Historical option data for LT
22 Jun 2026 01:17 PM IST
| LT 28-Jul-2026 (36d) 4200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 0.05
Theta: -1.91
Gamma: 0.0013
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4193.40 | 129 | -14 (-9.79%) | 23.02 | 416 | 208 | 1,216 | |||||||||
| 19 Jun | 4209.40 | 143 | 12 (9.16%) | 22.74 | 438 | 17 | 1,022 | |||||||||
| 18 Jun | 4190.00 | 131 | -9 (-6.43%) | 21.62 | 363 | 86 | 1,006 | |||||||||
| 17 Jun | 4207.70 | 140.1 | 11.1 (8.60%) | 22.04 | 421 | 100 | 920 | |||||||||
| 16 Jun | 4186.40 | 129 | 2 (1.57%) | 21.96 | 496 | 132 | 820 | |||||||||
| 15 Jun | 4169.80 | 126 | 46 (57.50%) | 22.12 | 1,133 | 354 | 688 | |||||||||
| 12 Jun | 4049.30 | 78.4 | 48.4 (161.33%) | 22.39 | 570 | 125 | 334 | |||||||||
| 11 Jun | 3862.00 | 30.95 | -6.05 (-16.35%) | 22.53 | 101 | 33 | 209 | |||||||||
| 10 Jun | 3917.50 | 39.95 | -2.05 (-4.88%) | 21.2 | 66 | 4 | 175 | |||||||||
| 9 Jun | 3900.60 | 43.3 | 3.3 (8.25%) | 23.23 | 120 | 28 | 171 | |||||||||
| 8 Jun | 3875.50 | 37.2 | -28.1 (-43.03%) | 23.24 | 71 | 14 | 144 | |||||||||
| 5 Jun | 3953.20 | 65.45 | 1.15 (1.79%) | 24.32 | 52 | 27 | 129 | |||||||||
| 4 Jun | 3942.10 | 66.1 | -0.9 (-1.34%) | 24.2 | 19 | 1 | 103 | |||||||||
| 3 Jun | 3953.20 | 67.55 | -11.45 (-14.49%) | 24.05 | 56 | 27 | 103 | |||||||||
| 2 Jun | 4000.90 | 77.45 | -2.55 (-3.19%) | 21.98 | 85 | 59 | 76 | |||||||||
| 1 Jun | 4010.80 | 80 | -39 (-32.77%) | 21.58 | 20 | 15 | 17 | |||||||||
| 29 May | 4076.50 | 119.2 | -105.8 (-47.02%) | 22.8 | 4 | 2 | 2 | |||||||||
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4200 expiring on 28JUL2026
Delta for 4200 CE is 0.53
Historical price for 4200 CE is as follows
On 22 Jun LT was trading at 4193.40. The strike last trading price was 129, which was -14 lower than the previous day. The implied volatity was 23.02, the open interest changed by 208 which increased total open position to 1216
On 19 Jun LT was trading at 4209.40. The strike last trading price was 143, which was 12 higher than the previous day. The implied volatity was 22.74, the open interest changed by 17 which increased total open position to 1022
On 18 Jun LT was trading at 4190.00. The strike last trading price was 131, which was -9 lower than the previous day. The implied volatity was 21.62, the open interest changed by 86 which increased total open position to 1006
On 17 Jun LT was trading at 4207.70. The strike last trading price was 140.1, which was 11.1 higher than the previous day. The implied volatity was 22.04, the open interest changed by 100 which increased total open position to 920
On 16 Jun LT was trading at 4186.40. The strike last trading price was 129, which was 2 higher than the previous day. The implied volatity was 21.96, the open interest changed by 132 which increased total open position to 820
On 15 Jun LT was trading at 4169.80. The strike last trading price was 126, which was 46 higher than the previous day. The implied volatity was 22.12, the open interest changed by 354 which increased total open position to 688
On 12 Jun LT was trading at 4049.30. The strike last trading price was 78.4, which was 48.4 higher than the previous day. The implied volatity was 22.39, the open interest changed by 125 which increased total open position to 334
On 11 Jun LT was trading at 3862.00. The strike last trading price was 30.95, which was -6.05 lower than the previous day. The implied volatity was 22.53, the open interest changed by 33 which increased total open position to 209
On 10 Jun LT was trading at 3917.50. The strike last trading price was 39.95, which was -2.05 lower than the previous day. The implied volatity was 21.2, the open interest changed by 4 which increased total open position to 175
On 9 Jun LT was trading at 3900.60. The strike last trading price was 43.3, which was 3.3 higher than the previous day. The implied volatity was 23.23, the open interest changed by 28 which increased total open position to 171
On 8 Jun LT was trading at 3875.50. The strike last trading price was 37.2, which was -28.1 lower than the previous day. The implied volatity was 23.24, the open interest changed by 14 which increased total open position to 144
On 5 Jun LT was trading at 3953.20. The strike last trading price was 65.45, which was 1.15 higher than the previous day. The implied volatity was 24.32, the open interest changed by 27 which increased total open position to 129
On 4 Jun LT was trading at 3942.10. The strike last trading price was 66.1, which was -0.9 lower than the previous day. The implied volatity was 24.2, the open interest changed by 1 which increased total open position to 103
On 3 Jun LT was trading at 3953.20. The strike last trading price was 67.55, which was -11.45 lower than the previous day. The implied volatity was 24.05, the open interest changed by 27 which increased total open position to 103
On 2 Jun LT was trading at 4000.90. The strike last trading price was 77.45, which was -2.55 lower than the previous day. The implied volatity was 21.98, the open interest changed by 59 which increased total open position to 76
On 1 Jun LT was trading at 4010.80. The strike last trading price was 80, which was -39 lower than the previous day. The implied volatity was 21.58, the open interest changed by 15 which increased total open position to 17
