[--[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 4160 CE
Delta: 0.16
Vega: 2.34
Theta: -0.97
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 11.5 -0.9 14.40 380 42 599
8 Dec 3996.70 12.35 -8.15 14.00 228 21 558
5 Dec 4038.20 20.9 5.85 12.97 361 11 536
4 Dec 3983.60 15.05 -1.15 14.12 162 18 525
3 Dec 3988.00 16.8 -13.35 14.08 505 29 509
2 Dec 4030.50 29.7 -13.2 14.67 396 31 481
1 Dec 4073.20 42.25 -3.7 14.79 801 49 452
28 Nov 4069.60 46.55 -5.25 13.65 662 15 403
27 Nov 4081.30 51.45 8.3 14.37 1,827 258 389
26 Nov 4062.00 41.8 -36.55 13.68 321 92 131
25 Nov 3996.70 78.35 -0.65 - 0 0 0
24 Nov 4013.30 78.35 -0.65 - 0 0 0
21 Nov 4024.90 78.35 -0.65 - 0 0 0
20 Nov 4037.40 78.35 -0.65 - 0 0 0
19 Nov 4019.60 78.35 -0.65 - 0 0 0
18 Nov 3999.60 78.35 -0.65 - 0 0 0
17 Nov 4027.70 78.35 -0.65 - 0 0 0
14 Nov 4004.40 78.35 -0.65 - 0 0 0
13 Nov 4002.50 78.35 -0.65 - 0 0 0
12 Nov 3954.60 78.35 -0.65 - 0 0 0
11 Nov 3955.00 78.35 -0.65 - 0 0 0
10 Nov 3918.50 78.35 -0.65 - 0 0 0
7 Nov 3882.50 78.35 -0.65 - 0 0 0
6 Nov 3881.60 78.35 -0.65 - 0 0 0
4 Nov 3924.40 78.35 -0.65 - 0 0 0
3 Nov 3980.50 78.35 -0.65 20.04 1 0 39
31 Oct 4030.90 79 7 - 2 1 38
30 Oct 3987.50 72 1.9 17.58 53 28 36
29 Oct 3958.10 70.05 3.1 18.96 10 6 6


For Larsen & Toubro Ltd. - strike price 4160 expiring on 30DEC2025

Delta for 4160 CE is 0.16

Historical price for 4160 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 11.5, which was -0.9 lower than the previous day. The implied volatity was 14.40, the open interest changed by 42 which increased total open position to 599


On 8 Dec LT was trading at 3996.70. The strike last trading price was 12.35, which was -8.15 lower than the previous day. The implied volatity was 14.00, the open interest changed by 21 which increased total open position to 558


On 5 Dec LT was trading at 4038.20. The strike last trading price was 20.9, which was 5.85 higher than the previous day. The implied volatity was 12.97, the open interest changed by 11 which increased total open position to 536


On 4 Dec LT was trading at 3983.60. The strike last trading price was 15.05, which was -1.15 lower than the previous day. The implied volatity was 14.12, the open interest changed by 18 which increased total open position to 525


On 3 Dec LT was trading at 3988.00. The strike last trading price was 16.8, which was -13.35 lower than the previous day. The implied volatity was 14.08, the open interest changed by 29 which increased total open position to 509


On 2 Dec LT was trading at 4030.50. The strike last trading price was 29.7, which was -13.2 lower than the previous day. The implied volatity was 14.67, the open interest changed by 31 which increased total open position to 481


On 1 Dec LT was trading at 4073.20. The strike last trading price was 42.25, which was -3.7 lower than the previous day. The implied volatity was 14.79, the open interest changed by 49 which increased total open position to 452


On 28 Nov LT was trading at 4069.60. The strike last trading price was 46.55, which was -5.25 lower than the previous day. The implied volatity was 13.65, the open interest changed by 15 which increased total open position to 403


On 27 Nov LT was trading at 4081.30. The strike last trading price was 51.45, which was 8.3 higher than the previous day. The implied volatity was 14.37, the open interest changed by 258 which increased total open position to 389


On 26 Nov LT was trading at 4062.00. The strike last trading price was 41.8, which was -36.55 lower than the previous day. The implied volatity was 13.68, the open interest changed by 92 which increased total open position to 131


On 25 Nov LT was trading at 3996.70. The strike last trading price was 78.35, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov LT was trading at 4013.30. The strike last trading price was 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 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 78.35, which was -0.65 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 39


On 31 Oct LT was trading at 4030.90. The strike last trading price was 79, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 38


On 30 Oct LT was trading at 3987.50. The strike last trading price was 72, which was 1.9 higher than the previous day. The implied volatity was 17.58, the open interest changed by 28 which increased total open position to 36


On 29 Oct LT was trading at 3958.10. The strike last trading price was 70.05, which was 3.1 higher than the previous day. The implied volatity was 18.96, the open interest changed by 6 which increased total open position to 6


