Historical option data for LT
27 May 2026 04:10 PM IST
| LT 30-Jun-2026 (33d) 4040 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.56
Vega: 0.05
Theta: -1.75
Gamma: 0.0015
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 0.56
Historical price for 4040 CE is as follows
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 (33d) 4040 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.05
Theta: -0.94
Gamma: 0.00174
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.44
Historical price for 4040 PE is as follows
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
