[--[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 4240 CE
Delta: 0.07
Vega: 1.34
Theta: -0.57
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 4.8 -0.5 15.34 606 335 568
8 Dec 3996.70 5.2 -3.25 14.95 129 -37 232
5 Dec 4038.20 8.5 1.75 13.50 169 25 269
4 Dec 3983.60 6.6 -0.5 14.80 72 -5 244
3 Dec 3988.00 7.45 -6.65 14.70 574 -33 429
2 Dec 4030.50 14.25 -7.25 15.08 242 -8 462
1 Dec 4073.20 21.75 -2.05 15.19 482 -179 469
28 Nov 4069.60 24.05 -3 14.05 529 240 647
27 Nov 4081.30 26.9 4.95 14.50 1,198 -3 410
26 Nov 4062.00 21.45 6.55 14.04 788 150 413
25 Nov 3996.70 13.7 -5.5 15.65 172 12 260
24 Nov 4013.30 20.35 -4.3 16.24 107 50 247
21 Nov 4024.90 24.75 -4.65 15.61 89 51 196
20 Nov 4037.40 29.5 2.45 15.96 76 8 145
19 Nov 4019.60 27.15 1.3 16.07 82 36 137
18 Nov 3999.60 25.85 -9.5 16.56 20 0 99
17 Nov 4027.70 35.35 4.15 17.12 8 2 99
14 Nov 4004.40 32 -2.25 16.78 6 0 98
13 Nov 4002.50 34.35 8.9 17.02 63 10 98
12 Nov 3954.60 25.45 -2.4 17.25 14 1 88
11 Nov 3955.00 27.85 4.35 17.67 96 59 87
10 Nov 3918.50 23.5 5.5 18.10 14 8 24
7 Nov 3882.50 18 -5.4 17.42 1 0 15
6 Nov 3881.60 21.85 -28.15 17.85 10 0 14
4 Nov 3924.40 50 0 - 0 0 0
3 Nov 3980.50 50 0 - 0 0 0
31 Oct 4030.90 50 0 - 0 10 0
30 Oct 3987.50 50 0 17.92 17 9 13
29 Oct 3958.10 50 -3.1 19.43 8 4 4


For Larsen & Toubro Ltd. - strike price 4240 expiring on 30DEC2025

Delta for 4240 CE is 0.07

Historical price for 4240 CE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 4.8, which was -0.5 lower than the previous day. The implied volatity was 15.34, the open interest changed by 335 which increased total open position to 568


On 8 Dec LT was trading at 3996.70. The strike last trading price was 5.2, which was -3.25 lower than the previous day. The implied volatity was 14.95, the open interest changed by -37 which decreased total open position to 232


On 5 Dec LT was trading at 4038.20. The strike last trading price was 8.5, which was 1.75 higher than the previous day. The implied volatity was 13.50, the open interest changed by 25 which increased total open position to 269


On 4 Dec LT was trading at 3983.60. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was 14.80, the open interest changed by -5 which decreased total open position to 244


On 3 Dec LT was trading at 3988.00. The strike last trading price was 7.45, which was -6.65 lower than the previous day. The implied volatity was 14.70, the open interest changed by -33 which decreased total open position to 429


On 2 Dec LT was trading at 4030.50. The strike last trading price was 14.25, which was -7.25 lower than the previous day. The implied volatity was 15.08, the open interest changed by -8 which decreased total open position to 462


On 1 Dec LT was trading at 4073.20. The strike last trading price was 21.75, which was -2.05 lower than the previous day. The implied volatity was 15.19, the open interest changed by -179 which decreased total open position to 469


On 28 Nov LT was trading at 4069.60. The strike last trading price was 24.05, which was -3 lower than the previous day. The implied volatity was 14.05, the open interest changed by 240 which increased total open position to 647


On 27 Nov LT was trading at 4081.30. The strike last trading price was 26.9, which was 4.95 higher than the previous day. The implied volatity was 14.50, the open interest changed by -3 which decreased total open position to 410


On 26 Nov LT was trading at 4062.00. The strike last trading price was 21.45, which was 6.55 higher than the previous day. The implied volatity was 14.04, the open interest changed by 150 which increased total open position to 413


On 25 Nov LT was trading at 3996.70. The strike last trading price was 13.7, which was -5.5 lower than the previous day. The implied volatity was 15.65, the open interest changed by 12 which increased total open position to 260


On 24 Nov LT was trading at 4013.30. The strike last trading price was 20.35, which was -4.3 lower than the previous day. The implied volatity was 16.24, the open interest changed by 50 which increased total open position to 247


On 21 Nov LT was trading at 4024.90. The strike last trading price was 24.75, which was -4.65 lower than the previous day. The implied volatity was 15.61, the open interest changed by 51 which increased total open position to 196


On 20 Nov LT was trading at 4037.40. The strike last trading price was 29.5, which was 2.45 higher than the previous day. The implied volatity was 15.96, the open interest changed by 8 which increased total open position to 145


On 19 Nov LT was trading at 4019.60. The strike last trading price was 27.15, which was 1.3 higher than the previous day. The implied volatity was 16.07, the open interest changed by 36 which increased total open position to 137


On 18 Nov LT was trading at 3999.60. The strike last trading price was 25.85, which was -9.5 lower than the previous day. The implied volatity was 16.56, the open interest changed by 0 which decreased total open position to 99


On 17 Nov LT was trading at 4027.70. The strike last trading price was 35.35, which was 4.15 higher than the previous day. The implied volatity was 17.12, the open interest changed by 2 which increased total open position to 99


On 14 Nov LT was trading at 4004.40. The strike last trading price was 32, which was -2.25 lower than the previous day. The implied volatity was 16.78, the open interest changed by 0 which decreased total open position to 98