LT 30DEC2025 4160 PE
Delta: -0.79
Vega: 2.74
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 160.8 -3.8 17.40 20 4 324
8 Dec 3996.70 164.6 37.1 18.49 12 -2 321
5 Dec 4038.20 127.5 -37.5 16.86 183 -5 323
4 Dec 3983.60 165 -16 17.51 3 0 327
3 Dec 3988.00 181 50.9 22.73 6 0 326
2 Dec 4030.50 134.55 20.35 17.59 282 -4 229
1 Dec 4073.20 112.85 4.05 17.20 53 0 233
28 Nov 4069.60 104.1 0.8 16.59 128 -46 235
27 Nov 4081.30 104.05 -65.7 16.47 972 195 284
26 Nov 4062.00 169.75 12.05 - 0 0 0
25 Nov 3996.70 169.75 12.05 - 0 0 0
24 Nov 4013.30 169.75 12.05 - 0 0 0
21 Nov 4024.90 169.75 12.05 - 0 0 0
20 Nov 4037.40 169.75 12.05 - 0 0 0
19 Nov 4019.60 169.75 12.05 21.35 1 0 89
18 Nov 3999.60 157.7 -32.3 - 0 66 0
17 Nov 4027.70 157.7 -32.3 19.60 72 65 88
14 Nov 4004.40 190 15 - 0 0 0
13 Nov 4002.50 190 15 - 0 0 0
12 Nov 3954.60 190 15 - 0 0 0
11 Nov 3955.00 190 15 - 0 0 0
10 Nov 3918.50 190 15 - 0 0 0
7 Nov 3882.50 190 15 - 0 0 0
6 Nov 3881.60 190 15 - 0 0 0
4 Nov 3924.40 190 15 - 0 -1 0
3 Nov 3980.50 190 15 19.54 1 0 24
31 Oct 4030.90 175 -18.75 - 1 0 24
30 Oct 3987.50 193.75 -311.2 20.67 28 23 23
29 Oct 3958.10 504.95 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4160 expiring on 30DEC2025

Delta for 4160 PE is -0.79

Historical price for 4160 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 160.8, which was -3.8 lower than the previous day. The implied volatity was 17.40, the open interest changed by 4 which increased total open position to 324


On 8 Dec LT was trading at 3996.70. The strike last trading price was 164.6, which was 37.1 higher than the previous day. The implied volatity was 18.49, the open interest changed by -2 which decreased total open position to 321


On 5 Dec LT was trading at 4038.20. The strike last trading price was 127.5, which was -37.5 lower than the previous day. The implied volatity was 16.86, the open interest changed by -5 which decreased total open position to 323


On 4 Dec LT was trading at 3983.60. The strike last trading price was 165, which was -16 lower than the previous day. The implied volatity was 17.51, the open interest changed by 0 which decreased total open position to 327


On 3 Dec LT was trading at 3988.00. The strike last trading price was 181, which was 50.9 higher than the previous day. The implied volatity was 22.73, the open interest changed by 0 which decreased total open position to 326


On 2 Dec LT was trading at 4030.50. The strike last trading price was 134.55, which was 20.35 higher than the previous day. The implied volatity was 17.59, the open interest changed by -4 which decreased total open position to 229


On 1 Dec LT was trading at 4073.20. The strike last trading price was 112.85, which was 4.05 higher than the previous day. The implied volatity was 17.20, the open interest changed by 0 which decreased total open position to 233


On 28 Nov LT was trading at 4069.60. The strike last trading price was 104.1, which was 0.8 higher than the previous day. The implied volatity was 16.59, the open interest changed by -46 which decreased total open position to 235


On 27 Nov LT was trading at 4081.30. The strike last trading price was 104.05, which was -65.7 lower than the previous day. The implied volatity was 16.47, the open interest changed by 195 which increased total open position to 284


On 26 Nov LT was trading at 4062.00. The strike last trading price was 169.75, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov LT was trading at 3996.70. The strike last trading price was 169.75, which was 12.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Nov LT was trading at 4013.30. The strike last trading price was 169.75, which was 12.05 higher 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 169.75, which was 12.05 higher 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 169.75, which was 12.05 higher 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 169.75, which was 12.05 higher than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 89


On 18 Nov LT was trading at 3999.60. The strike last trading price was 157.7, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 66 which increased total open position to 0


On 17 Nov LT was trading at 4027.70. The strike last trading price was 157.7, which was -32.3 lower than the previous day. The implied volatity was 19.60, the open interest changed by 65 which increased total open position to 88


On 14 Nov LT was trading at 4004.40. The strike last trading price was 190, which was 15 higher 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 190, which was 15 higher 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 190, which was 15 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 190, which was 15 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 190, which was 15 higher 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 190, which was 15 higher 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 190, which was 15 higher 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 190, which was 15 higher 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 190, which was 15 higher than the previous day. The implied volatity was 19.54, the open interest changed by 0 which decreased total open position to 24


On 31 Oct LT was trading at 4030.90. The strike last trading price was 175, which was -18.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 30 Oct LT was trading at 3987.50. The strike last trading price was 193.75, which was -311.2 lower than the previous day. The implied volatity was 20.67, the open interest changed by 23 which increased total open position to 23


On 29 Oct LT was trading at 3958.10. The strike last trading price was 504.95, 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