[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3882.6 -184.10 (-4.53%)
L: 3760 H: 3959

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Historical option data for LT

04 Mar 2026 04:11 PM IST
LT 30-MAR-2026 4000 CE
Delta: 0.38
Vega: 3.96
Theta: -2.36
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 3882.60 69.5 -88.65 25.95 23,658 4,371 5,198
2 Mar 4066.70 157 -149.85 24.72 6,754 455 838
27 Feb 4278.30 305.15 -15.95 12.71 148 31 397
26 Feb 4286.50 322 5.4 13.7 34 4 370
25 Feb 4298.50 316.6 7.7 16.35 277 51 367
24 Feb 4259.20 308 -132.25 19.52 274 148 318
23 Feb 4418.10 446.5 45.4 - 58 25 176
20 Feb 4380.60 401 90 - 57 5 144
19 Feb 4280.50 311 -42.9 9.98 22 9 138
18 Feb 4325.90 350 38 11.7 25 5 129
17 Feb 4279.80 312 52.75 10.65 16 1 124
16 Feb 4201.50 256.35 19.35 14.47 74 58 123
13 Feb 4173.90 237 -4 14.78 46 43 64
12 Feb 4185.90 241 17.35 13.34 4 3 20
11 Feb 4170.40 223.65 2.65 9 5 2 18
10 Feb 4169.00 221 46.8 7.22 7 1 15
9 Feb 4113.60 174.2 12.2 10.53 9 0 13
6 Feb 4068.10 162 0 14.58 4 2 13
5 Feb 4063.30 162 -17.65 15.02 3 1 11
4 Feb 4087.10 179.65 20.05 15.77 8 0 9
3 Feb 4038.80 159.6 72.3 17.45 5 1 5
2 Feb 3921.30 87.3 12.55 16.19 6 0 2
1 Feb 3814.00 74.75 -188.8 21.41 2 0 0
30 Jan 3932.30 263.55 0 0.09 0 0 0
29 Jan 3932.90 263.55 0 0.06 0 0 0
28 Jan 3794.00 263.55 0 2.32 0 0 0
27 Jan 3787.80 263.55 0 2.48 0 0 0
23 Jan 3743.80 263.55 0 3.06 0 0 0
22 Jan 3793.80 263.55 0 2.17 0 0 0
21 Jan 3766.50 263.55 0 2.67 0 0 0
20 Jan 3810.50 263.55 0 1.65 0 0 0
19 Jan 3869.80 263.55 0 0.88 0 0 0
16 Jan 3856.40 0 0 0.89 0 0 0
14 Jan 3865.80 0 0 0.88 0 0 0
13 Jan 3887.40 0 0 0.54 0 0 0
12 Jan 4019.00 0 0 - 0 0 0
9 Jan 4025.20 0 0 - 0 0 0
8 Jan 4028.40 0 0 - 0 0 0
7 Jan 4157.00 0 0 - 0 0 0
6 Jan 4140.60 0 0 - 0 0 0
5 Jan 4150.40 0 0 - 0 0 0
2 Jan 4163.40 0 0 - 0 0 0
1 Jan 4140.40 0 0 - 0 0 0
31 Dec 4083.50 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4000 expiring on 30MAR2026

Delta for 4000 CE is 0.38

Historical price for 4000 CE is as follows

On 4 Mar LT was trading at 3882.60. The strike last trading price was 69.5, which was -88.65 lower than the previous day. The implied volatity was 25.95, the open interest changed by 4371 which increased total open position to 5198


On 2 Mar LT was trading at 4066.70. The strike last trading price was 157, which was -149.85 lower than the previous day. The implied volatity was 24.72, the open interest changed by 455 which increased total open position to 838


On 27 Feb LT was trading at 4278.30. The strike last trading price was 305.15, which was -15.95 lower than the previous day. The implied volatity was 12.71, the open interest changed by 31 which increased total open position to 397


On 26 Feb LT was trading at 4286.50. The strike last trading price was 322, which was 5.4 higher than the previous day. The implied volatity was 13.7, the open interest changed by 4 which increased total open position to 370


On 25 Feb LT was trading at 4298.50. The strike last trading price was 316.6, which was 7.7 higher than the previous day. The implied volatity was 16.35, the open interest changed by 51 which increased total open position to 367


On 24 Feb LT was trading at 4259.20. The strike last trading price was 308, which was -132.25 lower than the previous day. The implied volatity was 19.52, the open interest changed by 148 which increased total open position to 318


