LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:30 PM IST
| LT 28-Apr-2026 (4d) 4160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.01
Theta: -1.95
Gamma: 0.00132
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3995.40 | 3.95 | -9.75 | 25.38 | 667 | 11 | 470 | |||||||||
| 23 Apr | 4054.10 | 14.15 | 0.20000000000000107 | 25.55 | 1,229 | -98 | 489 | |||||||||
| 22 Apr | 4021.10 | 13.75 | -24.1 | 27.45 | 1,285 | 12 | 610 | |||||||||
| 21 Apr | 4075.40 | 36 | 1.75 | 30.38 | 618 | -58 | 595 | |||||||||
| 20 Apr | 4051.00 | 32.55 | -21.6 | 31.18 | 1,404 | -79 | 652 | |||||||||
| 17 Apr | 4096.10 | 55 | -5.5 | 26.39 | 1,402 | -92 | 736 | |||||||||
| 16 Apr | 4119.80 | 60 | 10.399999999999999 | 25.46 | 3,398 | 489 | 828 | |||||||||
| 15 Apr | 4076.30 | 49.5 | 25.7 | 26.41 | 1,234 | 57 | 337 | |||||||||
| 13 Apr | 3954.30 | 23.65 | -6 | 27.15 | 452 | 39 | 278 | |||||||||
| 10 Apr | 3959.90 | 29.85 | 3.0500000000000007 | 26.52 | 271 | -25 | 248 | |||||||||
| 9 Apr | 3896.20 | 26.5 | -28.85 | 29.62 | 694 | -8 | 268 | |||||||||
| 8 Apr | 4005.90 | 57.1 | 44.55 | 28.7 | 655 | 186 | 275 | |||||||||
| 7 Apr | 3723.30 | 12.5 | -1.75 | 32.56 | 22 | 7 | 88 | |||||||||
| 6 Apr | 3727.70 | 13.3 | 4.65 | 31.95 | 72 | 24 | 82 | |||||||||
| 2 Apr | 3613.10 | 7.85 | -1.65 | 31.8 | 16 | 1 | 57 | |||||||||
| 1 Apr | 3607.50 | 9.45 | 1.35 | 31.85 | 60 | 41 | 55 | |||||||||
| 30 Mar | 3504.10 | 8.1 | -4.9 | 35.43 | 5 | 2 | 13 | |||||||||
| 27 Mar | 3564.10 | 13 | -8.6 | 33.89 | 3 | 0 | 12 | |||||||||
| 25 Mar | 3649.30 | 21.9 | 10.9 | 32.63 | 23 | 8 | 11 | |||||||||
| 24 Mar | 3516.80 | 11 | -39 | - | 0 | 0 | 3 | |||||||||
| 23 Mar | 3342.40 | 11 | -39 | - | 0 | 0 | 3 | |||||||||
| 20 Mar | 3434.80 | 11 | -39 | 35.31 | 5 | -1 | 3 | |||||||||
| 19 Mar | 3434.50 | 50 | -33.7 | - | 0 | 0 | 4 | |||||||||
| 18 Mar | 3607.90 | 50 | -33.7 | - | 0 | 0 | 4 | |||||||||
| 17 Mar | 3542.80 | 50 | -33.7 | - | 0 | 0 | 4 | |||||||||
| 16 Mar | 3469.40 | 50 | -33.7 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 3439.00 | 50 | -33.7 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 3719.50 | 50 | -33.7 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 3838.80 | 50 | -33.7 | - | 0 | 0 | 4 | |||||||||
| 10 Mar | 3876.00 | 50 | -33.7 | - | 4 | 0 | 4 | |||||||||
| 9 Mar | 3842.10 | 50 | -33.7 | 25.07 | 4 | 3 | 3 | |||||||||
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| 6 Mar | 3949.80 | 83.7 | 0 | 2.59 | 0 | 0 | 0 | |||||||||
| 5 Mar | 4038.70 | 83.7 | 0 | 1.23 | 0 | 0 | 0 | |||||||||
| 4 Mar | 3882.60 | 83.7 | 0 | 3.66 | 0 | 0 | 0 | |||||||||
| 2 Mar | 4066.70 | 83.7 | 0 | 0.74 | 0 | 0 | 0 | |||||||||
| 27 Feb | 4278.30 | 83.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4286.50 | 83.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4298.50 | 83.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 4170.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4160 expiring on 28APR2026
Delta for 4160 CE is 0.08
Historical price for 4160 CE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 3.95, which was -9.75 lower than the previous day. The implied volatity was 25.38, the open interest changed by 11 which increased total open position to 470
On 23 Apr LT was trading at 4054.10. The strike last trading price was 14.15, which was 0.20000000000000107 higher than the previous day. The implied volatity was 25.55, the open interest changed by -98 which decreased total open position to 489
On 22 Apr LT was trading at 4021.10. The strike last trading price was 13.75, which was -24.1 lower than the previous day. The implied volatity was 27.45, the open interest changed by 12 which increased total open position to 610
On 21 Apr LT was trading at 4075.40. The strike last trading price was 36, which was 1.75 higher than the previous day. The implied volatity was 30.38, the open interest changed by -58 which decreased total open position to 595
On 20 Apr LT was trading at 4051.00. The strike last trading price was 32.55, which was -21.6 lower than the previous day. The implied volatity was 31.18, the open interest changed by -79 which decreased total open position to 652
On 17 Apr LT was trading at 4096.10. The strike last trading price was 55, which was -5.5 lower than the previous day. The implied volatity was 26.39, the open interest changed by -92 which decreased total open position to 736
On 16 Apr LT was trading at 4119.80. The strike last trading price was 60, which was 10.399999999999999 higher than the previous day. The implied volatity was 25.46, the open interest changed by 489 which increased total open position to 828
