Historical option data for LT
01 Jun 2026 04:10 PM IST
| LT 30-Jun-2026 (28d) 4060 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.04
Theta: -1.8
Gamma: 0.00171
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 4010.80 | 77.55 | -46.45 (-37.46%) | 20.37 | 1,864 | 283 | 717 | |||||||||
| 29 May | 4076.50 | 128.6 | 20.6 (19.07%) | 21.34 | 1,394 | -54 | 440 | |||||||||
| 27 May | 4047.50 | 109.8 | 4.8 (4.57%) | 21.18 | 1,689 | 130 | 497 | |||||||||
| 26 May | 4037.80 | 105.7 | -7.3 (-6.46%) | 21.24 | 1,582 | 141 | 366 | |||||||||
| 25 May | 4033.40 | 116.5 | 41.5 (55.33%) | 23.21 | 579 | 135 | 226 | |||||||||
| 22 May | 3926.60 | 75 | 9 (13.64%) | 23.29 | 81 | 36 | 91 | |||||||||
| 21 May | 3928.50 | 66.1 | -11.9 (-15.26%) | 21.44 | 62 | 32 | 54 | |||||||||
| 20 May | 3910.70 | 77.55 | -0.45 (-0.58%) | 23 | 0 | 0 | 22 | |||||||||
| 19 May | 3921.00 | 77.55 | -1.45 (-1.84%) | 23 | 1 | 1 | 22 | |||||||||
| 18 May | 3917.80 | 79.25 | -10.75 (-11.94%) | 23.38 | 18 | 17 | 20 | |||||||||
| 15 May | 3909.00 | 90 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 3940.40 | 90 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 3915.80 | 90 | 15 (20.00%) | 0 | 1 | 1 | 3 | |||||||||
| 12 May | 3856.50 | 75.45 | -12.55 (-14.26%) | 0 | 2 | 0 | 1 | |||||||||
| 11 May | 3940.20 | 88 | -145 (-62.23%) | 21.61 | 1 | 1 | 1 | |||||||||
| 8 May | 3974.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4023.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4008.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4054.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
For Larsen & Toubro Ltd. - strike price 4060 expiring on 30JUN2026
Delta for 4060 CE is 0.46
Historical price for 4060 CE is as follows
On 1 Jun LT was trading at 4010.80. The strike last trading price was 77.55, which was -46.45 lower than the previous day. The implied volatity was 20.37, the open interest changed by 283 which increased total open position to 717
On 29 May LT was trading at 4076.50. The strike last trading price was 128.6, which was 20.6 higher than the previous day. The implied volatity was 21.34, the open interest changed by -54 which decreased total open position to 440
On 27 May LT was trading at 4047.50. The strike last trading price was 109.8, which was 4.8 higher than the previous day. The implied volatity was 21.18, the open interest changed by 130 which increased total open position to 497
On 26 May LT was trading at 4037.80. The strike last trading price was 105.7, which was -7.3 lower than the previous day. The implied volatity was 21.24, the open interest changed by 141 which increased total open position to 366
On 25 May LT was trading at 4033.40. The strike last trading price was 116.5, which was 41.5 higher than the previous day. The implied volatity was 23.21, the open interest changed by 135 which increased total open position to 226
On 22 May LT was trading at 3926.60. The strike last trading price was 75, which was 9 higher than the previous day. The implied volatity was 23.29, the open interest changed by 36 which increased total open position to 91
On 21 May LT was trading at 3928.50. The strike last trading price was 66.1, which was -11.9 lower than the previous day. The implied volatity was 21.44, the open interest changed by 32 which increased total open position to 54
On 20 May LT was trading at 3910.70. The strike last trading price was 77.55, which was -0.45 lower than the previous day. The implied volatity was 23, the open interest changed by 0 which decreased total open position to 22
On 19 May LT was trading at 3921.00. The strike last trading price was 77.55, which was -1.45 lower than the previous day. The implied volatity was 23, the open interest changed by 1 which increased total open position to 22
On 18 May LT was trading at 3917.80. The strike last trading price was 79.25, which was -10.75 lower than the previous day. The implied volatity was 23.38, the open interest changed by 17 which increased total open position to 20
On 15 May LT was trading at 3909.00. The strike last trading price was 90, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May LT was trading at 3940.40. The strike last trading price was 90, 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 3
On 13 May LT was trading at 3915.80. The strike last trading price was 90, which was 15 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May LT was trading at 3856.50. The strike last trading price was 75.45, which was -12.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May LT was trading at 3940.20. The strike last trading price was 88, which was -145 lower than the previous day. The implied volatity was 21.61, the open interest changed by 1 which increased total open position to 1
On 8 May LT was trading at 3974.50. 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 7 May LT was trading at 4023.00. 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 6 May LT was trading at 4008.50. 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 5 May LT was trading at 4054.50. 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 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
