LT
Larsen & Toubro Ltd.
Historical option data for LT
02 Mar 2026 04:11 PM IST
| LT 30-MAR-2026 4100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.49
Vega: 4.48
Theta: -2.44
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 4066.70 | 100.8 | -123.05 | 24.07 | 18,864 | 5,018 | 5,305 | |||||||||
| 27 Feb | 4278.30 | 227 | -24.1 | 18.57 | 80 | 8 | 287 | |||||||||
| 26 Feb | 4286.50 | 251.1 | 12.7 | 20.33 | 46 | 11 | 279 | |||||||||
| 25 Feb | 4298.50 | 238.5 | 13.55 | 11.47 | 198 | 45 | 268 | |||||||||
| 24 Feb | 4259.20 | 226.8 | -117.1 | 16.56 | 59 | 10 | 222 | |||||||||
| 23 Feb | 4418.10 | 343.9 | 28.5 | - | 32 | 2 | 210 | |||||||||
| 20 Feb | 4380.60 | 310 | 87.5 | 7.12 | 141 | 25 | 208 | |||||||||
| 19 Feb | 4280.50 | 220.1 | -41.4 | 9.61 | 60 | 15 | 182 | |||||||||
|
|
||||||||||||||||
| 18 Feb | 4325.90 | 259.75 | 28.6 | 12.32 | 66 | 28 | 169 | |||||||||
| 17 Feb | 4279.80 | 228 | 49.2 | 11.62 | 31 | 3 | 140 | |||||||||
| 16 Feb | 4201.50 | 178 | 15 | 15.25 | 42 | 15 | 142 | |||||||||
| 13 Feb | 4173.90 | 163 | -7.1 | 15.43 | 46 | 30 | 126 | |||||||||
| 12 Feb | 4185.90 | 170.1 | 12.7 | 15.37 | 46 | -12 | 98 | |||||||||
| 11 Feb | 4170.40 | 157.4 | -0.2 | 13.95 | 32 | 8 | 111 | |||||||||
| 10 Feb | 4169.00 | 159.25 | 31.85 | 14.31 | 64 | 1 | 102 | |||||||||
| 9 Feb | 4113.60 | 129 | 28.85 | 15.73 | 90 | 49 | 100 | |||||||||
| 6 Feb | 4068.10 | 100.05 | -5.95 | 14.4 | 31 | 15 | 51 | |||||||||
| 5 Feb | 4063.30 | 106.8 | -13.05 | 15.75 | 31 | 2 | 36 | |||||||||
| 4 Feb | 4087.10 | 120.5 | 17.1 | 15.89 | 42 | 3 | 33 | |||||||||
| 3 Feb | 4038.80 | 99.4 | -0.6 | 16.42 | 39 | 25 | 30 | |||||||||
| 2 Feb | 3921.30 | 100 | -20 | 24.67 | 3 | 0 | 2 | |||||||||
For Larsen & Toubro Ltd. - strike price 4100 expiring on 30MAR2026
Delta for 4100 CE is 0.49
Historical price for 4100 CE is as follows
On 2 Mar LT was trading at 4066.70. The strike last trading price was 100.8, which was -123.05 lower than the previous day. The implied volatity was 24.07, the open interest changed by 5018 which increased total open position to 5305
On 27 Feb LT was trading at 4278.30. The strike last trading price was 227, which was -24.1 lower than the previous day. The implied volatity was 18.57, the open interest changed by 8 which increased total open position to 287
On 26 Feb LT was trading at 4286.50. The strike last trading price was 251.1, which was 12.7 higher than the previous day. The implied volatity was 20.33, the open interest changed by 11 which increased total open position to 279
On 25 Feb LT was trading at 4298.50. The strike last trading price was 238.5, which was 13.55 higher than the previous day. The implied volatity was 11.47, the open interest changed by 45 which increased total open position to 268
On 24 Feb LT was trading at 4259.20. The strike last trading price was 226.8, which was -117.1 lower than the previous day. The implied volatity was 16.56, the open interest changed by 10 which increased total open position to 222
On 23 Feb LT was trading at 4418.10. The strike last trading price was 343.9, which was 28.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 210
On 20 Feb LT was trading at 4380.60. The strike last trading price was 310, which was 87.5 higher than the previous day. The implied volatity was 7.12, the open interest changed by 25 which increased total open position to 208
On 19 Feb LT was trading at 4280.50. The strike last trading price was 220.1, which was -41.4 lower than the previous day. The implied volatity was 9.61, the open interest changed by 15 which increased total open position to 182
On 18 Feb LT was trading at 4325.90. The strike last trading price was 259.75, which was 28.6 higher than the previous day. The implied volatity was 12.32, the open interest changed by 28 which increased total open position to 169
On 17 Feb LT was trading at 4279.80. The strike last trading price was 228, which was 49.2 higher than the previous day. The implied volatity was 11.62, the open interest changed by 3 which increased total open position to 140
On 16 Feb LT was trading at 4201.50. The strike last trading price was 178, which was 15 higher than the previous day. The implied volatity was 15.25, the open interest changed by 15 which increased total open position to 142
