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Historical option data for LT

19 Jun 2026 04:10 PM IST
LT 30-Jun-2026 (10d) 4040 CE
Delta: 0.94
Vega: 0.01
Theta: -0.72
Gamma: 0.00103
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 4209.40 180.1 16.1 (9.82%) 15.97 160 -32 874
18 Jun 4190.00 161.15 -22.85 (-12.42%) 13.4 168 -68 907
17 Jun 4207.70 184 26 (16.46%) 18.28 272 -102 976
16 Jun 4186.40 157.4 9.4 (6.35%) 15.65 2,374 -185 1,364
15 Jun 4169.80 146 63 (75.90%) 15.51 1,883 -715 1,621
12 Jun 4049.30 82 63 (331.58%) 19.79 15,012 1,563 2,395
11 Jun 3862.00 19.45 -10.55 (-35.17%) 20.08 367 -7 832
10 Jun 3917.50 33.45 -0.55 (-1.62%) 19.12 1,629 262 839
9 Jun 3900.60 33.25 2.25 (7.26%) 21.07 442 37 571
8 Jun 3875.50 29.35 -36.65 (-55.53%) 22.36 621 20 534
5 Jun 3953.20 66.8 2.8 (4.37%) 22.59 543 -16 513
4 Jun 3942.10 65.3 -5.7 (-8.03%) 23.11 508 43 529
3 Jun 3953.20 67.8 -21.2 (-23.82%) 23.43 870 66 486
2 Jun 4000.90 89.9 2.9 (3.33%) 21.21 803 -103 420
1 Jun 4010.80 87.5 -49.5 (-36.13%) 20.58 1,067 160 530
29 May 4076.50 140.45 20.45 (17.04%) 21.53 1,005 -166 370
27 May 4047.50 121.6 5.6 (4.83%) 21.14 1,070 -59 549
26 May 4037.80 117 -7 (-5.65%) 21.51 1,616 138 605
25 May 4033.40 127 44 (53.01%) 23.34 1,385 413 467
22 May 3926.60 83.7 8.7 (11.60%) 23.62 31 12 53
21 May 3928.50 75 -1 (-1.32%) 21.62 22 5 42
20 May 3910.70 74.95 -17.05 (-18.53%) 22.24 20 6 36
19 May 3921.00 91.5 4.5 (5.17%) 22.56 2 0 30
18 May 3917.80 87 -1 (-1.14%) 23.57 6 4 29
15 May 3909.00 87.65 -24.35 (-21.74%) 23.7 11 4 24
14 May 3940.40 112.35 10.35 (10.15%) 24.01 13 0 13
13 May 3915.80 102.15 3.15 (3.18%) 0 3 1 11
12 May 3856.50 99.1 0.1 (0.10%) 0 0 0 10
11 May 3940.20 99.1 -44.9 (-31.18%) 0 5 1 11
8 May 3974.50 144 0 (0.00%) 22.47 0 0 10
7 May 4023.00 144 -12.15 (-7.78%) 22.47 3 2 10
6 May 4008.50 156.15 -28.85 (-15.59%) 24.59 12 6 7
5 May 4054.50 185 -91 (-32.97%) - 0 0 1
4 May 4100.80 185 -91 (-32.97%) - 0 0 1
30 Apr 4014.00 185 -91 (-32.97%) 20.47 0 0 1
29 Apr 4096.10 185 3.2 (1.76%) 20.47 1 0 1
28 Apr 4037.70 181.8 -59.1 (-24.53%) - 0 0 1
27 Apr 4053.60 181.8 -59.1 (-24.53%) 25.71 0 0 1
24 Apr 4014.30 181.8 105.05 (136.87%) 25.71 1 0 0
23 Apr 4054.10 0 0 - 0 0 0
10 Apr 3959.90 - - - 0 0 0
9 Apr 3896.20 0 0 (0.00%) - 0 0 0


For Larsen & Toubro Ltd. - strike price 4040 expiring on 30JUN2026

Delta for 4040 CE is 0.94

Historical price for 4040 CE is as follows

On 19 Jun LT was trading at 4209.40. The strike last trading price was 180.1, which was 16.1 higher than the previous day. The implied volatity was 15.97, the open interest changed by -32 which decreased total open position to 874


