LT
Larsen & Toubro Ltd.
Historical option data for LT
20 Feb 2026 04:11 PM IST
| LT 24-FEB-2026 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 4380.60 | 265 | 97.85 | - | 396 | -114 | 9,708 | |||||||||
| 19 Feb | 4280.50 | 160.8 | -50.55 | - | 690 | -79 | 9,822 | |||||||||
| 18 Feb | 4325.90 | 206 | 32.3 | - | 521 | -63 | 9,935 | |||||||||
| 17 Feb | 4279.80 | 169.7 | 59.05 | - | 1,694 | -154 | 9,999 | |||||||||
| 16 Feb | 4201.50 | 111.35 | 22.75 | 12.14 | 1,112 | -108 | 10,157 | |||||||||
| 13 Feb | 4173.90 | 86.5 | -15.25 | 8.36 | 1,805 | 3 | 10,266 | |||||||||
| 12 Feb | 4185.90 | 100.05 | 8.55 | 11.79 | 1,422 | -14 | 10,271 | |||||||||
| 11 Feb | 4170.40 | 91 | 0.5 | 10.52 | 2,704 | -169 | 10,286 | |||||||||
| 10 Feb | 4169.00 | 89.75 | 30.15 | 9.88 | 6,266 | -72 | 10,491 | |||||||||
| 9 Feb | 4113.60 | 59.5 | 19.8 | 13.71 | 10,259 | -405 | 10,564 | |||||||||
| 6 Feb | 4068.10 | 39.45 | -9.35 | 12.84 | 12,248 | 5,436 | 10,972 | |||||||||
| 5 Feb | 4063.30 | 47.5 | -14.55 | 15.22 | 9,719 | 2,497 | 5,599 | |||||||||
| 4 Feb | 4087.10 | 60.5 | 17 | 15.54 | 10,459 | 396 | 3,103 | |||||||||
| 3 Feb | 4038.80 | 43.9 | 26.8 | 15.77 | 14,841 | 174 | 2,716 | |||||||||
| 2 Feb | 3921.30 | 16.5 | 1.25 | 17.7 | 6,781 | 332 | 2,575 | |||||||||
| 1 Feb | 3814.00 | 14.7 | -20.85 | 24.09 | 15,609 | 372 | 2,286 | |||||||||
| 30 Jan | 3932.30 | 35.85 | 0.85 | 21.03 | 3,768 | 269 | 1,915 | |||||||||
| 29 Jan | 3932.90 | 35 | 7.4 | 20.06 | 8,814 | -220 | 1,647 | |||||||||
| 28 Jan | 3794.00 | 27.5 | 6.2 | 27.31 | 3,411 | 843 | 1,865 | |||||||||
| 27 Jan | 3787.80 | 23.65 | 5.7 | 24.86 | 1,148 | 308 | 1,038 | |||||||||
| 23 Jan | 3743.80 | 18.1 | -7.4 | 24.11 | 1,059 | -90 | 730 | |||||||||
| 22 Jan | 3793.80 | 25.15 | 2.3 | 23.5 | 580 | 90 | 818 | |||||||||
| 21 Jan | 3766.50 | 23.6 | -3.05 | 24.19 | 446 | 99 | 760 | |||||||||
| 20 Jan | 3810.50 | 28 | -13 | 23.01 | 350 | 136 | 662 | |||||||||
| 19 Jan | 3869.80 | 40.9 | -2.25 | 22.75 | 508 | 255 | 525 | |||||||||
|
|
||||||||||||||||
| 16 Jan | 3856.40 | 43 | -2.15 | 22.6 | 140 | 40 | 247 | |||||||||
| 14 Jan | 3865.80 | 46 | -7.05 | 21.93 | 130 | 52 | 206 | |||||||||
| 13 Jan | 3887.40 | 55.1 | -33.55 | 22.21 | 271 | 93 | 153 | |||||||||
| 12 Jan | 4019.00 | 90 | -2.4 | 18.7 | 46 | -6 | 59 | |||||||||
| 9 Jan | 4025.20 | 90.2 | -3.2 | 18.2 | 43 | 16 | 64 | |||||||||
| 8 Jan | 4028.40 | 100.85 | -59.15 | 17.66 | 44 | 25 | 48 | |||||||||
| 7 Jan | 4157.00 | 160 | 5 | 16.82 | 18 | 8 | 21 | |||||||||
| 6 Jan | 4140.60 | 155 | -15.95 | 17.46 | 5 | 0 | 13 | |||||||||
| 5 Jan | 4150.40 | 170.95 | 5.85 | 18.32 | 8 | 0 | 13 | |||||||||
| 2 Jan | 4163.40 | 165.1 | 25.1 | 14.43 | 6 | 1 | 12 | |||||||||
| 1 Jan | 4140.40 | 140 | 24 | 13.26 | 9 | 7 | 10 | |||||||||
| 31 Dec | 4083.50 | 116 | -41.65 | 14.93 | 3 | 2 | 2 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 24FEB2026
Delta for 4100 CE is -
Historical price for 4100 CE is as follows
On 20 Feb LT was trading at 4380.60. The strike last trading price was 265, which was 97.85 higher than the previous day. The implied volatity was -, the open interest changed by -114 which decreased total open position to 9708
On 19 Feb LT was trading at 4280.50. The strike last trading price was 160.8, which was -50.55 lower than the previous day. The implied volatity was -, the open interest changed by -79 which decreased total open position to 9822
On 18 Feb LT was trading at 4325.90. The strike last trading price was 206, which was 32.3 higher than the previous day. The implied volatity was -, the open interest changed by -63 which decreased total open position to 9935
On 17 Feb LT was trading at 4279.80. The strike last trading price was 169.7, which was 59.05 higher than the previous day. The implied volatity was -, the open interest changed by -154 which decreased total open position to 9999
On 16 Feb LT was trading at 4201.50. The strike last trading price was 111.35, which was 22.75 higher than the previous day. The implied volatity was 12.14, the open interest changed by -108 which decreased total open position to 10157
On 13 Feb LT was trading at 4173.90. The strike last trading price was 86.5, which was -15.25 lower than the previous day. The implied volatity was 8.36, the open interest changed by 3 which increased total open position to 10266
