LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Jan 2026 04:11 PM IST
| LT 27-JAN-2026 4100 CE | ||||||||||||||||
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Delta: 0.36
Vega: 3.33
Theta: -1.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 4025.20 | 36 | -2.55 | 17.09 | 12,379 | 165 | 3,802 | |||||||||
| 8 Jan | 4028.40 | 42.8 | -55.45 | 15.75 | 11,008 | 2,146 | 3,637 | |||||||||
| 7 Jan | 4157.00 | 101.35 | 2.4 | 15.11 | 2,423 | -120 | 1,492 | |||||||||
| 6 Jan | 4140.60 | 98 | -0.95 | 15.35 | 694 | -70 | 1,612 | |||||||||
| 5 Jan | 4150.40 | 98.5 | -16.8 | 13.37 | 993 | -147 | 1,683 | |||||||||
| 2 Jan | 4163.40 | 115.6 | 17.6 | 13.45 | 2,643 | -164 | 1,864 | |||||||||
| 1 Jan | 4140.40 | 96.8 | 23.35 | 13.41 | 6,529 | -355 | 2,033 | |||||||||
| 31 Dec | 4083.50 | 73.45 | 11.05 | 15.07 | 6,043 | 431 | 2,388 | |||||||||
| 30 Dec | 4052.00 | 63 | 4.65 | 15.41 | 2,954 | 292 | 1,947 | |||||||||
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| 29 Dec | 4038.70 | 57.45 | -6.05 | 15.54 | 1,510 | 325 | 1,659 | |||||||||
| 26 Dec | 4047.30 | 64.6 | -7.75 | 14.82 | 1,509 | 135 | 1,345 | |||||||||
| 24 Dec | 4053.60 | 72.5 | -7.75 | 15.67 | 1,079 | 368 | 1,200 | |||||||||
| 23 Dec | 4058.80 | 82 | -7.8 | 15.40 | 946 | 262 | 832 | |||||||||
| 22 Dec | 4072.40 | 89.25 | -1.75 | 16.19 | 651 | 230 | 572 | |||||||||
| 19 Dec | 4073.50 | 92.2 | 17.7 | 15.58 | 537 | 105 | 341 | |||||||||
| 18 Dec | 4031.10 | 74.5 | -14.7 | 16.56 | 154 | 38 | 236 | |||||||||
| 17 Dec | 4062.40 | 88.65 | -2.9 | 15.79 | 116 | 11 | 198 | |||||||||
| 16 Dec | 4063.80 | 91.55 | -16.95 | 16.04 | 96 | 11 | 187 | |||||||||
| 15 Dec | 4092.30 | 107 | -0.5 | 15.55 | 164 | 9 | 176 | |||||||||
| 12 Dec | 4074.10 | 106 | 37 | 16.12 | 155 | 15 | 168 | |||||||||
| 11 Dec | 4003.90 | 69 | 1 | 15.66 | 29 | 9 | 153 | |||||||||
| 10 Dec | 3991.30 | 68 | -1.75 | 16.05 | 28 | 12 | 143 | |||||||||
| 9 Dec | 3997.50 | 69.75 | -1.25 | 15.79 | 46 | 21 | 132 | |||||||||
| 8 Dec | 3996.70 | 71 | -19 | 15.43 | 22 | 6 | 111 | |||||||||
| 5 Dec | 4038.20 | 91 | 19 | 14.97 | 28 | 10 | 104 | |||||||||
| 4 Dec | 3983.60 | 72 | -0.65 | 15.32 | 61 | -3 | 93 | |||||||||
| 3 Dec | 3988.00 | 73.5 | -28.5 | 15.07 | 83 | 51 | 95 | |||||||||
| 2 Dec | 4030.50 | 102 | -11.35 | 16.39 | 20 | 1 | 42 | |||||||||
| 1 Dec | 4073.20 | 113.35 | -10.4 | 15.24 | 4 | 0 | 41 | |||||||||
| 28 Nov | 4069.60 | 123.75 | -18.55 | 15.02 | 19 | 13 | 40 | |||||||||
| 27 Nov | 4081.30 | 142.3 | 25.05 | 17.66 | 37 | 19 | 26 | |||||||||
| 26 Nov | 4062.00 | 117.25 | -32.8 | 15.35 | 8 | 7 | 7 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 27JAN2026
Delta for 4100 CE is 0.36
Historical price for 4100 CE is as follows
On 9 Jan LT was trading at 4025.20. The strike last trading price was 36, which was -2.55 lower than the previous day. The implied volatity was 17.09, the open interest changed by 165 which increased total open position to 3802
On 8 Jan LT was trading at 4028.40. The strike last trading price was 42.8, which was -55.45 lower than the previous day. The implied volatity was 15.75, the open interest changed by 2146 which increased total open position to 3637
On 7 Jan LT was trading at 4157.00. The strike last trading price was 101.35, which was 2.4 higher than the previous day. The implied volatity was 15.11, the open interest changed by -120 which decreased total open position to 1492
On 6 Jan LT was trading at 4140.60. The strike last trading price was 98, which was -0.95 lower than the previous day. The implied volatity was 15.35, the open interest changed by -70 which decreased total open position to 1612
On 5 Jan LT was trading at 4150.40. The strike last trading price was 98.5, which was -16.8 lower than the previous day. The implied volatity was 13.37, the open interest changed by -147 which decreased total open position to 1683