On 18 Jun LT was trading at 4190.00. The strike last trading price was 161.15, which was -22.85 lower than the previous day. The implied volatity was 13.4, the open interest changed by -68 which decreased total open position to 907


On 17 Jun LT was trading at 4207.70. The strike last trading price was 184, which was 26 higher than the previous day. The implied volatity was 18.28, the open interest changed by -102 which decreased total open position to 976


On 16 Jun LT was trading at 4186.40. The strike last trading price was 157.4, which was 9.4 higher than the previous day. The implied volatity was 15.65, the open interest changed by -185 which decreased total open position to 1364


On 15 Jun LT was trading at 4169.80. The strike last trading price was 146, which was 63 higher than the previous day. The implied volatity was 15.51, the open interest changed by -715 which decreased total open position to 1621


On 12 Jun LT was trading at 4049.30. The strike last trading price was 82, which was 63 higher than the previous day. The implied volatity was 19.79, the open interest changed by 1563 which increased total open position to 2395


On 11 Jun LT was trading at 3862.00. The strike last trading price was 19.45, which was -10.55 lower than the previous day. The implied volatity was 20.08, the open interest changed by -7 which decreased total open position to 832


On 10 Jun LT was trading at 3917.50. The strike last trading price was 33.45, which was -0.55 lower than the previous day. The implied volatity was 19.12, the open interest changed by 262 which increased total open position to 839


On 9 Jun LT was trading at 3900.60. The strike last trading price was 33.25, which was 2.25 higher than the previous day. The implied volatity was 21.07, the open interest changed by 37 which increased total open position to 571


On 8 Jun LT was trading at 3875.50. The strike last trading price was 29.35, which was -36.65 lower than the previous day. The implied volatity was 22.36, the open interest changed by 20 which increased total open position to 534


On 5 Jun LT was trading at 3953.20. The strike last trading price was 66.8, which was 2.8 higher than the previous day. The implied volatity was 22.59, the open interest changed by -16 which decreased total open position to 513


On 4 Jun LT was trading at 3942.10. The strike last trading price was 65.3, which was -5.7 lower than the previous day. The implied volatity was 23.11, the open interest changed by 43 which increased total open position to 529


On 3 Jun LT was trading at 3953.20. The strike last trading price was 67.8, which was -21.2 lower than the previous day. The implied volatity was 23.43, the open interest changed by 66 which increased total open position to 486


On 2 Jun LT was trading at 4000.90. The strike last trading price was 89.9, which was 2.9 higher than the previous day. The implied volatity was 21.21, the open interest changed by -103 which decreased total open position to 420


On 1 Jun LT was trading at 4010.80. The strike last trading price was 87.5, which was -49.5 lower than the previous day. The implied volatity was 20.58, the open interest changed by 160 which increased total open position to 530


On 29 May LT was trading at 4076.50. The strike last trading price was 140.45, which was 20.45 higher than the previous day. The implied volatity was 21.53, the open interest changed by -166 which decreased total open position to 370


On 27 May LT was trading at 4047.50. The strike last trading price was 121.6, which was 5.6 higher than the previous day. The implied volatity was 21.14, the open interest changed by -59 which decreased total open position to 549


On 26 May LT was trading at 4037.80. The strike last trading price was 117, which was -7 lower than the previous day. The implied volatity was 21.51, the open interest changed by 138 which increased total open position to 605


On 25 May LT was trading at 4033.40. The strike last trading price was 127, which was 44 higher than the previous day. The implied volatity was 23.34, the open interest changed by 413 which increased total open position to 467


On 22 May LT was trading at 3926.60. The strike last trading price was 83.7, which was 8.7 higher than the previous day. The implied volatity was 23.62, the open interest changed by 12 which increased total open position to 53


On 21 May LT was trading at 3928.50. The strike last trading price was 75, which was -1 lower than the previous day. The implied volatity was 21.62, the open interest changed by 5 which increased total open position to 42


On 20 May LT was trading at 3910.70. The strike last trading price was 74.95, which was -17.05 lower than the previous day. The implied volatity was 22.24, the open interest changed by 6 which increased total open position to 36


