[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4073.5 +42.40 (1.05%)
L: 4040.1 H: 4091.5

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Historical option data for LT

19 Dec 2025 04:11 PM IST
LT 30-DEC-2025 4060 CE
Delta: 0.64
Vega: 2.66
Theta: -2.07
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 4073.50 47.5 16.3 11.40 4,199 -70 3,435
18 Dec 4031.10 30.05 -17.75 13.18 3,127 47 3,502
17 Dec 4062.40 48.6 -0.25 13.41 3,303 43 3,467
16 Dec 4063.80 49 -18.6 12.87 2,398 48 3,422
15 Dec 4092.30 67.25 4.55 12.05 1,833 -179 3,374
12 Dec 4074.10 61.55 30.6 12.02 6,417 -212 3,554
11 Dec 4003.90 31.25 0.6 13.03 1,816 136 3,766
10 Dec 3991.30 31.25 -1.85 13.72 3,194 982 3,630
9 Dec 3997.50 33.1 -1.8 13.40 2,478 187 2,652
8 Dec 3996.70 34 -20.9 13.27 2,368 686 2,465
5 Dec 4038.20 54.05 14.75 12.01 1,898 -35 1,783
4 Dec 3983.60 40.05 -1.55 13.57 2,427 719 1,821
3 Dec 3988.00 42 -25.85 13.24 2,265 419 1,102
2 Dec 4030.50 68.25 -19.5 14.65 1,340 103 679
1 Dec 4073.20 87 -7.4 14.41 1,007 75 579
28 Nov 4069.60 95.45 -6.05 13.36 914 133 522
27 Nov 4081.30 102 13.85 14.43 1,291 -204 383
26 Nov 4062.00 86.5 25.05 13.41 2,878 173 589
25 Nov 3996.70 57 -15.95 14.82 1,498 115 417
24 Nov 4013.30 72.9 -9.8 15.82 331 98 308
21 Nov 4024.90 82.55 -9.2 14.95 374 97 210
20 Nov 4037.40 92.8 10.7 15.57 88 29 112
19 Nov 4019.60 81.15 3.8 14.76 40 20 82
18 Nov 3999.60 76.7 -21.1 15.46 183 48 62
17 Nov 4027.70 98.05 -19.1 16.66 9 5 13
14 Nov 4004.40 117.15 -13.75 - 0 0 0
13 Nov 4002.50 117.15 -13.75 - 0 0 0
12 Nov 3954.60 117.15 -13.75 - 0 0 0
11 Nov 3955.00 117.15 -13.75 - 0 0 0
10 Nov 3918.50 117.15 -13.75 - 0 0 0
7 Nov 3882.50 117.15 -13.75 - 0 0 0
6 Nov 3881.60 117.15 -13.75 - 0 0 0
4 Nov 3924.40 117.15 -13.75 - 0 0 0
3 Nov 3980.50 117.15 -13.75 - 0 0 0
31 Oct 4030.90 117.15 -13.75 - 0 6 0
30 Oct 3987.50 117.15 -13.75 18.26 21 12 14
29 Oct 3958.10 130.9 -30.9 22.66 2 0 0


For Larsen & Toubro Ltd. - strike price 4060 expiring on 30DEC2025

Delta for 4060 CE is 0.64

Historical price for 4060 CE is as follows

On 19 Dec LT was trading at 4073.50. The strike last trading price was 47.5, which was 16.3 higher than the previous day. The implied volatity was 11.40, the open interest changed by -70 which decreased total open position to 3435


On 18 Dec LT was trading at 4031.10. The strike last trading price was 30.05, which was -17.75 lower than the previous day. The implied volatity was 13.18, the open interest changed by 47 which increased total open position to 3502


On 17 Dec LT was trading at 4062.40. The strike last trading price was 48.6, which was -0.25 lower than the previous day. The implied volatity was 13.41, the open interest changed by 43 which increased total open position to 3467


On 16 Dec LT was trading at 4063.80. The strike last trading price was 49, which was -18.6 lower than the previous day. The implied volatity was 12.87, the open interest changed by 48 which increased total open position to 3422


On 15 Dec LT was trading at 4092.30. The strike last trading price was 67.25, which was 4.55 higher than the previous day. The implied volatity was 12.05, the open interest changed by -179 which decreased total open position to 3374