| LT 30-Jun-2026 (28d) 4060 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.04
Theta: -1.1
Gamma: 0.00183
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 4010.80 | 102.9 | 30.4 (41.93%) | 19.09 | 1,268 | 123 | 410 |
| 29 May | 4076.50 | 69 | -20.25 (-22.69%) | 19.01 | 822 | 35 | 288 |
| 27 May | 4047.50 | 84.3 | -19 (-18.39%) | 18.21 | 855 | 99 | 257 |
| 26 May | 4037.80 | 103 | -6.2 (-5.68%) | 20.22 | 605 | 99 | 158 |
| 25 May | 4033.40 | 106.5 | -40.55 (-27.58%) | 20.69 | 147 | 60 | 61 |
| 22 May | 3926.60 | 147.05 | 147.05 | - | 0 | 0 | 1 |
| 21 May | 3928.50 | 147.05 | 147.05 | - | 0 | 0 | 1 |
| 20 May | 3910.70 | 147.05 | 147.05 | - | 0 | 0 | 1 |
| 19 May | 3921.00 | 147.05 | 147.05 | - | 0 | 0 | 1 |
| 18 May | 3917.80 | 147.05 | 147.05 (0.00%) | - | 0 | 0 | 1 |
| 15 May | 3909.00 | 147.05 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 3940.40 | 147.05 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 3915.80 | 147.05 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 3856.50 | 147.05 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 3940.20 | 147.05 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 3974.50 | 147.05 | 0 (0.00%) | - | 0 | 0 | 1 |
| 7 May | 4023.00 | 147.05 | 0 (0.00%) | - | 0 | 0 | 1 |
| 6 May | 4008.50 | 147.05 | 0 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 4054.50 | 147.05 | 0 (0.00%) | 28.29 | 0 | 0 | 1 |
| 4 May | 4100.80 | 147.05 | -68.2 (-31.68%) | 28.29 | 1 | 0 | 0 |
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4060 expiring on 30JUN2026
Delta for 4060 PE is -0.54
Historical price for 4060 PE is as follows
On 1 Jun LT was trading at 4010.80. The strike last trading price was 102.9, which was 30.4 higher than the previous day. The implied volatity was 19.09, the open interest changed by 123 which increased total open position to 410
On 29 May LT was trading at 4076.50. The strike last trading price was 69, which was -20.25 lower than the previous day. The implied volatity was 19.01, the open interest changed by 35 which increased total open position to 288
On 27 May LT was trading at 4047.50. The strike last trading price was 84.3, which was -19 lower than the previous day. The implied volatity was 18.21, the open interest changed by 99 which increased total open position to 257
On 26 May LT was trading at 4037.80. The strike last trading price was 103, which was -6.2 lower than the previous day. The implied volatity was 20.22, the open interest changed by 99 which increased total open position to 158
On 25 May LT was trading at 4033.40. The strike last trading price was 106.5, which was -40.55 lower than the previous day. The implied volatity was 20.69, the open interest changed by 60 which increased total open position to 61
On 22 May LT was trading at 3926.60. The strike last trading price was 147.05, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May LT was trading at 3928.50. The strike last trading price was 147.05, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May LT was trading at 3910.70. The strike last trading price was 147.05, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 May LT was trading at 3921.00. The strike last trading price was 147.05, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 May LT was trading at 3917.80. The strike last trading price was 147.05, which was 147.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 May LT was trading at 3909.00. The strike last trading price was 147.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May LT was trading at 3940.40. The strike last trading price was 147.05, 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 1
On 13 May LT was trading at 3915.80. The strike last trading price was 147.05, 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 1
On 12 May LT was trading at 3856.50. The strike last trading price was 147.05, 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 1
On 11 May LT was trading at 3940.20. The strike last trading price was 147.05, 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 1
On 8 May LT was trading at 3974.50. The strike last trading price was 147.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 May LT was trading at 4023.00. The strike last trading price was 147.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May LT was trading at 4008.50. The strike last trading price was 147.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 May LT was trading at 4054.50. The strike last trading price was 147.05, which was 0 lower than the previous day. The implied volatity was 28.29, 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 147.05, which was -68.2 lower than the previous day. The implied volatity was 28.29, 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
