LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 239.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1168.30 | 239.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 CE is 0.00
Historical price for 1000 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 239.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 239.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| LODHA 30SEP2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.07
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 0.5 | 0.1 | 52.43 | 22 | -12 | 65 |
| 14 Sept | 1168.30 | 1.95 | 1.2 | 42.83 | 64 | 24 | 71 |
For Macrotech Developers Ltd - strike price 1000 expiring on 30SEP2025
Delta for 1000 PE is -0.01
Historical price for 1000 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 52.43, the open interest changed by -12 which decreased total open position to 65
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 1.95, which was 1.2 higher than the previous day. The implied volatity was 42.83, the open interest changed by 24 which increased total open position to 71
