LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4020 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 1.54
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 71.4 | 19.95 | 8.77 | 413 | -16 | 717 | |||||||||
| 18 Dec | 4031.10 | 50 | -22.15 | 13.16 | 800 | 4 | 735 | |||||||||
| 17 Dec | 4062.40 | 73.2 | 0.1 | 13.27 | 452 | 16 | 732 | |||||||||
| 16 Dec | 4063.80 | 72 | -24.4 | 12.08 | 238 | 0 | 716 | |||||||||
| 15 Dec | 4092.30 | 96.5 | 6.65 | 11.88 | 233 | -1 | 716 | |||||||||
| 12 Dec | 4074.10 | 88.45 | 40.05 | 11.94 | 1,483 | -131 | 716 | |||||||||
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| 11 Dec | 4003.90 | 49 | 2.15 | 13.14 | 1,459 | -89 | 854 | |||||||||
| 10 Dec | 3991.30 | 47 | -2.5 | 13.57 | 2,674 | 94 | 943 | |||||||||
| 9 Dec | 3997.50 | 49.5 | -1.9 | 13.26 | 2,963 | 309 | 852 | |||||||||
| 8 Dec | 3996.70 | 50.4 | -26 | 12.40 | 1,770 | 134 | 541 | |||||||||
| 5 Dec | 4038.20 | 75.8 | 19.9 | 11.72 | 2,545 | 66 | 443 | |||||||||
| 4 Dec | 3983.60 | 57.5 | -0.45 | 13.59 | 1,239 | -47 | 381 | |||||||||
| 3 Dec | 3988.00 | 58.55 | -30.45 | 12.97 | 1,098 | 127 | 445 | |||||||||
| 2 Dec | 4030.50 | 89.75 | -23.8 | 14.52 | 157 | 5 | 317 | |||||||||
| 1 Dec | 4073.20 | 113.6 | -5.75 | 14.78 | 59 | 31 | 313 | |||||||||
| 28 Nov | 4069.60 | 122 | -5.7 | 13.32 | 50 | 4 | 281 | |||||||||
| 27 Nov | 4081.30 | 127.7 | 15.6 | 14.32 | 223 | -51 | 277 | |||||||||
| 26 Nov | 4062.00 | 109.8 | 29.75 | 13.04 | 951 | -45 | 328 | |||||||||
| 25 Nov | 3996.70 | 73.8 | -19.4 | 14.95 | 975 | 146 | 369 | |||||||||
| 24 Nov | 4013.30 | 91.9 | -11.45 | 15.64 | 339 | 109 | 225 | |||||||||
| 21 Nov | 4024.90 | 102.2 | -11.75 | 14.56 | 193 | 30 | 114 | |||||||||
| 20 Nov | 4037.40 | 114.95 | 12 | 15.53 | 327 | 8 | 84 | |||||||||
| 19 Nov | 4019.60 | 101.35 | 4.15 | 14.56 | 91 | 35 | 78 | |||||||||
| 18 Nov | 3999.60 | 96.35 | -22.05 | 15.45 | 45 | 24 | 42 | |||||||||
| 17 Nov | 4027.70 | 118.4 | 49.4 | 16.43 | 47 | 14 | 17 | |||||||||
| 14 Nov | 4004.40 | 69 | -25 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 69 | -25 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3954.60 | 69 | -25 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 69 | -25 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 69 | -25 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 69 | -25 | - | 0 | -1 | 0 | |||||||||
| 6 Nov | 3881.60 | 69 | -25 | 16.48 | 3 | 0 | 4 | |||||||||
| 4 Nov | 3924.40 | 94 | -28 | 17.87 | 4 | 0 | 3 | |||||||||
| 3 Nov | 3980.50 | 122 | -5.85 | 17.65 | 1 | 0 | 2 | |||||||||
| 31 Oct | 4030.90 | 127.85 | -22.95 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 127.85 | -22.95 | 16.80 | 1 | 0 | 2 | |||||||||
| 29 Oct | 3958.10 | 150.8 | -29.05 | 22.81 | 2 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4020 expiring on 30DEC2025
Delta for 4020 CE is 0.86
Historical price for 4020 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 71.4, which was 19.95 higher than the previous day. The implied volatity was 8.77, the open interest changed by -16 which decreased total open position to 717
On 18 Dec LT was trading at 4031.10. The strike last trading price was 50, which was -22.15 lower than the previous day. The implied volatity was 13.16, the open interest changed by 4 which increased total open position to 735
