Historical option data for LT
26 May 2026 04:10 PM IST
| LT 30-Jun-2026 (34d) 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0.05
Theta: -1.74
Gamma: 0.00141
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 4037.80 | 139.5 | -6.5 (-4.45%) | 21.82 | 3,920 | -129 | 3,704 | |||||||||
| 25 May | 4033.40 | 148.55 | 50.55 (51.58%) | 23.4 | 7,252 | 1,495 | 3,856 | |||||||||
| 22 May | 3926.60 | 101.5 | 10.5 (11.54%) | 23.55 | 1,989 | 345 | 2,364 | |||||||||
| 21 May | 3928.50 | 91.55 | 0.55 (0.60%) | 21.39 | 2,189 | 811 | 2,022 | |||||||||
| 20 May | 3910.70 | 91.5 | -6.5 (-6.63%) | 22.76 | 1,109 | 370 | 1,211 | |||||||||
| 19 May | 3921.00 | 99.7 | -1.3 (-1.29%) | 24.17 | 599 | 131 | 841 | |||||||||
| 18 May | 3917.80 | 100 | -4 (-3.85%) | 23.82 | 546 | 76 | 704 | |||||||||
| 15 May | 3909.00 | 103.45 | -22.55 (-17.90%) | 23.7 | 222 | 76 | 627 | |||||||||
| 14 May | 3940.40 | 126.35 | 13.35 (11.81%) | 24.89 | 630 | 233 | 552 | |||||||||
| 13 May | 3915.80 | 114.2 | 20.2 (21.49%) | 24.22 | 522 | -48 | 320 | |||||||||
| 12 May | 3856.50 | 96 | -29 (-23.20%) | 0 | 309 | 23 | 367 | |||||||||
| 11 May | 3940.20 | 123 | -24 (-16.33%) | 0 | 201 | 37 | 344 | |||||||||
| 8 May | 3974.50 | 148.25 | -23.45 (-13.66%) | 23.95 | 135 | 21 | 305 | |||||||||
| 7 May | 4023.00 | 173 | 2.75 (1.62%) | 23.19 | 214 | -3 | 286 | |||||||||
| 6 May | 4008.50 | 169.15 | -83.85 (-33.14%) | 23.42 | 864 | 257 | 288 | |||||||||
| 5 May | 4054.50 | 253 | 0 (0.00%) | 24.25 | 0 | 0 | 31 | |||||||||
| 4 May | 4100.80 | 253 | 54 (27.14%) | 24.25 | 12 | 24 | 32 | |||||||||
| 30 Apr | 4014.00 | 199 | -41 (-17.08%) | 26.09 | 26 | 21 | 29 | |||||||||
| 29 Apr | 4096.10 | 240 | 30 (14.29%) | 22.49 | 7 | 3 | 7 | |||||||||
| 28 Apr | 4037.70 | 210 | -14 (-6.25%) | 25.06 | 1 | 0 | 3 | |||||||||
| 27 Apr | 4053.60 | 224 | -36.65 (-14.06%) | 28.82 | 0 | 0 | 3 | |||||||||
| 24 Apr | 4014.30 | 224 | 139 (163.53%) | 28.82 | 3 | 2 | 2 | |||||||||
| 23 Apr | 4054.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4021.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4075.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4051.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4096.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4119.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4076.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 3954.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3959.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 3896.20 | 85 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4000 expiring on 30JUN2026
Delta for 4000 CE is 0.6
Historical price for 4000 CE is as follows
On 26 May LT was trading at 4037.80. The strike last trading price was 139.5, which was -6.5 lower than the previous day. The implied volatity was 21.82, the open interest changed by -129 which decreased total open position to 3704
On 25 May LT was trading at 4033.40. The strike last trading price was 148.55, which was 50.55 higher than the previous day. The implied volatity was 23.4, the open interest changed by 1495 which increased total open position to 3856
On 22 May LT was trading at 3926.60. The strike last trading price was 101.5, which was 10.5 higher than the previous day. The implied volatity was 23.55, the open interest changed by 345 which increased total open position to 2364
On 21 May LT was trading at 3928.50. The strike last trading price was 91.55, which was 0.55 higher than the previous day. The implied volatity was 21.39, the open interest changed by 811 which increased total open position to 2022
On 20 May LT was trading at 3910.70. The strike last trading price was 91.5, which was -6.5 lower than the previous day. The implied volatity was 22.76, the open interest changed by 370 which increased total open position to 1211
On 19 May LT was trading at 3921.00. The strike last trading price was 99.7, which was -1.3 lower than the previous day. The implied volatity was 24.17, the open interest changed by 131 which increased total open position to 841
On 18 May LT was trading at 3917.80. The strike last trading price was 100, which was -4 lower than the previous day. The implied volatity was 23.82, the open interest changed by 76 which increased total open position to 704
On 15 May LT was trading at 3909.00. The strike last trading price was 103.45, which was -22.55 lower than the previous day. The implied volatity was 23.7, the open interest changed by 76 which increased total open position to 627
On 14 May LT was trading at 3940.40. The strike last trading price was 126.35, which was 13.35 higher than the previous day. The implied volatity was 24.89, the open interest changed by 233 which increased total open position to 552
On 13 May LT was trading at 3915.80. The strike last trading price was 114.2, which was 20.2 higher than the previous day. The implied volatity was 24.22, the open interest changed by -48 which decreased total open position to 320
On 12 May LT was trading at 3856.50. The strike last trading price was 96, which was -29 lower than the previous day. The implied volatity was 0, the open interest changed by 23 which increased total open position to 367
On 11 May LT was trading at 3940.20. The strike last trading price was 123, which was -24 lower than the previous day. The implied volatity was 0, the open interest changed by 37 which increased total open position to 344
