Historical option data for LT
29 Jun 2026 10:50 AM IST
| LT 28-Jul-2026 (27d) 4140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0.04
Theta: -1.66
Gamma: 0.00148
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4220.20 | 157.55 | 1.2 (0.77%) | 19.86 | 3 | 1 | 28 | |||||||||
| 25 Jun | 4216.40 | 154.95 | 11.55 (8.05%) | 20.9 | 16 | 3 | 27 | |||||||||
| 24 Jun | 4181.70 | 143.4 | -11.6 (-7.48%) | 22.4 | 6 | 3 | 24 | |||||||||
| 23 Jun | 4179.40 | 155 | -12 (-7.19%) | 22.81 | 2 | 0 | 21 | |||||||||
| 22 Jun | 4201.30 | 166.95 | -7.05 (-4.05%) | 23.02 | 3 | 2 | 21 | |||||||||
| 19 Jun | 4209.40 | 175.35 | 8.35 (5.00%) | 22.06 | 7 | 2 | 21 | |||||||||
| 18 Jun | 4190.00 | 164.9 | -3.1 (-1.85%) | 22.29 | 7 | 6 | 19 | |||||||||
| 17 Jun | 4207.70 | 168 | 7 (4.35%) | 21.66 | 4 | 2 | 13 | |||||||||
| 16 Jun | 4186.40 | 161 | 0 (0.00%) | 20.57 | 2 | -2 | 11 | |||||||||
| 15 Jun | 4169.80 | 161 | 59 (57.84%) | 22.38 | 2 | -1 | 13 | |||||||||
| 12 Jun | 4049.30 | 102 | 62 (155.00%) | 22.55 | 39 | 11 | 14 | |||||||||
| 11 Jun | 3862.00 | 40.5 | -35.5 (-46.71%) | 22.42 | 3 | 1 | 3 | |||||||||
| 10 Jun | 3917.50 | 75.85 | -6.15 (-7.50%) | 24.18 | 1 | 1 | 2 | |||||||||
| 9 Jun | 3900.60 | 82 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 3875.50 | 82 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 3953.20 | 82 | -110.9 (-57.49%) | 23.23 | 1 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4140 expiring on 28JUL2026
Delta for 4140 CE is 0.69
Historical price for 4140 CE is as follows
On 29 Jun LT was trading at 4220.20. The strike last trading price was 157.55, which was 1.2 higher than the previous day. The implied volatity was 19.86, the open interest changed by 1 which increased total open position to 28
On 25 Jun LT was trading at 4216.40. The strike last trading price was 154.95, which was 11.55 higher than the previous day. The implied volatity was 20.9, the open interest changed by 3 which increased total open position to 27
On 24 Jun LT was trading at 4181.70. The strike last trading price was 143.4, which was -11.6 lower than the previous day. The implied volatity was 22.4, the open interest changed by 3 which increased total open position to 24
On 23 Jun LT was trading at 4179.40. The strike last trading price was 155, which was -12 lower than the previous day. The implied volatity was 22.81, the open interest changed by 0 which decreased total open position to 21
On 22 Jun LT was trading at 4201.30. The strike last trading price was 166.95, which was -7.05 lower than the previous day. The implied volatity was 23.02, the open interest changed by 2 which increased total open position to 21
On 19 Jun LT was trading at 4209.40. The strike last trading price was 175.35, which was 8.35 higher than the previous day. The implied volatity was 22.06, the open interest changed by 2 which increased total open position to 21
On 18 Jun LT was trading at 4190.00. The strike last trading price was 164.9, which was -3.1 lower than the previous day. The implied volatity was 22.29, the open interest changed by 6 which increased total open position to 19
On 17 Jun LT was trading at 4207.70. The strike last trading price was 168, which was 7 higher than the previous day. The implied volatity was 21.66, the open interest changed by 2 which increased total open position to 13
On 16 Jun LT was trading at 4186.40. The strike last trading price was 161, which was 0 lower than the previous day. The implied volatity was 20.57, the open interest changed by -2 which decreased total open position to 11
On 15 Jun LT was trading at 4169.80. The strike last trading price was 161, which was 59 higher than the previous day. The implied volatity was 22.38, the open interest changed by -1 which decreased total open position to 13
On 12 Jun LT was trading at 4049.30. The strike last trading price was 102, which was 62 higher than the previous day. The implied volatity was 22.55, the open interest changed by 11 which increased total open position to 14
On 11 Jun LT was trading at 3862.00. The strike last trading price was 40.5, which was -35.5 lower than the previous day. The implied volatity was 22.42, the open interest changed by 1 which increased total open position to 3
On 10 Jun LT was trading at 3917.50. The strike last trading price was 75.85, which was -6.15 lower than the previous day. The implied volatity was 24.18, the open interest changed by 1 which increased total open position to 2
On 9 Jun LT was trading at 3900.60. The strike last trading price was 82, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun LT was trading at 3875.50. The strike last trading price was 82, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun LT was trading at 3953.20. The strike last trading price was 82, which was -110.9 lower than the previous day. The implied volatity was 23.23, the open interest changed by 0 which decreased total open position to 0
| LT 28-Jul-2026 (27d) 4140 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0.04
Theta: -1.41
Gamma: 0.00126
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4220.20 | 67.75 | -0.25 (-0.37%) | 24.12 | 31 | -6 | 26 |
| 25 Jun | 4216.40 | 66.95 | -13.05 (-16.31%) | 22.63 | 60 | 31 | 34 |
| 24 Jun | 4181.70 | 80 | -172.7 (-68.34%) | 21.26 | 7 | 3 | 3 |
| 23 Jun | 4179.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Jun | 4201.30 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 4209.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 4190.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 4207.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 4186.40 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 4169.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 4049.30 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 3862.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 3917.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jun | 3900.60 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 3875.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 3953.20 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4140 expiring on 28JUL2026
Delta for 4140 PE is -0.34
Historical price for 4140 PE is as follows
On 29 Jun LT was trading at 4220.20. The strike last trading price was 67.75, which was -0.25 lower than the previous day. The implied volatity was 24.12, the open interest changed by -6 which decreased total open position to 26
On 25 Jun LT was trading at 4216.40. The strike last trading price was 66.95, which was -13.05 lower than the previous day. The implied volatity was 22.63, the open interest changed by 31 which increased total open position to 34
On 24 Jun LT was trading at 4181.70. The strike last trading price was 80, which was -172.7 lower than the previous day. The implied volatity was 21.26, the open interest changed by 3 which increased total open position to 3
On 23 Jun LT was trading at 4179.40. The strike last trading price was 0, 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 22 Jun LT was trading at 4201.30. The strike last trading price was 0, 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 19 Jun LT was trading at 4209.40. The strike last trading price was 0, 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 18 Jun LT was trading at 4190.00. The strike last trading price was 0, 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 17 Jun LT was trading at 4207.70. The strike last trading price was 0, 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 16 Jun LT was trading at 4186.40. The strike last trading price was 0, 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 15 Jun LT was trading at 4169.80. The strike last trading price was 0, 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 12 Jun LT was trading at 4049.30. The strike last trading price was 0, 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 11 Jun LT was trading at 3862.00. The strike last trading price was 0, 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 10 Jun LT was trading at 3917.50. The strike last trading price was 0, 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 9 Jun LT was trading at 3900.60. The strike last trading price was 0, 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 8 Jun LT was trading at 3875.50. The strike last trading price was 0, 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 5 Jun LT was trading at 3953.20. The strike last trading price was 0, 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