On 17 Dec LT was trading at 4062.40. The strike last trading price was 73.2, which was 0.1 higher than the previous day. The implied volatity was 13.27, the open interest changed by 16 which increased total open position to 732
On 16 Dec LT was trading at 4063.80. The strike last trading price was 72, which was -24.4 lower than the previous day. The implied volatity was 12.08, the open interest changed by 0 which decreased total open position to 716
On 15 Dec LT was trading at 4092.30. The strike last trading price was 96.5, which was 6.65 higher than the previous day. The implied volatity was 11.88, the open interest changed by -1 which decreased total open position to 716
On 12 Dec LT was trading at 4074.10. The strike last trading price was 88.45, which was 40.05 higher than the previous day. The implied volatity was 11.94, the open interest changed by -131 which decreased total open position to 716
On 11 Dec LT was trading at 4003.90. The strike last trading price was 49, which was 2.15 higher than the previous day. The implied volatity was 13.14, the open interest changed by -89 which decreased total open position to 854
On 10 Dec LT was trading at 3991.30. The strike last trading price was 47, which was -2.5 lower than the previous day. The implied volatity was 13.57, the open interest changed by 94 which increased total open position to 943
On 9 Dec LT was trading at 3997.50. The strike last trading price was 49.5, which was -1.9 lower than the previous day. The implied volatity was 13.26, the open interest changed by 309 which increased total open position to 852
On 8 Dec LT was trading at 3996.70. The strike last trading price was 50.4, which was -26 lower than the previous day. The implied volatity was 12.40, the open interest changed by 134 which increased total open position to 541
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 2.27
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 16.05 | -14.8 | 14.72 | 1,252 | 151 | 868 |
| 18 Dec | 4031.10 | 32.55 | 8.75 | 14.62 | 1,129 | 119 | 716 |
| 17 Dec | 4062.40 | 23.3 | -1.7 | 14.96 | 702 | -14 | 600 |
| 16 Dec | 4063.80 | 26.65 | 7.95 | 15.71 | 928 | 5 | 622 |
| 15 Dec | 4092.30 | 18.9 | -2.45 | 15.55 | 749 | -79 | 617 |
| 12 Dec | 4074.10 | 22 | -30.75 | 14.03 | 2,286 | 66 | 697 |
| 11 Dec | 4003.90 | 52.6 | -8.7 | 14.76 | 699 | 34 | 632 |
| 10 Dec | 3991.30 | 61.7 | 1.5 | 15.53 | 1,380 | 141 | 592 |
| 9 Dec | 3997.50 | 60.65 | -2 | 15.54 | 1,490 | 12 | 453 |
| 8 Dec | 3996.70 | 66 | 20.95 | 17.32 | 1,044 | -17 | 446 |
| 5 Dec | 4038.20 | 44.35 | -24.95 | 15.49 | 961 | 52 | 466 |
| 4 Dec | 3983.60 | 67.45 | -4.7 | 15.82 | 281 | 27 | 420 |
| 3 Dec | 3988.00 | 70.25 | 17.75 | 16.80 | 974 | -64 | 397 |
| 2 Dec | 4030.50 | 52.8 | 9.2 | 16.55 | 491 | 73 | 433 |
| 1 Dec | 4073.20 | 43 | 1.95 | 16.78 | 764 | 2 | 361 |
| 28 Nov | 4069.60 | 39.2 | -0.45 | 16.31 | 991 | -148 | 372 |
| 27 Nov | 4081.30 | 40.15 | -6.7 | 16.36 | 1,518 | 98 | 520 |
| 26 Nov | 4062.00 | 48 | -26.95 | 16.51 | 1,715 | 219 | 421 |
| 25 Nov | 3996.70 | 80.4 | 11 | 16.40 | 833 | 51 | 205 |
| 24 Nov | 4013.30 | 69.6 | -0.85 | 16.38 | 360 | 31 | 161 |
| 21 Nov | 4024.90 | 70.2 | 4.95 | 17.65 | 216 | -2 | 129 |
| 20 Nov | 4037.40 | 64.05 | -14.15 | 17.10 | 156 | -12 | 134 |
| 19 Nov | 4019.60 | 78.7 | -11.45 | 18.50 | 132 | 72 | 146 |
| 18 Nov | 3999.60 | 90.15 | 9.9 | 18.93 | 65 | 53 | 71 |
| 17 Nov | 4027.70 | 80 | -19 | 18.99 | 11 | 8 | 17 |
