LT
Larsen & Toubro Ltd.
Historical option data for LT
19 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4140 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 2.37
Theta: -1.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 Dec | 4073.50 | 14.65 | 4.1 | 12.25 | 1,836 | 75 | 1,151 | |||||||||
| 18 Dec | 4031.10 | 10.3 | -7.15 | 14.40 | 1,338 | 117 | 1,108 | |||||||||
| 17 Dec | 4062.40 | 17.95 | -0.55 | 13.92 | 931 | -48 | 993 | |||||||||
| 16 Dec | 4063.80 | 18.25 | -10.95 | 13.42 | 1,186 | -6 | 1,042 | |||||||||
| 15 Dec | 4092.30 | 29.4 | 1.95 | 13.23 | 866 | -35 | 1,057 | |||||||||
| 12 Dec | 4074.10 | 26.35 | 14.1 | 12.55 | 4,374 | -38 | 1,099 | |||||||||
| 11 Dec | 4003.90 | 12.15 | -0.8 | 13.67 | 221 | -13 | 1,139 | |||||||||
| 10 Dec | 3991.30 | 12.95 | -1.3 | 14.31 | 747 | 21 | 1,154 | |||||||||
| 9 Dec | 3997.50 | 14.35 | -1.25 | 14.20 | 613 | 15 | 1,133 | |||||||||
| 8 Dec | 3996.70 | 15.5 | -9.85 | 13.85 | 804 | 48 | 1,119 | |||||||||
| 5 Dec | 4038.20 | 25.85 | 7.5 | 12.86 | 945 | -62 | 1,056 | |||||||||
| 4 Dec | 3983.60 | 19.2 | -1 | 14.22 | 328 | 45 | 1,121 | |||||||||
| 3 Dec | 3988.00 | 20.4 | -15.65 | 13.93 | 745 | 10 | 1,075 | |||||||||
| 2 Dec | 4030.50 | 36.2 | -13.4 | 14.80 | 702 | 9 | 1,066 | |||||||||
| 1 Dec | 4073.20 | 49.55 | -3.75 | 14.75 | 1,725 | -43 | 1,060 | |||||||||
| 28 Nov | 4069.60 | 55 | -4.85 | 14.35 | 1,367 | -54 | 1,103 | |||||||||
| 27 Nov | 4081.30 | 59.4 | 9.05 | 14.32 | 5,439 | 444 | 1,165 | |||||||||
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| 26 Nov | 4062.00 | 49.15 | 16.45 | 13.67 | 1,905 | 148 | 721 | |||||||||
| 25 Nov | 3996.70 | 30.5 | -12.1 | 15.09 | 795 | 243 | 463 | |||||||||
| 24 Nov | 4013.30 | 41.75 | -7.85 | 15.70 | 209 | 69 | 221 | |||||||||
| 21 Nov | 4024.90 | 49.2 | -7.05 | 15.06 | 57 | 28 | 152 | |||||||||
| 20 Nov | 4037.40 | 57 | 4.35 | 15.56 | 73 | 45 | 122 | |||||||||
| 19 Nov | 4019.60 | 52.6 | 0.5 | 15.68 | 73 | 48 | 75 | |||||||||
| 18 Nov | 3999.60 | 52.1 | -11.45 | 16.70 | 25 | 20 | 27 | |||||||||
| 17 Nov | 4027.70 | 64.1 | -32.1 | 16.85 | 9 | 4 | 6 | |||||||||
| 14 Nov | 4004.40 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 4002.50 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3954.60 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3955.00 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3918.50 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3882.50 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 3881.60 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 3924.40 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3980.50 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 4030.90 | 96.2 | -33.5 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3987.50 | 96.2 | -33.5 | - | 0 | 2 | 0 | |||||||||
| 29 Oct | 3958.10 | 96.2 | -33.5 | 22.02 | 2 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4140 expiring on 30DEC2025
Delta for 4140 CE is 0.28
Historical price for 4140 CE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 14.65, which was 4.1 higher than the previous day. The implied volatity was 12.25, the open interest changed by 75 which increased total open position to 1151
On 18 Dec LT was trading at 4031.10. The strike last trading price was 10.3, which was -7.15 lower than the previous day. The implied volatity was 14.40, the open interest changed by 117 which increased total open position to 1108
On 17 Dec LT was trading at 4062.40. The strike last trading price was 17.95, which was -0.55 lower than the previous day. The implied volatity was 13.92, the open interest changed by -48 which decreased total open position to 993
On 16 Dec LT was trading at 4063.80. The strike last trading price was 18.25, which was -10.95 lower than the previous day. The implied volatity was 13.42, the open interest changed by -6 which decreased total open position to 1042
On 15 Dec LT was trading at 4092.30. The strike last trading price was 29.4, which was 1.95 higher than the previous day. The implied volatity was 13.23, the open interest changed by -35 which decreased total open position to 1057
On 12 Dec LT was trading at 4074.10. The strike last trading price was 26.35, which was 14.1 higher than the previous day. The implied volatity was 12.55, the open interest changed by -38 which decreased total open position to 1099
On 11 Dec LT was trading at 4003.90. The strike last trading price was 12.15, which was -0.8 lower than the previous day. The implied volatity was 13.67, the open interest changed by -13 which decreased total open position to 1139
On 10 Dec LT was trading at 3991.30. The strike last trading price was 12.95, which was -1.3 lower than the previous day. The implied volatity was 14.31, the open interest changed by 21 which increased total open position to 1154
