LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 28OCT2025 1200 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.52
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 65.8 | 5.4 | 31.52 | 90 | 5 | 165 | |||||||||
| 14 Sept | 1168.30 | 45 | -6 | 31.86 | 68 | 41 | 58 | |||||||||
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| 17 Aug | 1231.60 | 149.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 1200 expiring on 28OCT2025
Delta for 1200 CE is 0.62
Historical price for 1200 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 65.8, which was 5.4 higher than the previous day. The implied volatity was 31.52, the open interest changed by 5 which increased total open position to 165
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 45, which was -6 lower than the previous day. The implied volatity was 31.86, the open interest changed by 41 which increased total open position to 58
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 149.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LODHA 28OCT2025 1200 PE | |||||||
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Delta: -0.39
Vega: 1.53
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 40.95 | -4.2 | 34.86 | 28 | 17 | 140 |
| 14 Sept | 1168.30 | 64 | 5.2 | 33.06 | 65 | 50 | 61 |
| 17 Aug | 1231.60 | 0 | 0 | 2.96 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1200 expiring on 28OCT2025
Delta for 1200 PE is -0.39
Historical price for 1200 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 40.95, which was -4.2 lower than the previous day. The implied volatity was 34.86, the open interest changed by 17 which increased total open position to 140
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 64, which was 5.2 higher than the previous day. The implied volatity was 33.06, the open interest changed by 50 which increased total open position to 61
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
