[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
4025.2 -3.20 (-0.08%)
L: 4006.2 H: 4094

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Historical option data for LT

09 Jan 2026 04:11 PM IST
LT 27-JAN-2026 4100 CE
Delta: 0.36
Vega: 3.33
Theta: -1.96
Gamma: 0.00
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
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
Delta: -0.64
Vega: 3.35
Theta: -0.95
Gamma: 0.00
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