[--[65.84.65.76]--]

LT

Larsen & Toubro Ltd.
3997.5 +0.80 (0.02%)
L: 3949.1 H: 4019.9

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Historical option data for LT

09 Dec 2025 04:11 PM IST
LT 30-DEC-2025 4120 CE
Delta: 0.23
Vega: 2.92
Theta: -1.22
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 17.7 -1.4 13.96 588 11 1,126
8 Dec 3996.70 18.85 -12 13.54 671 71 1,117
5 Dec 4038.20 31 8.45 12.56 826 -58 1,041
4 Dec 3983.60 22.75 -1.4 13.92 471 13 1,099
3 Dec 3988.00 25 -17.55 13.87 925 -28 1,084
2 Dec 4030.50 43.3 -14.45 14.87 1,130 13 1,113
1 Dec 4073.20 56.3 -5.95 14.40 1,482 -5 1,103
28 Nov 4069.60 63.5 -5.5 13.58 1,233 121 1,108
27 Nov 4081.30 68.45 10.1 14.30 5,563 402 987
26 Nov 4062.00 57.1 18.55 13.61 904 -32 587
25 Nov 3996.70 36.3 -12.55 15.17 1,330 286 620
24 Nov 4013.30 48.35 -8.6 15.72 316 156 334
21 Nov 4024.90 56.5 -7.7 15.05 64 21 177
20 Nov 4037.40 64.5 6.45 15.49 27 -5 157
19 Nov 4019.60 57.55 3 15.23 64 22 163
18 Nov 3999.60 54.55 -19.15 15.85 9 0 141
17 Nov 4027.70 73.7 33.35 17.19 4 -1 142
14 Nov 4004.40 40.35 -1.65 - 0 0 0
13 Nov 4002.50 40.35 -1.65 - 0 0 0
12 Nov 3954.60 40.35 -1.65 - 0 0 0
11 Nov 3955.00 40.35 -1.65 - 0 0 0
10 Nov 3918.50 40.35 -1.65 - 0 2 0
7 Nov 3882.50 40.35 -1.65 17.79 24 1 142
6 Nov 3881.60 42 -13.45 17.20 42 32 139
4 Nov 3924.40 56.1 -18.9 17.61 59 14 106
3 Nov 3980.50 75 -23.4 17.13 12 3 93
31 Oct 4030.90 98.4 12.45 - 2 1 89
30 Oct 3987.50 85.95 9.95 17.45 32 21 87
29 Oct 3958.10 76 -4 17.74 90 56 63
28 Oct 3972.80 80 4.9 16.63 7 1 1


For Larsen & Toubro Ltd. - strike price 4120 expiring on 30DEC2025

Delta for 4120 CE is 0.23

Historical price for 4120 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 17.7, which was -1.4 lower than the previous day. The implied volatity was 13.96, the open interest changed by 11 which increased total open position to 1126


On 8 Dec LT was trading at 3996.70. The strike last trading price was 18.85, which was -12 lower than the previous day. The implied volatity was 13.54, the open interest changed by 71 which increased total open position to 1117


On 5 Dec LT was trading at 4038.20. The strike last trading price was 31, which was 8.45 higher than the previous day. The implied volatity was 12.56, the open interest changed by -58 which decreased total open position to 1041


On 4 Dec LT was trading at 3983.60. The strike last trading price was 22.75, which was -1.4 lower than the previous day. The implied volatity was 13.92, the open interest changed by 13 which increased total open position to 1099


On 3 Dec LT was trading at 3988.00. The strike last trading price was 25, which was -17.55 lower than the previous day. The implied volatity was 13.87, the open interest changed by -28 which decreased total open position to 1084


On 2 Dec LT was trading at 4030.50. The strike last trading price was 43.3, which was -14.45 lower than the previous day. The implied volatity was 14.87, the open interest changed by 13 which increased total open position to 1113


On 1 Dec LT was trading at 4073.20. The strike last trading price was 56.3, which was -5.95 lower than the previous day. The implied volatity was 14.40, the open interest changed by -5 which decreased total open position to 1103


On 28 Nov LT was trading at 4069.60. The strike last trading price was 63.5, which was -5.5 lower than the previous day. The implied volatity was 13.58, the open interest changed by 121 which increased total open position to 1108


On 27 Nov LT was trading at 4081.30. The strike last trading price was 68.45, which was 10.1 higher than the previous day. The implied volatity was 14.30, the open interest changed by 402 which increased total open position to 987


On 26 Nov LT was trading at 4062.00. The strike last trading price was 57.1, which was 18.55 higher than the previous day. The implied volatity was 13.61, the open interest changed by -32 which decreased total open position to 587


