[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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Historical option data for LT

09 Dec 2025 04:11 PM IST
LT 30-DEC-2025 4080 CE
Delta: 0.32
Vega: 3.44
Theta: -1.46
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 27 -1.6 13.57 1,206 -113 1,167
8 Dec 3996.70 28 -17.45 12.98 1,310 73 1,282
5 Dec 4038.20 45.05 12.55 12.16 1,684 -194 1,210
4 Dec 3983.60 33.9 -0.65 13.81 945 63 1,405
3 Dec 3988.00 34.4 -24.25 13.19 2,732 671 1,346
2 Dec 4030.50 59 -17.8 14.72 1,554 122 684
1 Dec 4073.20 76.25 -6.3 14.50 1,824 121 567
28 Nov 4069.60 84.75 -4.9 14.49 1,232 144 447
27 Nov 4081.30 90 12.65 14.39 1,591 -25 306
26 Nov 4062.00 76 25.3 13.52 1,258 115 332
25 Nov 3996.70 49.15 -15.5 15.12 353 80 217
24 Nov 4013.30 66.4 -6.9 16.28 87 6 138
21 Nov 4024.90 72.55 -9.4 14.88 138 67 132
20 Nov 4037.40 82.6 8.6 15.54 94 17 64
19 Nov 4019.60 74 4.45 15.19 63 32 45
18 Nov 3999.60 69 -20.1 15.66 12 9 13
17 Nov 4027.70 88.8 3.7 16.75 4 0 3
14 Nov 4004.40 85.1 -28.15 17.06 1 0 2
13 Nov 4002.50 113.25 29.45 - 0 0 0
12 Nov 3954.60 113.25 29.45 - 0 0 0
11 Nov 3955.00 113.25 29.45 - 0 0 0
10 Nov 3918.50 113.25 29.45 - 0 0 0
7 Nov 3882.50 113.25 29.45 - 0 0 0
6 Nov 3881.60 113.25 29.45 - 0 0 0
4 Nov 3924.40 113.25 29.45 - 0 0 0
3 Nov 3980.50 113.25 29.45 - 0 0 0
31 Oct 4030.90 113.25 29.45 - 0 0 0
30 Oct 3987.50 113.25 29.45 - 0 2 0
29 Oct 3958.10 113.25 29.45 21.30 2 1 1
28 Oct 3972.80 83.8 0 0.50 0 0 0
21 Oct 3888.20 83.8 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4080 expiring on 30DEC2025

Delta for 4080 CE is 0.32

Historical price for 4080 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 27, which was -1.6 lower than the previous day. The implied volatity was 13.57, the open interest changed by -113 which decreased total open position to 1167


On 8 Dec LT was trading at 3996.70. The strike last trading price was 28, which was -17.45 lower than the previous day. The implied volatity was 12.98, the open interest changed by 73 which increased total open position to 1282


On 5 Dec LT was trading at 4038.20. The strike last trading price was 45.05, which was 12.55 higher than the previous day. The implied volatity was 12.16, the open interest changed by -194 which decreased total open position to 1210


On 4 Dec LT was trading at 3983.60. The strike last trading price was 33.9, which was -0.65 lower than the previous day. The implied volatity was 13.81, the open interest changed by 63 which increased total open position to 1405


On 3 Dec LT was trading at 3988.00. The strike last trading price was 34.4, which was -24.25 lower than the previous day. The implied volatity was 13.19, the open interest changed by 671 which increased total open position to 1346


On 2 Dec LT was trading at 4030.50. The strike last trading price was 59, which was -17.8 lower than the previous day. The implied volatity was 14.72, the open interest changed by 122 which increased total open position to 684


On 1 Dec LT was trading at 4073.20. The strike last trading price was 76.25, which was -6.3 lower than the previous day. The implied volatity was 14.50, the open interest changed by 121 which increased total open position to 567


On 28 Nov LT was trading at 4069.60. The strike last trading price was 84.75, which was -4.9 lower than the previous day. The implied volatity was 14.49, the open interest changed by 144 which increased total open position to 447


On 27 Nov LT was trading at 4081.30. The strike last trading price was 90, which was 12.65 higher than the previous day. The implied volatity was 14.39, the open interest changed by -25 which decreased total open position to 306


On 26 Nov LT was trading at 4062.00. The strike last trading price was 76, which was 25.3 higher than the previous day. The implied volatity was 13.52, the open interest changed by 115 which increased total open position to 332