On 2 Jan LT was trading at 4163.40. The strike last trading price was 115.6, which was 17.6 higher than the previous day. The implied volatity was 13.45, the open interest changed by -164 which decreased total open position to 1864
On 1 Jan LT was trading at 4140.40. The strike last trading price was 96.8, which was 23.35 higher than the previous day. The implied volatity was 13.41, the open interest changed by -355 which decreased total open position to 2033
On 31 Dec LT was trading at 4083.50. The strike last trading price was 73.45, which was 11.05 higher than the previous day. The implied volatity was 15.07, the open interest changed by 431 which increased total open position to 2388
On 30 Dec LT was trading at 4052.00. The strike last trading price was 63, which was 4.65 higher than the previous day. The implied volatity was 15.41, the open interest changed by 292 which increased total open position to 1947
On 29 Dec LT was trading at 4038.70. The strike last trading price was 57.45, which was -6.05 lower than the previous day. The implied volatity was 15.54, the open interest changed by 325 which increased total open position to 1659
On 26 Dec LT was trading at 4047.30. The strike last trading price was 64.6, which was -7.75 lower than the previous day. The implied volatity was 14.82, the open interest changed by 135 which increased total open position to 1345
On 24 Dec LT was trading at 4053.60. The strike last trading price was 72.5, which was -7.75 lower than the previous day. The implied volatity was 15.67, the open interest changed by 368 which increased total open position to 1200
On 23 Dec LT was trading at 4058.80. The strike last trading price was 82, which was -7.8 lower than the previous day. The implied volatity was 15.40, the open interest changed by 262 which increased total open position to 832
On 22 Dec LT was trading at 4072.40. The strike last trading price was 89.25, which was -1.75 lower than the previous day. The implied volatity was 16.19, the open interest changed by 230 which increased total open position to 572
On 19 Dec LT was trading at 4073.50. The strike last trading price was 92.2, which was 17.7 higher than the previous day. The implied volatity was 15.58, the open interest changed by 105 which increased total open position to 341
On 18 Dec LT was trading at 4031.10. The strike last trading price was 74.5, which was -14.7 lower than the previous day. The implied volatity was 16.56, the open interest changed by 38 which increased total open position to 236
On 17 Dec LT was trading at 4062.40. The strike last trading price was 88.65, which was -2.9 lower than the previous day. The implied volatity was 15.79, the open interest changed by 11 which increased total open position to 198
On 16 Dec LT was trading at 4063.80. The strike last trading price was 91.55, which was -16.95 lower than the previous day. The implied volatity was 16.04, the open interest changed by 11 which increased total open position to 187
On 15 Dec LT was trading at 4092.30. The strike last trading price was 107, which was -0.5 lower than the previous day. The implied volatity was 15.55, the open interest changed by 9 which increased total open position to 176
On 12 Dec LT was trading at 4074.10. The strike last trading price was 106, which was 37 higher than the previous day. The implied volatity was 16.12, the open interest changed by 15 which increased total open position to 168
On 11 Dec LT was trading at 4003.90. The strike last trading price was 69, which was 1 higher than the previous day. The implied volatity was 15.66, the open interest changed by 9 which increased total open position to 153
On 10 Dec LT was trading at 3991.30. The strike last trading price was 68, which was -1.75 lower than the previous day. The implied volatity was 16.05, the open interest changed by 12 which increased total open position to 143
