied volatity was 14.37, the open interest changed by 1 which increased total open position to 46
On 28 Nov LT was trading at 4069.60. The strike last trading price was 189, which was -3 lower than the previous day. The implied volatity was 15.44, the open interest changed by 7 which increased total open position to 44
On 27 Nov LT was trading at 4081.30. The strike last trading price was 192, which was 14.65 higher than the previous day. The implied volatity was 15.72, the open interest changed by 9 which increased total open position to 37
On 26 Nov LT was trading at 4062.00. The strike last trading price was 176.8, which was 32.85 higher than the previous day. The implied volatity was 15.30, the open interest changed by 12 which increased total open position to 28
On 25 Nov LT was trading at 3996.70. The strike last trading price was 142.75, which was -20.25 lower than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 16
On 24 Nov LT was trading at 4013.30. The strike last trading price was 163, which was -15.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 163, which was -15.2 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1 which increased total open position to 17
On 20 Nov LT was trading at 4037.40. The strike last trading price was 178.2, which was 23.95 higher than the previous day. The implied volatity was 16.88, the open interest changed by 2 which increased total open position to 16
On 19 Nov LT was trading at 4019.60. The strike last trading price was 154.25, which was 2.35 higher than the previous day. The implied volatity was 14.63, the open interest changed by 0 which decreased total open position to 13
On 18 Nov LT was trading at 3999.60. The strike last trading price was 151.9, which was -18.1 lower than the previous day. The implied volatity was 15.96, the open interest changed by 0 which decreased total open position to 12
On 17 Nov LT was trading at 4027.70. The strike last trading price was 170, which was 6.15 higher than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 11
On 14 Nov LT was trading at 4004.40. The strike last trading price was 163.85, which was 3.85 higher than the previous day. The implied volatity was 16.43, the open interest changed by 1 which increased total open position to 10
On 13 Nov LT was trading at 4002.50. The strike last trading price was 160, which was 25 higher than the previous day. The implied volatity was 15.83, the open interest changed by 1 which increased total open position to 9
On 12 Nov LT was trading at 3954.60. The strike last trading price was 135, which was 9 higher than the previous day. The implied volatity was 16.49, the open interest changed by 2 which increased total open position to 7
On 11 Nov LT was trading at 3955.00. The strike last trading price was 126, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 10 Nov LT was trading at 3918.50. The strike last trading price was 126, which was 13.5 higher than the previous day. The implied volatity was 17.34, the open interest changed by 0 which decreased total open position to 3
On 6 Nov LT was trading at 3881.60. The strike last trading price was 114, which was -50 lower than the previous day. The implied volatity was 16.99, the open interest changed by 0 which decreased total open position to 3
On 4 Nov LT was trading at 3924.40. The strike last trading price was 164, which was -71.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Nov LT was trading at 3980.50. The strike last trading price was 164, which was -71.1 lower than the previous day. The implied volatity was 16.41, the open interest changed by 2 which increased total open position to 2
On 31 Oct LT was trading at 4030.90. The strike last trading price was 235.1, 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 Oct LT was trading at 3987.50. The strike last trading price was 235.1, 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 27JAN2026 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 4.43
Theta: -0.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 4053.60 | 43.95 | 0.2 | 16.56 | 1,992 | 611 | 1,534 |
| 23 Dec | 4058.80 | 43.85 | -0.3 | 17.64 | 533 | 124 | 927 |
| 22 Dec | 4072.40 | 43.55 | -2.25 | 17.61 | 545 | 196 | 806 |
| 19 Dec | 4073.50 | 45.05 | -16.15 | 17.59 | 515 | 178 | 609 |
| 18 Dec | 4031.10 | 61.2 | 1.7 | 17.43 | 146 | 14 | 431 |
| 17 Dec | 4062.40 | 55.05 | -2.95 | 18.42 | 110 | 27 | 421 |
| 16 Dec | 4063.80 | 58 | 5.95 | 18.87 | 35 | 0 | 392 |
| 15 Dec | 4092.30 | 51.95 | -1.05 | 19.38 | 157 | 128 | 391 |
