LT

Larsen & Toubro Ltd.

3997.5 +0.80 (0.02%)

L: 3949.1 H: 4019.9

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Historical option data for LT
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

LT 30-DEC-2025 4040 CE
Delta: 0.44 Vega: 3.77 Theta: -1.66 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3997.50	40.4 ₹ 7,070	-1.8 -315.00	13.25	3,661 6,40,675	532 93,100	2,652 4,64,100
8 Dec	3996.70	41.7 ₹ 7,297.5	-23.55 -4121.25	12.58	4,523 7,91,525	1,315 2,30,125	2,119 3,70,825
5 Dec	4038.20	65 ₹ 11,375	17.85 3123.75	12.04	2,549 4,46,075	90 15,750	804 1,40,700
4 Dec	3983.60	48.95 ₹ 8,566.25	-0.2 -35.00	13.74	1,756 3,07,300	13 2,275	715 1,25,125
3 Dec	3988.00	49.35 ₹ 8,636.25	-28.55 -4996.25	12.99	1,440 2,52,000	151 26,425	702 1,22,850
2 Dec	4030.50	78.5 ₹ 13,737.5	-20.6 -3605.00	14.58	879 1,53,825	27 4,725	552 96,600
1 Dec	4073.20	100.55 ₹ 17,596.25	-6.35 -1111.25	14.75	206 36,050	15 2,625	526 92,050
28 Nov	4069.60	108.25 ₹ 18,943.75	-5.5 -962.50	13.33	256 44,800	24 4,200	510 89,250
27 Nov	4081.30	113.05 ₹ 19,783.75	13.3 2327.50	14.06	676 1,18,300	-138 -24,150	486 85,050
26 Nov	4062.00	98 ₹ 17,150	28.8 5040.00	13.30	2,707 4,73,725	19 3,325	626 1,09,550
25 Nov	3996.70	64.5 ₹ 11,287.5	-18.55 -3246.25	13.53	1,765 3,08,875	148 25,900	597 1,04,475
24 Nov	4013.30	82.85 ₹ 14,498.75	-9.15 -1601.25	15.90	514 89,950	26 4,550	452 79,100
21 Nov	4024.90	93 ₹ 16,275	-9.7 -1697.50	14.96	1,126 1,97,050	198 34,650	435 76,125
20 Nov	4037.40	103 ₹ 18,025	10.6 1855.00	15.46	413 72,275	108 18,900	235 41,125
19 Nov	4019.60	91.5 ₹ 16,012.5	-1.9 -332.50	14.78	90 15,750	42 7,350	125 21,875
18 Nov	3999.60	93.4 ₹ 16,345	-14.4 -2520.00	16.79	39 6,825	25 4,375	82 14,350
17 Nov	4027.70	107.5 ₹ 18,812.5	21.9 3832.50	16.48	57 9,975	34 5,950	55 9,625
14 Nov	4004.40	85.6 ₹ 14,980	-15.9 -2782.50	13.80	1 175	0 0	21 3,675
13 Nov	4002.50	101.3 ₹ 17,727.5	16.3 2852.50	16.49	11 1,925	3 525	21 3,675
12 Nov	3954.60	85 ₹ 14,875	-49.75 -8706.25	-	0 0	0 0	0 0
11 Nov	3955.00	85 ₹ 14,875	-49.75 -8706.25	17.28	1 175	0 0	18 3,150
10 Nov	3918.50	134.75 ₹ 23,581.25	7.75 1356.25	-	0 0	0 0	0 0
7 Nov	3882.50	134.75 ₹ 23,581.25	7.75 1356.25	-	0 0	0 0	0 0
6 Nov	3881.60	134.75 ₹ 23,581.25	7.75 1356.25	-	0 0	0 0	0 0
4 Nov	3924.40	134.75 ₹ 23,581.25	7.75 1356.25	-	0 0	0 0	0 0
3 Nov	3980.50	134.75 ₹ 23,581.25	7.75 1356.25	-	0 0	0 0	0 0
31 Oct	4030.90	134.75 ₹ 23,581.25	7.75 1356.25	-	1 175	0 0	18 3,150
30 Oct	3987.50	127 ₹ 22,225	1.85 323.75	18.28	40 7,000	7 1,225	19 3,325
29 Oct	3958.10	125.15 ₹ 21,901.25	31.95 5591.25	20.31	13 2,275	12 2,100	12 2,100
28 Oct	3972.80	93.2 ₹ 16,310	0 0.00	-	0 0	0 0	0 0

