[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4025.2 -3.20 (-0.08%)
L: 4006.2 H: 4094

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Historical option data for LT

09 Jan 2026 04:11 PM IST
LT 27-JAN-2026 4040 CE
Delta: 0.51
Vega: 3.56
Theta: -2.26
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 4025.20 61.55 -1.7 17.33 5,356 254 646
8 Jan 4028.40 71 -70 15.60 2,217 159 392
7 Jan 4157.00 141 -5 12.84 32 2 233
6 Jan 4140.60 146 5.15 16.96 16 1 230
5 Jan 4150.40 141 -21.8 11.82 33 0 234
2 Jan 4163.40 165.55 24.7 14.46 22 -1 235
1 Jan 4140.40 141.35 33.05 13.67 202 -32 237
31 Dec 4083.50 107.75 14.05 14.80 550 20 273
30 Dec 4052.00 93.3 4.85 15.10 1,426 77 255
29 Dec 4038.70 86.5 -6.2 15.46 469 91 176
26 Dec 4047.30 94.95 -11.6 14.58 141 75 87
24 Dec 4053.60 106.55 1.6 16.19 23 7 11
23 Dec 4058.80 104.95 -15.05 - 0 0 0
22 Dec 4072.40 104.95 -15.05 - 0 0 4
19 Dec 4073.50 104.95 -15.05 - 0 0 4
18 Dec 4031.10 104.95 -15.05 16.49 2 1 4
17 Dec 4062.40 120 -10 15.49 2 0 5
16 Dec 4063.80 130 38 - 0 0 5
15 Dec 4092.30 130 38 12.83 4 -2 4
12 Dec 4074.10 92 -2 - 0 0 6
11 Dec 4003.90 92 -2 15.05 1 0 5
10 Dec 3991.30 94 -122.1 16.00 4 3 4
9 Dec 3997.50 216.1 0 - 0 0 0
8 Dec 3996.70 216.1 0 - 0 0 1
5 Dec 4038.20 216.1 0 - 0 0 0
4 Dec 3983.60 216.1 0 - 0 1 0
3 Dec 3988.00 216.1 0 34.26 1 0 0
2 Dec 4030.50 216.1 0 - 0 0 0
1 Dec 4073.20 216.1 0 - 0 0 0
28 Nov 4069.60 216.1 0 - 0 0 0
27 Nov 4081.30 216.1 0 - 0 0 0
26 Nov 4062.00 216.1 0 - 0 0 0
25 Nov 3996.70 216.1 0 - 0 0 0
24 Nov 4013.30 216.1 0 - 0 0 0
20 Nov 4037.40 216.1 0 - 0 0 0
4 Nov 3924.40 216.1 0 0.34 0 0 0
31 Oct 4030.90 216.1 0 - 0 0 0
30 Oct 3987.50 216.1 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4040 expiring on 27JAN2026

Delta for 4040 CE is 0.51

Historical price for 4040 CE is as follows

On 9 Jan LT was trading at 4025.20. The strike last trading price was 61.55, which was -1.7 lower than the previous day. The implied volatity was 17.33, the open interest changed by 254 which increased total open position to 646


On 8 Jan LT was trading at 4028.40. The strike last trading price was 71, which was -70 lower than the previous day. The implied volatity was 15.60, the open interest changed by 159 which increased total open position to 392


On 7 Jan LT was trading at 4157.00. The strike last trading price was 141, which was -5 lower than the previous day. The implied volatity was 12.84, the open interest changed by 2 which increased total open position to 233


On 6 Jan LT was trading at 4140.60. The strike last trading price was 146, which was 5.15 higher than the previous day. The implied volatity was 16.96, the open interest changed by 1 which increased total open position to 230


On 5 Jan LT was trading at 4150.40. The strike last trading price was 141, which was -21.8 lower than the previous day. The implied volatity was 11.82, the open interest changed by 0 which decreased total open position to 234


On 2 Jan LT was trading at 4163.40. The strike last trading price was 165.55, which was 24.7 higher than the previous day. The implied volatity was 14.46, the open interest changed by -1 which decreased total open position to 235


On 1 Jan LT was trading at 4140.40. The strike last trading price was 141.35, which was 33.05 higher than the previous day. The implied volatity was 13.67, the open interest changed by -32 which decreased total open position to 237


On 31 Dec LT was trading at 4083.50. The strike last trading price was 107.75, which was 14.05 higher than the previous day. The implied volatity was 14.80, the open interest changed by 20 which increased total open position to 273


On 30 Dec LT was trading at 4052.00. The strike last trading price was 93.3, which was 4.85 higher than the previous day. The implied volatity was 15.10, the open interest changed by 77 which increased total open position to 255


On 29 Dec LT was trading at 4038.70. The strike last trading price was 86.5, which was -6.2 lower than the previous day. The implied volatity was 15.46, the open interest changed by 91 which increased total open position to 176


On 26 Dec LT was trading at 4047.30. The strike last trading price was 94.95, which was -11.6 lower than the previous day. The implied volatity was 14.58, the open interest changed by 75 which increased total open position to 87