On 12 Feb LT was trading at 4185.90. The strike last trading price was 100.05, which was 8.55 higher than the previous day. The implied volatity was 11.79, the open interest changed by -14 which decreased total open position to 10271
On 11 Feb LT was trading at 4170.40. The strike last trading price was 91, which was 0.5 higher than the previous day. The implied volatity was 10.52, the open interest changed by -169 which decreased total open position to 10286
On 10 Feb LT was trading at 4169.00. The strike last trading price was 89.75, which was 30.15 higher than the previous day. The implied volatity was 9.88, the open interest changed by -72 which decreased total open position to 10491
On 9 Feb LT was trading at 4113.60. The strike last trading price was 59.5, which was 19.8 higher than the previous day. The implied volatity was 13.71, the open interest changed by -405 which decreased total open position to 10564
On 6 Feb LT was trading at 4068.10. The strike last trading price was 39.45, which was -9.35 lower than the previous day. The implied volatity was 12.84, the open interest changed by 5436 which increased total open position to 10972
On 5 Feb LT was trading at 4063.30. The strike last trading price was 47.5, which was -14.55 lower than the previous day. The implied volatity was 15.22, the open interest changed by 2497 which increased total open position to 5599
On 4 Feb LT was trading at 4087.10. The strike last trading price was 60.5, which was 17 higher than the previous day. The implied volatity was 15.54, the open interest changed by 396 which increased total open position to 3103
On 3 Feb LT was trading at 4038.80. The strike last trading price was 43.9, which was 26.8 higher than the previous day. The implied volatity was 15.77, the open interest changed by 174 which increased total open position to 2716
On 2 Feb LT was trading at 3921.30. The strike last trading price was 16.5, which was 1.25 higher than the previous day. The implied volatity was 17.7, the open interest changed by 332 which increased total open position to 2575
On 1 Feb LT was trading at 3814.00. The strike last trading price was 14.7, which was -20.85 lower than the previous day. The implied volatity was 24.09, the open interest changed by 372 which increased total open position to 2286
On 30 Jan LT was trading at 3932.30. The strike last trading price was 35.85, which was 0.85 higher than the previous day. The implied volatity was 21.03, the open interest changed by 269 which increased total open position to 1915
On 29 Jan LT was trading at 3932.90. The strike last trading price was 35, which was 7.4 higher than the previous day. The implied volatity was 20.06, the open interest changed by -220 which decreased total open position to 1647
On 28 Jan LT was trading at 3794.00. The strike last trading price was 27.5, which was 6.2 higher than the previous day. The implied volatity was 27.31, the open interest changed by 843 which increased total open position to 1865
On 27 Jan LT was trading at 3787.80. The strike last trading price was 23.65, which was 5.7 higher than the previous day. The implied volatity was 24.86, the open interest changed by 308 which increased total open position to 1038
On 23 Jan LT was trading at 3743.80. The strike last trading price was 18.1, which was -7.4 lower than the previous day. The implied volatity was 24.11, the open interest changed by -90 which decreased total open position to 730
On 22 Jan LT was trading at 3793.80. The strike last trading price was 25.15, which was 2.3 higher than the previous day. The implied volatity was 23.5, the open interest changed by 90 which increased total open position to 818
On 21 Jan LT was trading at 3766.50. The strike last trading price was 23.6, which was -3.05 lower than the previous day. The implied volatity was 24.19, the open interest changed by 99 which increased total open position to 760
On 20 Jan LT was trading at 3810.50. The strike last trading price was 28, which was -13 lower than the previous day. The implied volatity was 23.01, the open interest changed by 136 which increased total open position to 662
