LT
Larsen & Toubro Ltd.
Historical option data for LT
24 Feb 2026 04:11 PM IST
| LT 30-MAR-2026 4300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.53
Vega: 5.19
Theta: -1.97
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Feb | 4259.20 | 99 | -81.85 | 18 | 3,865 | 718 | 1,317 | |||||||||
|
|
||||||||||||||||
| 23 Feb | 4418.10 | 182.15 | 27.15 | 14.58 | 991 | 112 | 740 | |||||||||
| 20 Feb | 4380.60 | 154.55 | 61.6 | 13.79 | 3,368 | -60 | 635 | |||||||||
| 19 Feb | 4280.50 | 93 | -24.15 | 14.9 | 1,100 | 213 | 721 | |||||||||
| 18 Feb | 4325.90 | 111 | 12.15 | 14.03 | 1,659 | 104 | 493 | |||||||||
| 17 Feb | 4279.80 | 98 | 28.15 | 15.01 | 1,004 | 228 | 375 | |||||||||
| 16 Feb | 4201.50 | 71 | 5 | 16.48 | 229 | 79 | 146 | |||||||||
| 13 Feb | 4173.90 | 66 | 2 | 16.82 | 102 | 60 | 67 | |||||||||
| 12 Feb | 4185.90 | 64 | 34.8 | 15.65 | 7 | 3 | 3 | |||||||||
| 11 Feb | 4170.40 | 29.2 | 0 | 1.33 | 0 | 0 | 0 | |||||||||
| 10 Feb | 4169.00 | 29.2 | 0 | 1.37 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4300 expiring on 30MAR2026
Delta for 4300 CE is 0.53
Historical price for 4300 CE is as follows
On 24 Feb LT was trading at 4259.20. The strike last trading price was 99, which was -81.85 lower than the previous day. The implied volatity was 18, the open interest changed by 718 which increased total open position to 1317
On 23 Feb LT was trading at 4418.10. The strike last trading price was 182.15, which was 27.15 higher than the previous day. The implied volatity was 14.58, the open interest changed by 112 which increased total open position to 740
On 20 Feb LT was trading at 4380.60. The strike last trading price was 154.55, which was 61.6 higher than the previous day. The implied volatity was 13.79, the open interest changed by -60 which decreased total open position to 635
On 19 Feb LT was trading at 4280.50. The strike last trading price was 93, which was -24.15 lower than the previous day. The implied volatity was 14.9, the open interest changed by 213 which increased total open position to 721
On 18 Feb LT was trading at 4325.90. The strike last trading price was 111, which was 12.15 higher than the previous day. The implied volatity was 14.03, the open interest changed by 104 which increased total open position to 493
On 17 Feb LT was trading at 4279.80. The strike last trading price was 98, which was 28.15 higher than the previous day. The implied volatity was 15.01, the open interest changed by 228 which increased total open position to 375
On 16 Feb LT was trading at 4201.50. The strike last trading price was 71, which was 5 higher than the previous day. The implied volatity was 16.48, the open interest changed by 79 which increased total open position to 146
On 13 Feb LT was trading at 4173.90. The strike last trading price was 66, which was 2 higher than the previous day. The implied volatity was 16.82, the open interest changed by 60 which increased total open position to 67
On 12 Feb LT was trading at 4185.90. The strike last trading price was 64, which was 34.8 higher than the previous day. The implied volatity was 15.65, the open interest changed by 3 which increased total open position to 3
On 11 Feb LT was trading at 4170.40. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0
On 10 Feb LT was trading at 4169.00. The strike last trading price was 29.2, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
| LT 30MAR2026 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 5.19
Theta: -1.04
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Feb | 4259.20 | 105 | 53.2 | 21.25 | 4,460 | 344 | 1,481 |
| 23 Feb | 4418.10 | 51.15 | -9 | 21.16 | 1,323 | 289 | 1,137 |
| 20 Feb | 4380.60 | 60.05 | -34.2 | 20.06 | 2,067 | 321 | 851 |
| 19 Feb | 4280.50 | 96.5 | 20.5 | 19.07 | 661 | 53 | 527 |
| 18 Feb | 4325.90 | 84 | -11.45 | 19.48 | 815 | 331 | 474 |
| 17 Feb | 4279.80 | 97.5 | -398.95 | 19.12 | 207 | 142 | 142 |
| 16 Feb | 4201.50 | 496.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 4173.90 | 496.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4185.90 | 496.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4170.40 | 496.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4169.00 | 496.45 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4300 expiring on 30MAR2026
Delta for 4300 PE is -0.47
Historical price for 4300 PE is as follows
On 24 Feb LT was trading at 4259.20. The strike last trading price was 105, which was 53.2 higher than the previous day. The implied volatity was 21.25, the open interest changed by 344 which increased total open position to 1481
On 23 Feb LT was trading at 4418.10. The strike last trading price was 51.15, which was -9 lower than the previous day. The implied volatity was 21.16, the open interest changed by 289 which increased total open position to 1137
On 20 Feb LT was trading at 4380.60. The strike last trading price was 60.05, which was -34.2 lower than the previous day. The implied volatity was 20.06, the open interest changed by 321 which increased total open position to 851
On 19 Feb LT was trading at 4280.50. The strike last trading price was 96.5, which was 20.5 higher than the previous day. The implied volatity was 19.07, the open interest changed by 53 which increased total open position to 527
On 18 Feb LT was trading at 4325.90. The strike last trading price was 84, which was -11.45 lower than the previous day. The implied volatity was 19.48, the open interest changed by 331 which increased total open position to 474
On 17 Feb LT was trading at 4279.80. The strike last trading price was 97.5, which was -398.95 lower than the previous day. The implied volatity was 19.12, the open interest changed by 142 which increased total open position to 142
On 16 Feb LT was trading at 4201.50. The strike last trading price was 496.45, 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 Feb LT was trading at 4173.90. The strike last trading price was 496.45, 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 Feb LT was trading at 4185.90. The strike last trading price was 496.45, 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 Feb LT was trading at 4170.40. The strike last trading price was 496.45, 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 Feb LT was trading at 4169.00. The strike last trading price was 496.45, 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
