Historical option data for LT
03 Jun 2026 04:10 PM IST
| LT 30-Jun-2026 (27d) 4020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0.04
Theta: -2.06
Gamma: 0.00154
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.43
Historical price for 4020 CE is as follows
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 (27d) 4020 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0.04
Theta: -1.06
Gamma: 0.0019
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.6
Historical price for 4020 PE is as follows
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