On 9 Dec LT was trading at 3997.50. The strike last trading price was 69.75, which was -1.25 lower than the previous day. The implied volatity was 15.79, the open interest changed by 21 which increased total open position to 132
On 8 Dec LT was trading at 3996.70. The strike last trading price was 71, which was -19 lower than the previous day. The implied volatity was 15.43, the open interest changed by 6 which increased total open position to 111
On 5 Dec LT was trading at 4038.20. The strike last trading price was 91, which was 19 higher than the previous day. The implied volatity was 14.97, the open interest changed by 10 which increased total open position to 104
On 4 Dec LT was trading at 3983.60. The strike last trading price was 72, which was -0.65 lower than the previous day. The implied volatity was 15.32, the open interest changed by -3 which decreased total open position to 93
On 3 Dec LT was trading at 3988.00. The strike last trading price was 73.5, which was -28.5 lower than the previous day. The implied volatity was 15.07, the open interest changed by 51 which increased total open position to 95
On 2 Dec LT was trading at 4030.50. The strike last trading price was 102, which was -11.35 lower than the previous day. The implied volatity was 16.39, the open interest changed by 1 which increased total open position to 42
On 1 Dec LT was trading at 4073.20. The strike last trading price was 113.35, which was -10.4 lower than the previous day. The implied volatity was 15.24, the open interest changed by 0 which decreased total open position to 41
On 28 Nov LT was trading at 4069.60. The strike last trading price was 123.75, which was -18.55 lower than the previous day. The implied volatity was 15.02, the open interest changed by 13 which increased total open position to 40
On 27 Nov LT was trading at 4081.30. The strike last trading price was 142.3, which was 25.05 higher than the previous day. The implied volatity was 17.66, the open interest changed by 19 which increased total open position to 26
On 26 Nov LT was trading at 4062.00. The strike last trading price was 117.25, which was -32.8 lower than the previous day. The implied volatity was 15.35, the open interest changed by 7 which increased total open position to 7
| LT 27JAN2026 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.64
Vega: 3.35
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 4025.20 | 99.25 | -5.85 | 18.08 | 2,742 | 24 | 2,130 |
| 8 Jan | 4028.40 | 93.95 | 58.65 | 20.49 | 7,425 | -9 | 2,114 |
| 7 Jan | 4157.00 | 34.95 | -4.55 | 16.88 | 4,062 | 501 | 2,124 |
| 6 Jan | 4140.60 | 40.3 | 2.4 | 17.23 | 2,509 | -100 | 1,624 |
| 5 Jan | 4150.40 | 37.95 | 6.55 | 17.03 | 2,947 | 43 | 1,724 |
| 2 Jan | 4163.40 | 31 | -11.85 | 15.69 | 1,959 | 141 | 1,680 |
| 1 Jan | 4140.40 | 43.1 | -21.2 | 16.24 | 2,957 | 288 | 1,550 |
| 31 Dec | 4083.50 | 64.45 | -16.3 | 16.02 | 2,084 | 169 | 1,262 |
| 30 Dec | 4052.00 | 80 | -8.45 | 16.37 | 1,402 | 297 | 1,089 |
| 29 Dec | 4038.70 | 88.5 | 0.5 | 16.09 | 614 | 261 | 793 |
| 26 Dec | 4047.30 | 85.9 | -0.95 | 16.51 | 97 | 7 | 532 |
| 24 Dec | 4053.60 | 87.7 | 1.95 | 16.73 | 720 | 363 | 518 |
| 23 Dec | 4058.80 | 85.5 | 1.35 | 17.92 | 205 | 37 | 154 |
| 22 Dec | 4072.40 | 84.8 | -0.6 | 17.92 | 57 | 8 | 119 |
| 19 Dec | 4073.50 | 86.05 | -22.95 | 17.93 | 106 | 36 | 113 |
| 18 Dec | 4031.10 | 109 | 14 | 17.55 | 14 | 4 | 75 |
| 17 Dec | 4062.40 | 95 | -5 | 18.58 | 14 | 4 | 70 |
| 16 Dec | 4063.80 | 100 | 11.5 | 18.84 | 20 | -5 | 65 |
| 15 Dec | 4092.30 | 87 | -8 | 18.82 | 15 | -3 | 69 |
| 12 Dec | 4074.10 | 95 | -40 | 18.55 | 41 | 12 | 72 |
| 11 Dec | 4003.90 | 135 | 3.5 | 19.17 | 8 | 3 | 59 |
| 10 Dec | 3991.30 | 131.5 | 0.5 | 17.40 | 4 | 2 | 56 |
| 9 Dec | 3997.50 | 131 | 15 | 18.15 | 2 | 0 | 52 |
| 8 Dec | 3996.70 | 116 | -9 | - | 0 | 0 | 52 |
| 5 Dec | 4038.20 | 116 | -9 | 18.78 | 3 | 2 | 51 |
| 4 Dec | 3983.60 | 125 | 19 | - | 0 | 0 | 0 |
