LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1216.10 | 119.9 | 7.55 | - | 28 | -3 | 20 | |||||||||
| 14 Sept | 1168.30 | 85 | -6.3 | 37.42 | 49 | 13 | 41 | |||||||||
For Macrotech Developers Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 119.9, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 20
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 85, which was -6.3 lower than the previous day. The implied volatity was 37.42, the open interest changed by 13 which increased total open position to 41
| LODHA 30SEP2025 1100 PE | |||||||
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Delta: -0.04
Vega: 0.17
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 1.05 | -0.65 | 33.95 | 272 | -3 | 227 |
| 14 Sept | 1168.30 | 10.2 | 2.25 | 35.37 | 613 | 192 | 375 |
For Macrotech Developers Ltd - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.04
Historical price for 1100 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 1.05, which was -0.65 lower than the previous day. The implied volatity was 33.95, the open interest changed by -3 which decreased total open position to 227
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 10.2, which was 2.25 higher than the previous day. The implied volatity was 35.37, the open interest changed by 192 which increased total open position to 375
