LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Apr 2026 01:32 PM IST
| LT 28-Apr-2026 (4d) 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0
Theta: -0.63
Gamma: 0.00029
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 3992.20 | 0.75 | -1.75 | 30.61 | 1,882 | 162 | 1,993 | |||||||||
| 23 Apr | 4054.10 | 2.7 | -0.9499999999999997 | 28.86 | 1,450 | -116 | 1,833 | |||||||||
| 22 Apr | 4021.10 | 3.65 | -6.699999999999999 | 31.26 | 2,346 | -190 | 1,949 | |||||||||
| 21 Apr | 4075.40 | 10.15 | -0.1999999999999993 | 31.34 | 1,503 | -2 | 2,138 | |||||||||
| 20 Apr | 4051.00 | 9.65 | -8.4 | 31.88 | 2,315 | 80 | 2,150 | |||||||||
| 17 Apr | 4096.10 | 18.5 | -3.1499999999999986 | 26.93 | 2,223 | -57 | 2,071 | |||||||||
| 16 Apr | 4119.80 | 21.65 | 3.8999999999999986 | 26.18 | 4,047 | 219 | 2,129 | |||||||||
| 15 Apr | 4076.30 | 17.55 | 9.15 | 26.99 | 5,163 | 260 | 1,909 | |||||||||
| 13 Apr | 3954.30 | 8.1 | -3.450000000000001 | 27.93 | 2,004 | 42 | 1,650 | |||||||||
| 10 Apr | 3959.90 | 11.2 | -0.45000000000000107 | 27.08 | 1,606 | -3 | 1,620 | |||||||||
| 9 Apr | 3896.20 | 12.1 | -13.6 | 31.07 | 2,755 | 47 | 1,619 | |||||||||
| 8 Apr | 4005.90 | 27.15 | 21.55 | 29.53 | 6,361 | 787 | 1,586 | |||||||||
| 7 Apr | 3723.30 | 5.55 | -0.6 | 33.54 | 263 | 79 | 799 | |||||||||
| 6 Apr | 3727.70 | 6.2 | 1.9 | 33.17 | 431 | 73 | 719 | |||||||||
| 2 Apr | 3613.10 | 3.85 | -1 | 33.12 | 666 | -40 | 655 | |||||||||
| 1 Apr | 3607.50 | 4.85 | 0.6 | 33.26 | 859 | 169 | 694 | |||||||||
| 30 Mar | 3504.10 | 4.75 | -3.95 | 37.14 | 500 | -33 | 520 | |||||||||
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| 27 Mar | 3564.10 | 8.8 | -3.75 | 36.42 | 297 | 0 | 553 | |||||||||
| 25 Mar | 3649.30 | 13.05 | 1.7 | 34.05 | 903 | 106 | 553 | |||||||||
| 24 Mar | 3516.80 | 11.6 | 4.75 | 39.35 | 298 | -52 | 447 | |||||||||
| 23 Mar | 3342.40 | 5.65 | -1.3 | 41.03 | 201 | -68 | 500 | |||||||||
| 20 Mar | 3434.80 | 6.4 | -0.8 | 36.15 | 76 | -30 | 568 | |||||||||
| 19 Mar | 3434.50 | 6.95 | -3.05 | 35.95 | 80 | -28 | 598 | |||||||||
| 18 Mar | 3607.90 | 10 | 0.35 | 31.33 | 84 | 17 | 626 | |||||||||
| 17 Mar | 3542.80 | 10 | -0.95 | 33.65 | 1,264 | -393 | 613 | |||||||||
| 16 Mar | 3469.40 | 10.05 | -3.8 | 36.45 | 154 | 77 | 1,006 | |||||||||
| 13 Mar | 3439.00 | 13.5 | -7.15 | 38.03 | 1,032 | 722 | 931 | |||||||||
| 12 Mar | 3719.50 | 20 | -9.05 | 29.27 | 76 | 23 | 209 | |||||||||
| 11 Mar | 3838.80 | 29.05 | -6.15 | 26.44 | 33 | 20 | 186 | |||||||||
| 10 Mar | 3876.00 | 35.9 | 1.1 | 25.86 | 89 | 14 | 166 | |||||||||
| 9 Mar | 3842.10 | 35.25 | -12.45 | 27.54 | 118 | -6 | 152 | |||||||||
| 6 Mar | 3949.80 | 49 | -3.9 | 24.39 | 90 | 12 | 158 | |||||||||
| 5 Mar | 4038.70 | 48 | -0.65 | 19.9 | 188 | 50 | 146 | |||||||||
| 4 Mar | 3882.60 | 48 | -22.7 | 26.95 | 234 | 46 | 97 | |||||||||
| 2 Mar | 4066.70 | 70.2 | -66.55 | 21.79 | 155 | 6 | 51 | |||||||||
| 27 Feb | 4278.30 | 136.75 | -13.15 | 16.82 | 19 | 11 | 45 | |||||||||
| 26 Feb | 4286.50 | 149.9 | 7.35 | 16.81 | 4 | 2 | 35 | |||||||||
| 25 Feb | 4298.50 | 142.55 | -49.75 | 14.41 | 35 | 32 | 32 | |||||||||
For Larsen & Toubro Ltd. - strike price 4300 expiring on 28APR2026
Delta for 4300 CE is 0.02
Historical price for 4300 CE is as follows
On 24 Apr LT was trading at 3992.20. The strike last trading price was 0.75, which was -1.75 lower than the previous day. The implied volatity was 30.61, the open interest changed by 162 which increased total open position to 1993
On 23 Apr LT was trading at 4054.10. The strike last trading price was 2.7, which was -0.9499999999999997 lower than the previous day. The implied volatity was 28.86, the open interest changed by -116 which decreased total open position to 1833
On 22 Apr LT was trading at 4021.10. The strike last trading price was 3.65, which was -6.699999999999999 lower than the previous day. The implied volatity was 31.26, the open interest changed by -190 which decreased total open position to 1949
On 21 Apr LT was trading at 4075.40. The strike last trading price was 10.15, which was -0.1999999999999993 lower than the previous day. The implied volatity was 31.34, the open interest changed by -2 which decreased total open position to 2138
On 20 Apr LT was trading at 4051.00. The strike last trading price was 9.65, which was -8.4 lower than the previous day. The implied volatity was 31.88, the open interest changed by 80 which increased total open position to 2150
