LT

Larsen & Toubro Ltd.

4038.2 +54.60 (1.37%)

L: 3975.1 H: 4048

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Historical option data for LT
05 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LT 30-DEC-2025 4020 CE
Delta: 0.65 Vega: 3.90 Theta: -1.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	4038.20	75.8 ₹ 13,265	19.9 3482.50	11.72	2,545 4,45,375	66 11,550	443 77,525

4 Dec	3983.60	57.5 ₹ 10,062.5	-0.45 -78.75	13.59	1,239 2,16,825	-47 -8,225	381 66,675
3 Dec	3988.00	58.55 ₹ 10,246.25	-30.45 -5328.75	12.97	1,098 1,92,150	127 22,225	445 77,875
2 Dec	4030.50	89.75 ₹ 15,706.25	-23.8 -4165.00	14.52	157 27,475	5 875	317 55,475
1 Dec	4073.20	113.6 ₹ 19,880	-5.75 -1006.25	14.78	59 10,325	31 5,425	313 54,775
28 Nov	4069.60	122 ₹ 21,350	-5.7 -997.50	13.32	50 8,750	4 700	281 49,175
27 Nov	4081.30	127.7 ₹ 22,347.5	15.6 2730.00	14.32	223 39,025	-51 -8,925	277 48,475
26 Nov	4062.00	109.8 ₹ 19,215	29.75 5206.25	13.04	951 1,66,425	-45 -7,875	328 57,400
25 Nov	3996.70	73.8 ₹ 12,915	-19.4 -3395.00	14.95	975 1,70,625	146 25,550	369 64,575
24 Nov	4013.30	91.9 ₹ 16,082.5	-11.45 -2003.75	15.64	339 59,325	109 19,075	225 39,375
21 Nov	4024.90	102.2 ₹ 17,885	-11.75 -2056.25	14.56	193 33,775	30 5,250	114 19,950
20 Nov	4037.40	114.95 ₹ 20,116.25	12 2100.00	15.53	327 57,225	8 1,400	84 14,700
19 Nov	4019.60	101.35 ₹ 17,736.25	4.15 726.25	14.56	91 15,925	35 6,125	78 13,650
18 Nov	3999.60	96.35 ₹ 16,861.25	-22.05 -3858.75	15.45	45 7,875	24 4,200	42 7,350
17 Nov	4027.70	118.4 ₹ 20,720	49.4 8645.00	16.43	47 8,225	14 2,450	17 2,975
14 Nov	4004.40	69 ₹ 12,075	-25 -4375.00	-	0 0	0 0	0 0
13 Nov	4002.50	69 ₹ 12,075	-25 -4375.00	-	0 0	0 0	0 0
12 Nov	3954.60	69 ₹ 12,075	-25 -4375.00	-	0 0	0 0	0 0
11 Nov	3955.00	69 ₹ 12,075	-25 -4375.00	-	0 0	0 0	0 0
10 Nov	3918.50	69 ₹ 12,075	-25 -4375.00	-	0 0	0 0	0 0
7 Nov	3882.50	69 ₹ 12,075	-25 -4375.00	-	0 0	-1 -175	0 0
6 Nov	3881.60	69 ₹ 12,075	-25 -4375.00	16.48	3 525	0 0	4 700
4 Nov	3924.40	94 ₹ 16,450	-28 -4900.00	17.87	4 700	0 0	3 525
3 Nov	3980.50	122 ₹ 21,350	-5.85 -1023.75	17.65	1 175	0 0	2 350
31 Oct	4030.90	127.85 ₹ 22,373.75	-22.95 -4016.25	-	0 0	0 0	0 0
30 Oct	3987.50	127.85 ₹ 22,373.75	-22.95 -4016.25	16.80	1 175	0 0	2 350
29 Oct	3958.10	150.8 ₹ 26,390	-29.05 -5083.75	22.81	2 350	0 0	0 0