On 13 Feb LT was trading at 4173.90. The strike last trading price was 163, which was -7.1 lower than the previous day. The implied volatity was 15.43, the open interest changed by 30 which increased total open position to 126
On 12 Feb LT was trading at 4185.90. The strike last trading price was 170.1, which was 12.7 higher than the previous day. The implied volatity was 15.37, the open interest changed by -12 which decreased total open position to 98
On 11 Feb LT was trading at 4170.40. The strike last trading price was 157.4, which was -0.2 lower than the previous day. The implied volatity was 13.95, the open interest changed by 8 which increased total open position to 111
On 10 Feb LT was trading at 4169.00. The strike last trading price was 159.25, which was 31.85 higher than the previous day. The implied volatity was 14.31, the open interest changed by 1 which increased total open position to 102
On 9 Feb LT was trading at 4113.60. The strike last trading price was 129, which was 28.85 higher than the previous day. The implied volatity was 15.73, the open interest changed by 49 which increased total open position to 100
On 6 Feb LT was trading at 4068.10. The strike last trading price was 100.05, which was -5.95 lower than the previous day. The implied volatity was 14.4, the open interest changed by 15 which increased total open position to 51
On 5 Feb LT was trading at 4063.30. The strike last trading price was 106.8, which was -13.05 lower than the previous day. The implied volatity was 15.75, the open interest changed by 2 which increased total open position to 36
On 4 Feb LT was trading at 4087.10. The strike last trading price was 120.5, which was 17.1 higher than the previous day. The implied volatity was 15.89, the open interest changed by 3 which increased total open position to 33
On 3 Feb LT was trading at 4038.80. The strike last trading price was 99.4, which was -0.6 lower than the previous day. The implied volatity was 16.42, the open interest changed by 25 which increased total open position to 30
On 2 Feb LT was trading at 3921.30. The strike last trading price was 100, which was -20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 2
| LT 30MAR2026 4100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 4.48
Theta: -1.57
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 4066.70 | 128.9 | 100.65 | 27.06 | 10,135 | 384 | 2,453 |
| 27 Feb | 4278.30 | 27.65 | 0.4 | 20.18 | 877 | -37 | 2,070 |
| 26 Feb | 4286.50 | 26.5 | -1.3 | 20.69 | 673 | 72 | 2,105 |
| 25 Feb | 4298.50 | 28.95 | -8.4 | 21.79 | 1,921 | 234 | 2,033 |
| 24 Feb | 4259.20 | 36.8 | 19.75 | 21.31 | 2,060 | 278 | 1,795 |
| 23 Feb | 4418.10 | 17.2 | -1.45 | 22.89 | 1,149 | 207 | 1,515 |
| 20 Feb | 4380.60 | 18.5 | -10.2 | 21 | 1,002 | 1 | 1,310 |
| 19 Feb | 4280.50 | 29.2 | 5.15 | 19.08 | 439 | 72 | 1,309 |
| 18 Feb | 4325.90 | 26 | -3.6 | 19.78 | 799 | 130 | 1,223 |
| 17 Feb | 4279.80 | 30.3 | -18 | 19.1 | 641 | 138 | 1,095 |
| 16 Feb | 4201.50 | 47.45 | -18.1 | 18.8 | 426 | 325 | 957 |
| 13 Feb | 4173.90 | 66 | 8.15 | 20.34 | 533 | 371 | 634 |
| 12 Feb | 4185.90 | 57.85 | -5.25 | 19.13 | 154 | 72 | 263 |
| 11 Feb | 4170.40 | 63.5 | 4.15 | 19.46 | 91 | 37 | 191 |
| 10 Feb | 4169.00 | 57 | -20.45 | 18.01 | 144 | 112 | 140 |
| 9 Feb | 4113.60 | 77.9 | -16.1 | 17.91 | 25 | 21 | 28 |
| 6 Feb | 4068.10 | 99 | -7.55 | 18.07 | 5 | 1 | 6 |
| 5 Feb | 4063.30 | 106.55 | 1.8 | 18.82 | 5 | 1 | 4 |
| 4 Feb | 4087.10 | 104.75 | -229.2 | 20.06 | 5 | 3 | 3 |
| 3 Feb | 4038.80 | 333.95 | 0 | 0.05 | 0 | 0 | 0 |
| 2 Feb | 3921.30 | 333.95 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4100 expiring on 30MAR2026
Delta for 4100 PE is -0.5
Historical price for 4100 PE is as follows
On 2 Mar LT was trading at 4066.70. The strike last trading price was 128.9, which was 100.65 higher than the previous day. The implied volatity was 27.06, the open interest changed by 384 which increased total open position to 2453
On 27 Feb LT was trading at 4278.30. The strike last trading price was 27.65, which was 0.4 higher than the previous day. The implied volatity was 20.18, the open interest changed by -37 which decreased total open position to 2070