On 17 Apr LT was trading at 4096.10. The strike last trading price was 18.5, which was -3.1499999999999986 lower than the previous day. The implied volatity was 26.93, the open interest changed by -57 which decreased total open position to 2071
On 16 Apr LT was trading at 4119.80. The strike last trading price was 21.65, which was 3.8999999999999986 higher than the previous day. The implied volatity was 26.18, the open interest changed by 219 which increased total open position to 2129
On 15 Apr LT was trading at 4076.30. The strike last trading price was 17.55, which was 9.15 higher than the previous day. The implied volatity was 26.99, the open interest changed by 260 which increased total open position to 1909
On 13 Apr LT was trading at 3954.30. The strike last trading price was 8.1, which was -3.450000000000001 lower than the previous day. The implied volatity was 27.93, the open interest changed by 42 which increased total open position to 1650
On 10 Apr LT was trading at 3959.90. The strike last trading price was 11.2, which was -0.45000000000000107 lower than the previous day. The implied volatity was 27.08, the open interest changed by -3 which decreased total open position to 1620
On 9 Apr LT was trading at 3896.20. The strike last trading price was 12.1, which was -13.6 lower than the previous day. The implied volatity was 31.07, the open interest changed by 47 which increased total open position to 1619
On 8 Apr LT was trading at 4005.90. The strike last trading price was 27.15, which was 21.55 higher than the previous day. The implied volatity was 29.53, the open interest changed by 787 which increased total open position to 1586
On 7 Apr LT was trading at 3723.30. The strike last trading price was 5.55, which was -0.6 lower than the previous day. The implied volatity was 33.54, the open interest changed by 79 which increased total open position to 799
On 6 Apr LT was trading at 3727.70. The strike last trading price was 6.2, which was 1.9 higher than the previous day. The implied volatity was 33.17, the open interest changed by 73 which increased total open position to 719
On 2 Apr LT was trading at 3613.10. The strike last trading price was 3.85, which was -1 lower than the previous day. The implied volatity was 33.12, the open interest changed by -40 which decreased total open position to 655
On 1 Apr LT was trading at 3607.50. The strike last trading price was 4.85, which was 0.6 higher than the previous day. The implied volatity was 33.26, the open interest changed by 169 which increased total open position to 694
On 30 Mar LT was trading at 3504.10. The strike last trading price was 4.75, which was -3.95 lower than the previous day. The implied volatity was 37.14, the open interest changed by -33 which decreased total open position to 520
On 27 Mar LT was trading at 3564.10. The strike last trading price was 8.8, which was -3.75 lower than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 553
On 25 Mar LT was trading at 3649.30. The strike last trading price was 13.05, which was 1.7 higher than the previous day. The implied volatity was 34.05, the open interest changed by 106 which increased total open position to 553
On 24 Mar LT was trading at 3516.80. The strike last trading price was 11.6, which was 4.75 higher than the previous day. The implied volatity was 39.35, the open interest changed by -52 which decreased total open position to 447
On 23 Mar LT was trading at 3342.40. The strike last trading price was 5.65, which was -1.3 lower than the previous day. The implied volatity was 41.03, the open interest changed by -68 which decreased total open position to 500
On 20 Mar LT was trading at 3434.80. The strike last trading price was 6.4, which was -0.8 lower than the previous day. The implied volatity was 36.15, the open interest changed by -30 which decreased total open position to 568
On 19 Mar LT was trading at 3434.50. The strike last trading price was 6.95, which was -3.05 lower than the previous day. The implied volatity was 35.95, the open interest changed by -28 which decreased total open position to 598
On 18 Mar LT was trading at 3607.90. The strike last trading price was 10, which was 0.35 higher than the previous day. The implied volatity was 31.33, the open interest changed by 17 which increased total open position to 626