For Larsen & Toubro Ltd. - strike price 4020 expiring on 30DEC2025

Delta for 4020 CE is 0.65

Historical price for 4020 CE is as follows

On 5 Dec LT was trading at 4038.20. The strike last trading price was 75.8, which was 19.9 higher than the previous day. The implied volatity was 11.72, the open interest changed by 66 which increased total open position to 443

On 4 Dec LT was trading at 3983.60. The strike last trading price was 57.5, which was -0.45 lower than the previous day. The implied volatity was 13.59, the open interest changed by -47 which decreased total open position to 381

On 3 Dec LT was trading at 3988.00. The strike last trading price was 58.55, which was -30.45 lower than the previous day. The implied volatity was 12.97, the open interest changed by 127 which increased total open position to 445

On 2 Dec LT was trading at 4030.50. The strike last trading price was 89.75, which was -23.8 lower than the previous day. The implied volatity was 14.52, the open interest changed by 5 which increased total open position to 317

On 1 Dec LT was trading at 4073.20. The strike last trading price was 113.6, which was -5.75 lower than the previous day. The implied volatity was 14.78, the open interest changed by 31 which increased total open position to 313

On 28 Nov LT was trading at 4069.60. The strike last trading price was 122, which was -5.7 lower than the previous day. The implied volatity was 13.32, the open interest changed by 4 which increased total open position to 281

On 27 Nov LT was trading at 4081.30. The strike last trading price was 127.7, which was 15.6 higher than the previous day. The implied volatity was 14.32, the open interest changed by -51 which decreased total open position to 277

On 26 Nov LT was trading at 4062.00. The strike last trading price was 109.8, which was 29.75 higher than the previous day. The implied volatity was 13.04, the open interest changed by -45 which decreased total open position to 328

On 25 Nov LT was trading at 3996.70. The strike last trading price was 73.8, which was -19.4 lower than the previous day. The implied volatity was 14.95, the open interest changed by 146 which increased total open position to 369

On 24 Nov LT was trading at 4013.30. The strike last trading price was 91.9, which was -11.45 lower than the previous day. The implied volatity was 15.64, the open interest changed by 109 which increased total open position to 225

On 21 Nov LT was trading at 4024.90. The strike last trading price was 102.2, which was -11.75 lower than the previous day. The implied volatity was 14.56, the open interest changed by 30 which increased total open position to 114

On 20 Nov LT was trading at 4037.40. The strike last trading price was 114.95, which was 12 higher than the previous day. The implied volatity was 15.53, the open interest changed by 8 which increased total open position to 84

On 19 Nov LT was trading at 4019.60. The strike last trading price was 101.35, which was 4.15 higher than the previous day. The implied volatity was 14.56, the open interest changed by 35 which increased total open position to 78

On 18 Nov LT was trading at 3999.60. The strike last trading price was 96.35, which was -22.05 lower than the previous day. The implied volatity was 15.45, the open interest changed by 24 which increased total open position to 42

On 17 Nov LT was trading at 4027.70. The strike last trading price was 118.4, which was 49.4 higher than the previous day. The implied volatity was 16.43, the open interest changed by 14 which increased total open position to 17

On 14 Nov LT was trading at 4004.40. The strike last trading price was 69, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 13 Nov LT was trading at 4002.50. The strike last trading price was 69, which was -25 lower 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 69, which was -25 lower 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 69, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov LT was trading at 3918.50. The strike last trading price was 69, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov LT was trading at 3882.50. The strike last trading price was 69, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 6 Nov LT was trading at 3881.60. The strike last trading price was 69, which was -25 lower than the previous day. The implied volatity was 16.48, the open interest changed by 0 which decreased total open position to 4

On 4 Nov LT was trading at 3924.40. The strike last trading price was 94, which was -28 lower than the previous day. The implied volatity was 17.87, the open interest changed by 0 which decreased total open position to 3

On 3 Nov LT was trading at 3980.50. The strike last trading price was 122, which was -5.85 lower than the previous day. The implied volatity was 17.65, the open interest changed by 0 which decreased total open position to 2