21 Oct	3888.20	93.2 ₹ 16,310	0 0.00	-	0 0	0 0	0 0

For Larsen & Toubro Ltd. - strike price 4040 expiring on 30DEC2025

Delta for 4040 CE is 0.44

Historical price for 4040 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 40.4, which was -1.8 lower than the previous day. The implied volatity was 13.25, the open interest changed by 532 which increased total open position to 2652

On 8 Dec LT was trading at 3996.70. The strike last trading price was 41.7, which was -23.55 lower than the previous day. The implied volatity was 12.58, the open interest changed by 1315 which increased total open position to 2119

On 5 Dec LT was trading at 4038.20. The strike last trading price was 65, which was 17.85 higher than the previous day. The implied volatity was 12.04, the open interest changed by 90 which increased total open position to 804

On 4 Dec LT was trading at 3983.60. The strike last trading price was 48.95, which was -0.2 lower than the previous day. The implied volatity was 13.74, the open interest changed by 13 which increased total open position to 715

On 3 Dec LT was trading at 3988.00. The strike last trading price was 49.35, which was -28.55 lower than the previous day. The implied volatity was 12.99, the open interest changed by 151 which increased total open position to 702

On 2 Dec LT was trading at 4030.50. The strike last trading price was 78.5, which was -20.6 lower than the previous day. The implied volatity was 14.58, the open interest changed by 27 which increased total open position to 552

On 1 Dec LT was trading at 4073.20. The strike last trading price was 100.55, which was -6.35 lower than the previous day. The implied volatity was 14.75, the open interest changed by 15 which increased total open position to 526

On 28 Nov LT was trading at 4069.60. The strike last trading price was 108.25, which was -5.5 lower than the previous day. The implied volatity was 13.33, the open interest changed by 24 which increased total open position to 510

On 27 Nov LT was trading at 4081.30. The strike last trading price was 113.05, which was 13.3 higher than the previous day. The implied volatity was 14.06, the open interest changed by -138 which decreased total open position to 486

On 26 Nov LT was trading at 4062.00. The strike last trading price was 98, which was 28.8 higher than the previous day. The implied volatity was 13.30, the open interest changed by 19 which increased total open position to 626

On 25 Nov LT was trading at 3996.70. The strike last trading price was 64.5, which was -18.55 lower than the previous day. The implied volatity was 13.53, the open interest changed by 148 which increased total open position to 597

On 24 Nov LT was trading at 4013.30. The strike last trading price was 82.85, which was -9.15 lower than the previous day. The implied volatity was 15.90, the open interest changed by 26 which increased total open position to 452

On 21 Nov LT was trading at 4024.90. The strike last trading price was 93, which was -9.7 lower than the previous day. The implied volatity was 14.96, the open interest changed by 198 which increased total open position to 435

On 20 Nov LT was trading at 4037.40. The strike last trading price was 103, which was 10.6 higher than the previous day. The implied volatity was 15.46, the open interest changed by 108 which increased total open position to 235

On 19 Nov LT was trading at 4019.60. The strike last trading price was 91.5, which was -1.9 lower than the previous day. The implied volatity was 14.78, the open interest changed by 42 which increased total open position to 125

On 18 Nov LT was trading at 3999.60. The strike last trading price was 93.4, which was -14.4 lower than the previous day. The implied volatity was 16.79, the open interest changed by 25 which increased total open position to 82

On 17 Nov LT was trading at 4027.70. The strike last trading price was 107.5, which was 21.9 higher than the previous day. The implied volatity was 16.48, the open interest changed by 34 which increased total open position to 55

On 14 Nov LT was trading at 4004.40. The strike last trading price was 85.6, which was -15.9 lower than the previous day. The implied volatity was 13.80, the open interest changed by 0 which decreased total open position to 21

On 13 Nov LT was trading at 4002.50. The strike last trading price was 101.3, which was 16.3 higher than the previous day. The implied volatity was 16.49, the open interest changed by 3 which increased total open position to 21

On 12 Nov LT was trading at 3954.60. The strike last trading price was 85, which was -49.75 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 85, which was -49.75 lower than the previous day. The implied volatity was 17.28, the open interest changed by 0 which decreased total open position to 18

On 10 Nov LT was trading at 3918.50. The strike last trading price was 134.75, which was 7.75 higher 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 134.75, which was 7.75 higher 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 134.75, which was 7.75 higher 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 134.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Nov LT was trading at 3980.50. The strike last trading price was 134.75, which was 7.75 higher 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 134.75, which was 7.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18

