LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4100 CE | ||||||||||||||||
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Delta: 0.27
Vega: 3.19
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 3997.50 | 21.85 | -1.65 | 13.74 | 3,895 | 218 | 4,307 | |||||||||
| 8 Dec | 3996.70 | 22.9 | -15.1 | 13.23 | 4,192 | 654 | 4,012 | |||||||||
| 5 Dec | 4038.20 | 38 | 10.65 | 12.49 | 4,275 | -113 | 3,357 | |||||||||
| 4 Dec | 3983.60 | 27.95 | -1.15 | 13.88 | 3,087 | -18 | 3,515 | |||||||||
| 3 Dec | 3988.00 | 29.75 | -20.1 | 13.64 | 4,291 | 315 | 3,527 | |||||||||
| 2 Dec | 4030.50 | 50.2 | -16.8 | 14.68 | 4,828 | 799 | 3,227 | |||||||||
| 1 Dec | 4073.20 | 66.6 | -5.55 | 14.62 | 4,736 | 301 | 2,427 | |||||||||
| 28 Nov | 4069.60 | 73.65 | -5.25 | 14.38 | 4,344 | 227 | 2,121 | |||||||||
| 27 Nov | 4081.30 | 79 | 11.6 | 14.40 | 12,392 | 202 | 1,894 | |||||||||
| 26 Nov | 4062.00 | 66.2 | 21.15 | 13.59 | 5,740 | 296 | 1,693 | |||||||||
| 25 Nov | 3996.70 | 42 | -14.45 | 15.07 | 3,456 | 370 | 1,377 | |||||||||
| 24 Nov | 4013.30 | 55.1 | -9.45 | 15.61 | 1,167 | 48 | 1,015 | |||||||||
| 21 Nov | 4024.90 | 63.7 | -9.45 | 14.88 | 1,125 | 187 | 981 | |||||||||
| 20 Nov | 4037.40 | 74 | 8.5 | 15.67 | 717 | 53 | 793 | |||||||||
| 19 Nov | 4019.60 | 65.2 | 3.6 | 15.17 | 421 | 2 | 739 | |||||||||
| 18 Nov | 3999.60 | 61.6 | -18.35 | 15.79 | 449 | 31 | 738 | |||||||||
| 17 Nov | 4027.70 | 79.5 | 8.55 | 16.71 | 357 | 83 | 706 | |||||||||
| 14 Nov | 4004.40 | 71.7 | -1.45 | 16.19 | 152 | 10 | 623 | |||||||||
| 13 Nov | 4002.50 | 71.9 | 14.7 | 15.90 | 509 | 293 | 612 | |||||||||
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| 12 Nov | 3954.60 | 57.2 | -2.25 | 16.60 | 73 | 44 | 318 | |||||||||
| 11 Nov | 3955.00 | 58.7 | 7.7 | 16.71 | 90 | 24 | 273 | |||||||||
| 10 Nov | 3918.50 | 51 | 6.15 | 17.42 | 82 | 23 | 246 | |||||||||
| 7 Nov | 3882.50 | 45 | -1.2 | 17.73 | 186 | 87 | 221 | |||||||||
| 6 Nov | 3881.60 | 47.25 | -14.1 | 17.20 | 68 | 31 | 134 | |||||||||
| 4 Nov | 3924.40 | 61.6 | -21.75 | 17.43 | 66 | 12 | 103 | |||||||||
| 3 Nov | 3980.50 | 82.5 | -29.25 | 17.14 | 46 | 16 | 93 | |||||||||
| 31 Oct | 4030.90 | 112 | 21.15 | - | 50 | 37 | 76 | |||||||||
| 30 Oct | 3987.50 | 90.85 | -54.25 | 16.95 | 67 | 38 | 38 | |||||||||
| 29 Oct | 3958.10 | 145.1 | 0 | 1.20 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 30DEC2025
Delta for 4100 CE is 0.27
Historical price for 4100 CE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 21.85, which was -1.65 lower than the previous day. The implied volatity was 13.74, the open interest changed by 218 which increased total open position to 4307
On 8 Dec LT was trading at 3996.70. The strike last trading price was 22.9, which was -15.1 lower than the previous day. The implied volatity was 13.23, the open interest changed by 654 which increased total open position to 4012
On 5 Dec LT was trading at 4038.20. The strike last trading price was 38, which was 10.65 higher than the previous day. The implied volatity was 12.49, the open interest changed by -113 which decreased total open position to 3357
On 4 Dec LT was trading at 3983.60. The strike last trading price was 27.95, which was -1.15 lower than the previous day. The implied volatity was 13.88, the open interest changed by -18 which decreased total open position to 3515
On 3 Dec LT was trading at 3988.00. The strike last trading price was 29.75, which was -20.1 lower than the previous day. The implied volatity was 13.64, the open interest changed by 315 which increased total open position to 3527
On 2 Dec LT was trading at 4030.50. The strike last trading price was 50.2, which was -16.8 lower than the previous day. The implied volatity was 14.68, the open interest changed by 799 which increased total open position to 3227
On 1 Dec LT was trading at 4073.20. The strike last trading price was 66.6, which was -5.55 lower than the previous day. The implied volatity was 14.62, the open interest changed by 301 which increased total open position to 2427
On 28 Nov LT was trading at 4069.60. The strike last trading price was 73.65, which was -5.25 lower than the previous day. The implied volatity was 14.38, the open interest changed by 227 which increased total open position to 2121
