Historical option data for LT
29 Jun 2026 10:50 AM IST
| LT 28-Jul-2026 (25d) 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.73
Vega: 0.04
Theta: -1.56
Gamma: 0.00139
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4220.20 | 176.65 | -3.75 (-2.08%) | 19.97 | 282 | 4 | 368 | |||||||||
| 25 Jun | 4216.40 | 182.7 | 13.6 (8.04%) | 21.78 | 760 | 23 | 364 | |||||||||
| 24 Jun | 4181.70 | 170 | 0.25 (0.15%) | 21.87 | 352 | 79 | 341 | |||||||||
| 23 Jun | 4179.40 | 168.3 | -21.7 (-11.42%) | 23.2 | 128 | 47 | 262 | |||||||||
| 22 Jun | 4201.30 | 190 | -13 (-6.40%) | 22.65 | 49 | 22 | 214 | |||||||||
| 19 Jun | 4209.40 | 205 | 17 (9.04%) | 23.26 | 85 | 8 | 195 | |||||||||
| 18 Jun | 4190.00 | 185.85 | -14.15 (-7.08%) | 21.65 | 84 | 38 | 187 | |||||||||
| 17 Jun | 4207.70 | 199.95 | 13.95 (7.50%) | 22.32 | 112 | 35 | 149 | |||||||||
| 16 Jun | 4186.40 | 184 | 3 (1.66%) | 21.62 | 134 | -12 | 109 | |||||||||
| 15 Jun | 4169.80 | 179.85 | 58.85 (48.64%) | 22.06 | 181 | 6 | 121 | |||||||||
| 12 Jun | 4049.30 | 120 | 71 (144.90%) | 22.69 | 263 | -12 | 115 | |||||||||
| 11 Jun | 3862.00 | 51.5 | -8.5 (-14.17%) | 22.27 | 82 | 10 | 127 | |||||||||
| 10 Jun | 3917.50 | 61.9 | -6.1 (-8.97%) | 20.78 | 38 | 0 | 117 | |||||||||
| 9 Jun | 3900.60 | 67 | 7 (11.67%) | 22.99 | 35 | 8 | 116 | |||||||||
| 8 Jun | 3875.50 | 58.75 | -38.15 (-39.37%) | 23.31 | 64 | 27 | 108 | |||||||||
| 5 Jun | 3953.20 | 96.9 | -0.1 (-0.10%) | 24.5 | 23 | 10 | 82 | |||||||||
| 4 Jun | 3942.10 | 97 | -10 (-9.35%) | 24.37 | 16 | -3 | 74 | |||||||||
| 3 Jun | 3953.20 | 107 | -8 (-6.96%) | 24.34 | 56 | 39 | 78 | |||||||||
| 2 Jun | 4000.90 | 114.8 | 2.8 (2.50%) | 23.33 | 23 | 3 | 39 | |||||||||
| 1 Jun | 4010.80 | 111 | -45 (-28.85%) | 21.1 | 25 | 20 | 35 | |||||||||
| 29 May | 4076.50 | 159 | 17 (11.97%) | 21.98 | 18 | 10 | 16 | |||||||||
| 27 May | 4047.50 | 142.2 | -67.8 (-32.29%) | 22.13 | 10 | 5 | 5 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 28JUL2026
Delta for 4100 CE is 0.73
Historical price for 4100 CE is as follows
On 29 Jun LT was trading at 4220.20. The strike last trading price was 176.65, which was -3.75 lower than the previous day. The implied volatity was 19.97, the open interest changed by 4 which increased total open position to 368
On 25 Jun LT was trading at 4216.40. The strike last trading price was 182.7, which was 13.6 higher than the previous day. The implied volatity was 21.78, the open interest changed by 23 which increased total open position to 364
On 24 Jun LT was trading at 4181.70. The strike last trading price was 170, which was 0.25 higher than the previous day. The implied volatity was 21.87, the open interest changed by 79 which increased total open position to 341
On 23 Jun LT was trading at 4179.40. The strike last trading price was 168.3, which was -21.7 lower than the previous day. The implied volatity was 23.2, the open interest changed by 47 which increased total open position to 262
On 22 Jun LT was trading at 4201.30. The strike last trading price was 190, which was -13 lower than the previous day. The implied volatity was 22.65, the open interest changed by 22 which increased total open position to 214
On 19 Jun LT was trading at 4209.40. The strike last trading price was 205, which was 17 higher than the previous day. The implied volatity was 23.26, the open interest changed by 8 which increased total open position to 195
On 18 Jun LT was trading at 4190.00. The strike last trading price was 185.85, which was -14.15 lower than the previous day. The implied volatity was 21.65, the open interest changed by 38 which increased total open position to 187
On 17 Jun LT was trading at 4207.70. The strike last trading price was 199.95, which was 13.95 higher than the previous day. The implied volatity was 22.32, the open interest changed by 35 which increased total open position to 149
On 16 Jun LT was trading at 4186.40. The strike last trading price was 184, which was 3 higher than the previous day. The implied volatity was 21.62, the open interest changed by -12 which decreased total open position to 109
On 15 Jun LT was trading at 4169.80. The strike last trading price was 179.85, which was 58.85 higher than the previous day. The implied volatity was 22.06, the open interest changed by 6 which increased total open position to 121
On 12 Jun LT was trading at 4049.30. The strike last trading price was 120, which was 71 higher than the previous day. The implied volatity was 22.69, the open interest changed by -12 which decreased total open position to 115