On 23 Feb LT was trading at 4418.10. The strike last trading price was 446.5, which was 45.4 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 176


On 20 Feb LT was trading at 4380.60. The strike last trading price was 401, which was 90 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 144


On 19 Feb LT was trading at 4280.50. The strike last trading price was 311, which was -42.9 lower than the previous day. The implied volatity was 9.98, the open interest changed by 9 which increased total open position to 138


On 18 Feb LT was trading at 4325.90. The strike last trading price was 350, which was 38 higher than the previous day. The implied volatity was 11.7, the open interest changed by 5 which increased total open position to 129


On 17 Feb LT was trading at 4279.80. The strike last trading price was 312, which was 52.75 higher than the previous day. The implied volatity was 10.65, the open interest changed by 1 which increased total open position to 124


On 16 Feb LT was trading at 4201.50. The strike last trading price was 256.35, which was 19.35 higher than the previous day. The implied volatity was 14.47, the open interest changed by 58 which increased total open position to 123


On 13 Feb LT was trading at 4173.90. The strike last trading price was 237, which was -4 lower than the previous day. The implied volatity was 14.78, the open interest changed by 43 which increased total open position to 64


On 12 Feb LT was trading at 4185.90. The strike last trading price was 241, which was 17.35 higher than the previous day. The implied volatity was 13.34, the open interest changed by 3 which increased total open position to 20


On 11 Feb LT was trading at 4170.40. The strike last trading price was 223.65, which was 2.65 higher than the previous day. The implied volatity was 9, the open interest changed by 2 which increased total open position to 18


On 10 Feb LT was trading at 4169.00. The strike last trading price was 221, which was 46.8 higher than the previous day. The implied volatity was 7.22, the open interest changed by 1 which increased total open position to 15


On 9 Feb LT was trading at 4113.60. The strike last trading price was 174.2, which was 12.2 higher than the previous day. The implied volatity was 10.53, the open interest changed by 0 which decreased total open position to 13


On 6 Feb LT was trading at 4068.10. The strike last trading price was 162, which was 0 lower than the previous day. The implied volatity was 14.58, the open interest changed by 2 which increased total open position to 13


On 5 Feb LT was trading at 4063.30. The strike last trading price was 162, which was -17.65 lower than the previous day. The implied volatity was 15.02, the open interest changed by 1 which increased total open position to 11


On 4 Feb LT was trading at 4087.10. The strike last trading price was 179.65, which was 20.05 higher than the previous day. The implied volatity was 15.77, the open interest changed by 0 which decreased total open position to 9


On 3 Feb LT was trading at 4038.80. The strike last trading price was 159.6, which was 72.3 higher than the previous day. The implied volatity was 17.45, the open interest changed by 1 which increased total open position to 5


On 2 Feb LT was trading at 3921.30. The strike last trading price was 87.3, which was 12.55 higher than the previous day. The implied volatity was 16.19, the open interest changed by 0 which decreased total open position to 2


On 1 Feb LT was trading at 3814.00. The strike last trading price was 74.75, which was -188.8 lower than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 0


On 30 Jan LT was trading at 3932.30. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0


On 29 Jan LT was trading at 3932.90. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0


On 28 Jan LT was trading at 3794.00. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0


On 27 Jan LT was trading at 3787.80. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 2.48, the open interest changed by 0 which decreased total open position to 0


On 23 Jan LT was trading at 3743.80. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0


On 22 Jan LT was trading at 3793.80. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 21 Jan LT was trading at 3766.50. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 20 Jan LT was trading at 3810.50. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0


On 19 Jan LT was trading at 3869.80. The strike last trading price was 263.55, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 16 Jan LT was trading at 3856.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0


On 14 Jan LT was trading at 3865.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 13 Jan LT was trading at 3887.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0


On 12 Jan LT was trading at 4019.00. 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 9 Jan LT was trading at 4025.20. 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 8 Jan LT was trading at 4028.40. 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 7 Jan LT was trading at 4157.00. 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 6 Jan LT was trading at 4140.60. 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 5 Jan LT was trading at 4150.40. 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 2 Jan LT was trading at 4163.40. 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 1 Jan LT was trading at 4140.40. 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 31 Dec LT was trading at 4083.50. 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