On 27 Nov LT was trading at 4081.30. The strike last trading price was 79, which was 11.6 higher than the previous day. The implied volatity was 14.40, the open interest changed by 202 which increased total open position to 1894
On 26 Nov LT was trading at 4062.00. The strike last trading price was 66.2, which was 21.15 higher than the previous day. The implied volatity was 13.59, the open interest changed by 296 which increased total open position to 1693
On 25 Nov LT was trading at 3996.70. The strike last trading price was 42, which was -14.45 lower than the previous day. The implied volatity was 15.07, the open interest changed by 370 which increased total open position to 1377
On 24 Nov LT was trading at 4013.30. The strike last trading price was 55.1, which was -9.45 lower than the previous day. The implied volatity was 15.61, the open interest changed by 48 which increased total open position to 1015
On 21 Nov LT was trading at 4024.90. The strike last trading price was 63.7, which was -9.45 lower than the previous day. The implied volatity was 14.88, the open interest changed by 187 which increased total open position to 981
On 20 Nov LT was trading at 4037.40. The strike last trading price was 74, which was 8.5 higher than the previous day. The implied volatity was 15.67, the open interest changed by 53 which increased total open position to 793
On 19 Nov LT was trading at 4019.60. The strike last trading price was 65.2, which was 3.6 higher than the previous day. The implied volatity was 15.17, the open interest changed by 2 which increased total open position to 739
On 18 Nov LT was trading at 3999.60. The strike last trading price was 61.6, which was -18.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 31 which increased total open position to 738
On 17 Nov LT was trading at 4027.70. The strike last trading price was 79.5, which was 8.55 higher than the previous day. The implied volatity was 16.71, the open interest changed by 83 which increased total open position to 706
On 14 Nov LT was trading at 4004.40. The strike last trading price was 71.7, which was -1.45 lower than the previous day. The implied volatity was 16.19, the open interest changed by 10 which increased total open position to 623
On 13 Nov LT was trading at 4002.50. The strike last trading price was 71.9, which was 14.7 higher than the previous day. The implied volatity was 15.90, the open interest changed by 293 which increased total open position to 612
On 12 Nov LT was trading at 3954.60. The strike last trading price was 57.2, which was -2.25 lower than the previous day. The implied volatity was 16.60, the open interest changed by 44 which increased total open position to 318
On 11 Nov LT was trading at 3955.00. The strike last trading price was 58.7, which was 7.7 higher than the previous day. The implied volatity was 16.71, the open interest changed by 24 which increased total open position to 273
On 10 Nov LT was trading at 3918.50. The strike last trading price was 51, which was 6.15 higher than the previous day. The implied volatity was 17.42, the open interest changed by 23 which increased total open position to 246
On 7 Nov LT was trading at 3882.50. The strike last trading price was 45, which was -1.2 lower than the previous day. The implied volatity was 17.73, the open interest changed by 87 which increased total open position to 221
On 6 Nov LT was trading at 3881.60. The strike last trading price was 47.25, which was -14.1 lower than the previous day. The implied volatity was 17.20, the open interest changed by 31 which increased total open position to 134
On 4 Nov LT was trading at 3924.40. The strike last trading price was 61.6, which was -21.75 lower than the previous day. The implied volatity was 17.43, the open interest changed by 12 which increased total open position to 103
On 3 Nov LT was trading at 3980.50. The strike last trading price was 82.5, which was -29.25 lower than the previous day. The implied volatity was 17.14, the open interest changed by 16 which increased total open position to 93
On 31 Oct LT was trading at 4030.90. The strike last trading price was 112, which was 21.15 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 76