| 12 Dec | 4074.10 | 54.95 | -23.95 | 18.52 | 143 | 67 | 263 |
| 11 Dec | 4003.90 | 78.9 | -6.1 | 18.11 | 10 | 8 | 196 |
| 10 Dec | 3991.30 | 85 | 1.6 | 18.30 | 30 | 19 | 187 |
| 9 Dec | 3997.50 | 81.95 | -2.65 | 17.94 | 53 | 30 | 168 |
| 8 Dec | 3996.70 | 84.6 | 16.9 | 18.66 | 32 | 16 | 137 |
| 5 Dec | 4038.20 | 67.7 | -23.55 | 18.02 | 15 | 5 | 120 |
| 4 Dec | 3983.60 | 92.45 | -2.55 | 19.00 | 13 | 7 | 113 |
| 3 Dec | 3988.00 | 95 | 25.05 | 19.64 | 15 | 4 | 107 |
| 2 Dec | 4030.50 | 69.95 | 3.95 | 17.88 | 6 | 3 | 102 |
| 1 Dec | 4073.20 | 66 | 0.6 | 18.96 | 22 | 13 | 93 |
| 28 Nov | 4069.60 | 65.4 | 6.85 | 19.26 | 24 | 11 | 80 |
| 27 Nov | 4081.30 | 61.3 | -7.65 | 18.46 | 98 | 28 | 68 |
| 26 Nov | 4062.00 | 73 | -18 | 19.28 | 52 | 33 | 39 |
| 25 Nov | 3996.70 | 91 | -1.95 | 17.80 | 2 | 0 | 6 |
| 24 Nov | 4013.30 | 92.95 | -17.05 | - | 0 | 0 | 0 |
| 21 Nov | 4024.90 | 92.95 | -17.05 | - | 0 | 1 | 0 |
| 20 Nov | 4037.40 | 92.95 | -17.05 | 20.71 | 1 | 0 | 5 |
| 19 Nov | 4019.60 | 110 | -30 | - | 0 | 0 | 0 |
| 18 Nov | 3999.60 | 110 | -30 | - | 0 | 0 | 0 |
| 17 Nov | 4027.70 | 110 | -30 | - | 0 | 1 | 0 |
| 14 Nov | 4004.40 | 110 | -30 | 20.85 | 1 | 0 | 4 |
| 13 Nov | 4002.50 | 140 | 0.2 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 140 | 0.2 | - | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 140 | 0.2 | 21.74 | 1 | 0 | 4 |
| 10 Nov | 3918.50 | 139.8 | 31.8 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 139.8 | 31.8 | 17.83 | 4 | 1 | 2 |
| 4 Nov | 3924.40 | 108 | -93.85 | - | 0 | 1 | 0 |
| 3 Nov | 3980.50 | 108 | -93.85 | 18.59 | 1 | 0 | 0 |
| 31 Oct | 4030.90 | 201.85 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3987.50 | 201.85 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4000 expiring on 27JAN2026
Delta for 4000 PE is -0.32
Historical price for 4000 PE is as follows
On 24 Dec LT was trading at 4053.60. The strike last trading price was 43.95, which was 0.2 higher than the previous day. The implied volatity was 16.56, the open interest changed by 611 which increased total open position to 1534
On 23 Dec LT was trading at 4058.80. The strike last trading price was 43.85, which was -0.3 lower than the previous day. The implied volatity was 17.64, the open interest changed by 124 which increased total open position to 927
On 22 Dec LT was trading at 4072.40. The strike last trading price was 43.55, which was -2.25 lower than the previous day. The implied volatity was 17.61, the open interest changed by 196 which increased total open position to 806
On 19 Dec LT was trading at 4073.50. The strike last trading price was 45.05, which was -16.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 178 which increased total open position to 609
On 18 Dec LT was trading at 4031.10. The strike last trading price was 61.2, which was 1.7 higher than the previous day. The implied volatity was 17.43, the open interest changed by 14 which increased total open position to 431
On 17 Dec LT was trading at 4062.40. The strike last trading price was 55.05, which was -2.95 lower than the previous day. The implied volatity was 18.42, the open interest changed by 27 which increased total open position to 421
On 16 Dec LT was trading at 4063.80. The strike last trading price was 58, which was 5.95 higher than the previous day. The implied volatity was 18.87, the open interest changed by 0 which decreased total open position to 392
On 15 Dec LT was trading at 4092.30. The strike last trading price was 51.95, which was -1.05 lower than the previous day. The implied volatity was 19.38, the open interest changed by 128 which increased total open position to 391
On 12 Dec LT was trading at 4074.10. The strike last trading price was 54.95, which was -23.95 lower than the previous day. The implied volatity was 18.52, the open interest changed by 67 which increased total open position to 263
On 11 Dec LT was trading at 4003.90. The strike last trading price was 78.9, which was -6.1 lower than the previous day. The implied volatity was 18.11, the open interest changed by 8 which increased total open position to 196
On 10 Dec LT was trading at 3991.30. The strike last trading price was 85, which was 1.6 higher than the previous day. The implied volatity was 18.30, the open interest changed by 19 which increased total open position to 187
On 9 Dec LT was trading at 3997.50. The strike last trading price was 81.95, which was -2.65 lower than the previous day. The implied volatity was 17.94, the open interest changed by 30 which increased total open position to 168
