[--[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 4200 CE
Delta: 0.11
Vega: 1.82
Theta: -0.77
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 7.65 -0.55 14.98 1,685 -52 1,658
8 Dec 3996.70 8.15 -5.25 14.54 1,542 137 1,705
5 Dec 4038.20 13.3 3.15 13.17 2,176 51 1,567
4 Dec 3983.60 10.55 -0.55 14.69 1,197 131 1,519
3 Dec 3988.00 11.3 -9.6 14.41 1,996 51 1,407
2 Dec 4030.50 21.3 -9.45 15.03 2,162 -111 1,351
1 Dec 4073.20 30.2 -3.3 14.88 2,523 -53 1,466
28 Nov 4069.60 34.25 -3.75 13.96 2,599 143 1,521
27 Nov 4081.30 37.7 6.55 14.46 7,862 311 1,378
26 Nov 4062.00 30.5 10.45 13.92 3,266 296 1,066
25 Nov 3996.70 18.8 -7.9 15.36 1,709 221 710
24 Nov 4013.30 26.5 -6.6 15.80 463 104 488
21 Nov 4024.90 32.3 -6.2 15.27 584 125 384
20 Nov 4037.40 39 3.55 15.85 264 19 258
19 Nov 4019.60 35.4 1.7 15.85 318 141 238
18 Nov 3999.60 33.4 -12.55 16.32 107 61 96
17 Nov 4027.70 45.2 -14.5 17.01 53 34 34
14 Nov 4004.40 59.7 0 2.60 0 0 0
13 Nov 4002.50 59.7 0 2.60 0 0 0
12 Nov 3954.60 59.7 0 3.39 0 0 0
11 Nov 3955.00 59.7 0 3.37 0 0 0
10 Nov 3918.50 59.7 0 3.98 0 0 0
7 Nov 3882.50 59.7 0 4.36 0 0 0
6 Nov 3881.60 59.7 0 4.08 0 0 0
4 Nov 3924.40 59.7 0 3.50 0 0 0
3 Nov 3980.50 59.7 0 2.54 0 0 0
31 Oct 4030.90 59.7 0 - 0 0 0
30 Oct 3987.50 59.7 0 2.26 0 0 0
29 Oct 3958.10 59.7 0 2.73 0 0 0


For Larsen & Toubro Ltd. - strike price 4200 expiring on 30DEC2025

Delta for 4200 CE is 0.11

Historical price for 4200 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 7.65, which was -0.55 lower than the previous day. The implied volatity was 14.98, the open interest changed by -52 which decreased total open position to 1658


On 8 Dec LT was trading at 3996.70. The strike last trading price was 8.15, which was -5.25 lower than the previous day. The implied volatity was 14.54, the open interest changed by 137 which increased total open position to 1705


On 5 Dec LT was trading at 4038.20. The strike last trading price was 13.3, which was 3.15 higher than the previous day. The implied volatity was 13.17, the open interest changed by 51 which increased total open position to 1567


On 4 Dec LT was trading at 3983.60. The strike last trading price was 10.55, which was -0.55 lower than the previous day. The implied volatity was 14.69, the open interest changed by 131 which increased total open position to 1519


On 3 Dec LT was trading at 3988.00. The strike last trading price was 11.3, which was -9.6 lower than the previous day. The implied volatity was 14.41, the open interest changed by 51 which increased total open position to 1407


On 2 Dec LT was trading at 4030.50. The strike last trading price was 21.3, which was -9.45 lower than the previous day. The implied volatity was 15.03, the open interest changed by -111 which decreased total open position to 1351


On 1 Dec LT was trading at 4073.20. The strike last trading price was 30.2, which was -3.3 lower than the previous day. The implied volatity was 14.88, the open interest changed by -53 which decreased total open position to 1466


On 28 Nov LT was trading at 4069.60. The strike last trading price was 34.25, which was -3.75 lower than the previous day. The implied volatity was 13.96, the open interest changed by 143 which increased total open position to 1521


On 27 Nov LT was trading at 4081.30. The strike last trading price was 37.7, which was 6.55 higher than the previous day. The implied volatity was 14.46, the open interest changed by 311 which increased total open position to 1378


On 26 Nov LT was trading at 4062.00. The strike last trading price was 30.5, which was 10.45 higher than the previous day. The implied volatity was 13.92, the open interest changed by 296 which increased total open position to 1066