On 31 Oct LT was trading at 4030.90. The strike last trading price was 127.85, which was -22.95 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 127.85, which was -22.95 lower than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 2

On 29 Oct LT was trading at 3958.10. The strike last trading price was 150.8, which was -29.05 lower than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 0

LT 30DEC2025 4020 PE
Delta: -0.38 Vega: 4.02 Theta: -0.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	4038.20	44.35 ₹ 7,761.25	-24.95 -4366.25	15.49	961 1,68,175	52 9,100	466 81,550
4 Dec	3983.60	67.45 ₹ 11,803.75	-4.7 -822.50	15.82	281 49,175	27 4,725	420 73,500
3 Dec	3988.00	70.25 ₹ 12,293.75	17.75 3106.25	16.80	974 1,70,450	-64 -11,200	397 69,475
2 Dec	4030.50	52.8 ₹ 9,240	9.2 1610.00	16.55	491 85,925	73 12,775	433 75,775
1 Dec	4073.20	43 ₹ 7,525	1.95 341.25	16.78	764 1,33,700	2 350	361 63,175
28 Nov	4069.60	39.2 ₹ 6,860	-0.45 -78.75	16.31	991 1,73,425	-148 -25,900	372 65,100
27 Nov	4081.30	40.15 ₹ 7,026.25	-6.7 -1172.50	16.36	1,518 2,65,650	98 17,150	520 91,000
26 Nov	4062.00	48 ₹ 8,400	-26.95 -4716.25	16.51	1,715 3,00,125	219 38,325	421 73,675
25 Nov	3996.70	80.4 ₹ 14,070	11 1925.00	16.40	833 1,45,775	51 8,925	205 35,875
24 Nov	4013.30	69.6 ₹ 12,180	-0.85 -148.75	16.38	360 63,000	31 5,425	161 28,175
21 Nov	4024.90	70.2 ₹ 12,285	4.95 866.25	17.65	216 37,800	-2 -350	129 22,575
20 Nov	4037.40	64.05 ₹ 11,208.75	-14.15 -2476.25	17.10	156 27,300	-12 -2,100	134 23,450
19 Nov	4019.60	78.7 ₹ 13,772.5	-11.45 -2003.75	18.50	132 23,100	72 12,600	146 25,550
18 Nov	3999.60	90.15 ₹ 15,776.25	9.9 1732.50	18.93	65 11,375	53 9,275	71 12,425
17 Nov	4027.70	80 ₹ 14,000	-19 -3325.00	18.99	11 1,925	8 1,400	17 2,975
14 Nov	4004.40	99 ₹ 17,325	2.35 411.25	-	0 0	3 525	0 0
13 Nov	4002.50	99 ₹ 17,325	2.35 411.25	20.38	3 525	0 0	6 1,050
12 Nov	3954.60	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	0 0	0 0
11 Nov	3955.00	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	0 0	0 0
10 Nov	3918.50	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	0 0	0 0
7 Nov	3882.50	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	0 0	0 0
6 Nov	3881.60	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	0 0	0 0
4 Nov	3924.40	96.65 ₹ 16,913.75	-24.35 -4261.25	-	0 0	5 875	0 0
3 Nov	3980.50	96.65 ₹ 16,913.75	-24.35 -4261.25	17.19	7 1,225	5 875	6 1,050
31 Oct	4030.90	121 ₹ 21,175	-63.85 -11173.75	-	0 0	1 175	0 0
30 Oct	3987.50	121 ₹ 21,175	-63.85 -11173.75	21.27	1 175	0 0	0 0
29 Oct	3958.10	184.85 ₹ 32,348.75	0 0.00	0.10	0 0	0 0	0 0

For Larsen & Toubro Ltd. - strike price 4020 expiring on 30DEC2025

Delta for 4020 PE is -0.38

Historical price for 4020 PE is as follows

On 5 Dec LT was trading at 4038.20. The strike last trading price was 44.35, which was -24.95 lower than the previous day. The implied volatity was 15.49, the open interest changed by 52 which increased total open position to 466