On 19 May LT was trading at 3921.00. The strike last trading price was 91.5, which was 4.5 higher than the previous day. The implied volatity was 22.56, the open interest changed by 0 which decreased total open position to 30


On 18 May LT was trading at 3917.80. The strike last trading price was 87, which was -1 lower than the previous day. The implied volatity was 23.57, the open interest changed by 4 which increased total open position to 29


On 15 May LT was trading at 3909.00. The strike last trading price was 87.65, which was -24.35 lower than the previous day. The implied volatity was 23.7, the open interest changed by 4 which increased total open position to 24


On 14 May LT was trading at 3940.40. The strike last trading price was 112.35, which was 10.35 higher than the previous day. The implied volatity was 24.01, the open interest changed by 0 which decreased total open position to 13


On 13 May LT was trading at 3915.80. The strike last trading price was 102.15, which was 3.15 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11


On 12 May LT was trading at 3856.50. The strike last trading price was 99.1, which was 0.1 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 10


On 11 May LT was trading at 3940.20. The strike last trading price was 99.1, which was -44.9 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 11


On 8 May LT was trading at 3974.50. The strike last trading price was 144, which was 0 lower than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 10


On 7 May LT was trading at 4023.00. The strike last trading price was 144, which was -12.15 lower than the previous day. The implied volatity was 22.47, the open interest changed by 2 which increased total open position to 10


On 6 May LT was trading at 4008.50. The strike last trading price was 156.15, which was -28.85 lower than the previous day. The implied volatity was 24.59, the open interest changed by 6 which increased total open position to 7


On 5 May LT was trading at 4054.50. The strike last trading price was 185, which was -91 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May LT was trading at 4100.80. The strike last trading price was 185, which was -91 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr LT was trading at 4014.00. The strike last trading price was 185, which was -91 lower than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 1


On 29 Apr LT was trading at 4096.10. The strike last trading price was 185, which was 3.2 higher than the previous day. The implied volatity was 20.47, the open interest changed by 0 which decreased total open position to 1


On 28 Apr LT was trading at 4037.70. The strike last trading price was 181.8, which was -59.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Apr LT was trading at 4053.60. The strike last trading price was 181.8, which was -59.1 lower than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 1


On 24 Apr LT was trading at 4014.30. The strike last trading price was 181.8, which was 105.05 higher than the previous day. The implied volatity was 25.71, the open interest changed by 0 which decreased total open position to 0