On 8 May LT was trading at 3974.50. The strike last trading price was 148.25, which was -23.45 lower than the previous day. The implied volatity was 23.95, the open interest changed by 21 which increased total open position to 305
On 7 May LT was trading at 4023.00. The strike last trading price was 173, which was 2.75 higher than the previous day. The implied volatity was 23.19, the open interest changed by -3 which decreased total open position to 286
On 6 May LT was trading at 4008.50. The strike last trading price was 169.15, which was -83.85 lower than the previous day. The implied volatity was 23.42, the open interest changed by 257 which increased total open position to 288
On 5 May LT was trading at 4054.50. The strike last trading price was 253, which was 0 lower than the previous day. The implied volatity was 24.25, the open interest changed by 0 which decreased total open position to 31
On 4 May LT was trading at 4100.80. The strike last trading price was 253, which was 54 higher than the previous day. The implied volatity was 24.25, the open interest changed by 24 which increased total open position to 32
On 30 Apr LT was trading at 4014.00. The strike last trading price was 199, which was -41 lower than the previous day. The implied volatity was 26.09, the open interest changed by 21 which increased total open position to 29
On 29 Apr LT was trading at 4096.10. The strike last trading price was 240, which was 30 higher than the previous day. The implied volatity was 22.49, the open interest changed by 3 which increased total open position to 7
On 28 Apr LT was trading at 4037.70. The strike last trading price was 210, which was -14 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 3
On 27 Apr LT was trading at 4053.60. The strike last trading price was 224, which was -36.65 lower than the previous day. The implied volatity was 28.82, the open interest changed by 0 which decreased total open position to 3
On 24 Apr LT was trading at 4014.30. The strike last trading price was 224, which was 139 higher than the previous day. The implied volatity was 28.82, the open interest changed by 2 which increased total open position to 2
On 23 Apr LT was trading at 4054.10. The strike last trading price was 0, 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 22 Apr LT was trading at 4021.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr LT was trading at 4075.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr LT was trading at 4051.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr LT was trading at 4096.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr LT was trading at 4119.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LT was trading at 4076.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LT was trading at 3954.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LT was trading at 3896.20. The strike last trading price was 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
| LT 30-Jun-2026 (34d) 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.05
Theta: -1.06
Gamma: 0.00148
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 4037.80 | 77 | -6.55 (-7.84%) | 20.82 | 1,804 | 148 | 4,233 |
| 25 May | 4033.40 | 77.45 | -65 (-45.63%) | 20.5 | 4,286 | 1,418 | 4,088 |
| 22 May | 3926.60 | 140.6 | -30 (-17.58%) | 22.72 | 1,275 | 385 | 2,671 |
| 21 May | 3928.50 | 167.9 | -15.2 (-8.30%) | 27.43 | 1,573 | 1,188 | 2,284 |
| 20 May | 3910.70 | 180.4 | -3.75 (-2.04%) | 27.71 | 1,165 | 878 | 1,096 |
| 19 May | 3921.00 | 190 | -0.85 (-0.45%) | 28.85 | 96 | 43 | 217 |
| 18 May | 3917.80 | 190.85 | -13.8 (-6.74%) | 29.63 | 37 | 18 | 173 |
| 15 May | 3909.00 | 204.65 | 13.45 (7.03%) | 30.66 | 21 | 8 | 155 |
| 14 May | 3940.40 | 192 | 1.7 (0.89%) | 30.13 | 57 | -15 | 147 |
| 13 May | 3915.80 | 190.3 | -28.65 (-13.09%) | 0 | 59 | 6 | 161 |
| 12 May | 3856.50 | 218.95 | 42.9 (24.37%) | 0 | 7 | -1 | 153 |
| 11 May | 3940.20 | 176.05 | 9.4 (5.64%) | 0 | 45 | 8 | 153 |
| 8 May | 3974.50 | 165.9 | 25.8 (18.42%) | 28.13 | 89 | 1 | 145 |
| 7 May | 4023.00 | 139.45 | -3.95 (-2.75%) | 27.14 | 136 | 40 | 163 |
| 6 May | 4008.50 | 140.7 | 4 (2.93%) | 26.02 | 362 | -31 | 117 |
| 5 May | 4054.50 | 136 | 10 (7.94%) | 28.81 | 50 | 5 | 147 |
| 4 May | 4100.80 | 126 | -39 (-23.64%) | 28.91 | 193 | 136 | 142 |
| 30 Apr | 4014.00 | 165 | 44.35 (36.76%) | 29.31 | 7 | 3 | 9 |
| 29 Apr | 4096.10 | 123.3 | -385.9 (-75.79%) | 26.71 | 8 | 5 | 5 |
| 28 Apr | 4037.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 4053.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 4014.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 4054.10 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 4021.10 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 4075.40 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 4051.00 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 4096.10 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 4119.80 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 4076.30 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 3954.30 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 3959.90 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 3896.20 | 509.2 | 0 (0.00%) | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4000 expiring on 30JUN2026
