LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1180 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.80
Vega: 0.59
Theta: -0.90
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1216.10 | 46.6 | 5.65 | 24.06 | 226 | 3 | 255 | |||||||||
| 14 Sept | 1168.30 | 30.95 | -5.05 | 32.78 | 4,137 | 683 | 915 | |||||||||
For Macrotech Developers Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.80
Historical price for 1180 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 46.6, which was 5.65 higher than the previous day. The implied volatity was 24.06, the open interest changed by 3 which increased total open position to 255
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 30.95, which was -5.05 lower than the previous day. The implied volatity was 32.78, the open interest changed by 683 which increased total open position to 915
| LODHA 30SEP2025 1180 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.64
Theta: -0.73
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 8 | -5 | 27.53 | 384 | -15 | 644 |
| 14 Sept | 1168.30 | 37.9 | 6.4 | 33.42 | 2,430 | 330 | 623 |
For Macrotech Developers Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.23
Historical price for 1180 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 8, which was -5 lower than the previous day. The implied volatity was 27.53, the open interest changed by -15 which decreased total open position to 644
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 37.9, which was 6.4 higher than the previous day. The implied volatity was 33.42, the open interest changed by 330 which increased total open position to 623