| 3 Dec | 3988.00 | 125 | 19 | 16.39 | 1 | 0 | 49 |
| 2 Dec | 4030.50 | 106 | 3.15 | 16.60 | 4 | 1 | 48 |
| 1 Dec | 4073.20 | 102.85 | 0.85 | 18.74 | 6 | 2 | 46 |
| 28 Nov | 4069.60 | 102 | 1 | 18.91 | 14 | 13 | 43 |
| 27 Nov | 4081.30 | 101 | -17 | 18.67 | 33 | 25 | 30 |
| 26 Nov | 4062.00 | 118 | -92.5 | 19.85 | 6 | 5 | 5 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 27JAN2026
Delta for 4100 PE is -0.64
Historical price for 4100 PE is as follows
On 9 Jan LT was trading at 4025.20. The strike last trading price was 99.25, which was -5.85 lower than the previous day. The implied volatity was 18.08, the open interest changed by 24 which increased total open position to 2130
On 8 Jan LT was trading at 4028.40. The strike last trading price was 93.95, which was 58.65 higher than the previous day. The implied volatity was 20.49, the open interest changed by -9 which decreased total open position to 2114
On 7 Jan LT was trading at 4157.00. The strike last trading price was 34.95, which was -4.55 lower than the previous day. The implied volatity was 16.88, the open interest changed by 501 which increased total open position to 2124
On 6 Jan LT was trading at 4140.60. The strike last trading price was 40.3, which was 2.4 higher than the previous day. The implied volatity was 17.23, the open interest changed by -100 which decreased total open position to 1624
On 5 Jan LT was trading at 4150.40. The strike last trading price was 37.95, which was 6.55 higher than the previous day. The implied volatity was 17.03, the open interest changed by 43 which increased total open position to 1724
On 2 Jan LT was trading at 4163.40. The strike last trading price was 31, which was -11.85 lower than the previous day. The implied volatity was 15.69, the open interest changed by 141 which increased total open position to 1680
On 1 Jan LT was trading at 4140.40. The strike last trading price was 43.1, which was -21.2 lower than the previous day. The implied volatity was 16.24, the open interest changed by 288 which increased total open position to 1550
On 31 Dec LT was trading at 4083.50. The strike last trading price was 64.45, which was -16.3 lower than the previous day. The implied volatity was 16.02, the open interest changed by 169 which increased total open position to 1262
On 30 Dec LT was trading at 4052.00. The strike last trading price was 80, which was -8.45 lower than the previous day. The implied volatity was 16.37, the open interest changed by 297 which increased total open position to 1089
On 29 Dec LT was trading at 4038.70. The strike last trading price was 88.5, which was 0.5 higher than the previous day. The implied volatity was 16.09, the open interest changed by 261 which increased total open position to 793
On 26 Dec LT was trading at 4047.30. The strike last trading price was 85.9, which was -0.95 lower than the previous day. The implied volatity was 16.51, the open interest changed by 7 which increased total open position to 532
On 24 Dec LT was trading at 4053.60. The strike last trading price was 87.7, which was 1.95 higher than the previous day. The implied volatity was 16.73, the open interest changed by 363 which increased total open position to 518
On 23 Dec LT was trading at 4058.80. The strike last trading price was 85.5, which was 1.35 higher than the previous day. The implied volatity was 17.92, the open interest changed by 37 which increased total open position to 154
On 22 Dec LT was trading at 4072.40. The strike last trading price was 84.8, which was -0.6 lower than the previous day. The implied volatity was 17.92, the open interest changed by 8 which increased total open position to 119
On 19 Dec LT was trading at 4073.50. The strike last trading price was 86.05, which was -22.95 lower than the previous day. The implied volatity was 17.93, the open interest changed by 36 which increased total open position to 113
