Historical option data for LT
23 Jun 2026 04:10 PM IST
| LT 30-Jun-2026 (6d) 4020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.01
Theta: -0.29
Gamma: 0.00121
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 4179.40 | 149.35 | -28.65 (-16.10%) | 16.9 | 26 | -1 | 470 | |||||||||
| 22 Jun | 4201.30 | 176.6 | -22.4 (-11.26%) | 19.6 | 48 | 0 | 471 | |||||||||
| 19 Jun | 4209.40 | 198.5 | 16.5 (9.07%) | 15.24 | 46 | -3 | 473 | |||||||||
| 18 Jun | 4190.00 | 182.2 | -19.8 (-9.80%) | 17.65 | 52 | 6 | 476 | |||||||||
| 17 Jun | 4207.70 | 200.1 | 24.1 (13.69%) | 19.25 | 74 | -27 | 470 | |||||||||
| 16 Jun | 4186.40 | 174.5 | 9.5 (5.76%) | 12.71 | 79 | -10 | 497 | |||||||||
| 15 Jun | 4169.80 | 165 | 69 (71.88%) | 13.63 | 548 | -146 | 579 | |||||||||
| 12 Jun | 4049.30 | 93 | 71 (322.73%) | 20.48 | 6,511 | 223 | 727 | |||||||||
| 11 Jun | 3862.00 | 23.15 | -11.85 (-33.86%) | 19.81 | 561 | 10 | 504 | |||||||||
| 10 Jun | 3917.50 | 40 | 1 (2.56%) | 18.34 | 736 | 11 | 497 | |||||||||
| 9 Jun | 3900.60 | 39.5 | 4.5 (12.86%) | 21.18 | 403 | 2 | 485 | |||||||||
| 8 Jun | 3875.50 | 34 | -39 (-53.42%) | 21.95 | 1,022 | 67 | 485 | |||||||||
| 5 Jun | 3953.20 | 75.35 | 3.35 (4.65%) | 22.63 | 833 | 56 | 418 | |||||||||
| 4 Jun | 3942.10 | 72.9 | -8.1 (-10.00%) | 23.01 | 446 | 23 | 363 | |||||||||
| 3 Jun | 3953.20 | 76.6 | -22.4 (-22.63%) | 23.6 | 706 | 43 | 339 | |||||||||
| 2 Jun | 4000.90 | 100.45 | 3.45 (3.56%) | 21.94 | 903 | -80 | 296 | |||||||||
| 1 Jun | 4010.80 | 97.5 | -50.5 (-34.12%) | 20.41 | 643 | 94 | 375 | |||||||||
| 29 May | 4076.50 | 152.75 | 21.75 (16.60%) | 21.19 | 341 | -80 | 281 | |||||||||
| 27 May | 4047.50 | 134.45 | 7.45 (5.87%) | 21.52 | 608 | 41 | 362 | |||||||||
| 26 May | 4037.80 | 126 | -8 (-5.97%) | 21.2 | 811 | -26 | 321 | |||||||||
| 25 May | 4033.40 | 137.3 | 48.3 (54.27%) | 23.33 | 1,144 | 335 | 351 | |||||||||
| 22 May | 3926.60 | 88.8 | 8.8 (11.00%) | 23.12 | 12 | 0 | 17 | |||||||||
| 21 May | 3928.50 | 79.65 | -13.35 (-14.35%) | 21.06 | 16 | 2 | 16 | |||||||||
| 20 May | 3910.70 | 93 | 4 (4.49%) | 23.37 | 1 | 0 | 14 | |||||||||
| 19 May | 3921.00 | 89.5 | -3.5 (-3.76%) | 23.71 | 4 | 2 | 12 | |||||||||
| 18 May | 3917.80 | 93 | -55 (-37.16%) | 23.57 | 10 | 4 | 5 | |||||||||
| 15 May | 3909.00 | 148 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 3940.40 | 148 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 3915.80 | 148 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 3856.50 | 148 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 3940.20 | 148 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 3974.50 | 148 | -105.15 (-41.54%) | 25.18 | 1 | 0 | 0 | |||||||||
| 7 May | 4023.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4008.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4054.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 4100.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4020 expiring on 30JUN2026
Delta for 4020 CE is 0.94
Historical price for 4020 CE is as follows
On 23 Jun LT was trading at 4179.40. The strike last trading price was 149.35, which was -28.65 lower than the previous day. The implied volatity was 16.9, the open interest changed by -1 which decreased total open position to 470
On 22 Jun LT was trading at 4201.30. The strike last trading price was 176.6, which was -22.4 lower than the previous day. The implied volatity was 19.6, the open interest changed by 0 which decreased total open position to 471
On 19 Jun LT was trading at 4209.40. The strike last trading price was 198.5, which was 16.5 higher than the previous day. The implied volatity was 15.24, the open interest changed by -3 which decreased total open position to 473
On 18 Jun LT was trading at 4190.00. The strike last trading price was 182.2, which was -19.8 lower than the previous day. The implied volatity was 17.65, the open interest changed by 6 which increased total open position to 476
On 17 Jun LT was trading at 4207.70. The strike last trading price was 200.1, which was 24.1 higher than the previous day. The implied volatity was 19.25, the open interest changed by -27 which decreased total open position to 470
On 16 Jun LT was trading at 4186.40. The strike last trading price was 174.5, which was 9.5 higher than the previous day. The implied volatity was 12.71, the open interest changed by -10 which decreased total open position to 497
On 15 Jun LT was trading at 4169.80. The strike last trading price was 165, which was 69 higher than the previous day. The implied volatity was 13.63, the open interest changed by -146 which decreased total open position to 579
On 12 Jun LT was trading at 4049.30. The strike last trading price was 93, which was 71 higher than the previous day. The implied volatity was 20.48, the open interest changed by 223 which increased total open position to 727