On 23 Apr LT was trading at 4054.10. The strike last trading price was 0, 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 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr LT was trading at 3896.20. The strike last trading price was 0, 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 30-Jun-2026 (10d) 4040 PE
Delta: -0.09
Vega: 0.01
Theta: -0.42
Gamma: 0.00117
Date Close Ltp Change IV Volume OI Chg OI
19 Jun 4209.40 5.35 -2 (-27.21%) 18.04 796 -141 939
18 Jun 4190.00 8.05 1.15 (16.67%) 17.91 1,143 87 1,079
17 Jun 4207.70 7 -4.95 (-41.42%) 17.56 709 -58 992
16 Jun 4186.40 12 -5.4 (-31.03%) 18.18 1,444 130 1,050
15 Jun 4169.80 17.6 -39.05 (-68.93%) 19.41 1,668 304 920
12 Jun 4049.30 56 -87.35 (-60.93%) 17.63 2,066 199 617
11 Jun 3862.00 143.35 143.35 (-5.63%) 20.32 140 0 418
10 Jun 3917.50 136.55 -8.15 (-5.63%) 20.32 140 -4 418
9 Jun 3900.60 144.9 -24.6 (-14.51%) 15.54 51 -8 422
8 Jun 3875.50 172.8 50.75 (41.58%) 21.24 78 -4 428
5 Jun 3953.20 119 -6.7 (-5.33%) 19.7 139 -10 432
4 Jun 3942.10 122.35 1.5 (1.24%) 18.41 269 -39 443
3 Jun 3953.20 126.3 35.9 (39.71%) 18.66 357 -63 482
2 Jun 4000.90 91.25 -2.1 (-2.25%) 19.19 683 46 546
1 Jun 4010.80 93.6 28.55 (43.89%) 19.24 953 63 500
29 May 4076.50 60.8 -18.85 (-23.67%) 18.57 796 -24 445
27 May 4047.50 76 -18.15 (-19.28%) 18.26 558 34 470
26 May 4037.80 92.5 -8.75 (-8.64%) 20.45 629 73 436
25 May 4033.40 97.4 -60.6 (-38.35%) 20.86 706 320 362
22 May 3926.60 158 -43.1 (-21.43%) 22.28 39 5 44
21 May 3928.50 201.1 1.05 (0.52%) 28.12 1 0 39
20 May 3910.70 200.05 200.05 (-6.95%) 28.29 0 0 39
19 May 3921.00 200.05 -14.95 (-6.95%) 28.29 37 0 35
18 May 3917.80 215 215 (0.00%) - 0 0 35
15 May 3909.00 215 0 (0.00%) 30.67 0 0 35
14 May 3940.40 215 -4.45 (-2.03%) 30.67 2 -1 36
13 May 3915.80 219.45 -9.6 (-4.19%) 0 1 0 37
12 May 3856.50 229.05 0 (0.00%) 0 0 0 37
11 May 3940.20 229.05 65.05 (39.66%) 0 4 0 37
8 May 3974.50 164 164 (-18.00%) 26.57 0 0 37
7 May 4023.00 164 -36 (-18.00%) 26.57 5 -4 38
6 May 4008.50 200 42.6 (27.06%) 26.65 2 0 44
5 May 4054.50 154.85 -385.4 (-71.34%) 29.61 45 44 44
4 May 4100.80 0 0 - 0 0 0
30 Apr 4014.00 0 0 - 0 0 0
29 Apr 4096.10 0 0 - 0 0 0
28 Apr 4037.70 0 0 - 0 0 0
27 Apr 4053.60 0 0 - 0 0 0
24 Apr 4014.30 0 0 - 0 0 0
23 Apr 4054.10 0 0 - 0 0 0
10 Apr 3959.90 - - - 0 0 0
9 Apr 3896.20 0 0 (0.00%) - 0 0 0


For Larsen & Toubro Ltd. - strike price 4040 expiring on 30JUN2026

Delta for 4040 PE is -0.09

Historical price for 4040 PE is as follows

On 19 Jun LT was trading at 4209.40. The strike last trading price was 5.35, which was -2 lower than the previous day. The implied volatity was 18.04, the open interest changed by -141 which decreased total open position to 939


On 18 Jun LT was trading at 4190.00. The strike last trading price was 8.05, which was 1.15 higher than the previous day. The implied volatity was 17.91, the open interest changed by 87 which increased total open position to 1079


On 17 Jun LT was trading at 4207.70. The strike last trading price was 7, which was -4.95 lower than the previous day. The implied volatity was 17.56, the open interest changed by -58 which decreased total open position to 992


On 16 Jun LT was trading at 4186.40. The strike last trading price was 12, which was -5.4 lower than the previous day. The implied volatity was 18.18, the open interest changed by 130 which increased total open position to 1050


On 15 Jun LT was trading at 4169.80. The strike last trading price was 17.6, which was -39.05 lower than the previous day. The implied volatity was 19.41, the open interest changed by 304 which increased total open position to 920


On 12 Jun LT was trading at 4049.30. The strike last trading price was 56, which was -87.35 lower than the previous day. The implied volatity was 17.63, the open interest changed by 199 which increased total open position to 617


On 11 Jun LT was trading at 3862.00. The strike last trading price was 143.35, which was 143.35 higher than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 418


On 10 Jun LT was trading at 3917.50. The strike last trading price was 136.55, which was -8.15 lower than the previous day. The implied volatity was 20.32, the open interest changed by -4 which decreased total open position to 418


On 9 Jun LT was trading at 3900.60. The strike last trading price was 144.9, which was -24.6 lower than the previous day. The implied volatity was 15.54, the open interest changed by -8 which decreased total open position to 422


On 8 Jun LT was trading at 3875.50. The strike last trading price was 172.8, which was 50.75 higher than the previous day. The implied volatity was 21.24, the open interest changed by -4 which decreased total open position to 428