On 4 Dec LT was trading at 3983.60. The strike last trading price was 67.45, which was -4.7 lower than the previous day. The implied volatity was 15.82, the open interest changed by 27 which increased total open position to 420

On 3 Dec LT was trading at 3988.00. The strike last trading price was 70.25, which was 17.75 higher than the previous day. The implied volatity was 16.80, the open interest changed by -64 which decreased total open position to 397

On 2 Dec LT was trading at 4030.50. The strike last trading price was 52.8, which was 9.2 higher than the previous day. The implied volatity was 16.55, the open interest changed by 73 which increased total open position to 433

On 1 Dec LT was trading at 4073.20. The strike last trading price was 43, which was 1.95 higher than the previous day. The implied volatity was 16.78, the open interest changed by 2 which increased total open position to 361

On 28 Nov LT was trading at 4069.60. The strike last trading price was 39.2, which was -0.45 lower than the previous day. The implied volatity was 16.31, the open interest changed by -148 which decreased total open position to 372

On 27 Nov LT was trading at 4081.30. The strike last trading price was 40.15, which was -6.7 lower than the previous day. The implied volatity was 16.36, the open interest changed by 98 which increased total open position to 520

On 26 Nov LT was trading at 4062.00. The strike last trading price was 48, which was -26.95 lower than the previous day. The implied volatity was 16.51, the open interest changed by 219 which increased total open position to 421

On 25 Nov LT was trading at 3996.70. The strike last trading price was 80.4, which was 11 higher than the previous day. The implied volatity was 16.40, the open interest changed by 51 which increased total open position to 205

On 24 Nov LT was trading at 4013.30. The strike last trading price was 69.6, which was -0.85 lower than the previous day. The implied volatity was 16.38, the open interest changed by 31 which increased total open position to 161

On 21 Nov LT was trading at 4024.90. The strike last trading price was 70.2, which was 4.95 higher than the previous day. The implied volatity was 17.65, the open interest changed by -2 which decreased total open position to 129

On 20 Nov LT was trading at 4037.40. The strike last trading price was 64.05, which was -14.15 lower than the previous day. The implied volatity was 17.10, the open interest changed by -12 which decreased total open position to 134

On 19 Nov LT was trading at 4019.60. The strike last trading price was 78.7, which was -11.45 lower than the previous day. The implied volatity was 18.50, the open interest changed by 72 which increased total open position to 146

On 18 Nov LT was trading at 3999.60. The strike last trading price was 90.15, which was 9.9 higher than the previous day. The implied volatity was 18.93, the open interest changed by 53 which increased total open position to 71

On 17 Nov LT was trading at 4027.70. The strike last trading price was 80, which was -19 lower than the previous day. The implied volatity was 18.99, the open interest changed by 8 which increased total open position to 17

On 14 Nov LT was trading at 4004.40. The strike last trading price was 99, which was 2.35 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 13 Nov LT was trading at 4002.50. The strike last trading price was 99, which was 2.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 6

On 12 Nov LT was trading at 3954.60. The strike last trading price was 96.65, which was -24.35 lower 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 96.65, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov LT was trading at 3918.50. The strike last trading price was 96.65, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 7 Nov LT was trading at 3882.50. The strike last trading price was 96.65, which was -24.35 lower 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 96.65, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Nov LT was trading at 3924.40. The strike last trading price was 96.65, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 3 Nov LT was trading at 3980.50. The strike last trading price was 96.65, which was -24.35 lower than the previous day. The implied volatity was 17.19, the open interest changed by 5 which increased total open position to 6

On 31 Oct LT was trading at 4030.90. The strike last trading price was 121, which was -63.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 30 Oct LT was trading at 3987.50. The strike last trading price was 121, which was -63.85 lower than the previous day. The implied volatity was 21.27, the open interest changed by 0 which decreased total open position to 0

On 29 Oct LT was trading at 3958.10. The strike last trading price was 184.85, which was 0 lower than the previous day. The implied volatity was 0.10, the open interest changed by 0 which decreased total open position to 0

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