[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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Historical option data for LT

09 Dec 2025 04:11 PM IST
LT 30-DEC-2025 4100 CE
Delta: 0.27
Vega: 3.19
Theta: -1.34
Gamma: 0.00
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
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
Delta: -0.69
Vega: 3.38
Theta: -0.52
Gamma: 0.00
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