On 15 Apr LT was trading at 4076.30. The strike last trading price was 49.5, which was 25.7 higher than the previous day. The implied volatity was 26.41, the open interest changed by 57 which increased total open position to 337
On 13 Apr LT was trading at 3954.30. The strike last trading price was 23.65, which was -6 lower than the previous day. The implied volatity was 27.15, the open interest changed by 39 which increased total open position to 278
On 10 Apr LT was trading at 3959.90. The strike last trading price was 29.85, which was 3.0500000000000007 higher than the previous day. The implied volatity was 26.52, the open interest changed by -25 which decreased total open position to 248
On 9 Apr LT was trading at 3896.20. The strike last trading price was 26.5, which was -28.85 lower than the previous day. The implied volatity was 29.62, the open interest changed by -8 which decreased total open position to 268
On 8 Apr LT was trading at 4005.90. The strike last trading price was 57.1, which was 44.55 higher than the previous day. The implied volatity was 28.7, the open interest changed by 186 which increased total open position to 275
On 7 Apr LT was trading at 3723.30. The strike last trading price was 12.5, which was -1.75 lower than the previous day. The implied volatity was 32.56, the open interest changed by 7 which increased total open position to 88
On 6 Apr LT was trading at 3727.70. The strike last trading price was 13.3, which was 4.65 higher than the previous day. The implied volatity was 31.95, the open interest changed by 24 which increased total open position to 82
On 2 Apr LT was trading at 3613.10. The strike last trading price was 7.85, which was -1.65 lower than the previous day. The implied volatity was 31.8, the open interest changed by 1 which increased total open position to 57
On 1 Apr LT was trading at 3607.50. The strike last trading price was 9.45, which was 1.35 higher than the previous day. The implied volatity was 31.85, the open interest changed by 41 which increased total open position to 55
On 30 Mar LT was trading at 3504.10. The strike last trading price was 8.1, which was -4.9 lower than the previous day. The implied volatity was 35.43, the open interest changed by 2 which increased total open position to 13
On 27 Mar LT was trading at 3564.10. The strike last trading price was 13, which was -8.6 lower than the previous day. The implied volatity was 33.89, the open interest changed by 0 which decreased total open position to 12
On 25 Mar LT was trading at 3649.30. The strike last trading price was 21.9, which was 10.9 higher than the previous day. The implied volatity was 32.63, the open interest changed by 8 which increased total open position to 11
On 24 Mar LT was trading at 3516.80. The strike last trading price was 11, which was -39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Mar LT was trading at 3342.40. The strike last trading price was 11, which was -39 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 Mar LT was trading at 3434.80. The strike last trading price was 11, which was -39 lower than the previous day. The implied volatity was 35.31, the open interest changed by -1 which decreased total open position to 3
On 19 Mar LT was trading at 3434.50. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Mar LT was trading at 3607.90. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar LT was trading at 3542.80. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar LT was trading at 3469.40. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3719.50. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3838.80. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar LT was trading at 3876.00. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar LT was trading at 3842.10. The strike last trading price was 50, which was -33.7 lower than the previous day. The implied volatity was 25.07, the open interest changed by 3 which increased total open position to 3