On 30 Oct LT was trading at 3987.50. The strike last trading price was 90.85, which was -54.25 lower than the previous day. The implied volatity was 16.95, the open interest changed by 38 which increased total open position to 38
On 29 Oct LT was trading at 3958.10. The strike last trading price was 145.1, which was 0 lower than the previous day. The implied volatity was 1.20, the open interest changed by 0 which decreased total open position to 0
| LT 30DEC2025 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 3.38
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 3997.50 | 111.7 | -3.1 | 16.24 | 185 | -21 | 1,823 |
| 8 Dec | 3996.70 | 118.85 | 32.85 | 17.93 | 382 | 138 | 1,845 |
| 5 Dec | 4038.20 | 85.6 | -33.8 | 16.02 | 239 | 13 | 1,705 |
| 4 Dec | 3983.60 | 117 | -4.55 | 16.29 | 105 | 5 | 1,691 |
| 3 Dec | 3988.00 | 120 | 27.55 | 17.66 | 359 | -97 | 1,685 |
| 2 Dec | 4030.50 | 93.55 | 15.55 | 16.86 | 1,559 | 127 | 1,778 |
| 1 Dec | 4073.20 | 78.25 | 4.1 | 17.05 | 2,378 | 130 | 1,652 |
| 28 Nov | 4069.60 | 71.85 | 0.75 | 15.86 | 1,971 | 9 | 1,530 |
| 27 Nov | 4081.30 | 70.9 | -10.7 | 16.17 | 5,217 | 477 | 1,518 |
| 26 Nov | 4062.00 | 83.35 | -37.65 | 16.66 | 1,517 | 535 | 1,041 |
| 25 Nov | 3996.70 | 127.5 | 16 | 16.56 | 963 | 120 | 506 |
| 24 Nov | 4013.30 | 112.55 | 3.05 | 16.47 | 305 | 12 | 383 |
| 21 Nov | 4024.90 | 110.25 | 8 | 17.78 | 398 | 56 | 373 |
| 20 Nov | 4037.40 | 102.4 | -17.7 | 17.21 | 194 | 26 | 238 |
| 19 Nov | 4019.60 | 121 | -11.15 | 18.92 | 82 | 10 | 212 |
| 18 Nov | 3999.60 | 132.15 | 12.15 | 18.87 | 233 | 90 | 204 |
| 17 Nov | 4027.70 | 120 | -23.5 | 19.17 | 102 | 56 | 114 |
| 14 Nov | 4004.40 | 137 | -2.85 | 19.87 | 24 | 13 | 58 |
| 13 Nov | 4002.50 | 139.85 | -29.35 | 20.36 | 9 | 3 | 40 |
| 12 Nov | 3954.60 | 169.2 | 4.2 | 20.37 | 1 | 0 | 36 |
| 11 Nov | 3955.00 | 165 | -10 | 19.43 | 9 | 3 | 35 |
| 10 Nov | 3918.50 | 175 | 20 | - | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 175 | 20 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 175 | 20 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 175 | 20 | 17.72 | 2 | -1 | 31 |
| 3 Nov | 3980.50 | 155 | 20 | 19.83 | 4 | -1 | 32 |
| 31 Oct | 4030.90 | 135 | -23.4 | - | 6 | 0 | 32 |
| 30 Oct | 3987.50 | 158.4 | -70.9 | 20.80 | 49 | 33 | 33 |
| 29 Oct | 3958.10 | 229.3 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 30DEC2025
Delta for 4100 PE is -0.69
Historical price for 4100 PE is as follows
On 9 Dec LT was trading at 3997.50. The strike last trading price was 111.7, which was -3.1 lower than the previous day. The implied volatity was 16.24, the open interest changed by -21 which decreased total open position to 1823
On 8 Dec LT was trading at 3996.70. The strike last trading price was 118.85, which was 32.85 higher than the previous day. The implied volatity was 17.93, the open interest changed by 138 which increased total open position to 1845
On 5 Dec LT was trading at 4038.20. The strike last trading price was 85.6, which was -33.8 lower than the previous day. The implied volatity was 16.02, the open interest changed by 13 which increased total open position to 1705
On 4 Dec LT was trading at 3983.60. The strike last trading price was 117, which was -4.55 lower than the previous day. The implied volatity was 16.29, the open interest changed by 5 which increased total open position to 1691
On 3 Dec LT was trading at 3988.00. The strike last trading price was 120, which was 27.55 higher than the previous day. The implied volatity was 17.66, the open interest changed by -97 which decreased total open position to 1685
On 2 Dec LT was trading at 4030.50. The strike last trading price was 93.55, which was 15.55 higher than the previous day. The implied volatity was 16.86, the open interest changed by 127 which increased total open position to 1778
On 1 Dec LT was trading at 4073.20. The strike last trading price was 78.25, which was 4.1 higher than the previous day. The implied volatity was 17.05, the open interest changed by 130 which increased total open position to 1652
On 28 Nov LT was trading at 4069.60. The strike last trading price was 71.85, which was 0.75 higher than the previous day. The implied volatity was 15.86, the open interest changed by 9 which increased total open position to 1530
