[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4053.6 -5.20 (-0.13%)
L: 4048.1 H: 4080.7

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Historical option data for LT

24 Dec 2025 04:11 PM IST
LT 27-JAN-2026 4000 CE
Delta: 0.69
Vega: 4.38
Theta: -1.74
Gamma: 0.00
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
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
Delta: -0.32
Vega: 4.43
Theta: -0.71
Gamma: 0.00
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