On 25 Nov LT was trading at 3996.70. The strike last trading price was 49.15, which was -15.5 lower than the previous day. The implied volatity was 15.12, the open interest changed by 80 which increased total open position to 217


On 24 Nov LT was trading at 4013.30. The strike last trading price was 66.4, which was -6.9 lower than the previous day. The implied volatity was 16.28, the open interest changed by 6 which increased total open position to 138


On 21 Nov LT was trading at 4024.90. The strike last trading price was 72.55, which was -9.4 lower than the previous day. The implied volatity was 14.88, the open interest changed by 67 which increased total open position to 132


On 20 Nov LT was trading at 4037.40. The strike last trading price was 82.6, which was 8.6 higher than the previous day. The implied volatity was 15.54, the open interest changed by 17 which increased total open position to 64


On 19 Nov LT was trading at 4019.60. The strike last trading price was 74, which was 4.45 higher than the previous day. The implied volatity was 15.19, the open interest changed by 32 which increased total open position to 45


On 18 Nov LT was trading at 3999.60. The strike last trading price was 69, which was -20.1 lower than the previous day. The implied volatity was 15.66, the open interest changed by 9 which increased total open position to 13


On 17 Nov LT was trading at 4027.70. The strike last trading price was 88.8, which was 3.7 higher than the previous day. The implied volatity was 16.75, the open interest changed by 0 which decreased total open position to 3


On 14 Nov LT was trading at 4004.40. The strike last trading price was 85.1, which was -28.15 lower than the previous day. The implied volatity was 17.06, the open interest changed by 0 which decreased total open position to 2


On 13 Nov LT was trading at 4002.50. The strike last trading price was 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher 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 113.25, which was 29.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 113.25, which was 29.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 29 Oct LT was trading at 3958.10. The strike last trading price was 113.25, which was 29.45 higher than the previous day. The implied volatity was 21.30, the open interest changed by 1 which increased total open position to 1


On 28 Oct LT was trading at 3972.80. The strike last trading price was 83.8, which was 0 lower than the previous day. The implied volatity was 0.50, the open interest changed by 0 which decreased total open position to 0


On 21 Oct LT was trading at 3888.20. The strike last trading price was 83.8, 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 30DEC2025 4080 PE
Delta: -0.65
Vega: 3.55
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 96.9 -2.65 15.81 74 -2 427
8 Dec 3996.70 103 29.25 17.22 286 -47 429
5 Dec 4038.20 73.5 -31 15.80 321 -41 475
4 Dec 3983.60 102.95 -4.7 16.07 12 -1 515
3 Dec 3988.00 107.35 26.25 17.67 285 -97 516
2 Dec 4030.50 83.3 15.25 17.05 748 7 616
1 Dec 4073.20 68.8 5.6 17.11 1,461 61 610
28 Nov 4069.60 62.2 0.25 16.41 943 77 557
27 Nov 4081.30 61.95 -9.35 16.19 2,215 305 477
26 Nov 4062.00 72.95 -34.3 16.54 405 103 174
25 Nov 3996.70 110.95 12.3 15.74 169 34 72
24 Nov 4013.30 98.5 4.2 16.01 6 -2 38
21 Nov 4024.90 94.3 4.1 16.81 11 2 40
20 Nov 4037.40 90.2 -16.4 16.89 5 1 37
19 Nov 4019.60 106.6 -1.4 18.28 7 0 35
18 Nov 3999.60 108 -17.7 - 0 10 0
17 Nov 4027.70 108 -17.7 18.92 15 9 34
14 Nov 4004.40 125.7 -0.3 19.84 2 1 25
13 Nov 4002.50 126 -30.75 19.60 15 11 24
12 Nov 3954.60 156.75 21.7 20.35 3 0 13
11 Nov 3955.00 135.05 -9.95 - 0 0 0
10 Nov 3918.50 135.05 -9.95 - 0 0 0
7 Nov 3882.50 135.05 -9.95 - 0 0 0
6 Nov 3881.60 135.05 -9.95 - 0 0 0
4 Nov 3924.40 135.05 -9.95 - 0 0 0
3 Nov 3980.50 135.05 -9.95 - 0 11 0
31 Oct 4030.90 135.05 -9.95 - 13 9 11
30 Oct 3987.50 145 -298.05 20.42 32 1 1
29 Oct 3958.10 443.05 0 - 0 0 0
28 Oct 3972.80 443.05 0 - 0 0 0
21 Oct 3888.20 443.05 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4080 expiring on 30DEC2025

