LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4120 CE | ||||||||||||||||
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Delta: 0.23
Vega: 2.92
Theta: -1.22
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































