LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0.14
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1216.10 | 81.15 | 8.7 | 21.15 | 21 | 0 | 49 | |||||||||
| 14 Sept | 1168.30 | 55.5 | -7.05 | 35.62 | 38 | 22 | 25 | |||||||||
For Macrotech Developers Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.97
Historical price for 1140 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 81.15, which was 8.7 higher than the previous day. The implied volatity was 21.15, the open interest changed by 0 which decreased total open position to 49
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 55.5, which was -7.05 lower than the previous day. The implied volatity was 35.62, the open interest changed by 22 which increased total open position to 25
| LODHA 30SEP2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.34
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 2.6 | -1.65 | 29.72 | 305 | 5 | 424 |
| 14 Sept | 1168.30 | 20.15 | 4.25 | 33.68 | 588 | 130 | 258 |
For Macrotech Developers Ltd - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.09
Historical price for 1140 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 2.6, which was -1.65 lower than the previous day. The implied volatity was 29.72, the open interest changed by 5 which increased total open position to 424
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 20.15, which was 4.25 higher than the previous day. The implied volatity was 33.68, the open interest changed by 130 which increased total open position to 258