On 11 Jun LT was trading at 3862.00. The strike last trading price was 51.5, which was -8.5 lower than the previous day. The implied volatity was 22.27, the open interest changed by 10 which increased total open position to 127
On 10 Jun LT was trading at 3917.50. The strike last trading price was 61.9, which was -6.1 lower than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 117
On 9 Jun LT was trading at 3900.60. The strike last trading price was 67, which was 7 higher than the previous day. The implied volatity was 22.99, the open interest changed by 8 which increased total open position to 116
On 8 Jun LT was trading at 3875.50. The strike last trading price was 58.75, which was -38.15 lower than the previous day. The implied volatity was 23.31, the open interest changed by 27 which increased total open position to 108
On 5 Jun LT was trading at 3953.20. The strike last trading price was 96.9, which was -0.1 lower than the previous day. The implied volatity was 24.5, the open interest changed by 10 which increased total open position to 82
On 4 Jun LT was trading at 3942.10. The strike last trading price was 97, which was -10 lower than the previous day. The implied volatity was 24.37, the open interest changed by -3 which decreased total open position to 74
On 3 Jun LT was trading at 3953.20. The strike last trading price was 107, which was -8 lower than the previous day. The implied volatity was 24.34, the open interest changed by 39 which increased total open position to 78
On 2 Jun LT was trading at 4000.90. The strike last trading price was 114.8, which was 2.8 higher than the previous day. The implied volatity was 23.33, the open interest changed by 3 which increased total open position to 39
On 1 Jun LT was trading at 4010.80. The strike last trading price was 111, which was -45 lower than the previous day. The implied volatity was 21.1, the open interest changed by 20 which increased total open position to 35
On 29 May LT was trading at 4076.50. The strike last trading price was 159, which was 17 higher than the previous day. The implied volatity was 21.98, the open interest changed by 10 which increased total open position to 16
On 27 May LT was trading at 4047.50. The strike last trading price was 142.2, which was -67.8 lower than the previous day. The implied volatity was 22.13, the open interest changed by 5 which increased total open position to 5
| LT 28-Jul-2026 (25d) 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.29
Vega: 0.04
Theta: -1.28
Gamma: 0.0012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4220.20 | 55 | 0 (0.00%) | 23.88 | 583 | 4 | 1,535 |
| 25 Jun | 4216.40 | 55.45 | -12.55 (-18.46%) | 21.17 | 1,640 | 501 | 1,530 |
| 24 Jun | 4181.70 | 67 | -1.65 (-2.40%) | 21.83 | 238 | 13 | 1,030 |
| 23 Jun | 4179.40 | 70 | 5.45 (8.44%) | 21.73 | 356 | 153 | 1,017 |
| 22 Jun | 4201.30 | 65.05 | 4.6 (7.61%) | 22.3 | 195 | 40 | 863 |
| 19 Jun | 4209.40 | 59 | -2.45 (-3.99%) | 21.02 | 135 | 36 | 823 |
| 18 Jun | 4190.00 | 60.1 | 5.15 (9.37%) | 19.86 | 164 | 32 | 787 |
| 17 Jun | 4207.70 | 55.45 | -11.5 (-17.18%) | 19.51 | 379 | 231 | 758 |
| 16 Jun | 4186.40 | 67.85 | -14.05 (-17.16%) | 20.3 | 670 | 408 | 529 |
| 15 Jun | 4169.80 | 81.5 | -53.1 (-39.45%) | 21.94 | 226 | 95 | 122 |
| 12 Jun | 4049.30 | 131.3 | -68.2 (-34.19%) | 20.75 | 21 | 8 | 26 |
| 11 Jun | 3862.00 | 199.5 | 199.5 (-16.88%) | 20.19 | 3 | 0 | 18 |
| 10 Jun | 3917.50 | 199.5 | -40.5 (-16.88%) | 20.19 | 3 | 0 | 18 |
| 9 Jun | 3900.60 | 240 | 240 (30.43%) | 20.48 | 6 | 0 | 18 |
| 8 Jun | 3875.50 | 240 | 56 (30.43%) | 20.48 | 6 | 2 | 15 |
| 5 Jun | 3953.20 | 184 | 5 (2.79%) | 19.2 | 2 | 0 | 12 |
| 4 Jun | 3942.10 | 179 | -1 (-0.56%) | 19.9 | 1 | 1 | 12 |
| 3 Jun | 3953.20 | 180 | 11 (6.51%) | 19.63 | 2 | 0 | 9 |
| 2 Jun | 4000.90 | 169 | 9 (5.63%) | 20.04 | 5 | 1 | 7 |
| 1 Jun | 4010.80 | 160 | 38 (31.15%) | 21.21 | 3 | 1 | 5 |
| 29 May | 4076.50 | 122 | -108.65 (-47.11%) | 20.44 | 5 | 4 | 4 |
| 27 May | 4047.50 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 28JUL2026
Delta for 4100 PE is -0.29
Historical price for 4100 PE is as follows
On 29 Jun LT was trading at 4220.20. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 23.88, the open interest changed by 4 which increased total open position to 1535