| 14 Nov | 4004.40 | 99 | 2.35 | - | 0 | 3 | 0 |
| 13 Nov | 4002.50 | 99 | 2.35 | 20.38 | 3 | 0 | 6 |
| 12 Nov | 3954.60 | 96.65 | -24.35 | - | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 96.65 | -24.35 | - | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 96.65 | -24.35 | - | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 96.65 | -24.35 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 96.65 | -24.35 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 96.65 | -24.35 | - | 0 | 5 | 0 |
| 3 Nov | 3980.50 | 96.65 | -24.35 | 17.19 | 7 | 5 | 6 |
| 31 Oct | 4030.90 | 121 | -63.85 | - | 0 | 1 | 0 |
| 30 Oct | 3987.50 | 121 | -63.85 | 21.27 | 1 | 0 | 0 |
| 29 Oct | 3958.10 | 184.85 | 0 | 0.10 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4020 expiring on 30DEC2025
Delta for 4020 PE is -0.25
Historical price for 4020 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 16.05, which was -14.8 lower than the previous day. The implied volatity was 14.72, the open interest changed by 151 which increased total open position to 868
On 18 Dec LT was trading at 4031.10. The strike last trading price was 32.55, which was 8.75 higher than the previous day. The implied volatity was 14.62, the open interest changed by 119 which increased total open position to 716
On 17 Dec LT was trading at 4062.40. The strike last trading price was 23.3, which was -1.7 lower than the previous day. The implied volatity was 14.96, the open interest changed by -14 which decreased total open position to 600
On 16 Dec LT was trading at 4063.80. The strike last trading price was 26.65, which was 7.95 higher than the previous day. The implied volatity was 15.71, the open interest changed by 5 which increased total open position to 622
On 15 Dec LT was trading at 4092.30. The strike last trading price was 18.9, which was -2.45 lower than the previous day. The implied volatity was 15.55, the open interest changed by -79 which decreased total open position to 617
On 12 Dec LT was trading at 4074.10. The strike last trading price was 22, which was -30.75 lower than the previous day. The implied volatity was 14.03, the open interest changed by 66 which increased total open position to 697
On 11 Dec LT was trading at 4003.90. The strike last trading price was 52.6, which was -8.7 lower than the previous day. The implied volatity was 14.76, the open interest changed by 34 which increased total open position to 632
On 10 Dec LT was trading at 3991.30. The strike last trading price was 61.7, which was 1.5 higher than the previous day. The implied volatity was 15.53, the open interest changed by 141 which increased total open position to 592
On 9 Dec LT was trading at 3997.50. The strike last trading price was 60.65, which was -2 lower than the previous day. The implied volatity was 15.54, the open interest changed by 12 which increased total open position to 453
On 8 Dec LT was trading at 3996.70. The strike last trading price was 66, which was 20.95 higher than the previous day. The implied volatity was 17.32, the open interest changed by -17 which decreased total open position to 446
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































































































































































































































