[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3978 -18.70 (-0.47%)
L: 3949.1 H: 3991.1

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Historical option data for LT

09 Dec 2025 10:25 AM IST
LT 30-DEC-2025 4000 CE
Delta: 0.52
Vega: 3.82
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3982.00 56.35 -4.85 14.04 1,948 157 2,751
8 Dec 3996.70 59.5 -29.25 12.80 4,356 281 2,592
5 Dec 4038.20 88.2 22.35 11.46 6,414 -325 2,312
4 Dec 3983.60 67 -0.45 13.39 4,689 394 2,636
3 Dec 3988.00 68.7 -32.45 12.80 3,626 658 2,247
2 Dec 4030.50 100.85 -23.9 14.19 948 122 1,594
1 Dec 4073.20 125.75 -6.3 14.35 660 47 1,472
28 Nov 4069.60 135.5 -5.55 13.00 670 57 1,427
27 Nov 4081.30 141 16.75 14.05 1,626 -261 1,377
26 Nov 4062.00 124.15 34.3 13.16 2,613 -200 1,639
25 Nov 3996.70 84 -20.5 14.95 2,002 292 1,813
24 Nov 4013.30 104.8 -10.4 16.00 1,726 442 1,529
21 Nov 4024.90 115.5 -9.45 14.81 639 58 1,086
20 Nov 4037.40 126.3 13.05 15.34 895 -2 1,030
19 Nov 4019.60 111.6 4.55 14.25 605 118 1,037
18 Nov 3999.60 106 -24.95 15.19 962 282 922
17 Nov 4027.70 130 12.05 16.39 251 20 640
14 Nov 4004.40 118 -3.95 15.68 212 64 619
13 Nov 4002.50 122.7 25.65 16.14 497 96 552
12 Nov 3954.60 95 -2.35 15.98 181 79 456
11 Nov 3955.00 98 12.3 16.33 234 126 376
10 Nov 3918.50 85.6 10.85 17.11 102 -8 251
7 Nov 3882.50 74.45 -1.65 17.11 178 32 258
6 Nov 3881.60 79.1 -20.35 16.87 106 28 225
4 Nov 3924.40 98.5 -28.7 17.16 133 63 196
3 Nov 3980.50 127 -34 16.69 55 9 132
31 Oct 4030.90 161 22.7 - 53 -5 124
30 Oct 3987.50 140 2.25 17.02 267 27 128
29 Oct 3958.10 141.35 -4 19.84 138 39 99
28 Oct 3972.80 145.7 24.2 17.78 49 42 59
27 Oct 3923.80 122 9.05 19.01 11 8 16
24 Oct 3904.90 112.95 -19.05 18.49 3 1 8
23 Oct 3918.70 132 30 20.38 4 2 6
21 Oct 3888.20 102 3.65 - 0 1 0
20 Oct 3872.70 102 3.65 - 3 0 3
17 Oct 3839.40 98.35 4.65 19.27 2 0 3
16 Oct 3861.80 93.7 8.7 - 2 0 2
9 Oct 3769.20 85 -11 - 3 2 3


For Larsen & Toubro Ltd. - strike price 4000 expiring on 30DEC2025

Delta for 4000 CE is 0.52

Historical price for 4000 CE is as follows

On 9 Dec LT was trading at 3982.00. The strike last trading price was 56.35, which was -4.85 lower than the previous day. The implied volatity was 14.04, the open interest changed by 157 which increased total open position to 2751


On 8 Dec LT was trading at 3996.70. The strike last trading price was 59.5, which was -29.25 lower than the previous day. The implied volatity was 12.80, the open interest changed by 281 which increased total open position to 2592


On 5 Dec LT was trading at 4038.20. The strike last trading price was 88.2, which was 22.35 higher than the previous day. The implied volatity was 11.46, the open interest changed by -325 which decreased total open position to 2312


On 4 Dec LT was trading at 3983.60. The strike last trading price was 67, which was -0.45 lower than the previous day. The implied volatity was 13.39, the open interest changed by 394 which increased total open position to 2636


On 3 Dec LT was trading at 3988.00. The strike last trading price was 68.7, which was -32.45 lower than the previous day. The implied volatity was 12.80, the open interest changed by 658 which increased total open position to 2247


On 2 Dec LT was trading at 4030.50. The strike last trading price was 100.85, which was -23.9 lower than the previous day. The implied volatity was 14.19, the open interest changed by 122 which increased total open position to 1594


On 1 Dec LT was trading at 4073.20. The strike last trading price was 125.75, which was -6.3 lower than the previous day. The implied volatity was 14.35, the open interest changed by 47 which increased total open position to 1472


On 28 Nov LT was trading at 4069.60. The strike last trading price was 135.5, which was -5.55 lower than the previous day. The implied volatity was 13.00, the open interest changed by 57 which increased total open position to 1427


