Larsen & Toubro Limited

Construction · Construction

NSE: LT BSE: 500510

₹3760.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

Download CSV

Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +46.60

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	3763.2000	-20.30	10900575	25900	Short Buildup
Nov. 23, 2026	3776.8000	-26.10	1263325	125475	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	3839.4000	3848.8000	3798.0000	3806.6000	5600	5600
Sept. 30, 2026	Nov. 23, 2026	3800.0000	3825.7000	3773.0000	3776.8000	1263325	125475
Sept. 30, 2026	Oct. 27, 2026	3767.5000	3804.6000	3753.7000	3763.2000	10900575	25900
Sept. 29, 2026	Nov. 23, 2026	3800.1000	3829.1000	3778.1000	3802.9000	1137850	207025
Sept. 29, 2026	Oct. 27, 2026	3772.0000	3806.8000	3760.2000	3783.5000	10874675	1754900
Sept. 29, 2026	Sept. 29, 2026	3762.0000	3784.9000	3740.1000	3759.5000	1212225	-1223600
Sept. 28, 2026	Nov. 23, 2026	3890.0000	3891.2000	3809.0000	3814.3000	930825	281750
Sept. 28, 2026	Oct. 27, 2026	3876.0000	3889.9000	3790.0000	3796.5000	9119775	2987075
Sept. 28, 2026	Sept. 29, 2026	3866.0000	3866.0000	3771.8000	3778.8000	2435825	-2909725
Sept. 25, 2026	Nov. 23, 2026	3904.2000	3926.1000	3885.0000	3924.1000	649075	5775

Options Chain

As of Sept. 10, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) —

Max Pain 3900.0000

Open Interest by Strike (Max Pain: 3900.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	94.0000	50.2	0.384	3900.0000