[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4014.3 -39.80 (-0.98%)
L: 3983.2 H: 4088.1

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Historical option data for LT

24 Apr 2026 04:10 PM IST
LT 28-Apr-2026 (4d) 4100 CE
Delta: 0.2
Vega: 0.01
Theta: -3.46
Gamma: 0.00282
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 4014.30 11.4 -17.950000000000003 23.02 8,952 -578 5,492
23 Apr 4054.10 30 3.1000000000000014 25.41 7,948 -86 6,070
22 Apr 4021.10 27 -34.5 27.46 10,269 1,879 6,156
21 Apr 4075.40 59.4 2.3500000000000014 31.13 4,846 -28 4,283
20 Apr 4051.00 52.75 -28.700000000000003 31.62 8,327 360 4,375
17 Apr 4096.10 82.3 -6.950000000000003 26.43 6,769 222 4,015
16 Apr 4119.80 89 14.75 25.63 11,538 -312 3,797
15 Apr 4076.30 73.2 35.1 26.42 20,305 334 4,109
13 Apr 3954.30 36.4 -8.300000000000004 26.99 4,721 185 3,775
10 Apr 3959.90 44.45 6.5 26.49 3,631 -123 3,589
9 Apr 3896.20 37.55 -37.8 29.3 8,305 854 3,715
8 Apr 4005.90 77 58.65 28.45 13,864 1,460 2,860
7 Apr 3723.30 18.2 -1.4 32.49 1,078 25 1,398
6 Apr 3727.70 19.2 7.5 31.85 1,735 109 1,369
2 Apr 3613.10 10.4 -2.9 31.04 964 64 1,265
1 Apr 3607.50 13.2 3.35 31.59 1,545 141 1,200
30 Mar 3504.10 10.05 -8.45 34.52 550 114 1,055
27 Mar 3564.10 19.45 -8.45 34.78 692 33 940
25 Mar 3649.30 29.3 7.15 32.71 1,400 134 968
24 Mar 3516.80 22.25 9.85 37.38 525 99 835
23 Mar 3342.40 12.5 -0.4 40.38 59 0 736
20 Mar 3434.80 12.65 -0.65 34.1 77 11 737
19 Mar 3434.50 14.05 -6.05 34.18 198 7 725
18 Mar 3607.90 19.6 0.5 28.79 299 76 719
17 Mar 3542.80 19.65 -0.65 31.63 117 9 643
16 Mar 3469.40 18.45 -5.8 34.35 192 29 636
13 Mar 3439.00 25 -21.35 36.65 301 62 605
12 Mar 3719.50 45.55 -23.95 28.88 240 38 544
11 Mar 3838.80 69.7 -11.65 26.74 128 4 506
10 Mar 3876.00 81 5.05 25.7 104 24 501
9 Mar 3842.10 73.9 -32.05 26.88 166 13 479
6 Mar 3949.80 108.15 -5.35 24.65 449 316 466
5 Mar 4038.70 107.75 7.15 18.43 494 -289 151
4 Mar 3882.60 100.7 -46.35 27.33 782 389 440
2 Mar 4066.70 146.65 -158.15 21.6 220 51 51
27 Feb 4278.30 304.8 0 - 0 0 0
26 Feb 4286.50 304.8 0 - 0 0 0
25 Feb 4298.50 304.8 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4100 expiring on 28APR2026

Delta for 4100 CE is 0.2

Historical price for 4100 CE is as follows

On 24 Apr LT was trading at 4014.30. The strike last trading price was 11.4, which was -17.950000000000003 lower than the previous day. The implied volatity was 23.02, the open interest changed by -578 which decreased total open position to 5492


On 23 Apr LT was trading at 4054.10. The strike last trading price was 30, which was 3.1000000000000014 higher than the previous day. The implied volatity was 25.41, the open interest changed by -86 which decreased total open position to 6070


On 22 Apr LT was trading at 4021.10. The strike last trading price was 27, which was -34.5 lower than the previous day. The implied volatity was 27.46, the open interest changed by 1879 which increased total open position to 6156


On 21 Apr LT was trading at 4075.40. The strike last trading price was 59.4, which was 2.3500000000000014 higher than the previous day. The implied volatity was 31.13, the open interest changed by -28 which decreased total open position to 4283