On 9 Dec LT was trading at 3997.50. The strike last trading price was 14.35, which was -1.25 lower than the previous day. The implied volatity was 14.20, the open interest changed by 15 which increased total open position to 1133
On 8 Dec LT was trading at 3996.70. The strike last trading price was 15.5, which was -9.85 lower than the previous day. The implied volatity was 13.85, the open interest changed by 48 which increased total open position to 1119
On 5 Dec LT was trading at 4038.20. The strike last trading price was 25.85, which was 7.5 higher than the previous day. The implied volatity was 12.86, the open interest changed by -62 which decreased total open position to 1056
On 4 Dec LT was trading at 3983.60. The strike last trading price was 19.2, which was -1 lower than the previous day. The implied volatity was 14.22, the open interest changed by 45 which increased total open position to 1121
On 3 Dec LT was trading at 3988.00. The strike last trading price was 20.4, which was -15.65 lower than the previous day. The implied volatity was 13.93, the open interest changed by 10 which increased total open position to 1075
On 2 Dec LT was trading at 4030.50. The strike last trading price was 36.2, which was -13.4 lower than the previous day. The implied volatity was 14.80, the open interest changed by 9 which increased total open position to 1066
On 1 Dec LT was trading at 4073.20. The strike last trading price was 49.55, which was -3.75 lower than the previous day. The implied volatity was 14.75, the open interest changed by -43 which decreased total open position to 1060
On 28 Nov LT was trading at 4069.60. The strike last trading price was 55, which was -4.85 lower than the previous day. The implied volatity was 14.35, the open interest changed by -54 which decreased total open position to 1103
On 27 Nov LT was trading at 4081.30. The strike last trading price was 59.4, which was 9.05 higher than the previous day. The implied volatity was 14.32, the open interest changed by 444 which increased total open position to 1165
On 26 Nov LT was trading at 4062.00. The strike last trading price was 49.15, which was 16.45 higher than the previous day. The implied volatity was 13.67, the open interest changed by 148 which increased total open position to 721
On 25 Nov LT was trading at 3996.70. The strike last trading price was 30.5, which was -12.1 lower than the previous day. The implied volatity was 15.09, the open interest changed by 243 which increased total open position to 463
On 24 Nov LT was trading at 4013.30. The strike last trading price was 41.75, which was -7.85 lower than the previous day. The implied volatity was 15.70, the open interest changed by 69 which increased total open position to 221
On 21 Nov LT was trading at 4024.90. The strike last trading price was 49.2, which was -7.05 lower than the previous day. The implied volatity was 15.06, the open interest changed by 28 which increased total open position to 152
On 20 Nov LT was trading at 4037.40. The strike last trading price was 57, which was 4.35 higher than the previous day. The implied volatity was 15.56, the open interest changed by 45 which increased total open position to 122
On 19 Nov LT was trading at 4019.60. The strike last trading price was 52.6, which was 0.5 higher than the previous day. The implied volatity was 15.68, the open interest changed by 48 which increased total open position to 75
On 18 Nov LT was trading at 3999.60. The strike last trading price was 52.1, which was -11.45 lower than the previous day. The implied volatity was 16.70, the open interest changed by 20 which increased total open position to 27
On 17 Nov LT was trading at 4027.70. The strike last trading price was 64.1, which was -32.1 lower than the previous day. The implied volatity was 16.85, the open interest changed by 4 which increased total open position to 6
On 14 Nov LT was trading at 4004.40. The strike last trading price was 96.2, which was -33.5 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 96.2, which was -33.5 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 96.2, which was -33.5 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 96.2, which was -33.5 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 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 96.2, which was -33.5 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 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LT was trading at 3980.50. The strike last trading price was 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 4030.90. The strike last trading price was 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct LT was trading at 3987.50. The strike last trading price was 96.2, which was -33.5 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 29 Oct LT was trading at 3958.10. The strike last trading price was 96.2, which was -33.5 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 0
