LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1080 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 | 127.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1168.30 | 98.8 | -13.75 | 33.64 | 8 | -1 | 2 | |||||||||
For Macrotech Developers Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 CE is 0.00
Historical price for 1080 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 127.35, 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 98.8, which was -13.75 lower than the previous day. The implied volatity was 33.64, the open interest changed by -1 which decreased total open position to 2
| LODHA 30SEP2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.11
Theta: -0.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 0.6 | -0.6 | 35.36 | 23 | -14 | 61 |
| 14 Sept | 1168.30 | 7.45 | 2.05 | 36.94 | 262 | 83 | 149 |
For Macrotech Developers Ltd - strike price 1080 expiring on 30SEP2025
Delta for 1080 PE is -0.02
Historical price for 1080 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 0.6, which was -0.6 lower than the previous day. The implied volatity was 35.36, the open interest changed by -14 which decreased total open position to 61
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 7.45, which was 2.05 higher than the previous day. The implied volatity was 36.94, the open interest changed by 83 which increased total open position to 149