On 12 Dec LT was trading at 4074.10. The strike last trading price was 61.55, which was 30.6 higher than the previous day. The implied volatity was 12.02, the open interest changed by -212 which decreased total open position to 3554


On 11 Dec LT was trading at 4003.90. The strike last trading price was 31.25, which was 0.6 higher than the previous day. The implied volatity was 13.03, the open interest changed by 136 which increased total open position to 3766


On 10 Dec LT was trading at 3991.30. The strike last trading price was 31.25, which was -1.85 lower than the previous day. The implied volatity was 13.72, the open interest changed by 982 which increased total open position to 3630


On 9 Dec LT was trading at 3997.50. The strike last trading price was 33.1, which was -1.8 lower than the previous day. The implied volatity was 13.40, the open interest changed by 187 which increased total open position to 2652


On 8 Dec LT was trading at 3996.70. The strike last trading price was 34, which was -20.9 lower than the previous day. The implied volatity was 13.27, the open interest changed by 686 which increased total open position to 2465


On 5 Dec LT was trading at 4038.20. The strike last trading price was 54.05, which was 14.75 higher than the previous day. The implied volatity was 12.01, the open interest changed by -35 which decreased total open position to 1783


On 4 Dec LT was trading at 3983.60. The strike last trading price was 40.05, which was -1.55 lower than the previous day. The implied volatity was 13.57, the open interest changed by 719 which increased total open position to 1821


On 3 Dec LT was trading at 3988.00. The strike last trading price was 42, which was -25.85 lower than the previous day. The implied volatity was 13.24, the open interest changed by 419 which increased total open position to 1102


On 2 Dec LT was trading at 4030.50. The strike last trading price was 68.25, which was -19.5 lower than the previous day. The implied volatity was 14.65, the open interest changed by 103 which increased total open position to 679


On 1 Dec LT was trading at 4073.20. The strike last trading price was 87, which was -7.4 lower than the previous day. The implied volatity was 14.41, the open interest changed by 75 which increased total open position to 579


On 28 Nov LT was trading at 4069.60. The strike last trading price was 95.45, which was -6.05 lower than the previous day. The implied volatity was 13.36, the open interest changed by 133 which increased total open position to 522


On 27 Nov LT was trading at 4081.30. The strike last trading price was 102, which was 13.85 higher than the previous day. The implied volatity was 14.43, the open interest changed by -204 which decreased total open position to 383


On 26 Nov LT was trading at 4062.00. The strike last trading price was 86.5, which was 25.05 higher than the previous day. The implied volatity was 13.41, the open interest changed by 173 which increased total open position to 589


On 25 Nov LT was trading at 3996.70. The strike last trading price was 57, which was -15.95 lower than the previous day. The implied volatity was 14.82, the open interest changed by 115 which increased total open position to 417


On 24 Nov LT was trading at 4013.30. The strike last trading price was 72.9, which was -9.8 lower than the previous day. The implied volatity was 15.82, the open interest changed by 98 which increased total open position to 308


On 21 Nov LT was trading at 4024.90. The strike last trading price was 82.55, which was -9.2 lower than the previous day. The implied volatity was 14.95, the open interest changed by 97 which increased total open position to 210


On 20 Nov LT was trading at 4037.40. The strike last trading price was 92.8, which was 10.7 higher than the previous day. The implied volatity was 15.57, the open interest changed by 29 which increased total open position to 112


On 19 Nov LT was trading at 4019.60. The strike last trading price was 81.15, which was 3.8 higher than the previous day. The implied volatity was 14.76, the open interest changed by 20 which increased total open position to 82


On 18 Nov LT was trading at 3999.60. The strike last trading price was 76.7, which was -21.1 lower than the previous day. The implied volatity was 15.46, the open interest changed by 48 which increased total open position to 62


On 17 Nov LT was trading at 4027.70. The strike last trading price was 98.05, which was -19.1 lower than the previous day. The implied volatity was 16.66, the open interest changed by 5 which increased total open position to 13


On 14 Nov LT was trading at 4004.40. The strike last trading price was 117.15, which was -13.75 lower 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 117.15, which was -13.75 lower 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 117.15, which was -13.75 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 117.15, which was -13.75 lower 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 117.15, which was -13.75 lower 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 117.15, which was -13.75 lower 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 117.15, which was -13.75 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 117.15, which was -13.75 lower 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 117.15, which was -13.75 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 117.15, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 117.15, which was -13.75 lower than the previous day. The implied volatity was 18.26, the open interest changed by 12 which increased total open position to 14