On 17 Mar LT was trading at 3542.80. The strike last trading price was 10, which was -0.95 lower than the previous day. The implied volatity was 33.65, the open interest changed by -393 which decreased total open position to 613
On 16 Mar LT was trading at 3469.40. The strike last trading price was 10.05, which was -3.8 lower than the previous day. The implied volatity was 36.45, the open interest changed by 77 which increased total open position to 1006
On 13 Mar LT was trading at 3439.00. The strike last trading price was 13.5, which was -7.15 lower than the previous day. The implied volatity was 38.03, the open interest changed by 722 which increased total open position to 931
On 12 Mar LT was trading at 3719.50. The strike last trading price was 20, which was -9.05 lower than the previous day. The implied volatity was 29.27, the open interest changed by 23 which increased total open position to 209
On 11 Mar LT was trading at 3838.80. The strike last trading price was 29.05, which was -6.15 lower than the previous day. The implied volatity was 26.44, the open interest changed by 20 which increased total open position to 186
On 10 Mar LT was trading at 3876.00. The strike last trading price was 35.9, which was 1.1 higher than the previous day. The implied volatity was 25.86, the open interest changed by 14 which increased total open position to 166
On 9 Mar LT was trading at 3842.10. The strike last trading price was 35.25, which was -12.45 lower than the previous day. The implied volatity was 27.54, the open interest changed by -6 which decreased total open position to 152
On 6 Mar LT was trading at 3949.80. The strike last trading price was 49, which was -3.9 lower than the previous day. The implied volatity was 24.39, the open interest changed by 12 which increased total open position to 158
On 5 Mar LT was trading at 4038.70. The strike last trading price was 48, which was -0.65 lower than the previous day. The implied volatity was 19.9, the open interest changed by 50 which increased total open position to 146
On 4 Mar LT was trading at 3882.60. The strike last trading price was 48, which was -22.7 lower than the previous day. The implied volatity was 26.95, the open interest changed by 46 which increased total open position to 97
On 2 Mar LT was trading at 4066.70. The strike last trading price was 70.2, which was -66.55 lower than the previous day. The implied volatity was 21.79, the open interest changed by 6 which increased total open position to 51
On 27 Feb LT was trading at 4278.30. The strike last trading price was 136.75, which was -13.15 lower than the previous day. The implied volatity was 16.82, the open interest changed by 11 which increased total open position to 45
On 26 Feb LT was trading at 4286.50. The strike last trading price was 149.9, which was 7.35 higher than the previous day. The implied volatity was 16.81, the open interest changed by 2 which increased total open position to 35
On 25 Feb LT was trading at 4298.50. The strike last trading price was 142.55, which was -49.75 lower than the previous day. The implied volatity was 14.41, the open interest changed by 32 which increased total open position to 32
| LT 28-Apr-2026 (4d) 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.94
Vega: 0.01
Theta: -1.57
Gamma: 0.00067
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 3992.20 | 286.2 | 41.19999999999999 | 38.17 | 12 | -7 | 336 |
| 23 Apr | 4054.10 | 245 | -33.64999999999998 | 23.51 | 3 | -2 | 343 |
| 22 Apr | 4021.10 | 278.65 | 55.14999999999998 | 30.66 | 11 | -1 | 345 |
| 21 Apr | 4075.40 | 223.5 | -31.44999999999999 | 31.8 | 14 | 2 | 346 |
| 20 Apr | 4051.00 | 265.25 | 53.849999999999994 | 32.42 | 60 | -16 | 344 |
| 17 Apr | 4096.10 | 211.35 | 3.9000000000000057 | 27.28 | 63 | 7 | 360 |
| 16 Apr | 4119.80 | 207.55 | -41.04999999999998 | 32.25 | 440 | -108 | 353 |
| 15 Apr | 4076.30 | 248.6 | -94.95000000000002 | 32.04 | 508 | -316 | 463 |
| 13 Apr | 3954.30 | 343.55 | -0.25 | 31.31 | 78 | 7 | 779 |
| 10 Apr | 3959.90 | 345.95 | -25.25 | 30.57 | 23 | 1 | 772 |
| 9 Apr | 3896.20 | 371.2 | 59 | 18.08 | 3 | 2 | 771 |
| 8 Apr | 4005.90 | 310.25 | -267.5 | 35.67 | 315 | -4 | 769 |
| 7 Apr | 3723.30 | 577.75 | 8.7 | 47.39 | 79 | 0 | 773 |
| 6 Apr | 3727.70 | 569.05 | -95.95 | 44.52 | 31 | 1 | 773 |
| 2 Apr | 3613.10 | 665 | 5 | 35.28 | 1 | 0 | 771 |
