LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1120 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 | 99.5 | 5.6 | - | 26 | 2 | 14 | |||||||||
| 14 Sept | 1168.30 | 69 | -12.7 | 35.82 | 13 | 3 | 18 | |||||||||
For Macrotech Developers Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is -
Historical price for 1120 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 99.5, which was 5.6 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 14
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 69, which was -12.7 lower than the previous day. The implied volatity was 35.82, the open interest changed by 3 which increased total open position to 18
| LODHA 30SEP2025 1120 PE | |||||||
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Delta: -0.05
Vega: 0.23
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 1.55 | -1.1 | 31.44 | 230 | 34 | 253 |
| 14 Sept | 1168.30 | 14.15 | 2.7 | 34.11 | 358 | 11 | 187 |
For Macrotech Developers Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.05
Historical price for 1120 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 1.55, which was -1.1 lower than the previous day. The implied volatity was 31.44, the open interest changed by 34 which increased total open position to 253
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 14.15, which was 2.7 higher than the previous day. The implied volatity was 34.11, the open interest changed by 11 which increased total open position to 187