On 29 Oct LT was trading at 3958.10. The strike last trading price was 130.9, which was -30.9 lower than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 0


LT 30DEC2025 4060 PE
Delta: -0.39
Vega: 2.71
Theta: -1.27
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 4073.50 26.95 -23.2 13.89 3,522 177 1,127
18 Dec 4031.10 51.6 12.1 14.32 1,299 -94 950
17 Dec 4062.40 38.5 -1.95 14.88 2,383 77 1,038
16 Dec 4063.80 41.05 10.8 15.30 1,969 -27 963
15 Dec 4092.30 30.85 -3 15.45 1,415 200 997
12 Dec 4074.10 34.75 -40.3 13.75 5,241 253 796
11 Dec 4003.90 76.35 -8.6 15.19 412 43 541
10 Dec 3991.30 83.8 0.45 15.24 305 -23 500
9 Dec 3997.50 83.9 -2.45 15.74 246 13 525
8 Dec 3996.70 88.7 25.7 17.58 407 14 510
5 Dec 4038.20 63.75 -27.9 15.91 505 -18 494
4 Dec 3983.60 92.75 -3.9 16.59 118 -17 512
3 Dec 3988.00 94.6 24.25 17.47 489 -70 528
2 Dec 4030.50 71.15 11.95 16.63 1,180 -83 599
1 Dec 4073.20 58.9 2.65 16.89 1,323 51 687
28 Nov 4069.60 54 0.3 16.43 1,177 51 638
27 Nov 4081.30 53.8 -9.15 16.23 1,964 131 587
26 Nov 4062.00 63.35 -31.55 16.42 1,354 268 457
25 Nov 3996.70 101.45 14.05 16.27 554 94 190
24 Nov 4013.30 88.7 0.85 16.25 64 5 98
21 Nov 4024.90 87.95 4.55 17.54 115 35 93
20 Nov 4037.40 82.8 -16.1 17.34 46 25 58
19 Nov 4019.60 98.9 -0.9 18.77 12 5 32
18 Nov 3999.60 99.8 -14.35 - 0 6 0
17 Nov 4027.70 99.8 -14.35 19.26 9 4 25
14 Nov 4004.40 114.15 -22.7 - 0 0 0
13 Nov 4002.50 114.15 -22.7 - 0 0 0
12 Nov 3954.60 114.15 -22.7 - 0 0 0
11 Nov 3955.00 114.15 -22.7 - 0 0 0
10 Nov 3918.50 114.15 -22.7 - 0 0 0
7 Nov 3882.50 114.15 -22.7 - 0 0 0
6 Nov 3881.60 114.15 -22.7 - 0 0 0
4 Nov 3924.40 114.15 -22.7 - 0 0 0
3 Nov 3980.50 114.15 -22.7 - 0 3 0
31 Oct 4030.90 114.15 -22.7 - 5 2 20
30 Oct 3987.50 136.85 -69.55 20.78 23 17 17
29 Oct 3958.10 206.4 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4060 expiring on 30DEC2025

Delta for 4060 PE is -0.39

Historical price for 4060 PE is as follows

On 19 Dec LT was trading at 4073.50. The strike last trading price was 26.95, which was -23.2 lower than the previous day. The implied volatity was 13.89, the open interest changed by 177 which increased total open position to 1127


On 18 Dec LT was trading at 4031.10. The strike last trading price was 51.6, which was 12.1 higher than the previous day. The implied volatity was 14.32, the open interest changed by -94 which decreased total open position to 950


On 17 Dec LT was trading at 4062.40. The strike last trading price was 38.5, which was -1.95 lower than the previous day. The implied volatity was 14.88, the open interest changed by 77 which increased total open position to 1038


On 16 Dec LT was trading at 4063.80. The strike last trading price was 41.05, which was 10.8 higher than the previous day. The implied volatity was 15.30, the open interest changed by -27 which decreased total open position to 963


On 15 Dec LT was trading at 4092.30. The strike last trading price was 30.85, which was -3 lower than the previous day. The implied volatity was 15.45, the open interest changed by 200 which increased total open position to 997


On 12 Dec LT was trading at 4074.10. The strike last trading price was 34.75, which was -40.3 lower than the previous day. The implied volatity was 13.75, the open interest changed by 253 which increased total open position to 796