On 25 Nov LT was trading at 3996.70. The strike last trading price was 36.3, which was -12.55 lower than the previous day. The implied volatity was 15.17, the open interest changed by 286 which increased total open position to 620


On 24 Nov LT was trading at 4013.30. The strike last trading price was 48.35, which was -8.6 lower than the previous day. The implied volatity was 15.72, the open interest changed by 156 which increased total open position to 334


On 21 Nov LT was trading at 4024.90. The strike last trading price was 56.5, which was -7.7 lower than the previous day. The implied volatity was 15.05, the open interest changed by 21 which increased total open position to 177


On 20 Nov LT was trading at 4037.40. The strike last trading price was 64.5, which was 6.45 higher than the previous day. The implied volatity was 15.49, the open interest changed by -5 which decreased total open position to 157


On 19 Nov LT was trading at 4019.60. The strike last trading price was 57.55, which was 3 higher than the previous day. The implied volatity was 15.23, the open interest changed by 22 which increased total open position to 163


On 18 Nov LT was trading at 3999.60. The strike last trading price was 54.55, which was -19.15 lower than the previous day. The implied volatity was 15.85, the open interest changed by 0 which decreased total open position to 141


On 17 Nov LT was trading at 4027.70. The strike last trading price was 73.7, which was 33.35 higher than the previous day. The implied volatity was 17.19, the open interest changed by -1 which decreased total open position to 142


On 14 Nov LT was trading at 4004.40. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LT was trading at 4002.50. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov LT was trading at 3954.60. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov LT was trading at 3955.00. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov LT was trading at 3918.50. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 7 Nov LT was trading at 3882.50. The strike last trading price was 40.35, which was -1.65 lower than the previous day. The implied volatity was 17.79, the open interest changed by 1 which increased total open position to 142


On 6 Nov LT was trading at 3881.60. The strike last trading price was 42, which was -13.45 lower than the previous day. The implied volatity was 17.20, the open interest changed by 32 which increased total open position to 139


On 4 Nov LT was trading at 3924.40. The strike last trading price was 56.1, which was -18.9 lower than the previous day. The implied volatity was 17.61, the open interest changed by 14 which increased total open position to 106


On 3 Nov LT was trading at 3980.50. The strike last trading price was 75, which was -23.4 lower than the previous day. The implied volatity was 17.13, the open interest changed by 3 which increased total open position to 93


On 31 Oct LT was trading at 4030.90. The strike last trading price was 98.4, which was 12.45 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 89


On 30 Oct LT was trading at 3987.50. The strike last trading price was 85.95, which was 9.95 higher than the previous day. The implied volatity was 17.45, the open interest changed by 21 which increased total open position to 87


On 29 Oct LT was trading at 3958.10. The strike last trading price was 76, which was -4 lower than the previous day. The implied volatity was 17.74, the open interest changed by 56 which increased total open position to 63


On 28 Oct LT was trading at 3972.80. The strike last trading price was 80, which was 4.9 higher than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 1


LT 30DEC2025 4120 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 132.85 33.95 - 0 -5 0
8 Dec 3996.70 132.85 33.95 19.05 8 -5 216
5 Dec 4038.20 98.9 -36.55 16.32 10 1 222
4 Dec 3983.60 135.55 -14.45 17.53 117 -37 222
3 Dec 3988.00 150 46.5 21.81 71 -7 260
2 Dec 4030.50 104.95 16.2 16.74 317 -31 267
1 Dec 4073.20 90.5 7.05 17.43 303 65 303
28 Nov 4069.60 81.55 0.85 16.49 670 33 248
27 Nov 4081.30 81.65 -9.65 16.38 1,701 141 213
26 Nov 4062.00 95.05 -43.95 16.89 187 44 72
25 Nov 3996.70 142 21.95 16.81 43 16 28
24 Nov 4013.30 120.05 3.45 - 0 -4 0
21 Nov 4024.90 120.05 3.45 17.46 13 -4 12
20 Nov 4037.40 117 -35.1 17.87 5 1 16
19 Nov 4019.60 152.1 -14.6 - 0 0 0
18 Nov 3999.60 152.1 -14.6 - 0 0 0
17 Nov 4027.70 152.1 -14.6 - 0 -1 0
14 Nov 4004.40 152.1 -14.6 20.49 1 0 16
13 Nov 4002.50 166.7 -102.3 23.07 2 0 15
12 Nov 3954.60 269 123.85 - 0 0 0
11 Nov 3955.00 269 123.85 - 0 0 0
10 Nov 3918.50 269 123.85 - 0 -1 0
7 Nov 3882.50 269 123.85 27.28 1 0 16
6 Nov 3881.60 145.15 -1.2 - 0 0 0
4 Nov 3924.40 145.15 -1.2 - 0 -1 0
3 Nov 3980.50 145.15 -1.2 16.29 2 0 17
31 Oct 4030.90 146.35 -17.2 - 14 -7 18
30 Oct 3987.50 163.55 -310.15 19.83 29 26 26
29 Oct 3958.10 473.7 0 - 0 0 0
28 Oct 3972.80 473.7 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4120 expiring on 30DEC2025