On 20 Apr LT was trading at 4051.00. The strike last trading price was 52.75, which was -28.700000000000003 lower than the previous day. The implied volatity was 31.62, the open interest changed by 360 which increased total open position to 4375


On 17 Apr LT was trading at 4096.10. The strike last trading price was 82.3, which was -6.950000000000003 lower than the previous day. The implied volatity was 26.43, the open interest changed by 222 which increased total open position to 4015


On 16 Apr LT was trading at 4119.80. The strike last trading price was 89, which was 14.75 higher than the previous day. The implied volatity was 25.63, the open interest changed by -312 which decreased total open position to 3797


On 15 Apr LT was trading at 4076.30. The strike last trading price was 73.2, which was 35.1 higher than the previous day. The implied volatity was 26.42, the open interest changed by 334 which increased total open position to 4109


On 13 Apr LT was trading at 3954.30. The strike last trading price was 36.4, which was -8.300000000000004 lower than the previous day. The implied volatity was 26.99, the open interest changed by 185 which increased total open position to 3775


On 10 Apr LT was trading at 3959.90. The strike last trading price was 44.45, which was 6.5 higher than the previous day. The implied volatity was 26.49, the open interest changed by -123 which decreased total open position to 3589


On 9 Apr LT was trading at 3896.20. The strike last trading price was 37.55, which was -37.8 lower than the previous day. The implied volatity was 29.3, the open interest changed by 854 which increased total open position to 3715


On 8 Apr LT was trading at 4005.90. The strike last trading price was 77, which was 58.65 higher than the previous day. The implied volatity was 28.45, the open interest changed by 1460 which increased total open position to 2860


On 7 Apr LT was trading at 3723.30. The strike last trading price was 18.2, which was -1.4 lower than the previous day. The implied volatity was 32.49, the open interest changed by 25 which increased total open position to 1398


On 6 Apr LT was trading at 3727.70. The strike last trading price was 19.2, which was 7.5 higher than the previous day. The implied volatity was 31.85, the open interest changed by 109 which increased total open position to 1369


On 2 Apr LT was trading at 3613.10. The strike last trading price was 10.4, which was -2.9 lower than the previous day. The implied volatity was 31.04, the open interest changed by 64 which increased total open position to 1265


On 1 Apr LT was trading at 3607.50. The strike last trading price was 13.2, which was 3.35 higher than the previous day. The implied volatity was 31.59, the open interest changed by 141 which increased total open position to 1200


On 30 Mar LT was trading at 3504.10. The strike last trading price was 10.05, which was -8.45 lower than the previous day. The implied volatity was 34.52, the open interest changed by 114 which increased total open position to 1055


On 27 Mar LT was trading at 3564.10. The strike last trading price was 19.45, which was -8.45 lower than the previous day. The implied volatity was 34.78, the open interest changed by 33 which increased total open position to 940


On 25 Mar LT was trading at 3649.30. The strike last trading price was 29.3, which was 7.15 higher than the previous day. The implied volatity was 32.71, the open interest changed by 134 which increased total open position to 968


On 24 Mar LT was trading at 3516.80. The strike last trading price was 22.25, which was 9.85 higher than the previous day. The implied volatity was 37.38, the open interest changed by 99 which increased total open position to 835


On 23 Mar LT was trading at 3342.40. The strike last trading price was 12.5, which was -0.4 lower than the previous day. The implied volatity was 40.38, the open interest changed by 0 which decreased total open position to 736


On 20 Mar LT was trading at 3434.80. The strike last trading price was 12.65, which was -0.65 lower than the previous day. The implied volatity was 34.1, the open interest changed by 11 which increased total open position to 737


On 19 Mar LT was trading at 3434.50. The strike last trading price was 14.05, which was -6.05 lower than the previous day. The implied volatity was 34.18, the open interest changed by 7 which increased total open position to 725


On 18 Mar LT was trading at 3607.90. The strike last trading price was 19.6, which was 0.5 higher than the previous day. The implied volatity was 28.79, the open interest changed by 76 which increased total open position to 719