On 30 Oct LT was trading at 3987.50. The strike last trading price was 127, which was 1.85 higher than the previous day. The implied volatity was 18.28, the open interest changed by 7 which increased total open position to 19

On 29 Oct LT was trading at 3958.10. The strike last trading price was 125.15, which was 31.95 higher than the previous day. The implied volatity was 20.31, the open interest changed by 12 which increased total open position to 12

On 28 Oct LT was trading at 3972.80. The strike last trading price was 93.2, 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 21 Oct LT was trading at 3888.20. The strike last trading price was 93.2, 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

LT 30DEC2025 4040 PE
Delta: -0.55 Vega: 3.79 Theta: -0.75 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	3997.50	70.45 ₹ 12,328.75	-3.3 -577.50	15.29	684 1,19,700	42 7,350	439 76,825
8 Dec	3996.70	77.7 ₹ 13,597.5	24.2 4235.00	17.65	582 1,01,850	-29 -5,075	398 69,650
5 Dec	4038.20	52.6 ₹ 9,205	-26.8 -4690.00	15.47	810 1,41,750	67 11,725	426 74,550
4 Dec	3983.60	80.55 ₹ 14,096.25	-3.15 -551.25	16.41	219 38,325	-19 -3,325	359 62,825
3 Dec	3988.00	81.55 ₹ 14,271.25	20.65 3613.75	17.03	833 1,45,775	-28 -4,900	382 66,850
2 Dec	4030.50	61.1 ₹ 10,692.5	10.2 1785.00	16.49	1,001 1,75,175	3 525	411 71,925
1 Dec	4073.20	51.15 ₹ 8,951.25	3.5 612.50	16.98	851 1,48,925	-1 -175	410 71,750
28 Nov	4069.60	45.8 ₹ 8,015	-0.4 -70.00	15.74	895 1,56,625	-65 -11,375	411 71,925
27 Nov	4081.30	46.9 ₹ 8,207.5	-7.45 -1303.75	16.36	1,362 2,38,350	6 1,050	476 83,300
26 Nov	4062.00	54.8 ₹ 9,590	-30.85 -5398.75	16.36	1,266 2,21,550	208 36,400	471 82,425
25 Nov	3996.70	92.6 ₹ 16,205	14.25 2493.75	16.76	1,066 1,86,550	117 20,475	265 46,375
24 Nov	4013.30	79.95 ₹ 13,991.25	1.5 262.50	16.55	254 44,450	40 7,000	147 25,725
21 Nov	4024.90	77.75 ₹ 13,606.25	3.8 665.00	17.41	196 34,300	19 3,325	106 18,550
20 Nov	4037.40	73.25 ₹ 12,818.75	-14.3 -2502.50	17.25	95 16,625	21 3,675	87 15,225
19 Nov	4019.60	87.95 ₹ 15,391.25	-11.7 -2047.50	18.53	35 6,125	27 4,725	64 11,200
18 Nov	3999.60	100.85 ₹ 17,648.75	12.15 2126.25	19.12	22 3,850	14 2,450	33 5,775
17 Nov	4027.70	88.7 ₹ 15,522.5	-44.9 -7857.50	18.96	14 2,450	9 1,575	17 2,975
14 Nov	4004.40	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
13 Nov	4002.50	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
12 Nov	3954.60	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
11 Nov	3955.00	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
10 Nov	3918.50	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
7 Nov	3882.50	133.6 ₹ 23,380	22.15 3876.25	-	0 0	0 0	0 0
6 Nov	3881.60	133.6 ₹ 23,380	22.15 3876.25	-	0 0	1 175	0 0
4 Nov	3924.40	133.6 ₹ 23,380	22.15 3876.25	16.96	2 350	0 0	7 1,225
3 Nov	3980.50	111.45 ₹ 19,503.75	-1.1 -192.50	18.05	2 350	0 0	6 1,050
31 Oct	4030.90	112.55 ₹ 19,696.25	-12.35 -2161.25	-	4 700	0 0	5 875
30 Oct	3987.50	124.9 ₹ 21,857.5	-15 -2625.00	20.48	13 2,275	2 350	3 525
29 Oct	3958.10	139.9 ₹ 24,482.5	-273.15 -47801.25	20.32	1 175	0 0	0 0
28 Oct	3972.80	413.05 ₹ 72,283.75	0 0.00	0.23	0 0	0 0	0 0
21 Oct	3888.20	413.05 ₹ 72,283.75	0 0.00	-	0 0	0 0	0 0