LT 30MAR2026 4000 PE
Delta: -0.59
Vega: 4.03
Theta: -1.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 3882.60 183.2 98.75 31.97 3,757 -290 1,780
2 Mar 4066.70 86.5 72.3 28.03 26,410 613 2,106
27 Feb 4278.30 14.2 0.05 21.11 1,652 102 1,491
26 Feb 4286.50 13.9 -1.25 21.62 877 20 1,388
25 Feb 4298.50 15.8 -5.25 22.68 2,322 199 1,368
24 Feb 4259.20 20.3 9.85 22.13 2,714 61 1,169
23 Feb 4418.10 10.8 -0.45 24.54 447 -12 1,108
20 Feb 4380.60 11.15 -4.65 22.46 1,277 241 1,137
19 Feb 4280.50 16.15 2.9 20.12 346 3 896
18 Feb 4325.90 14.5 -1.35 20.77 623 -216 890
17 Feb 4279.80 16.4 -10.25 19.89 411 128 1,105
16 Feb 4201.50 26.8 -12.35 19.58 348 21 966
13 Feb 4173.90 40 7.5 20.99 248 111 946
12 Feb 4185.90 31.5 -4.05 19.2 95 -16 835
11 Feb 4170.40 36.95 5.8 19.86 372 153 852
10 Feb 4169.00 32 -12.15 18.37 533 283 699
9 Feb 4113.60 41.6 -20.4 17.51 557 372 417
6 Feb 4068.10 62 -2.2 18.69 32 10 45
5 Feb 4063.30 64.2 -3.5 18.66 22 3 36
4 Feb 4087.10 69 -7.1 20.57 29 17 32
3 Feb 4038.80 78.3 -101.7 19.38 11 6 14
2 Feb 3921.30 180 29.4 - 0 0 8
1 Feb 3814.00 180 29.4 16.34 1 0 7
30 Jan 3932.30 145 -5 22.91 8 0 5
29 Jan 3932.90 150 50 23.82 5 3 5
28 Jan 3794.00 100 -52.3 - 0 0 2
27 Jan 3787.80 100 -52.3 - 0 0 2
23 Jan 3743.80 100 -52.3 - 0 0 2
22 Jan 3793.80 100 -52.3 - 0 0 2
21 Jan 3766.50 100 -52.3 - 0 0 2
20 Jan 3810.50 100 -52.3 - 0 0 2
19 Jan 3869.80 100 -52.3 - 0 0 2
16 Jan 3856.40 100 -52.3 - 0 0 2
14 Jan 3865.80 100 -52.3 - 0 0 2
13 Jan 3887.40 100 -52.3 - 0 0 0
12 Jan 4019.00 100 -52.3 - 0 0 2
9 Jan 4025.20 100 -52.3 - 0 0 2
8 Jan 4028.40 100 -52.3 20.78 2 1 1
7 Jan 4157.00 152.3 0 - 0 0 0
6 Jan 4140.60 152.3 0 - 0 0 0
5 Jan 4150.40 152.3 0 - 0 0 0
2 Jan 4163.40 152.3 0 - 0 0 0
1 Jan 4140.40 152.3 0 - 0 0 0
31 Dec 4083.50 0 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4000 expiring on 30MAR2026

Delta for 4000 PE is -0.59

Historical price for 4000 PE is as follows

On 4 Mar LT was trading at 3882.60. The strike last trading price was 183.2, which was 98.75 higher than the previous day. The implied volatity was 31.97, the open interest changed by -290 which decreased total open position to 1780


On 2 Mar LT was trading at 4066.70. The strike last trading price was 86.5, which was 72.3 higher than the previous day. The implied volatity was 28.03, the open interest changed by 613 which increased total open position to 2106


On 27 Feb LT was trading at 4278.30. The strike last trading price was 14.2, which was 0.05 higher than the previous day. The implied volatity was 21.11, the open interest changed by 102 which increased total open position to 1491


On 26 Feb LT was trading at 4286.50. The strike last trading price was 13.9, which was -1.25 lower than the previous day. The implied volatity was 21.62, the open interest changed by 20 which increased total open position to 1388


On 25 Feb LT was trading at 4298.50. The strike last trading price was 15.8, which was -5.25 lower than the previous day. The implied volatity was 22.68, the open interest changed by 199 which increased total open position to 1368


On 24 Feb LT was trading at 4259.20. The strike last trading price was 20.3, which was 9.85 higher than the previous day. The implied volatity was 22.13, the open interest changed by 61 which increased total open position to 1169


On 23 Feb LT was trading at 4418.10. The strike last trading price was 10.8, which was -0.45 lower than the previous day. The implied volatity was 24.54, the open interest changed by -12 which decreased total open position to 1108