On 11 Dec LT was trading at 4003.90. The strike last trading price was 76.35, which was -8.6 lower than the previous day. The implied volatity was 15.19, the open interest changed by 43 which increased total open position to 541


On 10 Dec LT was trading at 3991.30. The strike last trading price was 83.8, which was 0.45 higher than the previous day. The implied volatity was 15.24, the open interest changed by -23 which decreased total open position to 500


On 9 Dec LT was trading at 3997.50. The strike last trading price was 83.9, which was -2.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 13 which increased total open position to 525


On 8 Dec LT was trading at 3996.70. The strike last trading price was 88.7, which was 25.7 higher than the previous day. The implied volatity was 17.58, the open interest changed by 14 which increased total open position to 510


On 5 Dec LT was trading at 4038.20. The strike last trading price was 63.75, which was -27.9 lower than the previous day. The implied volatity was 15.91, the open interest changed by -18 which decreased total open position to 494


On 4 Dec LT was trading at 3983.60. The strike last trading price was 92.75, which was -3.9 lower than the previous day. The implied volatity was 16.59, the open interest changed by -17 which decreased total open position to 512


On 3 Dec LT was trading at 3988.00. The strike last trading price was 94.6, which was 24.25 higher than the previous day. The implied volatity was 17.47, the open interest changed by -70 which decreased total open position to 528


On 2 Dec LT was trading at 4030.50. The strike last trading price was 71.15, which was 11.95 higher than the previous day. The implied volatity was 16.63, the open interest changed by -83 which decreased total open position to 599


On 1 Dec LT was trading at 4073.20. The strike last trading price was 58.9, which was 2.65 higher than the previous day. The implied volatity was 16.89, the open interest changed by 51 which increased total open position to 687


On 28 Nov LT was trading at 4069.60. The strike last trading price was 54, which was 0.3 higher than the previous day. The implied volatity was 16.43, the open interest changed by 51 which increased total open position to 638


On 27 Nov LT was trading at 4081.30. The strike last trading price was 53.8, which was -9.15 lower than the previous day. The implied volatity was 16.23, the open interest changed by 131 which increased total open position to 587


On 26 Nov LT was trading at 4062.00. The strike last trading price was 63.35, which was -31.55 lower than the previous day. The implied volatity was 16.42, the open interest changed by 268 which increased total open position to 457


On 25 Nov LT was trading at 3996.70. The strike last trading price was 101.45, which was 14.05 higher than the previous day. The implied volatity was 16.27, the open interest changed by 94 which increased total open position to 190


On 24 Nov LT was trading at 4013.30. The strike last trading price was 88.7, which was 0.85 higher than the previous day. The implied volatity was 16.25, the open interest changed by 5 which increased total open position to 98


On 21 Nov LT was trading at 4024.90. The strike last trading price was 87.95, which was 4.55 higher than the previous day. The implied volatity was 17.54, the open interest changed by 35 which increased total open position to 93


On 20 Nov LT was trading at 4037.40. The strike last trading price was 82.8, which was -16.1 lower than the previous day. The implied volatity was 17.34, the open interest changed by 25 which increased total open position to 58


On 19 Nov LT was trading at 4019.60. The strike last trading price was 98.9, which was -0.9 lower than the previous day. The implied volatity was 18.77, the open interest changed by 5 which increased total open position to 32


On 18 Nov LT was trading at 3999.60. The strike last trading price was 99.8, which was -14.35 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 17 Nov LT was trading at 4027.70. The strike last trading price was 99.8, which was -14.35 lower than the previous day. The implied volatity was 19.26, the open interest changed by 4 which increased total open position to 25


On 14 Nov LT was trading at 4004.40. The strike last trading price was 114.15, which was -22.7 lower 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 114.15, which was -22.7 lower 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 114.15, which was -22.7 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 114.15, which was -22.7 lower 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 114.15, which was -22.7 lower 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 114.15, which was -22.7 lower 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 114.15, which was -22.7 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 114.15, which was -22.7 lower 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 114.15, which was -22.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 114.15, which was -22.7 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 20


On 30 Oct LT was trading at 3987.50. The strike last trading price was 136.85, which was -69.55 lower than the previous day. The implied volatity was 20.78, the open interest changed by 17 which increased total open position to 17


On 29 Oct LT was trading at 3958.10. The strike last trading price was 206.4, 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