On 11 Jun LT was trading at 3862.00. The strike last trading price was 23.15, which was -11.85 lower than the previous day. The implied volatity was 19.81, the open interest changed by 10 which increased total open position to 504
On 10 Jun LT was trading at 3917.50. The strike last trading price was 40, which was 1 higher than the previous day. The implied volatity was 18.34, the open interest changed by 11 which increased total open position to 497
On 9 Jun LT was trading at 3900.60. The strike last trading price was 39.5, which was 4.5 higher than the previous day. The implied volatity was 21.18, the open interest changed by 2 which increased total open position to 485
On 8 Jun LT was trading at 3875.50. The strike last trading price was 34, which was -39 lower than the previous day. The implied volatity was 21.95, the open interest changed by 67 which increased total open position to 485
On 5 Jun LT was trading at 3953.20. The strike last trading price was 75.35, which was 3.35 higher than the previous day. The implied volatity was 22.63, the open interest changed by 56 which increased total open position to 418
On 4 Jun LT was trading at 3942.10. The strike last trading price was 72.9, which was -8.1 lower than the previous day. The implied volatity was 23.01, the open interest changed by 23 which increased total open position to 363
On 3 Jun LT was trading at 3953.20. The strike last trading price was 76.6, which was -22.4 lower than the previous day. The implied volatity was 23.6, the open interest changed by 43 which increased total open position to 339
On 2 Jun LT was trading at 4000.90. The strike last trading price was 100.45, which was 3.45 higher than the previous day. The implied volatity was 21.94, the open interest changed by -80 which decreased total open position to 296
On 1 Jun LT was trading at 4010.80. The strike last trading price was 97.5, which was -50.5 lower than the previous day. The implied volatity was 20.41, the open interest changed by 94 which increased total open position to 375
On 29 May LT was trading at 4076.50. The strike last trading price was 152.75, which was 21.75 higher than the previous day. The implied volatity was 21.19, the open interest changed by -80 which decreased total open position to 281
On 27 May LT was trading at 4047.50. The strike last trading price was 134.45, which was 7.45 higher than the previous day. The implied volatity was 21.52, the open interest changed by 41 which increased total open position to 362
On 26 May LT was trading at 4037.80. The strike last trading price was 126, which was -8 lower than the previous day. The implied volatity was 21.2, the open interest changed by -26 which decreased total open position to 321
On 25 May LT was trading at 4033.40. The strike last trading price was 137.3, which was 48.3 higher than the previous day. The implied volatity was 23.33, the open interest changed by 335 which increased total open position to 351
On 22 May LT was trading at 3926.60. The strike last trading price was 88.8, which was 8.8 higher than the previous day. The implied volatity was 23.12, the open interest changed by 0 which decreased total open position to 17
On 21 May LT was trading at 3928.50. The strike last trading price was 79.65, which was -13.35 lower than the previous day. The implied volatity was 21.06, the open interest changed by 2 which increased total open position to 16
On 20 May LT was trading at 3910.70. The strike last trading price was 93, which was 4 higher than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 14
On 19 May LT was trading at 3921.00. The strike last trading price was 89.5, which was -3.5 lower than the previous day. The implied volatity was 23.71, the open interest changed by 2 which increased total open position to 12
On 18 May LT was trading at 3917.80. The strike last trading price was 93, which was -55 lower than the previous day. The implied volatity was 23.57, the open interest changed by 4 which increased total open position to 5
On 15 May LT was trading at 3909.00. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May LT was trading at 3940.40. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May LT was trading at 3915.80. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May LT was trading at 3856.50. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May LT was trading at 3940.20. The strike last trading price was 148, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May LT was trading at 3974.50. The strike last trading price was 148, which was -105.15 lower than the previous day. The implied volatity was 25.18, the open interest changed by 0 which decreased total open position to 0
On 7 May LT was trading at 4023.00. 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 May LT was trading at 4008.50. 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