On 19 Jan LT was trading at 3869.80. The strike last trading price was 40.9, which was -2.25 lower than the previous day. The implied volatity was 22.75, the open interest changed by 255 which increased total open position to 525
On 16 Jan LT was trading at 3856.40. The strike last trading price was 43, which was -2.15 lower than the previous day. The implied volatity was 22.6, the open interest changed by 40 which increased total open position to 247
On 14 Jan LT was trading at 3865.80. The strike last trading price was 46, which was -7.05 lower than the previous day. The implied volatity was 21.93, the open interest changed by 52 which increased total open position to 206
On 13 Jan LT was trading at 3887.40. The strike last trading price was 55.1, which was -33.55 lower than the previous day. The implied volatity was 22.21, the open interest changed by 93 which increased total open position to 153
On 12 Jan LT was trading at 4019.00. The strike last trading price was 90, which was -2.4 lower than the previous day. The implied volatity was 18.7, the open interest changed by -6 which decreased total open position to 59
On 9 Jan LT was trading at 4025.20. The strike last trading price was 90.2, which was -3.2 lower than the previous day. The implied volatity was 18.2, the open interest changed by 16 which increased total open position to 64
On 8 Jan LT was trading at 4028.40. The strike last trading price was 100.85, which was -59.15 lower than the previous day. The implied volatity was 17.66, the open interest changed by 25 which increased total open position to 48
On 7 Jan LT was trading at 4157.00. The strike last trading price was 160, which was 5 higher than the previous day. The implied volatity was 16.82, the open interest changed by 8 which increased total open position to 21
On 6 Jan LT was trading at 4140.60. The strike last trading price was 155, which was -15.95 lower than the previous day. The implied volatity was 17.46, the open interest changed by 0 which decreased total open position to 13
On 5 Jan LT was trading at 4150.40. The strike last trading price was 170.95, which was 5.85 higher than the previous day. The implied volatity was 18.32, the open interest changed by 0 which decreased total open position to 13
On 2 Jan LT was trading at 4163.40. The strike last trading price was 165.1, which was 25.1 higher than the previous day. The implied volatity was 14.43, the open interest changed by 1 which increased total open position to 12
On 1 Jan LT was trading at 4140.40. The strike last trading price was 140, which was 24 higher than the previous day. The implied volatity was 13.26, the open interest changed by 7 which increased total open position to 10
On 31 Dec LT was trading at 4083.50. The strike last trading price was 116, which was -41.65 lower than the previous day. The implied volatity was 14.93, the open interest changed by 2 which increased total open position to 2
| LT 24FEB2026 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.08
Theta: -0.26
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 4380.60 | 0.25 | -0.55 | 25.95 | 1,827 | -265 | 5,664 |
| 19 Feb | 4280.50 | 0.95 | 0.1 | 18.99 | 4,826 | -147 | 5,934 |
| 18 Feb | 4325.90 | 1 | -1.4 | 20.39 | 5,050 | 40 | 6,074 |
| 17 Feb | 4279.80 | 2.75 | -8.4 | 19.94 | 7,915 | 741 | 6,274 |
| 16 Feb | 4201.50 | 11.25 | -9.6 | 19.17 | 5,839 | -305 | 5,532 |
| 13 Feb | 4173.90 | 21.6 | 0.1 | 18.72 | 17,498 | -891 | 5,888 |
| 12 Feb | 4185.90 | 21.85 | -1.9 | 18.98 | 13,150 | 434 | 6,779 |
| 11 Feb | 4170.40 | 23.4 | -1.3 | 17.95 | 18,094 | 808 | 6,345 |
| 10 Feb | 4169.00 | 25.35 | -21.1 | 17.94 | 5,607 | 1,143 | 5,536 |
| 9 Feb | 4113.60 | 46.45 | -23.2 | 17.65 | 5,046 | 830 | 4,394 |
| 6 Feb | 4068.10 | 68.4 | -12.55 | 16.88 | 2,283 | 824 | 3,569 |
| 5 Feb | 4063.30 | 80.55 | 10.7 | 19.12 | 2,444 | 66 | 2,730 |
| 4 Feb | 4087.10 | 72.45 | -20.95 | 19.36 | 3,259 | 847 | 2,664 |
| 3 Feb | 4038.80 | 94.5 | -96.55 | 18.98 | 3,481 | 672 | 1,815 |
| 2 Feb | 3921.30 | 190.25 | -101 | 22.17 | 291 | 2 | 1,143 |
| 1 Feb | 3814.00 | 292.5 | 101.35 | 25.77 | 539 | -23 | 1,142 |
| 30 Jan | 3932.30 | 188.7 | 9.05 | 25.48 | 98 | 4 | 1,165 |
| 29 Jan | 3932.90 | 177.95 | -125.5 | 22.85 | 186 | 48 | 1,160 |
| 28 Jan | 3794.00 | 303.8 | 2.25 | 28.52 | 204 | 59 | 1,112 |
| 27 Jan | 3787.80 | 306.4 | -43.3 | 31.1 | 314 | 305 | 1,054 |