On 20 Feb LT was trading at 4380.60. The strike last trading price was 11.15, which was -4.65 lower than the previous day. The implied volatity was 22.46, the open interest changed by 241 which increased total open position to 1137


On 19 Feb LT was trading at 4280.50. The strike last trading price was 16.15, which was 2.9 higher than the previous day. The implied volatity was 20.12, the open interest changed by 3 which increased total open position to 896


On 18 Feb LT was trading at 4325.90. The strike last trading price was 14.5, which was -1.35 lower than the previous day. The implied volatity was 20.77, the open interest changed by -216 which decreased total open position to 890


On 17 Feb LT was trading at 4279.80. The strike last trading price was 16.4, which was -10.25 lower than the previous day. The implied volatity was 19.89, the open interest changed by 128 which increased total open position to 1105


On 16 Feb LT was trading at 4201.50. The strike last trading price was 26.8, which was -12.35 lower than the previous day. The implied volatity was 19.58, the open interest changed by 21 which increased total open position to 966


On 13 Feb LT was trading at 4173.90. The strike last trading price was 40, which was 7.5 higher than the previous day. The implied volatity was 20.99, the open interest changed by 111 which increased total open position to 946


On 12 Feb LT was trading at 4185.90. The strike last trading price was 31.5, which was -4.05 lower than the previous day. The implied volatity was 19.2, the open interest changed by -16 which decreased total open position to 835


On 11 Feb LT was trading at 4170.40. The strike last trading price was 36.95, which was 5.8 higher than the previous day. The implied volatity was 19.86, the open interest changed by 153 which increased total open position to 852


On 10 Feb LT was trading at 4169.00. The strike last trading price was 32, which was -12.15 lower than the previous day. The implied volatity was 18.37, the open interest changed by 283 which increased total open position to 699


On 9 Feb LT was trading at 4113.60. The strike last trading price was 41.6, which was -20.4 lower than the previous day. The implied volatity was 17.51, the open interest changed by 372 which increased total open position to 417


On 6 Feb LT was trading at 4068.10. The strike last trading price was 62, which was -2.2 lower than the previous day. The implied volatity was 18.69, the open interest changed by 10 which increased total open position to 45


On 5 Feb LT was trading at 4063.30. The strike last trading price was 64.2, which was -3.5 lower than the previous day. The implied volatity was 18.66, the open interest changed by 3 which increased total open position to 36


On 4 Feb LT was trading at 4087.10. The strike last trading price was 69, which was -7.1 lower than the previous day. The implied volatity was 20.57, the open interest changed by 17 which increased total open position to 32


On 3 Feb LT was trading at 4038.80. The strike last trading price was 78.3, which was -101.7 lower than the previous day. The implied volatity was 19.38, the open interest changed by 6 which increased total open position to 14


On 2 Feb LT was trading at 3921.30. The strike last trading price was 180, which was 29.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 1 Feb LT was trading at 3814.00. The strike last trading price was 180, which was 29.4 higher than the previous day. The implied volatity was 16.34, the open interest changed by 0 which decreased total open position to 7


On 30 Jan LT was trading at 3932.30. The strike last trading price was 145, which was -5 lower than the previous day. The implied volatity was 22.91, the open interest changed by 0 which decreased total open position to 5


On 29 Jan LT was trading at 3932.90. The strike last trading price was 150, which was 50 higher than the previous day. The implied volatity was 23.82, the open interest changed by 3 which increased total open position to 5


On 28 Jan LT was trading at 3794.00. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Jan LT was trading at 3787.80. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Jan LT was trading at 3743.80. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 22 Jan LT was trading at 3793.80. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 21 Jan LT was trading at 3766.50. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Jan LT was trading at 3810.50. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Jan LT was trading at 3869.80. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Jan LT was trading at 3856.40. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 Jan LT was trading at 3865.80. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Jan LT was trading at 3887.40. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan LT was trading at 4019.00. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Jan LT was trading at 4025.20. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Jan LT was trading at 4028.40. The strike last trading price was 100, which was -52.3 lower than the previous day. The implied volatity was 20.78, the open interest changed by 1 which increased total open position to 1


On 7 Jan LT was trading at 4157.00. The strike last trading price was 152.3, 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 6 Jan LT was trading at 4140.60. The strike last trading price was 152.3, 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 5 Jan LT was trading at 4150.40. The strike last trading price was 152.3, 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 2 Jan LT was trading at 4163.40. The strike last trading price was 152.3, 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 1 Jan LT was trading at 4140.40. The strike last trading price was 152.3, 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 31 Dec LT was trading at 4083.50. 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