On 5 May LT was trading at 4054.50. 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
On 4 May LT was trading at 4100.80. 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 30 Apr LT was trading at 4014.00. 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 29 Apr LT was trading at 4096.10. 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
| LT 30-Jun-2026 (6d) 4020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.01
Theta: -0.3
Gamma: 0.00113
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 4179.40 | 2.65 | -0.7 (-20.90%) | 17.55 | 1,183 | -440 | 642 |
| 22 Jun | 4201.30 | 3.55 | -0.95 (-21.11%) | 19.67 | 175 | -28 | 1,080 |
| 19 Jun | 4209.40 | 4 | -1.25 (-23.81%) | 18.28 | 377 | -84 | 1,108 |
| 18 Jun | 4190.00 | 5.6 | 0.15 (2.75%) | 17.7 | 537 | 162 | 1,193 |
| 17 Jun | 4207.70 | 5.8 | -3.55 (-37.97%) | 18.18 | 793 | -60 | 1,031 |
| 16 Jun | 4186.40 | 9.15 | -4.8 (-34.41%) | 18.25 | 818 | -63 | 1,091 |
| 15 Jun | 4169.80 | 14.4 | -34.2 (-70.37%) | 19.63 | 2,083 | 502 | 1,155 |
| 12 Jun | 4049.30 | 48.75 | -79.55 (-62.00%) | 18.12 | 2,159 | 269 | 660 |
| 11 Jun | 3862.00 | 128.3 | 128.3 (-7.65%) | 20.41 | 241 | 0 | 391 |
| 10 Jun | 3917.50 | 120.7 | -10 (-7.65%) | 20.41 | 241 | -17 | 394 |
| 9 Jun | 3900.60 | 129.75 | -38.75 (-23.00%) | 16.88 | 62 | -3 | 411 |
| 8 Jun | 3875.50 | 170.05 | 60.85 (55.72%) | 20.69 | 105 | -1 | 414 |
| 5 Jun | 3953.20 | 107.65 | -5.7 (-5.03%) | 19.92 | 554 | 22 | 417 |
| 4 Jun | 3942.10 | 110.7 | 0.95 (0.87%) | 18.67 | 384 | 43 | 395 |
| 3 Jun | 3953.20 | 113.05 | 29.35 (35.07%) | 18.82 | 405 | -10 | 351 |
| 2 Jun | 4000.90 | 81.7 | -1.85 (-2.21%) | 19.35 | 590 | 2 | 363 |
| 1 Jun | 4010.80 | 83.85 | 26.4 (45.95%) | 19.72 | 741 | 43 | 362 |
| 29 May | 4076.50 | 54.5 | -17.75 (-24.57%) | 19.24 | 693 | -44 | 320 |
| 27 May | 4047.50 | 69.1 | -15.25 (-18.08%) | 18.63 | 534 | 50 | 364 |
| 26 May | 4037.80 | 86.75 | -5.25 (-5.71%) | 20.54 | 781 | 107 | 314 |
| 25 May | 4033.40 | 87 | -66.5 (-43.32%) | 20.66 | 463 | 195 | 205 |
| 22 May | 3926.60 | 151 | -51.4 (-25.40%) | 22.47 | 29 | 10 | 10 |
| 21 May | 3928.50 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 3910.70 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 3921.00 | 0 | 0 (25.60%) | 28.03 | 0 | 0 | 0 |
| 18 May | 3917.80 | 202.4 | 41.25 (25.60%) | 28.03 | 1 | 0 | 1 |
| 15 May | 3909.00 | 161.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 3940.40 | 161.15 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 3915.80 | 161.15 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 3856.50 | 161.15 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 3940.20 | 161.15 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 3974.50 | 161.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 7 May | 4023.00 | 161.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 6 May | 4008.50 | 161.15 | 0 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 4054.50 | 161.15 | 0 (0.00%) | 33.38 | 0 | 0 | 1 |
| 4 May | 4100.80 | 161.15 | -34.25 (-17.53%) | 33.38 | 1 | 0 | 0 |
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4020 expiring on 30JUN2026
Delta for 4020 PE is -0.06
Historical price for 4020 PE is as follows
On 23 Jun LT was trading at 4179.40. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 17.55, the open interest changed by -440 which decreased total open position to 642
On 22 Jun LT was trading at 4201.30. The strike last trading price was 3.55, which was -0.95 lower than the previous day. The implied volatity was 19.67, the open interest changed by -28 which decreased total open position to 1080
On 19 Jun LT was trading at 4209.40. The strike last trading price was 4, which was -1.25 lower than the previous day. The implied volatity was 18.28, the open interest changed by -84 which decreased total open position to 1108
On 18 Jun LT was trading at 4190.00. The strike last trading price was 5.6, which was 0.15 higher than the previous day. The implied volatity was 17.7, the open interest changed by 162 which increased total open position to 1193
On 17 Jun LT was trading at 4207.70. The strike last trading price was 5.8, which was -3.55 lower than the previous day. The implied volatity was 18.18, the open interest changed by -60 which decreased total open position to 1031
On 16 Jun LT was trading at 4186.40. The strike last trading price was 9.15, which was -4.8 lower than the previous day. The implied volatity was 18.25, the open interest changed by -63 which decreased total open position to 1091
On 15 Jun LT was trading at 4169.80. The strike last trading price was 14.4, which was -34.2 lower than the previous day. The implied volatity was 19.63, the open interest changed by 502 which increased total open position to 1155
On 12 Jun LT was trading at 4049.30. The strike last trading price was 48.75, which was -79.55 lower than the previous day. The implied volatity was 18.12, the open interest changed by 269 which increased total open position to 660