| 23 Jan | 3743.80 | 347.6 | 46.4 | 29.66 | 324 | 275 | 709 |
| 22 Jan | 3793.80 | 298 | -17 | 25.95 | 393 | 364 | 432 |
| 21 Jan | 3766.50 | 315 | 25 | 23.99 | 8 | 7 | 67 |
| 20 Jan | 3810.50 | 290 | 48 | 25.71 | 4 | 3 | 60 |
| 19 Jan | 3869.80 | 242 | 7 | 24.02 | 8 | 7 | 57 |
| 16 Jan | 3856.40 | 235 | 5.5 | 20.75 | 3 | 1 | 48 |
| 14 Jan | 3865.80 | 229.5 | -0.5 | 21.3 | 3 | 0 | 47 |
| 13 Jan | 3887.40 | 230 | 98.05 | 24.73 | 14 | 8 | 46 |
| 12 Jan | 4019.00 | 131.95 | -6.25 | - | 0 | 0 | 38 |
| 9 Jan | 4025.20 | 131.95 | -6.25 | 20.48 | 19 | 1 | 37 |
| 8 Jan | 4028.40 | 129 | -38.8 | 22.03 | 64 | 36 | 36 |
| 7 Jan | 4157.00 | 167.8 | 0 | 2.01 | 0 | 0 | 0 |
| 6 Jan | 4140.60 | 167.8 | 0 | 1.63 | 0 | 0 | 0 |
| 5 Jan | 4150.40 | 167.8 | 0 | 1.84 | 0 | 0 | 0 |
| 2 Jan | 4163.40 | 167.8 | 0 | 2.1 | 0 | 0 | 0 |
| 1 Jan | 4140.40 | 167.8 | 0 | 1.65 | 0 | 0 | 0 |
| 31 Dec | 4083.50 | 167.8 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 24FEB2026
Delta for 4100 PE is -0.01
Historical price for 4100 PE is as follows
On 20 Feb LT was trading at 4380.60. The strike last trading price was 0.25, which was -0.55 lower than the previous day. The implied volatity was 25.95, the open interest changed by -265 which decreased total open position to 5664
On 19 Feb LT was trading at 4280.50. The strike last trading price was 0.95, which was 0.1 higher than the previous day. The implied volatity was 18.99, the open interest changed by -147 which decreased total open position to 5934
On 18 Feb LT was trading at 4325.90. The strike last trading price was 1, which was -1.4 lower than the previous day. The implied volatity was 20.39, the open interest changed by 40 which increased total open position to 6074
On 17 Feb LT was trading at 4279.80. The strike last trading price was 2.75, which was -8.4 lower than the previous day. The implied volatity was 19.94, the open interest changed by 741 which increased total open position to 6274
On 16 Feb LT was trading at 4201.50. The strike last trading price was 11.25, which was -9.6 lower than the previous day. The implied volatity was 19.17, the open interest changed by -305 which decreased total open position to 5532
On 13 Feb LT was trading at 4173.90. The strike last trading price was 21.6, which was 0.1 higher than the previous day. The implied volatity was 18.72, the open interest changed by -891 which decreased total open position to 5888
On 12 Feb LT was trading at 4185.90. The strike last trading price was 21.85, which was -1.9 lower than the previous day. The implied volatity was 18.98, the open interest changed by 434 which increased total open position to 6779
On 11 Feb LT was trading at 4170.40. The strike last trading price was 23.4, which was -1.3 lower than the previous day. The implied volatity was 17.95, the open interest changed by 808 which increased total open position to 6345
On 10 Feb LT was trading at 4169.00. The strike last trading price was 25.35, which was -21.1 lower than the previous day. The implied volatity was 17.94, the open interest changed by 1143 which increased total open position to 5536
On 9 Feb LT was trading at 4113.60. The strike last trading price was 46.45, which was -23.2 lower than the previous day. The implied volatity was 17.65, the open interest changed by 830 which increased total open position to 4394
On 6 Feb LT was trading at 4068.10. The strike last trading price was 68.4, which was -12.55 lower than the previous day. The implied volatity was 16.88, the open interest changed by 824 which increased total open position to 3569
On 5 Feb LT was trading at 4063.30. The strike last trading price was 80.55, which was 10.7 higher than the previous day. The implied volatity was 19.12, the open interest changed by 66 which increased total open position to 2730
On 4 Feb LT was trading at 4087.10. The strike last trading price was 72.45, which was -20.95 lower than the previous day. The implied volatity was 19.36, the open interest changed by 847 which increased total open position to 2664
On 3 Feb LT was trading at 4038.80. The strike last trading price was 94.5, which was -96.55 lower than the previous day. The implied volatity was 18.98, the open interest changed by 672 which increased total open position to 1815