On 5 Jun LT was trading at 3953.20. The strike last trading price was 119, which was -6.7 lower than the previous day. The implied volatity was 19.7, the open interest changed by -10 which decreased total open position to 432


On 4 Jun LT was trading at 3942.10. The strike last trading price was 122.35, which was 1.5 higher than the previous day. The implied volatity was 18.41, the open interest changed by -39 which decreased total open position to 443


On 3 Jun LT was trading at 3953.20. The strike last trading price was 126.3, which was 35.9 higher than the previous day. The implied volatity was 18.66, the open interest changed by -63 which decreased total open position to 482


On 2 Jun LT was trading at 4000.90. The strike last trading price was 91.25, which was -2.1 lower than the previous day. The implied volatity was 19.19, the open interest changed by 46 which increased total open position to 546


On 1 Jun LT was trading at 4010.80. The strike last trading price was 93.6, which was 28.55 higher than the previous day. The implied volatity was 19.24, the open interest changed by 63 which increased total open position to 500


On 29 May LT was trading at 4076.50. The strike last trading price was 60.8, which was -18.85 lower than the previous day. The implied volatity was 18.57, the open interest changed by -24 which decreased total open position to 445


On 27 May LT was trading at 4047.50. The strike last trading price was 76, which was -18.15 lower than the previous day. The implied volatity was 18.26, the open interest changed by 34 which increased total open position to 470


On 26 May LT was trading at 4037.80. The strike last trading price was 92.5, which was -8.75 lower than the previous day. The implied volatity was 20.45, the open interest changed by 73 which increased total open position to 436


On 25 May LT was trading at 4033.40. The strike last trading price was 97.4, which was -60.6 lower than the previous day. The implied volatity was 20.86, the open interest changed by 320 which increased total open position to 362


On 22 May LT was trading at 3926.60. The strike last trading price was 158, which was -43.1 lower than the previous day. The implied volatity was 22.28, the open interest changed by 5 which increased total open position to 44


On 21 May LT was trading at 3928.50. The strike last trading price was 201.1, which was 1.05 higher than the previous day. The implied volatity was 28.12, the open interest changed by 0 which decreased total open position to 39


On 20 May LT was trading at 3910.70. The strike last trading price was 200.05, which was 200.05 higher than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 39


On 19 May LT was trading at 3921.00. The strike last trading price was 200.05, which was -14.95 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 35


On 18 May LT was trading at 3917.80. The strike last trading price was 215, which was 215 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35


On 15 May LT was trading at 3909.00. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was 30.67, the open interest changed by 0 which decreased total open position to 35


On 14 May LT was trading at 3940.40. The strike last trading price was 215, which was -4.45 lower than the previous day. The implied volatity was 30.67, the open interest changed by -1 which decreased total open position to 36


On 13 May LT was trading at 3915.80. The strike last trading price was 219.45, which was -9.6 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 37


On 12 May LT was trading at 3856.50. The strike last trading price was 229.05, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 37


On 11 May LT was trading at 3940.20. The strike last trading price was 229.05, which was 65.05 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 37


On 8 May LT was trading at 3974.50. The strike last trading price was 164, which was 164 higher than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 37


On 7 May LT was trading at 4023.00. The strike last trading price was 164, which was -36 lower than the previous day. The implied volatity was 26.57, the open interest changed by -4 which decreased total open position to 38


On 6 May LT was trading at 4008.50. The strike last trading price was 200, which was 42.6 higher than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 44


On 5 May LT was trading at 4054.50. The strike last trading price was 154.85, which was -385.4 lower than the previous day. The implied volatity was 29.61, the open interest changed by 44 which increased total open position to 44


On 4 May LT was trading at 4100.80. The strike last trading price was 0, 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 Apr LT was trading at 4014.00. The strike last trading price was 0, 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 29 Apr LT was trading at 4096.10. The strike last trading price was 0, 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 Apr LT was trading at 4037.70. The strike last trading price was 0, 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 Apr LT was trading at 4053.60. The strike last trading price was 0, 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 Apr LT was trading at 4014.30. The strike last trading price was 0, 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 23 Apr LT was trading at 4054.10. The strike last trading price was 0, 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 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Apr LT was trading at 3896.20. The strike last trading price was 0, 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