On 11 Jun LT was trading at 3862.00. The strike last trading price was 128.3, which was 128.3 higher than the previous day. The implied volatity was 20.41, the open interest changed by 0 which decreased total open position to 391
On 10 Jun LT was trading at 3917.50. The strike last trading price was 120.7, which was -10 lower than the previous day. The implied volatity was 20.41, the open interest changed by -17 which decreased total open position to 394
On 9 Jun LT was trading at 3900.60. The strike last trading price was 129.75, which was -38.75 lower than the previous day. The implied volatity was 16.88, the open interest changed by -3 which decreased total open position to 411
On 8 Jun LT was trading at 3875.50. The strike last trading price was 170.05, which was 60.85 higher than the previous day. The implied volatity was 20.69, the open interest changed by -1 which decreased total open position to 414
On 5 Jun LT was trading at 3953.20. The strike last trading price was 107.65, which was -5.7 lower than the previous day. The implied volatity was 19.92, the open interest changed by 22 which increased total open position to 417
On 4 Jun LT was trading at 3942.10. The strike last trading price was 110.7, which was 0.95 higher than the previous day. The implied volatity was 18.67, the open interest changed by 43 which increased total open position to 395
On 3 Jun LT was trading at 3953.20. The strike last trading price was 113.05, which was 29.35 higher than the previous day. The implied volatity was 18.82, the open interest changed by -10 which decreased total open position to 351
On 2 Jun LT was trading at 4000.90. The strike last trading price was 81.7, which was -1.85 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 363
On 1 Jun LT was trading at 4010.80. The strike last trading price was 83.85, which was 26.4 higher than the previous day. The implied volatity was 19.72, the open interest changed by 43 which increased total open position to 362
On 29 May LT was trading at 4076.50. The strike last trading price was 54.5, which was -17.75 lower than the previous day. The implied volatity was 19.24, the open interest changed by -44 which decreased total open position to 320
On 27 May LT was trading at 4047.50. The strike last trading price was 69.1, which was -15.25 lower than the previous day. The implied volatity was 18.63, the open interest changed by 50 which increased total open position to 364
On 26 May LT was trading at 4037.80. The strike last trading price was 86.75, which was -5.25 lower than the previous day. The implied volatity was 20.54, the open interest changed by 107 which increased total open position to 314
On 25 May LT was trading at 4033.40. The strike last trading price was 87, which was -66.5 lower than the previous day. The implied volatity was 20.66, the open interest changed by 195 which increased total open position to 205
On 22 May LT was trading at 3926.60. The strike last trading price was 151, which was -51.4 lower than the previous day. The implied volatity was 22.47, the open interest changed by 10 which increased total open position to 10
On 21 May LT was trading at 3928.50. 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
On 20 May LT was trading at 3910.70. 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 19 May LT was trading at 3921.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 0
On 18 May LT was trading at 3917.80. The strike last trading price was 202.4, which was 41.25 higher than the previous day. The implied volatity was 28.03, the open interest changed by 0 which decreased total open position to 1
On 15 May LT was trading at 3909.00. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May LT was trading at 3940.40. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May LT was trading at 3915.80. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May LT was trading at 3856.50. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May LT was trading at 3940.20. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 8 May LT was trading at 3974.50. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May LT was trading at 4023.00. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May LT was trading at 4008.50. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May LT was trading at 4054.50. The strike last trading price was 161.15, which was 0 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 1
On 4 May LT was trading at 4100.80. The strike last trading price was 161.15, which was -34.25 lower than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 0
On 30 Apr LT was trading at 4014.00. 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 29 Apr LT was trading at 4096.10. 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