On 6 Mar LT was trading at 3949.80. The strike last trading price was 83.7, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LT was trading at 4038.70. The strike last trading price was 83.7, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 83.7, which was 0 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LT was trading at 4066.70. The strike last trading price was 83.7, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LT was trading at 4278.30. The strike last trading price was 83.7, 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 26 Feb LT was trading at 4286.50. The strike last trading price was 83.7, 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 25 Feb LT was trading at 4298.50. The strike last trading price was 83.7, 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 11 Feb LT was trading at 4170.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 4169.00. 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
| LT 28-Apr-2026 (4d) 4160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.01
Theta: -1.9
Gamma: 0.00127
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3995.40 | 164.6 | 43.8 | 25.59 | 22 | -5 | 193 |
| 23 Apr | 4054.10 | 118.9 | -31.849999999999994 | 26.94 | 113 | -70 | 199 |
| 22 Apr | 4021.10 | 150.75 | 34.25 | 25.28 | 44 | -17 | 270 |
| 21 Apr | 4075.40 | 118.1 | -24.400000000000006 | 29.82 | 107 | -10 | 287 |
| 20 Apr | 4051.00 | 148.45 | 38.89999999999999 | 31.24 | 395 | 77 | 299 |
| 17 Apr | 4096.10 | 107.4 | 0.3500000000000085 | 27.78 | 304 | 30 | 219 |
| 16 Apr | 4119.80 | 109.8 | -23.200000000000003 | 29.8 | 570 | 131 | 190 |
| 15 Apr | 4076.30 | 133 | -67.9 | 29.54 | 2 | 1 | 58 |
| 13 Apr | 3954.30 | 201.05 | 201.05 | - | 0 | 0 | 57 |
| 10 Apr | 3959.90 | 201.05 | 201.05 | - | 0 | 0 | 57 |
| 9 Apr | 3896.20 | 201.05 | -417.5 | - | 0 | 40 | 0 |
| 8 Apr | 4005.90 | 201.05 | -417.5 | 33.51 | 69 | 38 | 55 |
| 7 Apr | 3723.30 | 618.55 | 46.7 | - | 0 | 0 | 17 |
| 6 Apr | 3727.70 | 618.55 | 46.7 | - | 0 | 0 | 17 |
| 2 Apr | 3613.10 | 618.55 | 46.7 | - | 0 | 0 | 17 |
| 1 Apr | 3607.50 | 618.55 | 46.7 | - | 0 | 0 | 17 |
| 30 Mar | 3504.10 | 618.55 | 46.7 | 24.78 | 2 | 1 | 17 |
| 27 Mar | 3564.10 | 571.85 | 211.85 | 36.84 | 1 | 0 | 15 |
| 25 Mar | 3649.30 | 360 | 180 | - | 0 | 0 | 15 |
| 24 Mar | 3516.80 | 360 | 180 | - | 0 | 0 | 15 |
| 23 Mar | 3342.40 | 360 | 180 | - | 0 | 0 | 15 |
| 20 Mar | 3434.80 | 360 | 180 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 360 | 180 | - | 0 | 0 | 15 |
| 18 Mar | 3607.90 | 360 | 180 | - | 0 | 0 | 15 |
| 17 Mar | 3542.80 | 360 | 180 | - | 0 | 0 | 15 |
| 16 Mar | 3469.40 | 360 | 180 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 360 | 180 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 360 | 180 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 360 | 180 | - | 0 | 0 | 15 |
| 10 Mar | 3876.00 | 360 | 180 | - | 0 | 0 | 15 |
| 9 Mar | 3842.10 | 360 | 180 | - | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 360 | 180 | - | 0 | 0 | 15 |
| 5 Mar | 4038.70 | 360 | 180 | - | 4 | 0 | 0 |
| 4 Mar | 3882.60 | 360 | 180 | 38.15 | 4 | 0 | 15 |
| 2 Mar | 4066.70 | 180 | 118 | 24.66 | 1 | 0 | 15 |
| 27 Feb | 4278.30 | 62 | -330.2 | 19.33 | 22 | 15 | 15 |
| 26 Feb | 4286.50 | 392.2 | 0 | 3 | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 392.2 | 0 | 3.11 | 0 | 0 | 0 |
| 11 Feb | 4170.40 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4160 expiring on 28APR2026
Delta for 4160 PE is -0.92
Historical price for 4160 PE is as follows
On 24 Apr LT was trading at 3995.40. The strike last trading price was 164.6, which was 43.8 higher than the previous day. The implied volatity was 25.59, the open interest changed by -5 which decreased total open position to 193
On 23 Apr LT was trading at 4054.10. The strike last trading price was 118.9, which was -31.849999999999994 lower than the previous day. The implied volatity was 26.94, the open interest changed by -70 which decreased total open position to 199
On 22 Apr LT was trading at 4021.10. The strike last trading price was 150.75, which was 34.25 higher than the previous day. The implied volatity was 25.28, the open interest changed by -17 which decreased total open position to 270
On 21 Apr LT was trading at 4075.40. The strike last trading price was 118.1, which was -24.400000000000006 lower than the previous day. The implied volatity was 29.82, the open interest changed by -10 which decreased total open position to 287
On 20 Apr LT was trading at 4051.00. The strike last trading price was 148.45, which was 38.89999999999999 higher than the previous day. The implied volatity was 31.24, the open interest changed by 77 which increased total open position to 299
On 17 Apr LT was trading at 4096.10. The strike last trading price was 107.4, which was 0.3500000000000085 higher than the previous day. The implied volatity was 27.78, the open interest changed by 30 which increased total open position to 219
