LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Jan 2026 04:11 PM IST
| LT 27-JAN-2026 4040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 3.56
Theta: -2.26
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 3.56
Theta: -1.23
Gamma: 0.00
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| 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































































































































































































