| 1 Apr | 3607.50 | 660 | -112.25 | 40.37 | 14 | 4 | 770 |
| 30 Mar | 3504.10 | 772.25 | 50.95 | 44.31 | 410 | 374 | 767 |
| 27 Mar | 3564.10 | 721.3 | 68.7 | 48.32 | 394 | 386 | 392 |
| 25 Mar | 3649.30 | 652.6 | -118.4 | 50.36 | 4 | 3 | 5 |
| 24 Mar | 3516.80 | 771 | 587.05 | 48.63 | 2 | 1 | 1 |
| 23 Mar | 3342.40 | 183.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 3434.80 | 183.95 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 3434.50 | 183.95 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 3607.90 | 183.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 3542.80 | 183.95 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 3469.40 | 183.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 3439.00 | 183.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 3719.50 | 183.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 3838.80 | 183.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 3876.00 | 183.95 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 3842.10 | 183.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 3949.80 | 183.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 4038.70 | 183.95 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 3882.60 | 183.95 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 4066.70 | 183.95 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 4278.30 | 183.95 | 0 | 0.67 | 0 | 0 | 0 |
| 26 Feb | 4286.50 | 183.95 | 0 | 0.94 | 0 | 0 | 0 |
| 25 Feb | 4298.50 | 183.95 | 0 | 1.13 | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4300 expiring on 28APR2026
Delta for 4300 PE is -0.94
Historical price for 4300 PE is as follows
On 24 Apr LT was trading at 3992.20. The strike last trading price was 286.2, which was 41.19999999999999 higher than the previous day. The implied volatity was 38.17, the open interest changed by -7 which decreased total open position to 336
On 23 Apr LT was trading at 4054.10. The strike last trading price was 245, which was -33.64999999999998 lower than the previous day. The implied volatity was 23.51, the open interest changed by -2 which decreased total open position to 343
On 22 Apr LT was trading at 4021.10. The strike last trading price was 278.65, which was 55.14999999999998 higher than the previous day. The implied volatity was 30.66, the open interest changed by -1 which decreased total open position to 345
On 21 Apr LT was trading at 4075.40. The strike last trading price was 223.5, which was -31.44999999999999 lower than the previous day. The implied volatity was 31.8, the open interest changed by 2 which increased total open position to 346
On 20 Apr LT was trading at 4051.00. The strike last trading price was 265.25, which was 53.849999999999994 higher than the previous day. The implied volatity was 32.42, the open interest changed by -16 which decreased total open position to 344
On 17 Apr LT was trading at 4096.10. The strike last trading price was 211.35, which was 3.9000000000000057 higher than the previous day. The implied volatity was 27.28, the open interest changed by 7 which increased total open position to 360
On 16 Apr LT was trading at 4119.80. The strike last trading price was 207.55, which was -41.04999999999998 lower than the previous day. The implied volatity was 32.25, the open interest changed by -108 which decreased total open position to 353
On 15 Apr LT was trading at 4076.30. The strike last trading price was 248.6, which was -94.95000000000002 lower than the previous day. The implied volatity was 32.04, the open interest changed by -316 which decreased total open position to 463
On 13 Apr LT was trading at 3954.30. The strike last trading price was 343.55, which was -0.25 lower than the previous day. The implied volatity was 31.31, the open interest changed by 7 which increased total open position to 779
On 10 Apr LT was trading at 3959.90. The strike last trading price was 345.95, which was -25.25 lower than the previous day. The implied volatity was 30.57, the open interest changed by 1 which increased total open position to 772
On 9 Apr LT was trading at 3896.20. The strike last trading price was 371.2, which was 59 higher than the previous day. The implied volatity was 18.08, the open interest changed by 2 which increased total open position to 771