On 16 Apr LT was trading at 4119.80. The strike last trading price was 109.8, which was -23.200000000000003 lower than the previous day. The implied volatity was 29.8, the open interest changed by 131 which increased total open position to 190
On 15 Apr LT was trading at 4076.30. The strike last trading price was 133, which was -67.9 lower than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 58
On 13 Apr LT was trading at 3954.30. The strike last trading price was 201.05, which was 201.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 10 Apr LT was trading at 3959.90. The strike last trading price was 201.05, which was 201.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 9 Apr LT was trading at 3896.20. The strike last trading price was 201.05, which was -417.5 lower than the previous day. The implied volatity was -, the open interest changed by 40 which increased total open position to 0
On 8 Apr LT was trading at 4005.90. The strike last trading price was 201.05, which was -417.5 lower than the previous day. The implied volatity was 33.51, the open interest changed by 38 which increased total open position to 55
On 7 Apr LT was trading at 3723.30. The strike last trading price was 618.55, which was 46.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 6 Apr LT was trading at 3727.70. The strike last trading price was 618.55, which was 46.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 2 Apr LT was trading at 3613.10. The strike last trading price was 618.55, which was 46.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 1 Apr LT was trading at 3607.50. The strike last trading price was 618.55, which was 46.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 30 Mar LT was trading at 3504.10. The strike last trading price was 618.55, which was 46.7 higher than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 17
On 27 Mar LT was trading at 3564.10. The strike last trading price was 571.85, which was 211.85 higher than the previous day. The implied volatity was 36.84, the open interest changed by 0 which decreased total open position to 15
On 25 Mar LT was trading at 3649.30. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Mar LT was trading at 3516.80. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar LT was trading at 3342.40. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Mar LT was trading at 3434.80. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LT was trading at 3434.50. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 18 Mar LT was trading at 3607.90. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 17 Mar LT was trading at 3542.80. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 16 Mar LT was trading at 3469.40. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar LT was trading at 3439.00. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LT was trading at 3719.50. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LT was trading at 3838.80. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Mar LT was trading at 3876.00. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Mar LT was trading at 3842.10. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LT was trading at 3949.80. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Mar LT was trading at 4038.70. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LT was trading at 3882.60. The strike last trading price was 360, which was 180 higher than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 15
On 2 Mar LT was trading at 4066.70. The strike last trading price was 180, which was 118 higher than the previous day. The implied volatity was 24.66, the open interest changed by 0 which decreased total open position to 15
On 27 Feb LT was trading at 4278.30. The strike last trading price was 62, which was -330.2 lower than the previous day. The implied volatity was 19.33, the open interest changed by 15 which increased total open position to 15
On 26 Feb LT was trading at 4286.50. The strike last trading price was 392.2, which was 0 lower than the previous day. The implied volatity was 3, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LT was trading at 4298.50. The strike last trading price was 392.2, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 11 Feb LT was trading at 4170.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 4169.00. 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
