[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4073.5 +42.40 (1.05%)
L: 4040.1 H: 4091.5

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Historical option data for LT

19 Dec 2025 04:11 PM IST
LT 30-DEC-2025 4020 CE
Delta: 0.86
Vega: 1.54
Theta: -1.56
Gamma: 0.00
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
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
Delta: -0.25
Vega: 2.27
Theta: -1.23
Gamma: 0.00
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