On 2 Feb LT was trading at 3921.30. The strike last trading price was 190.25, which was -101 lower than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 1143
On 1 Feb LT was trading at 3814.00. The strike last trading price was 292.5, which was 101.35 higher than the previous day. The implied volatity was 25.77, the open interest changed by -23 which decreased total open position to 1142
On 30 Jan LT was trading at 3932.30. The strike last trading price was 188.7, which was 9.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by 4 which increased total open position to 1165
On 29 Jan LT was trading at 3932.90. The strike last trading price was 177.95, which was -125.5 lower than the previous day. The implied volatity was 22.85, the open interest changed by 48 which increased total open position to 1160
On 28 Jan LT was trading at 3794.00. The strike last trading price was 303.8, which was 2.25 higher than the previous day. The implied volatity was 28.52, the open interest changed by 59 which increased total open position to 1112
On 27 Jan LT was trading at 3787.80. The strike last trading price was 306.4, which was -43.3 lower than the previous day. The implied volatity was 31.1, the open interest changed by 305 which increased total open position to 1054
On 23 Jan LT was trading at 3743.80. The strike last trading price was 347.6, which was 46.4 higher than the previous day. The implied volatity was 29.66, the open interest changed by 275 which increased total open position to 709
On 22 Jan LT was trading at 3793.80. The strike last trading price was 298, which was -17 lower than the previous day. The implied volatity was 25.95, the open interest changed by 364 which increased total open position to 432
On 21 Jan LT was trading at 3766.50. The strike last trading price was 315, which was 25 higher than the previous day. The implied volatity was 23.99, the open interest changed by 7 which increased total open position to 67
On 20 Jan LT was trading at 3810.50. The strike last trading price was 290, which was 48 higher than the previous day. The implied volatity was 25.71, the open interest changed by 3 which increased total open position to 60
On 19 Jan LT was trading at 3869.80. The strike last trading price was 242, which was 7 higher than the previous day. The implied volatity was 24.02, the open interest changed by 7 which increased total open position to 57
On 16 Jan LT was trading at 3856.40. The strike last trading price was 235, which was 5.5 higher than the previous day. The implied volatity was 20.75, the open interest changed by 1 which increased total open position to 48
On 14 Jan LT was trading at 3865.80. The strike last trading price was 229.5, which was -0.5 lower than the previous day. The implied volatity was 21.3, the open interest changed by 0 which decreased total open position to 47
On 13 Jan LT was trading at 3887.40. The strike last trading price was 230, which was 98.05 higher than the previous day. The implied volatity was 24.73, the open interest changed by 8 which increased total open position to 46
On 12 Jan LT was trading at 4019.00. The strike last trading price was 131.95, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 9 Jan LT was trading at 4025.20. The strike last trading price was 131.95, which was -6.25 lower than the previous day. The implied volatity was 20.48, the open interest changed by 1 which increased total open position to 37
On 8 Jan LT was trading at 4028.40. The strike last trading price was 129, which was -38.8 lower than the previous day. The implied volatity was 22.03, the open interest changed by 36 which increased total open position to 36
On 7 Jan LT was trading at 4157.00. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LT was trading at 4140.60. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LT was trading at 4150.40. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LT was trading at 4163.40. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LT was trading at 4140.40. The strike last trading price was 167.8, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 31 Dec LT was trading at 4083.50. The strike last trading price was 167.8, 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