On 18 Dec LT was trading at 4031.10. The strike last trading price was 109, which was 14 higher than the previous day. The implied volatity was 17.55, the open interest changed by 4 which increased total open position to 75
On 17 Dec LT was trading at 4062.40. The strike last trading price was 95, which was -5 lower than the previous day. The implied volatity was 18.58, the open interest changed by 4 which increased total open position to 70
On 16 Dec LT was trading at 4063.80. The strike last trading price was 100, which was 11.5 higher than the previous day. The implied volatity was 18.84, the open interest changed by -5 which decreased total open position to 65
On 15 Dec LT was trading at 4092.30. The strike last trading price was 87, which was -8 lower than the previous day. The implied volatity was 18.82, the open interest changed by -3 which decreased total open position to 69
On 12 Dec LT was trading at 4074.10. The strike last trading price was 95, which was -40 lower than the previous day. The implied volatity was 18.55, the open interest changed by 12 which increased total open position to 72
On 11 Dec LT was trading at 4003.90. The strike last trading price was 135, which was 3.5 higher than the previous day. The implied volatity was 19.17, the open interest changed by 3 which increased total open position to 59
On 10 Dec LT was trading at 3991.30. The strike last trading price was 131.5, which was 0.5 higher than the previous day. The implied volatity was 17.40, the open interest changed by 2 which increased total open position to 56
On 9 Dec LT was trading at 3997.50. The strike last trading price was 131, which was 15 higher than the previous day. The implied volatity was 18.15, the open interest changed by 0 which decreased total open position to 52
On 8 Dec LT was trading at 3996.70. The strike last trading price was 116, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52
On 5 Dec LT was trading at 4038.20. The strike last trading price was 116, which was -9 lower than the previous day. The implied volatity was 18.78, the open interest changed by 2 which increased total open position to 51
On 4 Dec LT was trading at 3983.60. The strike last trading price was 125, which was 19 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LT was trading at 3988.00. The strike last trading price was 125, which was 19 higher than the previous day. The implied volatity was 16.39, the open interest changed by 0 which decreased total open position to 49
On 2 Dec LT was trading at 4030.50. The strike last trading price was 106, which was 3.15 higher than the previous day. The implied volatity was 16.60, the open interest changed by 1 which increased total open position to 48
On 1 Dec LT was trading at 4073.20. The strike last trading price was 102.85, which was 0.85 higher than the previous day. The implied volatity was 18.74, the open interest changed by 2 which increased total open position to 46
On 28 Nov LT was trading at 4069.60. The strike last trading price was 102, which was 1 higher than the previous day. The implied volatity was 18.91, the open interest changed by 13 which increased total open position to 43
On 27 Nov LT was trading at 4081.30. The strike last trading price was 101, which was -17 lower than the previous day. The implied volatity was 18.67, the open interest changed by 25 which increased total open position to 30
On 26 Nov LT was trading at 4062.00. The strike last trading price was 118, which was -92.5 lower than the previous day. The implied volatity was 19.85, the open interest changed by 5 which increased total open position to 5































































































































































































































