LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4160 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.16
Vega: 2.34
Theta: -0.97
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































