LT
Larsen & Toubro Ltd.
Historical option data for LT
09 Dec 2025 04:11 PM IST
| LT 30-DEC-2025 4240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 1.34
Theta: -0.57
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