On 25 Nov LT was trading at 3996.70. The strike last trading price was 18.8, which was -7.9 lower than the previous day. The implied volatity was 15.36, the open interest changed by 221 which increased total open position to 710


On 24 Nov LT was trading at 4013.30. The strike last trading price was 26.5, which was -6.6 lower than the previous day. The implied volatity was 15.80, the open interest changed by 104 which increased total open position to 488


On 21 Nov LT was trading at 4024.90. The strike last trading price was 32.3, which was -6.2 lower than the previous day. The implied volatity was 15.27, the open interest changed by 125 which increased total open position to 384


On 20 Nov LT was trading at 4037.40. The strike last trading price was 39, which was 3.55 higher than the previous day. The implied volatity was 15.85, the open interest changed by 19 which increased total open position to 258


On 19 Nov LT was trading at 4019.60. The strike last trading price was 35.4, which was 1.7 higher than the previous day. The implied volatity was 15.85, the open interest changed by 141 which increased total open position to 238


On 18 Nov LT was trading at 3999.60. The strike last trading price was 33.4, which was -12.55 lower than the previous day. The implied volatity was 16.32, the open interest changed by 61 which increased total open position to 96


On 17 Nov LT was trading at 4027.70. The strike last trading price was 45.2, which was -14.5 lower than the previous day. The implied volatity was 17.01, the open interest changed by 34 which increased total open position to 34


On 14 Nov LT was trading at 4004.40. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 2.60, 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 59.7, which was 0 lower than the previous day. The implied volatity was 2.60, 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 59.7, which was 0 lower than the previous day. The implied volatity was 3.39, 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 59.7, which was 0 lower than the previous day. The implied volatity was 3.37, 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 59.7, which was 0 lower than the previous day. The implied volatity was 3.98, 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 59.7, which was 0 lower than the previous day. The implied volatity was 4.36, 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 59.7, which was 0 lower than the previous day. The implied volatity was 4.08, 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 59.7, which was 0 lower than the previous day. The implied volatity was 3.50, 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 59.7, which was 0 lower than the previous day. The implied volatity was 2.54, 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 59.7, 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 30 Oct LT was trading at 3987.50. The strike last trading price was 59.7, which was 0 lower than the previous day. The implied volatity was 2.26, 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 59.7, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0


LT 30DEC2025 4200 PE
Delta: -0.80
Vega: 2.66
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 203 2.85 21.09 1 0 326
8 Dec 3996.70 200.15 39.35 19.74 54 -27 327
5 Dec 4038.20 160.8 -42.85 18.03 8 0 354
4 Dec 3983.60 203.65 -2.2 19.78 13 0 354
3 Dec 3988.00 205 44 21.18 64 -2 354
2 Dec 4030.50 161 18.5 16.97 181 -15 356
1 Dec 4073.20 142.5 11.7 17.99 161 45 371
28 Nov 4069.60 131.35 2.95 17.07 388 3 328
27 Nov 4081.30 130 -13.25 16.68 399 40 325
26 Nov 4062.00 144.75 -52.5 16.95 167 -2 285
25 Nov 3996.70 203.5 25.4 17.37 59 30 286
24 Nov 4013.30 180.15 1.85 16.16 63 47 255
21 Nov 4024.90 177.85 12.85 18.63 171 116 208
20 Nov 4037.40 165 -25.2 17.32 12 2 88
19 Nov 4019.60 188.6 -9.3 19.81 104 71 85
18 Nov 3999.60 197.9 -339.2 18.85 20 14 14
17 Nov 4027.70 537.1 0 - 0 0 0
14 Nov 4004.40 537.1 0 - 0 0 0
13 Nov 4002.50 537.1 0 - 0 0 0
12 Nov 3954.60 537.1 0 - 0 0 0
11 Nov 3955.00 537.1 0 - 0 0 0
10 Nov 3918.50 537.1 0 - 0 0 0
7 Nov 3882.50 537.1 0 - 0 0 0
6 Nov 3881.60 537.1 0 - 0 0 0
4 Nov 3924.40 537.1 0 - 0 0 0
3 Nov 3980.50 537.1 0 - 0 0 0
31 Oct 4030.90 537.1 0 - 0 0 0
30 Oct 3987.50 537.1 0 - 0 0 0
29 Oct 3958.10 537.1 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4200 expiring on 30DEC2025