On 8 Apr LT was trading at 4005.90. The strike last trading price was 310.25, which was -267.5 lower than the previous day. The implied volatity was 35.67, the open interest changed by -4 which decreased total open position to 769
On 7 Apr LT was trading at 3723.30. The strike last trading price was 577.75, which was 8.7 higher than the previous day. The implied volatity was 47.39, the open interest changed by 0 which decreased total open position to 773
On 6 Apr LT was trading at 3727.70. The strike last trading price was 569.05, which was -95.95 lower than the previous day. The implied volatity was 44.52, the open interest changed by 1 which increased total open position to 773
On 2 Apr LT was trading at 3613.10. The strike last trading price was 665, which was 5 higher than the previous day. The implied volatity was 35.28, the open interest changed by 0 which decreased total open position to 771
On 1 Apr LT was trading at 3607.50. The strike last trading price was 660, which was -112.25 lower than the previous day. The implied volatity was 40.37, the open interest changed by 4 which increased total open position to 770
On 30 Mar LT was trading at 3504.10. The strike last trading price was 772.25, which was 50.95 higher than the previous day. The implied volatity was 44.31, the open interest changed by 374 which increased total open position to 767
On 27 Mar LT was trading at 3564.10. The strike last trading price was 721.3, which was 68.7 higher than the previous day. The implied volatity was 48.32, the open interest changed by 386 which increased total open position to 392
On 25 Mar LT was trading at 3649.30. The strike last trading price was 652.6, which was -118.4 lower than the previous day. The implied volatity was 50.36, the open interest changed by 3 which increased total open position to 5
On 24 Mar LT was trading at 3516.80. The strike last trading price was 771, which was 587.05 higher than the previous day. The implied volatity was 48.63, the open interest changed by 1 which increased total open position to 1
On 23 Mar LT was trading at 3342.40. The strike last trading price was 183.95, 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 20 Mar LT was trading at 3434.80. The strike last trading price was 183.95, 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 19 Mar LT was trading at 3434.50. The strike last trading price was 183.95, 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 18 Mar LT was trading at 3607.90. The strike last trading price was 183.95, 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 Mar LT was trading at 3542.80. The strike last trading price was 183.95, 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 16 Mar LT was trading at 3469.40. The strike last trading price was 183.95, 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 Mar LT was trading at 3439.00. The strike last trading price was 183.95, 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 Mar LT was trading at 3719.50. The strike last trading price was 183.95, 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 Mar LT was trading at 3838.80. The strike last trading price was 183.95, 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 Mar LT was trading at 3876.00. The strike last trading price was 183.95, 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 9 Mar LT was trading at 3842.10. The strike last trading price was 183.95, 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 Mar LT was trading at 3949.80. The strike last trading price was 183.95, 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 5 Mar LT was trading at 4038.70. The strike last trading price was 183.95, 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 Mar LT was trading at 3882.60. The strike last trading price was 183.95, 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 2 Mar LT was trading at 4066.70. The strike last trading price was 183.95, 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 27 Feb LT was trading at 4278.30. The strike last trading price was 183.95, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LT was trading at 4286.50. The strike last trading price was 183.95, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LT was trading at 4298.50. The strike last trading price was 183.95, which was 0 lower than the previous day. The implied volatity was 1.13, the open interest changed by 0 which decreased total open position to 0