On 17 Mar LT was trading at 3542.80. The strike last trading price was 19.65, which was -0.65 lower than the previous day. The implied volatity was 31.63, the open interest changed by 9 which increased total open position to 643


On 16 Mar LT was trading at 3469.40. The strike last trading price was 18.45, which was -5.8 lower than the previous day. The implied volatity was 34.35, the open interest changed by 29 which increased total open position to 636


On 13 Mar LT was trading at 3439.00. The strike last trading price was 25, which was -21.35 lower than the previous day. The implied volatity was 36.65, the open interest changed by 62 which increased total open position to 605


On 12 Mar LT was trading at 3719.50. The strike last trading price was 45.55, which was -23.95 lower than the previous day. The implied volatity was 28.88, the open interest changed by 38 which increased total open position to 544


On 11 Mar LT was trading at 3838.80. The strike last trading price was 69.7, which was -11.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by 4 which increased total open position to 506


On 10 Mar LT was trading at 3876.00. The strike last trading price was 81, which was 5.05 higher than the previous day. The implied volatity was 25.7, the open interest changed by 24 which increased total open position to 501


On 9 Mar LT was trading at 3842.10. The strike last trading price was 73.9, which was -32.05 lower than the previous day. The implied volatity was 26.88, the open interest changed by 13 which increased total open position to 479


On 6 Mar LT was trading at 3949.80. The strike last trading price was 108.15, which was -5.35 lower than the previous day. The implied volatity was 24.65, the open interest changed by 316 which increased total open position to 466


On 5 Mar LT was trading at 4038.70. The strike last trading price was 107.75, which was 7.15 higher than the previous day. The implied volatity was 18.43, the open interest changed by -289 which decreased total open position to 151


On 4 Mar LT was trading at 3882.60. The strike last trading price was 100.7, which was -46.35 lower than the previous day. The implied volatity was 27.33, the open interest changed by 389 which increased total open position to 440


On 2 Mar LT was trading at 4066.70. The strike last trading price was 146.65, which was -158.15 lower than the previous day. The implied volatity was 21.6, the open interest changed by 51 which increased total open position to 51


On 27 Feb LT was trading at 4278.30. The strike last trading price was 304.8, 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


On 26 Feb LT was trading at 4286.50. The strike last trading price was 304.8, 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


On 25 Feb LT was trading at 4298.50. The strike last trading price was 304.8, 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 28-Apr-2026 (4d) 4100 PE
Delta: -0.82
Vega: 0.01
Theta: -2.2
Gamma: 0.00292
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 4014.30 92.55 17.89999999999999 20.32 920 -173 1,277
23 Apr 4054.10 72.9 -29.44999999999999 23.32 1,547 -306 1,449
22 Apr 4021.10 103.4 22.5 25.43 1,751 -387 1,771
21 Apr 4075.40 83.8 -19 30.47 2,499 40 2,164
20 Apr 4051.00 109.4 33.150000000000006 32.23 3,858 -279 2,133
17 Apr 4096.10 74.45 -1.7000000000000028 27.71 4,618 139 2,412
16 Apr 4119.80 77.15 -22.94999999999999 29.35 6,047 589 2,272
15 Apr 4076.30 101.45 -83.7 29.48 4,961 612 1,684
13 Apr 3954.30 183.05 3.3000000000000114 30.13 579 -274 1,075
10 Apr 3959.90 183.15 -46.650000000000006 29.66 329 -6 1,349
9 Apr 3896.20 230.75 68.35 30.97 488 -22 1,366
8 Apr 4005.90 160.45 -227.55 32.77 1,202 304 1,389
7 Apr 3723.30 388 8.65 39.67 2 -1 1,084
6 Apr 3727.70 383 -103.85 38.76 17 2 1,084
2 Apr 3613.10 484.3 4.3 38.45 8 3 1,082
1 Apr 3607.50 480 -102.45 40.46 14 -4 1,078
30 Mar 3504.10 582.65 46.65 40.86 432 386 1,082
27 Mar 3564.10 536 87.95 44.04 53 43 695
25 Mar 3649.30 441.45 -135.7 35.93 651 620 653
24 Mar 3516.80 577.15 -197.25 41.34 6 5 32
23 Mar 3342.40 774.4 109.4 60.3 4 3 28
20 Mar 3434.80 665 32 48.98 4 0 25
19 Mar 3434.50 633 149.5 38.12 10 3 25
18 Mar 3607.90 483.5 -181.5 33.18 2 0 21
17 Mar 3542.80 665 25.05 - 6 0 21
16 Mar 3469.40 665 25.05 53.2 6 -1 20
13 Mar 3439.00 639.9 248.9 40.89 5 1 23
12 Mar 3719.50 391 138.15 31.58 1 0 0
11 Mar 3838.80 252.85 67.85 - 0 0 22
10 Mar 3876.00 252.85 67.85 27.21 4 2 21
9 Mar 3842.10 185 -151.85 - 0 0 19
6 Mar 3949.80 185 -151.85 - 0 0 19
5 Mar 4038.70 185 -151.85 28.86 13 9 20
4 Mar 3882.60 336.85 171.95 40.93 15 2 12
2 Mar 4066.70 164.9 66.15 27.22 29 12 12
27 Feb 4278.30 98.75 0 3.67 0 0 0
26 Feb 4286.50 98.75 0 3.89 0 0 0
25 Feb 4298.50 98.75 0 4.03 0 0 0