Delta for 4080 PE is -0.65

Historical price for 4080 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 96.9, which was -2.65 lower than the previous day. The implied volatity was 15.81, the open interest changed by -2 which decreased total open position to 427


On 8 Dec LT was trading at 3996.70. The strike last trading price was 103, which was 29.25 higher than the previous day. The implied volatity was 17.22, the open interest changed by -47 which decreased total open position to 429


On 5 Dec LT was trading at 4038.20. The strike last trading price was 73.5, which was -31 lower than the previous day. The implied volatity was 15.80, the open interest changed by -41 which decreased total open position to 475


On 4 Dec LT was trading at 3983.60. The strike last trading price was 102.95, which was -4.7 lower than the previous day. The implied volatity was 16.07, the open interest changed by -1 which decreased total open position to 515


On 3 Dec LT was trading at 3988.00. The strike last trading price was 107.35, which was 26.25 higher than the previous day. The implied volatity was 17.67, the open interest changed by -97 which decreased total open position to 516


On 2 Dec LT was trading at 4030.50. The strike last trading price was 83.3, which was 15.25 higher than the previous day. The implied volatity was 17.05, the open interest changed by 7 which increased total open position to 616


On 1 Dec LT was trading at 4073.20. The strike last trading price was 68.8, which was 5.6 higher than the previous day. The implied volatity was 17.11, the open interest changed by 61 which increased total open position to 610


On 28 Nov LT was trading at 4069.60. The strike last trading price was 62.2, which was 0.25 higher than the previous day. The implied volatity was 16.41, the open interest changed by 77 which increased total open position to 557


On 27 Nov LT was trading at 4081.30. The strike last trading price was 61.95, which was -9.35 lower than the previous day. The implied volatity was 16.19, the open interest changed by 305 which increased total open position to 477


On 26 Nov LT was trading at 4062.00. The strike last trading price was 72.95, which was -34.3 lower than the previous day. The implied volatity was 16.54, the open interest changed by 103 which increased total open position to 174


On 25 Nov LT was trading at 3996.70. The strike last trading price was 110.95, which was 12.3 higher than the previous day. The implied volatity was 15.74, the open interest changed by 34 which increased total open position to 72


On 24 Nov LT was trading at 4013.30. The strike last trading price was 98.5, which was 4.2 higher than the previous day. The implied volatity was 16.01, the open interest changed by -2 which decreased total open position to 38


On 21 Nov LT was trading at 4024.90. The strike last trading price was 94.3, which was 4.1 higher than the previous day. The implied volatity was 16.81, the open interest changed by 2 which increased total open position to 40


On 20 Nov LT was trading at 4037.40. The strike last trading price was 90.2, which was -16.4 lower than the previous day. The implied volatity was 16.89, the open interest changed by 1 which increased total open position to 37


On 19 Nov LT was trading at 4019.60. The strike last trading price was 106.6, which was -1.4 lower than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 35


On 18 Nov LT was trading at 3999.60. The strike last trading price was 108, which was -17.7 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 17 Nov LT was trading at 4027.70. The strike last trading price was 108, which was -17.7 lower than the previous day. The implied volatity was 18.92, the open interest changed by 9 which increased total open position to 34


On 14 Nov LT was trading at 4004.40. The strike last trading price was 125.7, which was -0.3 lower than the previous day. The implied volatity was 19.84, the open interest changed by 1 which increased total open position to 25


On 13 Nov LT was trading at 4002.50. The strike last trading price was 126, which was -30.75 lower than the previous day. The implied volatity was 19.60, the open interest changed by 11 which increased total open position to 24


On 12 Nov LT was trading at 3954.60. The strike last trading price was 156.75, which was 21.7 higher than the previous day. The implied volatity was 20.35, the open interest changed by 0 which decreased total open position to 13


On 11 Nov LT was trading at 3955.00. The strike last trading price was 135.05, which was -9.95 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 135.05, which was -9.95 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 135.05, which was -9.95 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 135.05, which was -9.95 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 135.05, which was -9.95 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 135.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0


On 31 Oct LT was trading at 4030.90. The strike last trading price was 135.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11


On 30 Oct LT was trading at 3987.50. The strike last trading price was 145, which was -298.05 lower than the previous day. The implied volatity was 20.42, the open interest changed by 1 which increased total open position to 1


On 29 Oct LT was trading at 3958.10. The strike last trading price was 443.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Oct LT was trading at 3972.80. The strike last trading price was 443.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Oct LT was trading at 3888.20. The strike last trading price was 443.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0