On 25 Jun LT was trading at 4216.40. The strike last trading price was 55.45, which was -12.55 lower than the previous day. The implied volatity was 21.17, the open interest changed by 501 which increased total open position to 1530
On 24 Jun LT was trading at 4181.70. The strike last trading price was 67, which was -1.65 lower than the previous day. The implied volatity was 21.83, the open interest changed by 13 which increased total open position to 1030
On 23 Jun LT was trading at 4179.40. The strike last trading price was 70, which was 5.45 higher than the previous day. The implied volatity was 21.73, the open interest changed by 153 which increased total open position to 1017
On 22 Jun LT was trading at 4201.30. The strike last trading price was 65.05, which was 4.6 higher than the previous day. The implied volatity was 22.3, the open interest changed by 40 which increased total open position to 863
On 19 Jun LT was trading at 4209.40. The strike last trading price was 59, which was -2.45 lower than the previous day. The implied volatity was 21.02, the open interest changed by 36 which increased total open position to 823
On 18 Jun LT was trading at 4190.00. The strike last trading price was 60.1, which was 5.15 higher than the previous day. The implied volatity was 19.86, the open interest changed by 32 which increased total open position to 787
On 17 Jun LT was trading at 4207.70. The strike last trading price was 55.45, which was -11.5 lower than the previous day. The implied volatity was 19.51, the open interest changed by 231 which increased total open position to 758
On 16 Jun LT was trading at 4186.40. The strike last trading price was 67.85, which was -14.05 lower than the previous day. The implied volatity was 20.3, the open interest changed by 408 which increased total open position to 529
On 15 Jun LT was trading at 4169.80. The strike last trading price was 81.5, which was -53.1 lower than the previous day. The implied volatity was 21.94, the open interest changed by 95 which increased total open position to 122
On 12 Jun LT was trading at 4049.30. The strike last trading price was 131.3, which was -68.2 lower than the previous day. The implied volatity was 20.75, the open interest changed by 8 which increased total open position to 26
On 11 Jun LT was trading at 3862.00. The strike last trading price was 199.5, which was 199.5 higher than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 18
On 10 Jun LT was trading at 3917.50. The strike last trading price was 199.5, which was -40.5 lower than the previous day. The implied volatity was 20.19, the open interest changed by 0 which decreased total open position to 18
On 9 Jun LT was trading at 3900.60. The strike last trading price was 240, which was 240 higher than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 18
On 8 Jun LT was trading at 3875.50. The strike last trading price was 240, which was 56 higher than the previous day. The implied volatity was 20.48, the open interest changed by 2 which increased total open position to 15
On 5 Jun LT was trading at 3953.20. The strike last trading price was 184, which was 5 higher than the previous day. The implied volatity was 19.2, the open interest changed by 0 which decreased total open position to 12
On 4 Jun LT was trading at 3942.10. The strike last trading price was 179, which was -1 lower than the previous day. The implied volatity was 19.9, the open interest changed by 1 which increased total open position to 12
On 3 Jun LT was trading at 3953.20. The strike last trading price was 180, which was 11 higher than the previous day. The implied volatity was 19.63, the open interest changed by 0 which decreased total open position to 9
On 2 Jun LT was trading at 4000.90. The strike last trading price was 169, which was 9 higher than the previous day. The implied volatity was 20.04, the open interest changed by 1 which increased total open position to 7
On 1 Jun LT was trading at 4010.80. The strike last trading price was 160, which was 38 higher than the previous day. The implied volatity was 21.21, the open interest changed by 1 which increased total open position to 5
On 29 May LT was trading at 4076.50. The strike last trading price was 122, which was -108.65 lower than the previous day. The implied volatity was 20.44, the open interest changed by 4 which increased total open position to 4
On 27 May LT was trading at 4047.50. 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