Delta for 4120 PE is -

Historical price for 4120 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 132.85, which was 33.95 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 0


On 8 Dec LT was trading at 3996.70. The strike last trading price was 132.85, which was 33.95 higher than the previous day. The implied volatity was 19.05, the open interest changed by -5 which decreased total open position to 216


On 5 Dec LT was trading at 4038.20. The strike last trading price was 98.9, which was -36.55 lower than the previous day. The implied volatity was 16.32, the open interest changed by 1 which increased total open position to 222


On 4 Dec LT was trading at 3983.60. The strike last trading price was 135.55, which was -14.45 lower than the previous day. The implied volatity was 17.53, the open interest changed by -37 which decreased total open position to 222


On 3 Dec LT was trading at 3988.00. The strike last trading price was 150, which was 46.5 higher than the previous day. The implied volatity was 21.81, the open interest changed by -7 which decreased total open position to 260


On 2 Dec LT was trading at 4030.50. The strike last trading price was 104.95, which was 16.2 higher than the previous day. The implied volatity was 16.74, the open interest changed by -31 which decreased total open position to 267


On 1 Dec LT was trading at 4073.20. The strike last trading price was 90.5, which was 7.05 higher than the previous day. The implied volatity was 17.43, the open interest changed by 65 which increased total open position to 303


On 28 Nov LT was trading at 4069.60. The strike last trading price was 81.55, which was 0.85 higher than the previous day. The implied volatity was 16.49, the open interest changed by 33 which increased total open position to 248


On 27 Nov LT was trading at 4081.30. The strike last trading price was 81.65, which was -9.65 lower than the previous day. The implied volatity was 16.38, the open interest changed by 141 which increased total open position to 213


On 26 Nov LT was trading at 4062.00. The strike last trading price was 95.05, which was -43.95 lower than the previous day. The implied volatity was 16.89, the open interest changed by 44 which increased total open position to 72


On 25 Nov LT was trading at 3996.70. The strike last trading price was 142, which was 21.95 higher than the previous day. The implied volatity was 16.81, the open interest changed by 16 which increased total open position to 28


On 24 Nov LT was trading at 4013.30. The strike last trading price was 120.05, which was 3.45 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0


On 21 Nov LT was trading at 4024.90. The strike last trading price was 120.05, which was 3.45 higher than the previous day. The implied volatity was 17.46, the open interest changed by -4 which decreased total open position to 12


On 20 Nov LT was trading at 4037.40. The strike last trading price was 117, which was -35.1 lower than the previous day. The implied volatity was 17.87, the open interest changed by 1 which increased total open position to 16


On 19 Nov LT was trading at 4019.60. The strike last trading price was 152.1, which was -14.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov LT was trading at 3999.60. The strike last trading price was 152.1, which was -14.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov LT was trading at 4027.70. The strike last trading price was 152.1, which was -14.6 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 14 Nov LT was trading at 4004.40. The strike last trading price was 152.1, which was -14.6 lower than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 16


On 13 Nov LT was trading at 4002.50. The strike last trading price was 166.7, which was -102.3 lower than the previous day. The implied volatity was 23.07, the open interest changed by 0 which decreased total open position to 15


On 12 Nov LT was trading at 3954.60. The strike last trading price was 269, which was 123.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov LT was trading at 3955.00. The strike last trading price was 269, which was 123.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov LT was trading at 3918.50. The strike last trading price was 269, which was 123.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 7 Nov LT was trading at 3882.50. The strike last trading price was 269, which was 123.85 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 16


On 6 Nov LT was trading at 3881.60. The strike last trading price was 145.15, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov LT was trading at 3924.40. The strike last trading price was 145.15, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 3 Nov LT was trading at 3980.50. The strike last trading price was 145.15, which was -1.2 lower than the previous day. The implied volatity was 16.29, the open interest changed by 0 which decreased total open position to 17


On 31 Oct LT was trading at 4030.90. The strike last trading price was 146.35, which was -17.2 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 18


On 30 Oct LT was trading at 3987.50. The strike last trading price was 163.55, which was -310.15 lower than the previous day. The implied volatity was 19.83, the open interest changed by 26 which increased total open position to 26


On 29 Oct LT was trading at 3958.10. The strike last trading price was 473.7, 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 28 Oct LT was trading at 3972.80. The strike last trading price was 473.7, 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