LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 1.82
Theta: -0.77
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 2.66
Theta: -0.40
Gamma: 0.00
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| 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































































































































































































