For Larsen & Toubro Ltd. - strike price 4040 expiring on 30DEC2025

Delta for 4040 PE is -0.55

Historical price for 4040 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 70.45, which was -3.3 lower than the previous day. The implied volatity was 15.29, the open interest changed by 42 which increased total open position to 439

On 8 Dec LT was trading at 3996.70. The strike last trading price was 77.7, which was 24.2 higher than the previous day. The implied volatity was 17.65, the open interest changed by -29 which decreased total open position to 398

On 5 Dec LT was trading at 4038.20. The strike last trading price was 52.6, which was -26.8 lower than the previous day. The implied volatity was 15.47, the open interest changed by 67 which increased total open position to 426

On 4 Dec LT was trading at 3983.60. The strike last trading price was 80.55, which was -3.15 lower than the previous day. The implied volatity was 16.41, the open interest changed by -19 which decreased total open position to 359

On 3 Dec LT was trading at 3988.00. The strike last trading price was 81.55, which was 20.65 higher than the previous day. The implied volatity was 17.03, the open interest changed by -28 which decreased total open position to 382

On 2 Dec LT was trading at 4030.50. The strike last trading price was 61.1, which was 10.2 higher than the previous day. The implied volatity was 16.49, the open interest changed by 3 which increased total open position to 411

On 1 Dec LT was trading at 4073.20. The strike last trading price was 51.15, which was 3.5 higher than the previous day. The implied volatity was 16.98, the open interest changed by -1 which decreased total open position to 410

On 28 Nov LT was trading at 4069.60. The strike last trading price was 45.8, which was -0.4 lower than the previous day. The implied volatity was 15.74, the open interest changed by -65 which decreased total open position to 411

On 27 Nov LT was trading at 4081.30. The strike last trading price was 46.9, which was -7.45 lower than the previous day. The implied volatity was 16.36, the open interest changed by 6 which increased total open position to 476

On 26 Nov LT was trading at 4062.00. The strike last trading price was 54.8, which was -30.85 lower than the previous day. The implied volatity was 16.36, the open interest changed by 208 which increased total open position to 471

On 25 Nov LT was trading at 3996.70. The strike last trading price was 92.6, which was 14.25 higher than the previous day. The implied volatity was 16.76, the open interest changed by 117 which increased total open position to 265

On 24 Nov LT was trading at 4013.30. The strike last trading price was 79.95, which was 1.5 higher than the previous day. The implied volatity was 16.55, the open interest changed by 40 which increased total open position to 147

On 21 Nov LT was trading at 4024.90. The strike last trading price was 77.75, which was 3.8 higher than the previous day. The implied volatity was 17.41, the open interest changed by 19 which increased total open position to 106

On 20 Nov LT was trading at 4037.40. The strike last trading price was 73.25, which was -14.3 lower than the previous day. The implied volatity was 17.25, the open interest changed by 21 which increased total open position to 87

On 19 Nov LT was trading at 4019.60. The strike last trading price was 87.95, which was -11.7 lower than the previous day. The implied volatity was 18.53, the open interest changed by 27 which increased total open position to 64

On 18 Nov LT was trading at 3999.60. The strike last trading price was 100.85, which was 12.15 higher than the previous day. The implied volatity was 19.12, the open interest changed by 14 which increased total open position to 33

On 17 Nov LT was trading at 4027.70. The strike last trading price was 88.7, which was -44.9 lower than the previous day. The implied volatity was 18.96, the open interest changed by 9 which increased total open position to 17

On 14 Nov LT was trading at 4004.40. The strike last trading price was 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher 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 133.6, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov LT was trading at 3924.40. The strike last trading price was 133.6, which was 22.15 higher than the previous day. The implied volatity was 16.96, the open interest changed by 0 which decreased total open position to 7

On 3 Nov LT was trading at 3980.50. The strike last trading price was 111.45, which was -1.1 lower than the previous day. The implied volatity was 18.05, the open interest changed by 0 which decreased total open position to 6

On 31 Oct LT was trading at 4030.90. The strike last trading price was 112.55, which was -12.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 30 Oct LT was trading at 3987.50. The strike last trading price was 124.9, which was -15 lower than the previous day. The implied volatity was 20.48, the open interest changed by 2 which increased total open position to 3

On 29 Oct LT was trading at 3958.10. The strike last trading price was 139.9, which was -273.15 lower than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 0

On 28 Oct LT was trading at 3972.80. The strike last trading price was 413.05, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0

On 21 Oct LT was trading at 3888.20. The strike last trading price was 413.05, 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

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