On 27 Nov LT was trading at 4081.30. The strike last trading price was 141, which was 16.75 higher than the previous day. The implied volatity was 14.05, the open interest changed by -261 which decreased total open position to 1377


On 26 Nov LT was trading at 4062.00. The strike last trading price was 124.15, which was 34.3 higher than the previous day. The implied volatity was 13.16, the open interest changed by -200 which decreased total open position to 1639


On 25 Nov LT was trading at 3996.70. The strike last trading price was 84, which was -20.5 lower than the previous day. The implied volatity was 14.95, the open interest changed by 292 which increased total open position to 1813


On 24 Nov LT was trading at 4013.30. The strike last trading price was 104.8, which was -10.4 lower than the previous day. The implied volatity was 16.00, the open interest changed by 442 which increased total open position to 1529


On 21 Nov LT was trading at 4024.90. The strike last trading price was 115.5, which was -9.45 lower than the previous day. The implied volatity was 14.81, the open interest changed by 58 which increased total open position to 1086


On 20 Nov LT was trading at 4037.40. The strike last trading price was 126.3, which was 13.05 higher than the previous day. The implied volatity was 15.34, the open interest changed by -2 which decreased total open position to 1030


On 19 Nov LT was trading at 4019.60. The strike last trading price was 111.6, which was 4.55 higher than the previous day. The implied volatity was 14.25, the open interest changed by 118 which increased total open position to 1037


On 18 Nov LT was trading at 3999.60. The strike last trading price was 106, which was -24.95 lower than the previous day. The implied volatity was 15.19, the open interest changed by 282 which increased total open position to 922


On 17 Nov LT was trading at 4027.70. The strike last trading price was 130, which was 12.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by 20 which increased total open position to 640


On 14 Nov LT was trading at 4004.40. The strike last trading price was 118, which was -3.95 lower than the previous day. The implied volatity was 15.68, the open interest changed by 64 which increased total open position to 619


On 13 Nov LT was trading at 4002.50. The strike last trading price was 122.7, which was 25.65 higher than the previous day. The implied volatity was 16.14, the open interest changed by 96 which increased total open position to 552


On 12 Nov LT was trading at 3954.60. The strike last trading price was 95, which was -2.35 lower than the previous day. The implied volatity was 15.98, the open interest changed by 79 which increased total open position to 456


On 11 Nov LT was trading at 3955.00. The strike last trading price was 98, which was 12.3 higher than the previous day. The implied volatity was 16.33, the open interest changed by 126 which increased total open position to 376


On 10 Nov LT was trading at 3918.50. The strike last trading price was 85.6, which was 10.85 higher than the previous day. The implied volatity was 17.11, the open interest changed by -8 which decreased total open position to 251


On 7 Nov LT was trading at 3882.50. The strike last trading price was 74.45, which was -1.65 lower than the previous day. The implied volatity was 17.11, the open interest changed by 32 which increased total open position to 258


On 6 Nov LT was trading at 3881.60. The strike last trading price was 79.1, which was -20.35 lower than the previous day. The implied volatity was 16.87, the open interest changed by 28 which increased total open position to 225


On 4 Nov LT was trading at 3924.40. The strike last trading price was 98.5, which was -28.7 lower than the previous day. The implied volatity was 17.16, the open interest changed by 63 which increased total open position to 196


On 3 Nov LT was trading at 3980.50. The strike last trading price was 127, which was -34 lower than the previous day. The implied volatity was 16.69, the open interest changed by 9 which increased total open position to 132


On 31 Oct LT was trading at 4030.90. The strike last trading price was 161, which was 22.7 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 124


On 30 Oct LT was trading at 3987.50. The strike last trading price was 140, which was 2.25 higher than the previous day. The implied volatity was 17.02, the open interest changed by 27 which increased total open position to 128


On 29 Oct LT was trading at 3958.10. The strike last trading price was 141.35, which was -4 lower than the previous day. The implied volatity was 19.84, the open interest changed by 39 which increased total open position to 99


On 28 Oct LT was trading at 3972.80. The strike last trading price was 145.7, which was 24.2 higher than the previous day. The implied volatity was 17.78, the open interest changed by 42 which increased total open position to 59


On 27 Oct LT was trading at 3923.80. The strike last trading price was 122, which was 9.05 higher than the previous day. The implied volatity was 19.01, the open interest changed by 8 which increased total open position to 16


On 24 Oct LT was trading at 3904.90. The strike last trading price was 112.95, which was -19.05 lower than the previous day. The implied volatity was 18.49, the open interest changed by 1 which increased total open position to 8


On 23 Oct LT was trading at 3918.70. The strike last trading price was 132, which was 30 higher than the previous day. The implied volatity was 20.38, the open interest changed by 2 which increased total open position to 6