On 29 May LT was trading at 4076.50. The strike last trading price was 119.2, which was -105.8 lower than the previous day. The implied volatity was 22.8, the open interest changed by 2 which increased total open position to 2
On 30 Apr LT was trading at 4014.00. 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
On 29 Apr LT was trading at 4096.10. 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-Jul-2026 (36d) 4200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.05
Theta: -1.26
Gamma: 0.00132
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4193.40 | 112.4 | 2.8 (2.55%) | 22.69 | 275 | 0 | 636 |
| 19 Jun | 4209.40 | 97.35 | -6.9 (-6.62%) | 20.54 | 673 | 387 | 636 |
| 18 Jun | 4190.00 | 106 | 12.4 (13.25%) | 20.98 | 122 | 45 | 245 |
| 17 Jun | 4207.70 | 93.65 | -17.85 (-16.01%) | 19.34 | 141 | 52 | 198 |
| 16 Jun | 4186.40 | 112.25 | -16.45 (-12.78%) | 20.72 | 148 | 31 | 145 |
| 15 Jun | 4169.80 | 128.5 | -60.5 (-32.01%) | 22.16 | 159 | 93 | 113 |
| 12 Jun | 4049.30 | 190 | -75 (-28.30%) | 20.54 | 14 | 3 | 12 |
| 11 Jun | 3862.00 | 265 | 265 (-12.25%) | 20.49 | 1 | 0 | 9 |
| 10 Jun | 3917.50 | 265 | -37 (-12.25%) | 20.49 | 1 | 1 | 9 |
| 9 Jun | 3900.60 | 302 | -4 (-1.31%) | 19.91 | 3 | 2 | 7 |
| 8 Jun | 3875.50 | 306 | 77 (33.62%) | 20.84 | 2 | 1 | 5 |
| 5 Jun | 3953.20 | 294.9 | 294.9 | - | 1 | 0 | 4 |
| 4 Jun | 3942.10 | 294.9 | 294.9 | - | 1 | 0 | 4 |
| 3 Jun | 3953.20 | 294.9 | 294.9 (0.95%) | 18.74 | 1 | 0 | 4 |
| 2 Jun | 4000.90 | 229.15 | 2.15 (0.95%) | 18.74 | 1 | 0 | 4 |
| 1 Jun | 4010.80 | 227 | -100.35 (-30.66%) | 21.36 | 4 | 3 | 3 |
| 29 May | 4076.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4014.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4096.10 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4200 expiring on 28JUL2026
Delta for 4200 PE is -0.47
Historical price for 4200 PE is as follows
On 22 Jun LT was trading at 4193.40. The strike last trading price was 112.4, which was 2.8 higher than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 636
On 19 Jun LT was trading at 4209.40. The strike last trading price was 97.35, which was -6.9 lower than the previous day. The implied volatity was 20.54, the open interest changed by 387 which increased total open position to 636
On 18 Jun LT was trading at 4190.00. The strike last trading price was 106, which was 12.4 higher than the previous day. The implied volatity was 20.98, the open interest changed by 45 which increased total open position to 245
On 17 Jun LT was trading at 4207.70. The strike last trading price was 93.65, which was -17.85 lower than the previous day. The implied volatity was 19.34, the open interest changed by 52 which increased total open position to 198
On 16 Jun LT was trading at 4186.40. The strike last trading price was 112.25, which was -16.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by 31 which increased total open position to 145
On 15 Jun LT was trading at 4169.80. The strike last trading price was 128.5, which was -60.5 lower than the previous day. The implied volatity was 22.16, the open interest changed by 93 which increased total open position to 113
On 12 Jun LT was trading at 4049.30. The strike last trading price was 190, which was -75 lower than the previous day. The implied volatity was 20.54, the open interest changed by 3 which increased total open position to 12
On 11 Jun LT was trading at 3862.00. The strike last trading price was 265, which was 265 higher than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 9
On 10 Jun LT was trading at 3917.50. The strike last trading price was 265, which was -37 lower than the previous day. The implied volatity was 20.49, the open interest changed by 1 which increased total open position to 9
On 9 Jun LT was trading at 3900.60. The strike last trading price was 302, which was -4 lower than the previous day. The implied volatity was 19.91, the open interest changed by 2 which increased total open position to 7
On 8 Jun LT was trading at 3875.50. The strike last trading price was 306, which was 77 higher than the previous day. The implied volatity was 20.84, the open interest changed by 1 which increased total open position to 5
On 5 Jun LT was trading at 3953.20. The strike last trading price was 294.9, which was 294.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Jun LT was trading at 3942.10. The strike last trading price was 294.9, which was 294.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Jun LT was trading at 3953.20. The strike last trading price was 294.9, which was 294.9 higher than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 4
On 2 Jun LT was trading at 4000.90. The strike last trading price was 229.15, which was 2.15 higher than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 4
On 1 Jun LT was trading at 4010.80. The strike last trading price was 227, which was -100.35 lower than the previous day. The implied volatity was 21.36, the open interest changed by 3 which increased total open position to 3
On 29 May LT was trading at 4076.50. 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
On 30 Apr LT was trading at 4014.00. 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
On 29 Apr LT was trading at 4096.10. 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