On 26 Feb LT was trading at 4286.50. The strike last trading price was 26.5, which was -1.3 lower than the previous day. The implied volatity was 20.69, the open interest changed by 72 which increased total open position to 2105
On 25 Feb LT was trading at 4298.50. The strike last trading price was 28.95, which was -8.4 lower than the previous day. The implied volatity was 21.79, the open interest changed by 234 which increased total open position to 2033
On 24 Feb LT was trading at 4259.20. The strike last trading price was 36.8, which was 19.75 higher than the previous day. The implied volatity was 21.31, the open interest changed by 278 which increased total open position to 1795
On 23 Feb LT was trading at 4418.10. The strike last trading price was 17.2, which was -1.45 lower than the previous day. The implied volatity was 22.89, the open interest changed by 207 which increased total open position to 1515
On 20 Feb LT was trading at 4380.60. The strike last trading price was 18.5, which was -10.2 lower than the previous day. The implied volatity was 21, the open interest changed by 1 which increased total open position to 1310
On 19 Feb LT was trading at 4280.50. The strike last trading price was 29.2, which was 5.15 higher than the previous day. The implied volatity was 19.08, the open interest changed by 72 which increased total open position to 1309
On 18 Feb LT was trading at 4325.90. The strike last trading price was 26, which was -3.6 lower than the previous day. The implied volatity was 19.78, the open interest changed by 130 which increased total open position to 1223
On 17 Feb LT was trading at 4279.80. The strike last trading price was 30.3, which was -18 lower than the previous day. The implied volatity was 19.1, the open interest changed by 138 which increased total open position to 1095
On 16 Feb LT was trading at 4201.50. The strike last trading price was 47.45, which was -18.1 lower than the previous day. The implied volatity was 18.8, the open interest changed by 325 which increased total open position to 957
On 13 Feb LT was trading at 4173.90. The strike last trading price was 66, which was 8.15 higher than the previous day. The implied volatity was 20.34, the open interest changed by 371 which increased total open position to 634
On 12 Feb LT was trading at 4185.90. The strike last trading price was 57.85, which was -5.25 lower than the previous day. The implied volatity was 19.13, the open interest changed by 72 which increased total open position to 263
On 11 Feb LT was trading at 4170.40. The strike last trading price was 63.5, which was 4.15 higher than the previous day. The implied volatity was 19.46, the open interest changed by 37 which increased total open position to 191
On 10 Feb LT was trading at 4169.00. The strike last trading price was 57, which was -20.45 lower than the previous day. The implied volatity was 18.01, the open interest changed by 112 which increased total open position to 140
On 9 Feb LT was trading at 4113.60. The strike last trading price was 77.9, which was -16.1 lower than the previous day. The implied volatity was 17.91, the open interest changed by 21 which increased total open position to 28
On 6 Feb LT was trading at 4068.10. The strike last trading price was 99, which was -7.55 lower than the previous day. The implied volatity was 18.07, the open interest changed by 1 which increased total open position to 6
On 5 Feb LT was trading at 4063.30. The strike last trading price was 106.55, which was 1.8 higher than the previous day. The implied volatity was 18.82, the open interest changed by 1 which increased total open position to 4
On 4 Feb LT was trading at 4087.10. The strike last trading price was 104.75, which was -229.2 lower than the previous day. The implied volatity was 20.06, the open interest changed by 3 which increased total open position to 3
On 3 Feb LT was trading at 4038.80. The strike last trading price was 333.95, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 2 Feb LT was trading at 3921.30. The strike last trading price was 333.95, 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