On 13 Nov LT was trading at 4002.50. The strike last trading price was 34.35, which was 8.9 higher than the previous day. The implied volatity was 17.02, the open interest changed by 10 which increased total open position to 98


On 12 Nov LT was trading at 3954.60. The strike last trading price was 25.45, which was -2.4 lower than the previous day. The implied volatity was 17.25, the open interest changed by 1 which increased total open position to 88


On 11 Nov LT was trading at 3955.00. The strike last trading price was 27.85, which was 4.35 higher than the previous day. The implied volatity was 17.67, the open interest changed by 59 which increased total open position to 87


On 10 Nov LT was trading at 3918.50. The strike last trading price was 23.5, which was 5.5 higher than the previous day. The implied volatity was 18.10, the open interest changed by 8 which increased total open position to 24


On 7 Nov LT was trading at 3882.50. The strike last trading price was 18, which was -5.4 lower than the previous day. The implied volatity was 17.42, the open interest changed by 0 which decreased total open position to 15


On 6 Nov LT was trading at 3881.60. The strike last trading price was 21.85, which was -28.15 lower than the previous day. The implied volatity was 17.85, the open interest changed by 0 which decreased total open position to 14


On 4 Nov LT was trading at 3924.40. The strike last trading price was 50, 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 50, 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 50, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 30 Oct LT was trading at 3987.50. The strike last trading price was 50, which was 0 lower than the previous day. The implied volatity was 17.92, the open interest changed by 9 which increased total open position to 13


On 29 Oct LT was trading at 3958.10. The strike last trading price was 50, which was -3.1 lower than the previous day. The implied volatity was 19.43, the open interest changed by 4 which increased total open position to 4


LT 30DEC2025 4240 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 3997.50 235 60.3 - 0 0 0
8 Dec 3996.70 235 60.3 - 0 0 58
5 Dec 4038.20 235 60.3 - 0 -1 0
4 Dec 3983.60 235 60.3 19.18 1 0 59
3 Dec 3988.00 174.7 13.25 - 0 0 0
2 Dec 4030.50 174.7 13.25 - 0 0 0
1 Dec 4073.20 174.7 13.25 18.91 3 0 59
28 Nov 4069.60 161.2 3.05 17.60 17 -1 59
27 Nov 4081.30 157.95 -16.7 16.76 6 0 61
26 Nov 4062.00 179.35 -42.3 18.39 68 44 61
25 Nov 3996.70 222.75 -347.15 - 0 0 0
24 Nov 4013.30 222.75 -347.15 - 0 0 0
21 Nov 4024.90 222.75 -347.15 - 0 0 0
20 Nov 4037.40 222.75 -347.15 - 0 17 0
19 Nov 4019.60 222.75 -347.15 21.01 17 7 7
18 Nov 3999.60 569.9 0 - 0 0 0
17 Nov 4027.70 569.9 0 - 0 0 0
14 Nov 4004.40 569.9 0 - 0 0 0
13 Nov 4002.50 569.9 0 - 0 0 0
12 Nov 3954.60 569.9 0 - 0 0 0
11 Nov 3955.00 569.9 0 - 0 0 0
10 Nov 3918.50 569.9 0 - 0 0 0
7 Nov 3882.50 569.9 0 - 0 0 0
6 Nov 3881.60 569.9 0 - 0 0 0
4 Nov 3924.40 569.9 0 - 0 0 0
3 Nov 3980.50 569.9 0 - 0 0 0
31 Oct 4030.90 569.9 0 - 0 0 0
30 Oct 3987.50 569.9 0 - 0 0 0
29 Oct 3958.10 569.9 0 - 0 0 0


For Larsen & Toubro Ltd. - strike price 4240 expiring on 30DEC2025

Delta for 4240 PE is -

Historical price for 4240 PE is as follows

On 9 Dec LT was trading at 3997.50. The strike last trading price was 235, which was 60.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec LT was trading at 3996.70. The strike last trading price was 235, which was 60.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 58


On 5 Dec LT was trading at 4038.20. The strike last trading price was 235, which was 60.3 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 4 Dec LT was trading at 3983.60. The strike last trading price was 235, which was 60.3 higher than the previous day. The implied volatity was 19.18, the open interest changed by 0 which decreased total open position to 59


On 3 Dec LT was trading at 3988.00. The strike last trading price was 174.7, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec LT was trading at 4030.50. The strike last trading price was 174.7, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec LT was trading at 4073.20. The strike last trading price was 174.7, which was 13.25 higher than the previous day. The implied volatity was 18.91, the open interest changed by 0 which decreased total open position to 59


On 28 Nov LT was trading at 4069.60. The strike last trading price was 161.2, which was 3.05 higher than the previous day. The implied volatity was 17.60, the open interest changed by -1 which decreased total open position to 59


On 27 Nov LT was trading at 4081.30. The strike last trading price was 157.95, which was -16.7 lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 61


On 26 Nov LT was trading at 4062.00. The strike last trading price was 179.35, which was -42.3 lower than the previous day. The implied volatity was 18.39, the open interest changed by 44 which increased total open position to 61


On 25 Nov LT was trading at 3996.70. The strike last trading price was 222.75, which was -347.15 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 222.75, which was -347.15 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 222.75, which was -347.15 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 222.75, which was -347.15 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0


On 19 Nov LT was trading at 4019.60. The strike last trading price was 222.75, which was -347.15 lower than the previous day. The implied volatity was 21.01, the open interest changed by 7 which increased total open position to 7


On 18 Nov LT was trading at 3999.60. The strike last trading price was 569.9, 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 17 Nov LT was trading at 4027.70. The strike last trading price was 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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 569.9, 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