| LT 30DEC2025 4140 PE | |||||||
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Delta: -0.67
Vega: 2.57
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 Dec | 4073.50 | 78 | -30 | 16.60 | 125 | 20 | 227 |
| 18 Dec | 4031.10 | 108 | 19 | 13.15 | 70 | -29 | 207 |
| 17 Dec | 4062.40 | 89 | -4.5 | 16.15 | 21 | -5 | 236 |
| 16 Dec | 4063.80 | 93.5 | 22.6 | 17.40 | 72 | -19 | 244 |
| 15 Dec | 4092.30 | 70.65 | -8.05 | 15.81 | 175 | -4 | 254 |
| 12 Dec | 4074.10 | 79.5 | -58.75 | 14.55 | 729 | 81 | 259 |
| 11 Dec | 4003.90 | 137.45 | -16.55 | 16.81 | 8 | 1 | 179 |
| 10 Dec | 3991.30 | 154 | 10.45 | 19.54 | 27 | -3 | 177 |
| 9 Dec | 3997.50 | 143.7 | -6.3 | 16.91 | 57 | -7 | 179 |
| 8 Dec | 3996.70 | 150 | 34.8 | 19.91 | 5 | 0 | 187 |
| 5 Dec | 4038.20 | 115.2 | -32 | 17.19 | 24 | -4 | 188 |
| 4 Dec | 3983.60 | 147.2 | -19.05 | 16.73 | 9 | -2 | 192 |
| 3 Dec | 3988.00 | 166.25 | 50.15 | 22.52 | 64 | -17 | 194 |
| 2 Dec | 4030.50 | 116.05 | 15.05 | 16.35 | 113 | -3 | 173 |
| 1 Dec | 4073.20 | 102.75 | 7.15 | 17.64 | 121 | 0 | 176 |
| 28 Nov | 4069.60 | 94.1 | 2.55 | 16.89 | 549 | -8 | 177 |
| 27 Nov | 4081.30 | 92.15 | -11.3 | 16.36 | 1,201 | 128 | 185 |
| 26 Nov | 4062.00 | 106.7 | -49.1 | 16.96 | 170 | 36 | 58 |
| 25 Nov | 3996.70 | 160.7 | 1.35 | 17.91 | 30 | 18 | 21 |
| 24 Nov | 4013.30 | 159.35 | -33.05 | - | 0 | 0 | 0 |
| 21 Nov | 4024.90 | 159.35 | -33.05 | - | 0 | 0 | 0 |
| 20 Nov | 4037.40 | 159.35 | -33.05 | - | 0 | 0 | 0 |
| 19 Nov | 4019.60 | 159.35 | -33.05 | - | 0 | 2 | 0 |
| 18 Nov | 3999.60 | 159.35 | -33.05 | 19.36 | 3 | 2 | 3 |
| 17 Nov | 4027.70 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 14 Nov | 4004.40 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 13 Nov | 4002.50 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 12 Nov | 3954.60 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 11 Nov | 3955.00 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 10 Nov | 3918.50 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 7 Nov | 3882.50 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 6 Nov | 3881.60 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 4 Nov | 3924.40 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 3 Nov | 3980.50 | 192.4 | -61.1 | - | 0 | 0 | 0 |
| 31 Oct | 4030.90 | 192.4 | -61.1 | - | 0 | 1 | 0 |
| 30 Oct | 3987.50 | 192.4 | -61.1 | 22.42 | 1 | 0 | 0 |
| 29 Oct | 3958.10 | 253.5 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4140 expiring on 30DEC2025
Delta for 4140 PE is -0.67
Historical price for 4140 PE is as follows
On 19 Dec LT was trading at 4073.50. The strike last trading price was 78, which was -30 lower than the previous day. The implied volatity was 16.60, the open interest changed by 20 which increased total open position to 227
On 18 Dec LT was trading at 4031.10. The strike last trading price was 108, which was 19 higher than the previous day. The implied volatity was 13.15, the open interest changed by -29 which decreased total open position to 207
On 17 Dec LT was trading at 4062.40. The strike last trading price was 89, which was -4.5 lower than the previous day. The implied volatity was 16.15, the open interest changed by -5 which decreased total open position to 236
On 16 Dec LT was trading at 4063.80. The strike last trading price was 93.5, which was 22.6 higher than the previous day. The implied volatity was 17.40, the open interest changed by -19 which decreased total open position to 244
On 15 Dec LT was trading at 4092.30. The strike last trading price was 70.65, which was -8.05 lower than the previous day. The implied volatity was 15.81, the open interest changed by -4 which decreased total open position to 254
On 12 Dec LT was trading at 4074.10. The strike last trading price was 79.5, which was -58.75 lower than the previous day. The implied volatity was 14.55, the open interest changed by 81 which increased total open position to 259
On 11 Dec LT was trading at 4003.90. The strike last trading price was 137.45, which was -16.55 lower than the previous day. The implied volatity was 16.81, the open interest changed by 1 which increased total open position to 179
On 10 Dec LT was trading at 3991.30. The strike last trading price was 154, which was 10.45 higher than the previous day. The implied volatity was 19.54, the open interest changed by -3 which decreased total open position to 177
On 9 Dec LT was trading at 3997.50. The strike last trading price was 143.7, which was -6.3 lower than the previous day. The implied volatity was 16.91, the open interest changed by -7 which decreased total open position to 179
