LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4080 CE | ||||||||||||||||
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Delta: 0.32
Vega: 3.44
Theta: -1.46
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 3.55
Theta: -0.60
Gamma: 0.00
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| 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































































































































































































