For Larsen & Toubro Ltd. - strike price 4100 expiring on 28APR2026

Delta for 4100 PE is -0.82

Historical price for 4100 PE is as follows

On 24 Apr LT was trading at 4014.30. The strike last trading price was 92.55, which was 17.89999999999999 higher than the previous day. The implied volatity was 20.32, the open interest changed by -173 which decreased total open position to 1277


On 23 Apr LT was trading at 4054.10. The strike last trading price was 72.9, which was -29.44999999999999 lower than the previous day. The implied volatity was 23.32, the open interest changed by -306 which decreased total open position to 1449


On 22 Apr LT was trading at 4021.10. The strike last trading price was 103.4, which was 22.5 higher than the previous day. The implied volatity was 25.43, the open interest changed by -387 which decreased total open position to 1771


On 21 Apr LT was trading at 4075.40. The strike last trading price was 83.8, which was -19 lower than the previous day. The implied volatity was 30.47, the open interest changed by 40 which increased total open position to 2164


On 20 Apr LT was trading at 4051.00. The strike last trading price was 109.4, which was 33.150000000000006 higher than the previous day. The implied volatity was 32.23, the open interest changed by -279 which decreased total open position to 2133


On 17 Apr LT was trading at 4096.10. The strike last trading price was 74.45, which was -1.7000000000000028 lower than the previous day. The implied volatity was 27.71, the open interest changed by 139 which increased total open position to 2412


On 16 Apr LT was trading at 4119.80. The strike last trading price was 77.15, which was -22.94999999999999 lower than the previous day. The implied volatity was 29.35, the open interest changed by 589 which increased total open position to 2272


On 15 Apr LT was trading at 4076.30. The strike last trading price was 101.45, which was -83.7 lower than the previous day. The implied volatity was 29.48, the open interest changed by 612 which increased total open position to 1684


On 13 Apr LT was trading at 3954.30. The strike last trading price was 183.05, which was 3.3000000000000114 higher than the previous day. The implied volatity was 30.13, the open interest changed by -274 which decreased total open position to 1075


On 10 Apr LT was trading at 3959.90. The strike last trading price was 183.15, which was -46.650000000000006 lower than the previous day. The implied volatity was 29.66, the open interest changed by -6 which decreased total open position to 1349


On 9 Apr LT was trading at 3896.20. The strike last trading price was 230.75, which was 68.35 higher than the previous day. The implied volatity was 30.97, the open interest changed by -22 which decreased total open position to 1366


On 8 Apr LT was trading at 4005.90. The strike last trading price was 160.45, which was -227.55 lower than the previous day. The implied volatity was 32.77, the open interest changed by 304 which increased total open position to 1389


On 7 Apr LT was trading at 3723.30. The strike last trading price was 388, which was 8.65 higher than the previous day. The implied volatity was 39.67, the open interest changed by -1 which decreased total open position to 1084