On 8 Dec LT was trading at 3996.70. The strike last trading price was 84.6, which was 16.9 higher than the previous day. The implied volatity was 18.66, the open interest changed by 16 which increased total open position to 137
On 5 Dec LT was trading at 4038.20. The strike last trading price was 67.7, which was -23.55 lower than the previous day. The implied volatity was 18.02, the open interest changed by 5 which increased total open position to 120
On 4 Dec LT was trading at 3983.60. The strike last trading price was 92.45, which was -2.55 lower than the previous day. The implied volatity was 19.00, the open interest changed by 7 which increased total open position to 113
On 3 Dec LT was trading at 3988.00. The strike last trading price was 95, which was 25.05 higher than the previous day. The implied volatity was 19.64, the open interest changed by 4 which increased total open position to 107
On 2 Dec LT was trading at 4030.50. The strike last trading price was 69.95, which was 3.95 higher than the previous day. The implied volatity was 17.88, the open interest changed by 3 which increased total open position to 102
On 1 Dec LT was trading at 4073.20. The strike last trading price was 66, which was 0.6 higher than the previous day. The implied volatity was 18.96, the open interest changed by 13 which increased total open position to 93
On 28 Nov LT was trading at 4069.60. The strike last trading price was 65.4, which was 6.85 higher than the previous day. The implied volatity was 19.26, the open interest changed by 11 which increased total open position to 80
On 27 Nov LT was trading at 4081.30. The strike last trading price was 61.3, which was -7.65 lower than the previous day. The implied volatity was 18.46, the open interest changed by 28 which increased total open position to 68
On 26 Nov LT was trading at 4062.00. The strike last trading price was 73, which was -18 lower than the previous day. The implied volatity was 19.28, the open interest changed by 33 which increased total open position to 39
On 25 Nov LT was trading at 3996.70. The strike last trading price was 91, which was -1.95 lower than the previous day. The implied volatity was 17.80, the open interest changed by 0 which decreased total open position to 6
On 24 Nov LT was trading at 4013.30. The strike last trading price was 92.95, which was -17.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 92.95, which was -17.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 20 Nov LT was trading at 4037.40. The strike last trading price was 92.95, which was -17.05 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 5
On 19 Nov LT was trading at 4019.60. The strike last trading price was 110, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov LT was trading at 3999.60. The strike last trading price was 110, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov LT was trading at 4027.70. The strike last trading price was 110, which was -30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Nov LT was trading at 4004.40. The strike last trading price was 110, which was -30 lower than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 4
On 13 Nov LT was trading at 4002.50. The strike last trading price was 140, which was 0.2 higher 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 140, which was 0.2 higher 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 140, which was 0.2 higher than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 4
On 10 Nov LT was trading at 3918.50. The strike last trading price was 139.8, which was 31.8 higher 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 139.8, which was 31.8 higher than the previous day. The implied volatity was 17.83, the open interest changed by 1 which increased total open position to 2
On 4 Nov LT was trading at 3924.40. The strike last trading price was 108, which was -93.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 3 Nov LT was trading at 3980.50. The strike last trading price was 108, which was -93.85 lower than the previous day. The implied volatity was 18.59, 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 201.85, 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 Oct LT was trading at 3987.50. The strike last trading price was 201.85, 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































































































































































































