On 24 Dec LT was trading at 4053.60. The strike last trading price was 106.55, which was 1.6 higher than the previous day. The implied volatity was 16.19, the open interest changed by 7 which increased total open position to 11


On 23 Dec LT was trading at 4058.80. The strike last trading price was 104.95, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec LT was trading at 4072.40. The strike last trading price was 104.95, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Dec LT was trading at 4073.50. The strike last trading price was 104.95, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Dec LT was trading at 4031.10. The strike last trading price was 104.95, which was -15.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by 1 which increased total open position to 4


On 17 Dec LT was trading at 4062.40. The strike last trading price was 120, which was -10 lower than the previous day. The implied volatity was 15.49, the open interest changed by 0 which decreased total open position to 5


On 16 Dec LT was trading at 4063.80. The strike last trading price was 130, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Dec LT was trading at 4092.30. The strike last trading price was 130, which was 38 higher than the previous day. The implied volatity was 12.83, the open interest changed by -2 which decreased total open position to 4


On 12 Dec LT was trading at 4074.10. The strike last trading price was 92, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 11 Dec LT was trading at 4003.90. The strike last trading price was 92, which was -2 lower than the previous day. The implied volatity was 15.05, the open interest changed by 0 which decreased total open position to 5


On 10 Dec LT was trading at 3991.30. The strike last trading price was 94, which was -122.1 lower than the previous day. The implied volatity was 16.00, the open interest changed by 3 which increased total open position to 4


On 9 Dec LT was trading at 3997.50. The strike last trading price was 216.1, 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 8 Dec LT was trading at 3996.70. The strike last trading price was 216.1, 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 Dec LT was trading at 4038.20. The strike last trading price was 216.1, 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 Dec LT was trading at 3983.60. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec LT was trading at 3988.00. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 0


On 2 Dec LT was trading at 4030.50. The strike last trading price was 216.1, 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 1 Dec LT was trading at 4073.20. The strike last trading price was 216.1, 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 28 Nov LT was trading at 4069.60. The strike last trading price was 216.1, 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 27 Nov LT was trading at 4081.30. The strike last trading price was 216.1, 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 26 Nov LT was trading at 4062.00. The strike last trading price was 216.1, 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 25 Nov LT was trading at 3996.70. The strike last trading price was 216.1, 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 24 Nov LT was trading at 4013.30. The strike last trading price was 216.1, 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 Nov LT was trading at 4037.40. The strike last trading price was 216.1, 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 Nov LT was trading at 3924.40. The strike last trading price was 216.1, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 216.1, 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 Oct LT was trading at 3987.50. The strike last trading price was 216.1, 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 27JAN2026 4040 PE
Delta: -0.49
Vega: 3.56
Theta: -1.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 4025.20 64.6 -9.85 18.09 2,849 -2 440
8 Jan 4028.40 63.5 43.25 20.61 3,351 12 441
7 Jan 4157.00 20.4 -2.15 17.48 975 53 431
6 Jan 4140.60 24.3 2.15 17.79 628 57 386
5 Jan 4150.40 22 4.05 17.30 763 -195 330
2 Jan 4163.40 17.9 -8.05 16.13 538 162 524
1 Jan 4140.40 26.3 -14.25 16.63 735 8 365
31 Dec 4083.50 40.55 -11.75 16.19 789 99 363
30 Dec 4052.00 51.7 -7.35 16.33 844 119 241
29 Dec 4038.70 57.9 0.6 15.99 194 75 123
26 Dec 4047.30 56.7 -2.55 16.32 87 11 43
24 Dec 4053.60 58.6 -1.4 16.51 52 26 29
23 Dec 4058.80 60 -20 17.39 1 0 2
22 Dec 4072.40 80 -10.9 - 0 0 2
19 Dec 4073.50 80 -10.9 - 0 0 2
18 Dec 4031.10 80 -10.9 - 0 0 2
17 Dec 4062.40 80 -10.9 20.35 1 0 1
16 Dec 4063.80 90.9 -131.3 21.87 1 0 0
15 Dec 4092.30 222.2 0 - 0 0 0
12 Dec 4074.10 222.2 0 1.50 0 0 0
11 Dec 4003.90 222.2 0 0.22 0 0 0
10 Dec 3991.30 222.2 0 0.13 0 0 0
9 Dec 3997.50 222.2 0 0.19 0 0 0
8 Dec 3996.70 222.2 0 0.19 0 0 0
5 Dec 4038.20 222.2 0 - 0 0 0
4 Dec 3983.60 222.2 0 - 0 0 0
3 Dec 3988.00 222.2 0 - 0 0 0
2 Dec 4030.50 222.2 0 0.94 0 0 0
1 Dec 4073.20 222.2 0 1.56 0 0 0
28 Nov 4069.60 222.2 0 1.72 0 0 0
27 Nov 4081.30 222.2 0 1.70 0 0 0
26 Nov 4062.00 222.2 0 - 0 0 0
25 Nov 3996.70 222.2 0 0.21 0 0 0
24 Nov 4013.30 222.2 0 0.69 0 0 0
20 Nov 4037.40 222.2 0 - 0 0 0
4 Nov 3924.40 222.2 0 - 0 0 0
31 Oct 4030.90 222.2 0 - 0 0 0
30 Oct 3987.50 222.2 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4040 expiring on 27JAN2026