On 6 Apr LT was trading at 3727.70. The strike last trading price was 383, which was -103.85 lower than the previous day. The implied volatity was 38.76, the open interest changed by 2 which increased total open position to 1084


On 2 Apr LT was trading at 3613.10. The strike last trading price was 484.3, which was 4.3 higher than the previous day. The implied volatity was 38.45, the open interest changed by 3 which increased total open position to 1082


On 1 Apr LT was trading at 3607.50. The strike last trading price was 480, which was -102.45 lower than the previous day. The implied volatity was 40.46, the open interest changed by -4 which decreased total open position to 1078


On 30 Mar LT was trading at 3504.10. The strike last trading price was 582.65, which was 46.65 higher than the previous day. The implied volatity was 40.86, the open interest changed by 386 which increased total open position to 1082


On 27 Mar LT was trading at 3564.10. The strike last trading price was 536, which was 87.95 higher than the previous day. The implied volatity was 44.04, the open interest changed by 43 which increased total open position to 695


On 25 Mar LT was trading at 3649.30. The strike last trading price was 441.45, which was -135.7 lower than the previous day. The implied volatity was 35.93, the open interest changed by 620 which increased total open position to 653


On 24 Mar LT was trading at 3516.80. The strike last trading price was 577.15, which was -197.25 lower than the previous day. The implied volatity was 41.34, the open interest changed by 5 which increased total open position to 32


On 23 Mar LT was trading at 3342.40. The strike last trading price was 774.4, which was 109.4 higher than the previous day. The implied volatity was 60.3, the open interest changed by 3 which increased total open position to 28


On 20 Mar LT was trading at 3434.80. The strike last trading price was 665, which was 32 higher than the previous day. The implied volatity was 48.98, the open interest changed by 0 which decreased total open position to 25


On 19 Mar LT was trading at 3434.50. The strike last trading price was 633, which was 149.5 higher than the previous day. The implied volatity was 38.12, the open interest changed by 3 which increased total open position to 25


On 18 Mar LT was trading at 3607.90. The strike last trading price was 483.5, which was -181.5 lower than the previous day. The implied volatity was 33.18, the open interest changed by 0 which decreased total open position to 21


On 17 Mar LT was trading at 3542.80. The strike last trading price was 665, which was 25.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 16 Mar LT was trading at 3469.40. The strike last trading price was 665, which was 25.05 higher than the previous day. The implied volatity was 53.2, the open interest changed by -1 which decreased total open position to 20


On 13 Mar LT was trading at 3439.00. The strike last trading price was 639.9, which was 248.9 higher than the previous day. The implied volatity was 40.89, the open interest changed by 1 which increased total open position to 23


On 12 Mar LT was trading at 3719.50. The strike last trading price was 391, which was 138.15 higher than the previous day. The implied volatity was 31.58, the open interest changed by 0 which decreased total open position to 0


On 11 Mar LT was trading at 3838.80. The strike last trading price was 252.85, which was 67.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 10 Mar LT was trading at 3876.00. The strike last trading price was 252.85, which was 67.85 higher than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 21


On 9 Mar LT was trading at 3842.10. The strike last trading price was 185, which was -151.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 6 Mar LT was trading at 3949.80. The strike last trading price was 185, which was -151.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 5 Mar LT was trading at 4038.70. The strike last trading price was 185, which was -151.85 lower than the previous day. The implied volatity was 28.86, the open interest changed by 9 which increased total open position to 20


On 4 Mar LT was trading at 3882.60. The strike last trading price was 336.85, which was 171.95 higher than the previous day. The implied volatity was 40.93, the open interest changed by 2 which increased total open position to 12


On 2 Mar LT was trading at 4066.70. The strike last trading price was 164.9, which was 66.15 higher than the previous day. The implied volatity was 27.22, the open interest changed by 12 which increased total open position to 12


On 27 Feb LT was trading at 4278.30. The strike last trading price was 98.75, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0


On 26 Feb LT was trading at 4286.50. The strike last trading price was 98.75, which was 0 lower than the previous day. The implied volatity was 3.89, the open interest changed by 0 which decreased total open position to 0


On 25 Feb LT was trading at 4298.50. The strike last trading price was 98.75, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0