Delta for 4200 PE is -0.80

Historical price for 4200 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 203, which was 2.85 higher than the previous day. The implied volatity was 21.09, the open interest changed by 0 which decreased total open position to 326


On 8 Dec LT was trading at 3996.70. The strike last trading price was 200.15, which was 39.35 higher than the previous day. The implied volatity was 19.74, the open interest changed by -27 which decreased total open position to 327


On 5 Dec LT was trading at 4038.20. The strike last trading price was 160.8, which was -42.85 lower than the previous day. The implied volatity was 18.03, the open interest changed by 0 which decreased total open position to 354


On 4 Dec LT was trading at 3983.60. The strike last trading price was 203.65, which was -2.2 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 354


On 3 Dec LT was trading at 3988.00. The strike last trading price was 205, which was 44 higher than the previous day. The implied volatity was 21.18, the open interest changed by -2 which decreased total open position to 354


On 2 Dec LT was trading at 4030.50. The strike last trading price was 161, which was 18.5 higher than the previous day. The implied volatity was 16.97, the open interest changed by -15 which decreased total open position to 356


On 1 Dec LT was trading at 4073.20. The strike last trading price was 142.5, which was 11.7 higher than the previous day. The implied volatity was 17.99, the open interest changed by 45 which increased total open position to 371


On 28 Nov LT was trading at 4069.60. The strike last trading price was 131.35, which was 2.95 higher than the previous day. The implied volatity was 17.07, the open interest changed by 3 which increased total open position to 328


On 27 Nov LT was trading at 4081.30. The strike last trading price was 130, which was -13.25 lower than the previous day. The implied volatity was 16.68, the open interest changed by 40 which increased total open position to 325


On 26 Nov LT was trading at 4062.00. The strike last trading price was 144.75, which was -52.5 lower than the previous day. The implied volatity was 16.95, the open interest changed by -2 which decreased total open position to 285


On 25 Nov LT was trading at 3996.70. The strike last trading price was 203.5, which was 25.4 higher than the previous day. The implied volatity was 17.37, the open interest changed by 30 which increased total open position to 286


On 24 Nov LT was trading at 4013.30. The strike last trading price was 180.15, which was 1.85 higher than the previous day. The implied volatity was 16.16, the open interest changed by 47 which increased total open position to 255


On 21 Nov LT was trading at 4024.90. The strike last trading price was 177.85, which was 12.85 higher than the previous day. The implied volatity was 18.63, the open interest changed by 116 which increased total open position to 208


On 20 Nov LT was trading at 4037.40. The strike last trading price was 165, which was -25.2 lower than the previous day. The implied volatity was 17.32, the open interest changed by 2 which increased total open position to 88


On 19 Nov LT was trading at 4019.60. The strike last trading price was 188.6, which was -9.3 lower than the previous day. The implied volatity was 19.81, the open interest changed by 71 which increased total open position to 85


On 18 Nov LT was trading at 3999.60. The strike last trading price was 197.9, which was -339.2 lower than the previous day. The implied volatity was 18.85, the open interest changed by 14 which increased total open position to 14


On 17 Nov LT was trading at 4027.70. The strike last trading price was 537.1, 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 14 Nov LT was trading at 4004.40. The strike last trading price was 537.1, 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 13 Nov LT was trading at 4002.50. The strike last trading price was 537.1, 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 Nov LT was trading at 3954.60. The strike last trading price was 537.1, 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 Nov LT was trading at 3955.00. The strike last trading price was 537.1, 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 Nov LT was trading at 3918.50. The strike last trading price was 537.1, 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 7 Nov LT was trading at 3882.50. The strike last trading price was 537.1, 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 6 Nov LT was trading at 3881.60. The strike last trading price was 537.1, 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 4 Nov LT was trading at 3924.40. The strike last trading price was 537.1, 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 3 Nov LT was trading at 3980.50. The strike last trading price was 537.1, 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 31 Oct LT was trading at 4030.90. The strike last trading price was 537.1, 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 30 Oct LT was trading at 3987.50. The strike last trading price was 537.1, 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 29 Oct LT was trading at 3958.10. The strike last trading price was 537.1, 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