LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4060 CE | ||||||||||||||||
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Delta: 0.64
Vega: 2.66
Theta: -2.07
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 2.71
Theta: -1.27
Gamma: 0.00
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| 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































































































































































































































