LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.40
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 63.55 | 7.8 | 24.61 | 89 | 1 | 124 | |||||||||
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| 14 Sept | 1168.30 | 40.9 | -5.2 | 32.73 | 1,298 | 301 | 328 | |||||||||
For Macrotech Developers Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.89
Historical price for 1160 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 63.55, which was 7.8 higher than the previous day. The implied volatity was 24.61, the open interest changed by 1 which increased total open position to 124
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 40.9, which was -5.2 lower than the previous day. The implied volatity was 32.73, the open interest changed by 301 which increased total open position to 328
| LODHA 30SEP2025 1160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.48
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 4.55 | -3.2 | 28.43 | 371 | 76 | 425 |
| 14 Sept | 1168.30 | 27.95 | 5.4 | 33.38 | 1,453 | 185 | 297 |
For Macrotech Developers Ltd - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.14
Historical price for 1160 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 4.55, which was -3.2 lower than the previous day. The implied volatity was 28.43, the open interest changed by 76 which increased total open position to 425
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 27.95, which was 5.4 higher than the previous day. The implied volatity was 33.38, the open interest changed by 185 which increased total open position to 297
