LT
Larsen & Toubro Ltd.
Historical option data for LT
30 Apr 2026 04:10 PM IST
| LT 26-May-2026 (24d) 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.04
Theta: -2.87
Gamma: 0.00113
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 4014.00 | 113.5 | -25.150000000000006 | 32.27 | 3,696 | 250 | 2,414 | |||||||||
| 29 Apr | 4096.10 | 137 | 27 | 30.74 | 5,975 | -131 | 2,165 | |||||||||
| 28 Apr | 4037.70 | 111 | -19.650000000000006 | 29.07 | 3,361 | 568 | 2,285 | |||||||||
| 27 Apr | 4053.60 | 131 | 8.349999999999994 | 31.32 | 2,353 | 24 | 1,710 | |||||||||
| 24 Apr | 4014.30 | 122.65 | -21.400000000000006 | 32.32 | 1,101 | 232 | 1,681 | |||||||||
| 23 Apr | 4054.10 | 145 | 16.349999999999994 | 32.52 | 1,066 | 304 | 1,449 | |||||||||
| 22 Apr | 4021.10 | 127 | -28.400000000000006 | 31.51 | 836 | 247 | 1,142 | |||||||||
| 21 Apr | 4075.40 | 155.7 | 10.599999999999994 | 31.61 | 606 | 166 | 891 | |||||||||
| 20 Apr | 4051.00 | 140.7 | -25.80000000000001 | 31.1 | 819 | 390 | 724 | |||||||||
| 17 Apr | 4096.10 | 169 | -4.349999999999994 | 29.08 | 388 | 143 | 333 | |||||||||
| 16 Apr | 4119.80 | 174.1 | 19.299999999999983 | 27.99 | 366 | -78 | 190 | |||||||||
| 15 Apr | 4076.30 | 153.85 | 33.849999999999994 | 28.28 | 409 | 217 | 271 | |||||||||
| 13 Apr | 3954.30 | 120 | -4.75 | 30.77 | 26 | 3 | 53 | |||||||||
| 10 Apr | 3959.90 | 121.5 | 16.950000000000003 | 30.15 | 55 | 45 | 52 | |||||||||
| 9 Apr | 3896.20 | 104.55 | -30.45 | 30.26 | 8 | 5 | 7 | |||||||||
| 8 Apr | 4005.90 | 135 | 105.2 | 26.18 | 2 | 0 | 0 | |||||||||
| 7 Apr | 3723.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Apr | 3727.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3613.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 3607.50 | 0 | 0 | 7.03 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 26MAY2026
Delta for 4100 CE is 0.45
Historical price for 4100 CE is as follows
On 30 Apr LT was trading at 4014.00. The strike last trading price was 113.5, which was -25.150000000000006 lower than the previous day. The implied volatity was 32.27, the open interest changed by 250 which increased total open position to 2414
On 29 Apr LT was trading at 4096.10. The strike last trading price was 137, which was 27 higher than the previous day. The implied volatity was 30.74, the open interest changed by -131 which decreased total open position to 2165
On 28 Apr LT was trading at 4037.70. The strike last trading price was 111, which was -19.650000000000006 lower than the previous day. The implied volatity was 29.07, the open interest changed by 568 which increased total open position to 2285
On 27 Apr LT was trading at 4053.60. The strike last trading price was 131, which was 8.349999999999994 higher than the previous day. The implied volatity was 31.32, the open interest changed by 24 which increased total open position to 1710
On 24 Apr LT was trading at 4014.30. The strike last trading price was 122.65, which was -21.400000000000006 lower than the previous day. The implied volatity was 32.32, the open interest changed by 232 which increased total open position to 1681
On 23 Apr LT was trading at 4054.10. The strike last trading price was 145, which was 16.349999999999994 higher than the previous day. The implied volatity was 32.52, the open interest changed by 304 which increased total open position to 1449
On 22 Apr LT was trading at 4021.10. The strike last trading price was 127, which was -28.400000000000006 lower than the previous day. The implied volatity was 31.51, the open interest changed by 247 which increased total open position to 1142
On 21 Apr LT was trading at 4075.40. The strike last trading price was 155.7, which was 10.599999999999994 higher than the previous day. The implied volatity was 31.61, the open interest changed by 166 which increased total open position to 891
On 20 Apr LT was trading at 4051.00. The strike last trading price was 140.7, which was -25.80000000000001 lower than the previous day. The implied volatity was 31.1, the open interest changed by 390 which increased total open position to 724
On 17 Apr LT was trading at 4096.10. The strike last trading price was 169, which was -4.349999999999994 lower than the previous day. The implied volatity was 29.08, the open interest changed by 143 which increased total open position to 333
On 16 Apr LT was trading at 4119.80. The strike last trading price was 174.1, which was 19.299999999999983 higher than the previous day. The implied volatity was 27.99, the open interest changed by -78 which decreased total open position to 190
On 15 Apr LT was trading at 4076.30. The strike last trading price was 153.85, which was 33.849999999999994 higher than the previous day. The implied volatity was 28.28, the open interest changed by 217 which increased total open position to 271
On 13 Apr LT was trading at 3954.30. The strike last trading price was 120, which was -4.75 lower than the previous day. The implied volatity was 30.77, the open interest changed by 3 which increased total open position to 53
On 10 Apr LT was trading at 3959.90. The strike last trading price was 121.5, which was 16.950000000000003 higher than the previous day. The implied volatity was 30.15, the open interest changed by 45 which increased total open position to 52
On 9 Apr LT was trading at 3896.20. The strike last trading price was 104.55, which was -30.45 lower than the previous day. The implied volatity was 30.26, the open interest changed by 5 which increased total open position to 7
On 8 Apr LT was trading at 4005.90. The strike last trading price was 135, which was 105.2 higher than the previous day. The implied volatity was 26.18, the open interest changed by 0 which decreased total open position to 0
On 7 Apr LT was trading at 3723.30. 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