On 8 Dec LT was trading at 3996.70. The strike last trading price was 150, which was 34.8 higher than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 187
On 5 Dec LT was trading at 4038.20. The strike last trading price was 115.2, which was -32 lower than the previous day. The implied volatity was 17.19, the open interest changed by -4 which decreased total open position to 188
On 4 Dec LT was trading at 3983.60. The strike last trading price was 147.2, which was -19.05 lower than the previous day. The implied volatity was 16.73, the open interest changed by -2 which decreased total open position to 192
On 3 Dec LT was trading at 3988.00. The strike last trading price was 166.25, which was 50.15 higher than the previous day. The implied volatity was 22.52, the open interest changed by -17 which decreased total open position to 194
On 2 Dec LT was trading at 4030.50. The strike last trading price was 116.05, which was 15.05 higher than the previous day. The implied volatity was 16.35, the open interest changed by -3 which decreased total open position to 173
On 1 Dec LT was trading at 4073.20. The strike last trading price was 102.75, which was 7.15 higher than the previous day. The implied volatity was 17.64, the open interest changed by 0 which decreased total open position to 176
On 28 Nov LT was trading at 4069.60. The strike last trading price was 94.1, which was 2.55 higher than the previous day. The implied volatity was 16.89, the open interest changed by -8 which decreased total open position to 177
On 27 Nov LT was trading at 4081.30. The strike last trading price was 92.15, which was -11.3 lower than the previous day. The implied volatity was 16.36, the open interest changed by 128 which increased total open position to 185
On 26 Nov LT was trading at 4062.00. The strike last trading price was 106.7, which was -49.1 lower than the previous day. The implied volatity was 16.96, the open interest changed by 36 which increased total open position to 58
On 25 Nov LT was trading at 3996.70. The strike last trading price was 160.7, which was 1.35 higher than the previous day. The implied volatity was 17.91, the open interest changed by 18 which increased total open position to 21
On 24 Nov LT was trading at 4013.30. The strike last trading price was 159.35, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov LT was trading at 4024.90. The strike last trading price was 159.35, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov LT was trading at 4037.40. The strike last trading price was 159.35, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov LT was trading at 4019.60. The strike last trading price was 159.35, which was -33.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 18 Nov LT was trading at 3999.60. The strike last trading price was 159.35, which was -33.05 lower than the previous day. The implied volatity was 19.36, the open interest changed by 2 which increased total open position to 3
On 17 Nov LT was trading at 4027.70. The strike last trading price was 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov LT was trading at 4004.40. The strike last trading price was 192.4, which was -61.1 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 192.4, which was -61.1 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 192.4, which was -61.1 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 192.4, which was -61.1 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 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov LT was trading at 3882.50. The strike last trading price was 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov LT was trading at 3881.60. The strike last trading price was 192.4, which was -61.1 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 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov LT was trading at 3980.50. The strike last trading price was 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct LT was trading at 4030.90. The strike last trading price was 192.4, which was -61.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct LT was trading at 3987.50. The strike last trading price was 192.4, which was -61.1 lower than the previous day. The implied volatity was 22.42, the open interest changed by 0 which decreased total open position to 0
On 29 Oct LT was trading at 3958.10. The strike last trading price was 253.5, 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































































































































































































































