Historical option data for LT
29 May 2026 04:10 PM IST
| LT 30-Jun-2026 (31d) 4080 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.05
Theta: -1.85
Gamma: 0.0015
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 4076.50 | 118.75 | 20.75 (21.17%) | 21.65 | 1,072 | 81 | 264 | |||||||||
| 27 May | 4047.50 | 100.4 | 4.4 (4.58%) | 21.13 | 425 | 41 | 179 | |||||||||
| 26 May | 4037.80 | 94 | -10 (-9.62%) | 21.24 | 529 | 31 | 137 | |||||||||
| 25 May | 4033.40 | 107.55 | 45.55 (73.47%) | 23.29 | 212 | 39 | 107 | |||||||||
| 22 May | 3926.60 | 61.5 | -0.5 (-0.81%) | 21.56 | 86 | 0 | 68 | |||||||||
| 21 May | 3928.50 | 61.5 | -28.5 (-31.67%) | 21.56 | 86 | 64 | 67 | |||||||||
| 20 May | 3910.70 | 90.35 | 0.35 (0.39%) | - | 0 | 0 | 3 | |||||||||
| 19 May | 3921.00 | 90.35 | 0.35 (0.39%) | - | 0 | 0 | 3 | |||||||||
| 18 May | 3917.80 | 90.35 | 0.35 (0.39%) | - | 0 | 0 | 3 | |||||||||
| 15 May | 3909.00 | 90.35 | 0.35 (0.39%) | 24.17 | 0 | 0 | 3 | |||||||||
| 14 May | 3940.40 | 90.35 | 21.35 (30.94%) | 24.17 | 3 | 1 | 1 | |||||||||
| 13 May | 3915.80 | 0 | -69 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 3856.50 | 0 | -69 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 3940.20 | 0 | -69 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 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 | |||||||||
| 28 Apr | 4037.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 4053.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 4014.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 4054.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 4021.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 4075.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 4051.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 4096.10 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 4119.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 4076.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 3954.30 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 3959.90 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 3896.20 | 69.3 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4080 expiring on 30JUN2026
Delta for 4080 CE is 0.55
Historical price for 4080 CE is as follows
On 29 May LT was trading at 4076.50. The strike last trading price was 118.75, which was 20.75 higher than the previous day. The implied volatity was 21.65, the open interest changed by 81 which increased total open position to 264
On 27 May LT was trading at 4047.50. The strike last trading price was 100.4, which was 4.4 higher than the previous day. The implied volatity was 21.13, the open interest changed by 41 which increased total open position to 179
On 26 May LT was trading at 4037.80. The strike last trading price was 94, which was -10 lower than the previous day. The implied volatity was 21.24, the open interest changed by 31 which increased total open position to 137
On 25 May LT was trading at 4033.40. The strike last trading price was 107.55, which was 45.55 higher than the previous day. The implied volatity was 23.29, the open interest changed by 39 which increased total open position to 107
On 22 May LT was trading at 3926.60. The strike last trading price was 61.5, which was -0.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by 0 which decreased total open position to 68
On 21 May LT was trading at 3928.50. The strike last trading price was 61.5, which was -28.5 lower than the previous day. The implied volatity was 21.56, the open interest changed by 64 which increased total open position to 67
On 20 May LT was trading at 3910.70. The strike last trading price was 90.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May LT was trading at 3921.00. The strike last trading price was 90.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May LT was trading at 3917.80. The strike last trading price was 90.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May LT was trading at 3909.00. The strike last trading price was 90.35, which was 0.35 higher than the previous day. The implied volatity was 24.17, 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 90.35, which was 21.35 higher than the previous day. The implied volatity was 24.17, the open interest changed by 1 which increased total open position to 1
On 13 May LT was trading at 3915.80. The strike last trading price was 0, which was -69 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LT was trading at 3856.50. The strike last trading price was 0, which was -69 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LT was trading at 3940.20. The strike last trading price was 0, which was -69 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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
On 28 Apr LT was trading at 4037.70. 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 27 Apr LT was trading at 4053.60. 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 24 Apr LT was trading at 4014.30. 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 23 Apr LT was trading at 4054.10. 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
On 22 Apr LT was trading at 4021.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr LT was trading at 4075.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr LT was trading at 4051.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr LT was trading at 4096.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr LT was trading at 4119.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LT was trading at 4076.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LT was trading at 3954.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LT was trading at 3896.20. The strike last trading price was 69.3, 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 (31d) 4080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.44
