LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 10:25 AM IST
| LT 30-DEC-2025 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 3.82
Theta: -1.82
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.48
Vega: 3.82
Theta: -0.86
Gamma: 0.00
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| 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































































































































































































