On 6 Apr LT was trading at 3727.70. 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
On 2 Apr LT was trading at 3613.10. 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
On 1 Apr LT was trading at 3607.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0
| LT 26-May-2026 (24d) 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 0.04
Theta: -2.14
Gamma: 0.00118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 4014.00 | 165 | 43.3 | 30.97 | 919 | -33 | 2,032 |
| 29 Apr | 4096.10 | 123 | -30.05000000000001 | 27.61 | 2,282 | 247 | 2,065 |
| 28 Apr | 4037.70 | 154.85 | 9.449999999999989 | 29.36 | 2,114 | 127 | 1,817 |
| 27 Apr | 4053.60 | 144.5 | -34.650000000000006 | 28.05 | 1,554 | 152 | 1,688 |
| 24 Apr | 4014.30 | 178.95 | 18.049999999999983 | 29.85 | 975 | -260 | 1,536 |
| 23 Apr | 4054.10 | 159.9 | -14.25 | 29.54 | 1,219 | 540 | 1,798 |
| 22 Apr | 4021.10 | 179.1 | 31.75 | 29.32 | 351 | 156 | 1,257 |
| 21 Apr | 4075.40 | 148.1 | -11.200000000000017 | 28.73 | 465 | 215 | 1,098 |
| 20 Apr | 4051.00 | 170.5 | 38.19999999999999 | 29.56 | 993 | 554 | 881 |
| 17 Apr | 4096.10 | 131.15 | 4.6000000000000085 | 26.86 | 288 | 142 | 325 |
| 16 Apr | 4119.80 | 123 | -30 | 27.09 | 263 | 108 | 180 |
| 15 Apr | 4076.30 | 153.6 | -75.4 | 27.95 | 167 | 64 | 71 |
| 13 Apr | 3954.30 | 229 | 229 | 29.34 | 0 | 0 | 7 |
| 10 Apr | 3959.90 | 229 | -351.35 | 29.34 | 8 | 4 | 4 |
| 9 Apr | 3896.20 | 580.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 4005.90 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 3723.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 3727.70 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3613.10 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 3607.50 | 0 | 0 | 0 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 26MAY2026
Delta for 4100 PE is -0.55
Historical price for 4100 PE is as follows
On 30 Apr LT was trading at 4014.00. The strike last trading price was 165, which was 43.3 higher than the previous day. The implied volatity was 30.97, the open interest changed by -33 which decreased total open position to 2032
On 29 Apr LT was trading at 4096.10. The strike last trading price was 123, which was -30.05000000000001 lower than the previous day. The implied volatity was 27.61, the open interest changed by 247 which increased total open position to 2065
On 28 Apr LT was trading at 4037.70. The strike last trading price was 154.85, which was 9.449999999999989 higher than the previous day. The implied volatity was 29.36, the open interest changed by 127 which increased total open position to 1817
On 27 Apr LT was trading at 4053.60. The strike last trading price was 144.5, which was -34.650000000000006 lower than the previous day. The implied volatity was 28.05, the open interest changed by 152 which increased total open position to 1688
On 24 Apr LT was trading at 4014.30. The strike last trading price was 178.95, which was 18.049999999999983 higher than the previous day. The implied volatity was 29.85, the open interest changed by -260 which decreased total open position to 1536
On 23 Apr LT was trading at 4054.10. The strike last trading price was 159.9, which was -14.25 lower than the previous day. The implied volatity was 29.54, the open interest changed by 540 which increased total open position to 1798
On 22 Apr LT was trading at 4021.10. The strike last trading price was 179.1, which was 31.75 higher than the previous day. The implied volatity was 29.32, the open interest changed by 156 which increased total open position to 1257
On 21 Apr LT was trading at 4075.40. The strike last trading price was 148.1, which was -11.200000000000017 lower than the previous day. The implied volatity was 28.73, the open interest changed by 215 which increased total open position to 1098
On 20 Apr LT was trading at 4051.00. The strike last trading price was 170.5, which was 38.19999999999999 higher than the previous day. The implied volatity was 29.56, the open interest changed by 554 which increased total open position to 881
On 17 Apr LT was trading at 4096.10. The strike last trading price was 131.15, which was 4.6000000000000085 higher than the previous day. The implied volatity was 26.86, the open interest changed by 142 which increased total open position to 325
On 16 Apr LT was trading at 4119.80. The strike last trading price was 123, which was -30 lower than the previous day. The implied volatity was 27.09, the open interest changed by 108 which increased total open position to 180
On 15 Apr LT was trading at 4076.30. The strike last trading price was 153.6, which was -75.4 lower than the previous day. The implied volatity was 27.95, the open interest changed by 64 which increased total open position to 71
On 13 Apr LT was trading at 3954.30. The strike last trading price was 229, which was 229 higher than the previous day. The implied volatity was 29.34, the open interest changed by 0 which decreased total open position to 7
On 10 Apr LT was trading at 3959.90. The strike last trading price was 229, which was -351.35 lower than the previous day. The implied volatity was 29.34, the open interest changed by 4 which increased total open position to 4
On 9 Apr LT was trading at 3896.20. The strike last trading price was 580.35, 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 8 Apr LT was trading at 4005.90. 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
On 7 Apr LT was trading at 3723.30. 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
On 6 Apr LT was trading at 3727.70. 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
On 2 Apr LT was trading at 3613.10. 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
On 1 Apr LT was trading at 3607.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