On 21 Oct LT was trading at 3888.20. The strike last trading price was 102, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 20 Oct LT was trading at 3872.70. The strike last trading price was 102, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Oct LT was trading at 3839.40. The strike last trading price was 98.35, which was 4.65 higher than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 3


On 16 Oct LT was trading at 3861.80. The strike last trading price was 93.7, which was 8.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Oct LT was trading at 3769.20. The strike last trading price was 85, which was -11 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3


LT 30DEC2025 4000 PE
Delta: -0.48
Vega: 3.82
Theta: -0.86
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3982.00 56.6 3.65 15.46 1,318 -36 2,469
8 Dec 3996.70 54.45 17.35 16.16 2,861 75 2,506
5 Dec 4038.20 36.15 -22.75 15.28 3,298 264 2,431
4 Dec 3983.60 54.65 -7.5 15.07 2,421 140 2,168
3 Dec 3988.00 60.95 16.55 16.84 3,219 269 2,037
2 Dec 4030.50 45.5 8.6 16.66 1,672 7 1,765
1 Dec 4073.20 37 1.95 16.92 3,139 -286 1,761
28 Nov 4069.60 33.55 -0.3 16.40 2,233 3 2,049
27 Nov 4081.30 34.65 -5.65 16.49 4,120 210 2,044
26 Nov 4062.00 40.6 -24.9 16.37 3,576 217 1,824
25 Nov 3996.70 72 10.85 16.67 3,129 405 1,604
24 Nov 4013.30 61 -0.45 16.40 839 242 1,202
21 Nov 4024.90 60.75 3.2 17.40 679 56 960
20 Nov 4037.40 57 -11.95 17.24 617 331 903
19 Nov 4019.60 69.1 -10.8 18.28 514 92 572
18 Nov 3999.60 81.15 10.15 18.94 417 124 477
17 Nov 4027.70 70.85 -13.45 18.82 116 37 354
14 Nov 4004.40 86.55 -0.15 19.80 90 21 316
13 Nov 4002.50 88 -17.15 20.01 275 110 295
12 Nov 3954.60 105.15 -4.35 19.03 30 4 186
11 Nov 3955.00 111 -16.8 19.86 43 -8 182
10 Nov 3918.50 127.8 -21.5 19.44 11 4 190
7 Nov 3882.50 149.3 -2.85 19.63 14 -6 187
6 Nov 3881.60 151.9 24.15 21.02 79 9 196
4 Nov 3924.40 128 22.85 19.67 27 3 187
3 Nov 3980.50 104.5 17.2 19.99 38 14 184
31 Oct 4030.90 87.3 -21.6 - 19 2 170
30 Oct 3987.50 108.65 -34.35 20.85 334 146 168
29 Oct 3958.10 143 3 23.91 29 19 21
28 Oct 3972.80 140 -244.1 - 0 2 0
27 Oct 3923.80 140 -244.1 - 2 1 1
24 Oct 3904.90 384.1 0 - 0 0 0
23 Oct 3918.70 384.1 0 - 0 0 0
21 Oct 3888.20 384.1 0 - 0 0 0
20 Oct 3872.70 384.1 0 - 0 0 0
17 Oct 3839.40 384.1 0 - 0 0 0
16 Oct 3861.80 384.1 0 - 0 0 0
9 Oct 3769.20 384.1 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4000 expiring on 30DEC2025

Delta for 4000 PE is -0.48

Historical price for 4000 PE is as follows

On 9 Dec LT was trading at 3982.00. The strike last trading price was 56.6, which was 3.65 higher than the previous day. The implied volatity was 15.46, the open interest changed by -36 which decreased total open position to 2469


On 8 Dec LT was trading at 3996.70. The strike last trading price was 54.45, which was 17.35 higher than the previous day. The implied volatity was 16.16, the open interest changed by 75 which increased total open position to 2506


On 5 Dec LT was trading at 4038.20. The strike last trading price was 36.15, which was -22.75 lower than the previous day. The implied volatity was 15.28, the open interest changed by 264 which increased total open position to 2431


On 4 Dec LT was trading at 3983.60. The strike last trading price was 54.65, which was -7.5 lower than the previous day. The implied volatity was 15.07, the open interest changed by 140 which increased total open position to 2168


On 3 Dec LT was trading at 3988.00. The strike last trading price was 60.95, which was 16.55 higher than the previous day. The implied volatity was 16.84, the open interest changed by 269 which increased total open position to 2037


On 2 Dec LT was trading at 4030.50. The strike last trading price was 45.5, which was 8.6 higher than the previous day. The implied volatity was 16.66, the open interest changed by 7 which increased total open position to 1765


On 1 Dec LT was trading at 4073.20. The strike last trading price was 37, which was 1.95 higher than the previous day. The implied volatity was 16.92, the open interest changed by -286 which decreased total open position to 1761