Delta for 4040 PE is -0.49

Historical price for 4040 PE is as follows

On 9 Jan LT was trading at 4025.20. The strike last trading price was 64.6, which was -9.85 lower than the previous day. The implied volatity was 18.09, the open interest changed by -2 which decreased total open position to 440


On 8 Jan LT was trading at 4028.40. The strike last trading price was 63.5, which was 43.25 higher than the previous day. The implied volatity was 20.61, the open interest changed by 12 which increased total open position to 441


On 7 Jan LT was trading at 4157.00. The strike last trading price was 20.4, which was -2.15 lower than the previous day. The implied volatity was 17.48, the open interest changed by 53 which increased total open position to 431


On 6 Jan LT was trading at 4140.60. The strike last trading price was 24.3, which was 2.15 higher than the previous day. The implied volatity was 17.79, the open interest changed by 57 which increased total open position to 386


On 5 Jan LT was trading at 4150.40. The strike last trading price was 22, which was 4.05 higher than the previous day. The implied volatity was 17.30, the open interest changed by -195 which decreased total open position to 330


On 2 Jan LT was trading at 4163.40. The strike last trading price was 17.9, which was -8.05 lower than the previous day. The implied volatity was 16.13, the open interest changed by 162 which increased total open position to 524


On 1 Jan LT was trading at 4140.40. The strike last trading price was 26.3, which was -14.25 lower than the previous day. The implied volatity was 16.63, the open interest changed by 8 which increased total open position to 365


On 31 Dec LT was trading at 4083.50. The strike last trading price was 40.55, which was -11.75 lower than the previous day. The implied volatity was 16.19, the open interest changed by 99 which increased total open position to 363


On 30 Dec LT was trading at 4052.00. The strike last trading price was 51.7, which was -7.35 lower than the previous day. The implied volatity was 16.33, the open interest changed by 119 which increased total open position to 241


On 29 Dec LT was trading at 4038.70. The strike last trading price was 57.9, which was 0.6 higher than the previous day. The implied volatity was 15.99, the open interest changed by 75 which increased total open position to 123


On 26 Dec LT was trading at 4047.30. The strike last trading price was 56.7, which was -2.55 lower than the previous day. The implied volatity was 16.32, the open interest changed by 11 which increased total open position to 43


On 24 Dec LT was trading at 4053.60. The strike last trading price was 58.6, which was -1.4 lower than the previous day. The implied volatity was 16.51, the open interest changed by 26 which increased total open position to 29


On 23 Dec LT was trading at 4058.80. The strike last trading price was 60, which was -20 lower than the previous day. The implied volatity was 17.39, the open interest changed by 0 which decreased total open position to 2


On 22 Dec LT was trading at 4072.40. The strike last trading price was 80, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Dec LT was trading at 4073.50. The strike last trading price was 80, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Dec LT was trading at 4031.10. The strike last trading price was 80, which was -10.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Dec LT was trading at 4062.40. The strike last trading price was 80, which was -10.9 lower than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 1


On 16 Dec LT was trading at 4063.80. The strike last trading price was 90.9, which was -131.3 lower than the previous day. The implied volatity was 21.87, the open interest changed by 0 which decreased total open position to 0


On 15 Dec LT was trading at 4092.30. The strike last trading price was 222.2, 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 12 Dec LT was trading at 4074.10. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0


On 11 Dec LT was trading at 4003.90. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


On 10 Dec LT was trading at 3991.30. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.13, the open interest changed by 0 which decreased total open position to 0


On 9 Dec LT was trading at 3997.50. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 8 Dec LT was trading at 3996.70. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 5 Dec LT was trading at 4038.20. The strike last trading price was 222.2, 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 Dec LT was trading at 3983.60. The strike last trading price was 222.2, 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 3 Dec LT was trading at 3988.00. The strike last trading price was 222.2, 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 2 Dec LT was trading at 4030.50. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0


On 1 Dec LT was trading at 4073.20. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 28 Nov LT was trading at 4069.60. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0


On 27 Nov LT was trading at 4081.30. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0


On 26 Nov LT was trading at 4062.00. The strike last trading price was 222.2, 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 25 Nov LT was trading at 3996.70. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0


On 24 Nov LT was trading at 4013.30. The strike last trading price was 222.2, which was 0 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0


On 20 Nov LT was trading at 4037.40. The strike last trading price was 222.2, 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 Nov LT was trading at 3924.40. The strike last trading price was 222.2, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 222.2, 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 Oct LT was trading at 3987.50. The strike last trading price was 222.2, 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