Delta for 4000 PE is -0.4
Historical price for 4000 PE is as follows
On 26 May LT was trading at 4037.80. The strike last trading price was 77, which was -6.55 lower than the previous day. The implied volatity was 20.82, the open interest changed by 148 which increased total open position to 4233
On 25 May LT was trading at 4033.40. The strike last trading price was 77.45, which was -65 lower than the previous day. The implied volatity was 20.5, the open interest changed by 1418 which increased total open position to 4088
On 22 May LT was trading at 3926.60. The strike last trading price was 140.6, which was -30 lower than the previous day. The implied volatity was 22.72, the open interest changed by 385 which increased total open position to 2671
On 21 May LT was trading at 3928.50. The strike last trading price was 167.9, which was -15.2 lower than the previous day. The implied volatity was 27.43, the open interest changed by 1188 which increased total open position to 2284
On 20 May LT was trading at 3910.70. The strike last trading price was 180.4, which was -3.75 lower than the previous day. The implied volatity was 27.71, the open interest changed by 878 which increased total open position to 1096
On 19 May LT was trading at 3921.00. The strike last trading price was 190, which was -0.85 lower than the previous day. The implied volatity was 28.85, the open interest changed by 43 which increased total open position to 217
On 18 May LT was trading at 3917.80. The strike last trading price was 190.85, which was -13.8 lower than the previous day. The implied volatity was 29.63, the open interest changed by 18 which increased total open position to 173
On 15 May LT was trading at 3909.00. The strike last trading price was 204.65, which was 13.45 higher than the previous day. The implied volatity was 30.66, the open interest changed by 8 which increased total open position to 155
On 14 May LT was trading at 3940.40. The strike last trading price was 192, which was 1.7 higher than the previous day. The implied volatity was 30.13, the open interest changed by -15 which decreased total open position to 147
On 13 May LT was trading at 3915.80. The strike last trading price was 190.3, which was -28.65 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 161
On 12 May LT was trading at 3856.50. The strike last trading price was 218.95, which was 42.9 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 153
On 11 May LT was trading at 3940.20. The strike last trading price was 176.05, which was 9.4 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 153
On 8 May LT was trading at 3974.50. The strike last trading price was 165.9, which was 25.8 higher than the previous day. The implied volatity was 28.13, the open interest changed by 1 which increased total open position to 145
On 7 May LT was trading at 4023.00. The strike last trading price was 139.45, which was -3.95 lower than the previous day. The implied volatity was 27.14, the open interest changed by 40 which increased total open position to 163
On 6 May LT was trading at 4008.50. The strike last trading price was 140.7, which was 4 higher than the previous day. The implied volatity was 26.02, the open interest changed by -31 which decreased total open position to 117
On 5 May LT was trading at 4054.50. The strike last trading price was 136, which was 10 higher than the previous day. The implied volatity was 28.81, the open interest changed by 5 which increased total open position to 147
On 4 May LT was trading at 4100.80. The strike last trading price was 126, which was -39 lower than the previous day. The implied volatity was 28.91, the open interest changed by 136 which increased total open position to 142
On 30 Apr LT was trading at 4014.00. The strike last trading price was 165, which was 44.35 higher than the previous day. The implied volatity was 29.31, the open interest changed by 3 which increased total open position to 9
On 29 Apr LT was trading at 4096.10. The strike last trading price was 123.3, which was -385.9 lower than the previous day. The implied volatity was 26.71, the open interest changed by 5 which increased total open position to 5
On 28 Apr LT was trading at 4037.70. The strike last trading price was 0, 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 27 Apr LT was trading at 4053.60. The strike last trading price was 0, 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 24 Apr LT was trading at 4014.30. The strike last trading price was 0, 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 Apr LT was trading at 4054.10. The strike last trading price was 0, 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 22 Apr LT was trading at 4021.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr LT was trading at 4075.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr LT was trading at 4051.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr LT was trading at 4096.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr LT was trading at 4119.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LT was trading at 4076.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LT was trading at 3954.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LT was trading at 3896.20. The strike last trading price was 509.2, 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