Vega: 0.05
Theta: -1.04
Gamma: 0.0017
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 4076.50 | 78 | -21 (-21.21%) | 19.01 | 803 | 34 | 254 |
| 27 May | 4047.50 | 95.5 | -18.05 (-15.90%) | 18.35 | 345 | 63 | 220 |
| 26 May | 4037.80 | 113.05 | -4.25 (-3.62%) | 20.21 | 758 | 109 | 157 |
| 25 May | 4033.40 | 114.1 | -158.9 (-58.21%) | 20.1 | 60 | 47 | 48 |
| 22 May | 3926.60 | 273 | 273 | - | 0 | 0 | 1 |
| 21 May | 3928.50 | 273 | 273 | - | 0 | 0 | 1 |
| 20 May | 3910.70 | 273 | 273 | - | 0 | 0 | 1 |
| 19 May | 3921.00 | 273 | 273 (-52.28%) | 35.37 | 0 | 0 | 1 |
| 18 May | 3917.80 | 273 | -299.1 (-52.28%) | 35.37 | 1 | 1 | 1 |
| 15 May | 3909.00 | 0 | -572.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 3940.40 | 0 | -572.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 3915.80 | 0 | -572.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 3856.50 | 0 | -572.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 3940.20 | 0 | -572.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 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 |
| 28 Apr | 4037.70 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 4053.60 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 4014.30 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 4054.10 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 4021.10 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 4075.40 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 4051.00 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 4096.10 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 4119.80 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 4076.30 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 3954.30 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 3959.90 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 3896.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4080 expiring on 30JUN2026
Delta for 4080 PE is -0.44
Historical price for 4080 PE is as follows
On 29 May LT was trading at 4076.50. The strike last trading price was 78, which was -21 lower than the previous day. The implied volatity was 19.01, the open interest changed by 34 which increased total open position to 254
On 27 May LT was trading at 4047.50. The strike last trading price was 95.5, which was -18.05 lower than the previous day. The implied volatity was 18.35, the open interest changed by 63 which increased total open position to 220
On 26 May LT was trading at 4037.80. The strike last trading price was 113.05, which was -4.25 lower than the previous day. The implied volatity was 20.21, the open interest changed by 109 which increased total open position to 157
On 25 May LT was trading at 4033.40. The strike last trading price was 114.1, which was -158.9 lower than the previous day. The implied volatity was 20.1, the open interest changed by 47 which increased total open position to 48
On 22 May LT was trading at 3926.60. The strike last trading price was 273, which was 273 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 273, which was 273 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 273, which was 273 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 273, which was 273 higher than the previous day. The implied volatity was 35.37, 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 273, which was -299.1 lower than the previous day. The implied volatity was 35.37, the open interest changed by 1 which increased total open position to 1
On 15 May LT was trading at 3909.00. The strike last trading price was 0, which was -572.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LT was trading at 3940.40. The strike last trading price was 0, which was -572.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LT was trading at 3915.80. The strike last trading price was 0, which was -572.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LT was trading at 3856.50. The strike last trading price was 0, which was -572.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LT was trading at 3940.20. The strike last trading price was 0, which was -572.1 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
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
On 28 Apr LT was trading at 4037.70. 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 27 Apr LT was trading at 4053.60. 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 24 Apr LT was trading at 4014.30. 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 23 Apr LT was trading at 4054.10. 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
On 22 Apr LT was trading at 4021.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr LT was trading at 4075.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr LT was trading at 4051.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr LT was trading at 4096.10. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr LT was trading at 4119.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr LT was trading at 4076.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr LT was trading at 3954.30. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr LT was trading at 3959.90. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr LT was trading at 3896.20. 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