On 27 Nov LT was trading at 4081.30. The strike last trading price was 70.9, which was -10.7 lower than the previous day. The implied volatity was 16.17, the open interest changed by 477 which increased total open position to 1518
On 26 Nov LT was trading at 4062.00. The strike last trading price was 83.35, which was -37.65 lower than the previous day. The implied volatity was 16.66, the open interest changed by 535 which increased total open position to 1041
On 25 Nov LT was trading at 3996.70. The strike last trading price was 127.5, which was 16 higher than the previous day. The implied volatity was 16.56, the open interest changed by 120 which increased total open position to 506
On 24 Nov LT was trading at 4013.30. The strike last trading price was 112.55, which was 3.05 higher than the previous day. The implied volatity was 16.47, the open interest changed by 12 which increased total open position to 383
On 21 Nov LT was trading at 4024.90. The strike last trading price was 110.25, which was 8 higher than the previous day. The implied volatity was 17.78, the open interest changed by 56 which increased total open position to 373
On 20 Nov LT was trading at 4037.40. The strike last trading price was 102.4, which was -17.7 lower than the previous day. The implied volatity was 17.21, the open interest changed by 26 which increased total open position to 238
On 19 Nov LT was trading at 4019.60. The strike last trading price was 121, which was -11.15 lower than the previous day. The implied volatity was 18.92, the open interest changed by 10 which increased total open position to 212
On 18 Nov LT was trading at 3999.60. The strike last trading price was 132.15, which was 12.15 higher than the previous day. The implied volatity was 18.87, the open interest changed by 90 which increased total open position to 204
On 17 Nov LT was trading at 4027.70. The strike last trading price was 120, which was -23.5 lower than the previous day. The implied volatity was 19.17, the open interest changed by 56 which increased total open position to 114
On 14 Nov LT was trading at 4004.40. The strike last trading price was 137, which was -2.85 lower than the previous day. The implied volatity was 19.87, the open interest changed by 13 which increased total open position to 58
On 13 Nov LT was trading at 4002.50. The strike last trading price was 139.85, which was -29.35 lower than the previous day. The implied volatity was 20.36, the open interest changed by 3 which increased total open position to 40
On 12 Nov LT was trading at 3954.60. The strike last trading price was 169.2, which was 4.2 higher than the previous day. The implied volatity was 20.37, the open interest changed by 0 which decreased total open position to 36
On 11 Nov LT was trading at 3955.00. The strike last trading price was 165, which was -10 lower than the previous day. The implied volatity was 19.43, the open interest changed by 3 which increased total open position to 35
On 10 Nov LT was trading at 3918.50. The strike last trading price was 175, which was 20 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 175, which was 20 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 175, which was 20 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 175, which was 20 higher than the previous day. The implied volatity was 17.72, the open interest changed by -1 which decreased total open position to 31
On 3 Nov LT was trading at 3980.50. The strike last trading price was 155, which was 20 higher than the previous day. The implied volatity was 19.83, the open interest changed by -1 which decreased total open position to 32
On 31 Oct LT was trading at 4030.90. The strike last trading price was 135, which was -23.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 30 Oct LT was trading at 3987.50. The strike last trading price was 158.4, which was -70.9 lower than the previous day. The implied volatity was 20.80, the open interest changed by 33 which increased total open position to 33
On 29 Oct LT was trading at 3958.10. The strike last trading price was 229.3, 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































































































































































































