On 28 Nov LT was trading at 4069.60. The strike last trading price was 33.55, which was -0.3 lower than the previous day. The implied volatity was 16.40, the open interest changed by 3 which increased total open position to 2049


On 27 Nov LT was trading at 4081.30. The strike last trading price was 34.65, which was -5.65 lower than the previous day. The implied volatity was 16.49, the open interest changed by 210 which increased total open position to 2044


On 26 Nov LT was trading at 4062.00. The strike last trading price was 40.6, which was -24.9 lower than the previous day. The implied volatity was 16.37, the open interest changed by 217 which increased total open position to 1824


On 25 Nov LT was trading at 3996.70. The strike last trading price was 72, which was 10.85 higher than the previous day. The implied volatity was 16.67, the open interest changed by 405 which increased total open position to 1604


On 24 Nov LT was trading at 4013.30. The strike last trading price was 61, which was -0.45 lower than the previous day. The implied volatity was 16.40, the open interest changed by 242 which increased total open position to 1202


On 21 Nov LT was trading at 4024.90. The strike last trading price was 60.75, which was 3.2 higher than the previous day. The implied volatity was 17.40, the open interest changed by 56 which increased total open position to 960


On 20 Nov LT was trading at 4037.40. The strike last trading price was 57, which was -11.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by 331 which increased total open position to 903


On 19 Nov LT was trading at 4019.60. The strike last trading price was 69.1, which was -10.8 lower than the previous day. The implied volatity was 18.28, the open interest changed by 92 which increased total open position to 572


On 18 Nov LT was trading at 3999.60. The strike last trading price was 81.15, which was 10.15 higher than the previous day. The implied volatity was 18.94, the open interest changed by 124 which increased total open position to 477


On 17 Nov LT was trading at 4027.70. The strike last trading price was 70.85, which was -13.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 37 which increased total open position to 354


On 14 Nov LT was trading at 4004.40. The strike last trading price was 86.55, which was -0.15 lower than the previous day. The implied volatity was 19.80, the open interest changed by 21 which increased total open position to 316


On 13 Nov LT was trading at 4002.50. The strike last trading price was 88, which was -17.15 lower than the previous day. The implied volatity was 20.01, the open interest changed by 110 which increased total open position to 295


On 12 Nov LT was trading at 3954.60. The strike last trading price was 105.15, which was -4.35 lower than the previous day. The implied volatity was 19.03, the open interest changed by 4 which increased total open position to 186


On 11 Nov LT was trading at 3955.00. The strike last trading price was 111, which was -16.8 lower than the previous day. The implied volatity was 19.86, the open interest changed by -8 which decreased total open position to 182


On 10 Nov LT was trading at 3918.50. The strike last trading price was 127.8, which was -21.5 lower than the previous day. The implied volatity was 19.44, the open interest changed by 4 which increased total open position to 190


On 7 Nov LT was trading at 3882.50. The strike last trading price was 149.3, which was -2.85 lower than the previous day. The implied volatity was 19.63, the open interest changed by -6 which decreased total open position to 187


On 6 Nov LT was trading at 3881.60. The strike last trading price was 151.9, which was 24.15 higher than the previous day. The implied volatity was 21.02, the open interest changed by 9 which increased total open position to 196


On 4 Nov LT was trading at 3924.40. The strike last trading price was 128, which was 22.85 higher than the previous day. The implied volatity was 19.67, the open interest changed by 3 which increased total open position to 187


On 3 Nov LT was trading at 3980.50. The strike last trading price was 104.5, which was 17.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by 14 which increased total open position to 184


On 31 Oct LT was trading at 4030.90. The strike last trading price was 87.3, which was -21.6 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 170


On 30 Oct LT was trading at 3987.50. The strike last trading price was 108.65, which was -34.35 lower than the previous day. The implied volatity was 20.85, the open interest changed by 146 which increased total open position to 168


On 29 Oct LT was trading at 3958.10. The strike last trading price was 143, which was 3 higher than the previous day. The implied volatity was 23.91, the open interest changed by 19 which increased total open position to 21


On 28 Oct LT was trading at 3972.80. The strike last trading price was 140, which was -244.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Oct LT was trading at 3923.80. The strike last trading price was 140, which was -244.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 24 Oct LT was trading at 3904.90. The strike last trading price was 384.1, 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 23 Oct LT was trading at 3918.70. The strike last trading price was 384.1, 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 21 Oct LT was trading at 3888.20. The strike last trading price was 384.1, 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 20 Oct LT was trading at 3872.70. The strike last trading price was 384.1, 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 17 Oct LT was trading at 3839.40. The strike last trading price was 384.1, 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 16 Oct LT was trading at 3861.80. The strike last trading price was 384.1, 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 9 Oct LT was trading at 3769.20. The strike last trading price was 384.1, 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