LT
Larsen & Toubro Ltd.
Historical option data for LT
02 Nov 2025 04:11 PM IST
| LT 25-NOV-2025 4000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Nov | 4030.90 | 101.2 | 19.45 | - | 14,440 | -3,508 | 3,774 | |||||||||
| 1 Nov | 4030.90 | 101.2 | 19.45 | - | 14,440 | -3,508 | 3,774 | |||||||||
| 27 Oct | 3923.80 | 80 | 10.9 | - | 4,965 | 904 | 2,503 | |||||||||
| 26 Oct | 3904.90 | 69.75 | -8.45 | - | 1,668 | 108 | 1,599 | |||||||||
| 25 Oct | 3904.90 | 69.75 | -8.45 | - | 1,668 | 108 | 1,599 | |||||||||
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| 18 Oct | 3839.40 | 50.1 | -7.45 | - | 692 | 154 | 741 | |||||||||
| 15 Oct | 3744.30 | 35.05 | -6.65 | - | 263 | -32 | 353 | |||||||||
| 28 Sept | 3729.50 | 59.95 | -18.65 | 22.04 | 20 | 20 | 19 | |||||||||
| 21 Sept | 3675.40 | 78.6 | 0 | 3.96 | 0 | 0 | 0 | |||||||||
| 18 Sept | 3686.00 | 78.6 | 0 | 3.81 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3579.80 | 78.6 | 0 | 5.17 | 0 | 0 | 0 | |||||||||
For Larsen & Toubro Ltd. - strike price 4000 expiring on 25NOV2025
Delta for 4000 CE is -
Historical price for 4000 CE is as follows
On 2 Nov LT was trading at 4030.90. The strike last trading price was 101.2, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by -3508 which decreased total open position to 3774
On 1 Nov LT was trading at 4030.90. The strike last trading price was 101.2, which was 19.45 higher than the previous day. The implied volatity was -, the open interest changed by -3508 which decreased total open position to 3774
On 27 Oct LT was trading at 3923.80. The strike last trading price was 80, which was 10.9 higher than the previous day. The implied volatity was -, the open interest changed by 904 which increased total open position to 2503
On 26 Oct LT was trading at 3904.90. The strike last trading price was 69.75, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 1599
On 25 Oct LT was trading at 3904.90. The strike last trading price was 69.75, which was -8.45 lower than the previous day. The implied volatity was -, the open interest changed by 108 which increased total open position to 1599
On 18 Oct LT was trading at 3839.40. The strike last trading price was 50.1, which was -7.45 lower than the previous day. The implied volatity was -, the open interest changed by 154 which increased total open position to 741
On 15 Oct LT was trading at 3744.30. The strike last trading price was 35.05, which was -6.65 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 353
On 28 Sept LT was trading at 3729.50. The strike last trading price was 59.95, which was -18.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 20 which increased total open position to 19
On 21 Sept LT was trading at 3675.40. The strike last trading price was 78.6, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 18 Sept LT was trading at 3686.00. The strike last trading price was 78.6, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LT was trading at 3579.80. The strike last trading price was 78.6, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
| LT 25NOV2025 4000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Nov | 4030.90 | 49.4 | -26.95 | - | 7,872 | -87 | 2,600 |
| 1 Nov | 4030.90 | 49.4 | -26.95 | - | 7,872 | -87 | 2,600 |
| 27 Oct | 3923.80 | 123.3 | -11.45 | - | 597 | 126 | 367 |
| 26 Oct | 3904.90 | 140 | 9.75 | - | 320 | 13 | 241 |
| 25 Oct | 3904.90 | 140 | 9.75 | - | 320 | 13 | 241 |
| 18 Oct | 3839.40 | 182.95 | 17.95 | - | 48 | 29 | 130 |
| 15 Oct | 3744.30 | 240 | -219.45 | - | 0 | 0 | 0 |
| 28 Sept | 3729.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 3675.40 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 3686.00 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3579.80 | 0 | 0 | - | 0 | 0 | 0 |
For Larsen & Toubro Ltd. - strike price 4000 expiring on 25NOV2025
Delta for 4000 PE is -
Historical price for 4000 PE is as follows
On 2 Nov LT was trading at 4030.90. The strike last trading price was 49.4, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 2600
On 1 Nov LT was trading at 4030.90. The strike last trading price was 49.4, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by -87 which decreased total open position to 2600
On 27 Oct LT was trading at 3923.80. The strike last trading price was 123.3, which was -11.45 lower than the previous day. The implied volatity was -, the open interest changed by 126 which increased total open position to 367
On 26 Oct LT was trading at 3904.90. The strike last trading price was 140, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 241
On 25 Oct LT was trading at 3904.90. The strike last trading price was 140, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 241
On 18 Oct LT was trading at 3839.40. The strike last trading price was 182.95, which was 17.95 higher than the previous day. The implied volatity was -, the open interest changed by 29 which increased total open position to 130
On 15 Oct LT was trading at 3744.30. The strike last trading price was 240, which was -219.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Sept LT was trading at 3729.50. 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 21 Sept LT was trading at 3675.40. 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 18 Sept LT was trading at 3686.00. 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 14 Sept LT was trading at 3579.80. 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
































































































































































































































