Related Pages for LODHA
[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd
1212.3 -3.80 (-0.31%)

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Historical option data for LODHA

21 Sep 2025 04:14 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LODHA 30SEP2025 1200 CE
Delta: 0.66
Vega: 0.78
Theta: -1.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1216.10 33.65 5.45 25.93 2,253 -89 1,043
14 Sept 1168.30 22.9 -3.75 32.91 10,938 1,932 2,839

For Macrotech Developers Ltd - strike price 1200 expiring on 30SEP2025

Delta for 1200 CE is 0.66

Historical price for 1200 CE is as follows

On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 33.65, which was 5.45 higher than the previous day. The implied volatity was 25.93, the open interest changed by -89 which decreased total open position to 1043


On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 22.9, which was -3.75 lower than the previous day. The implied volatity was 32.91, the open interest changed by 1932 which increased total open position to 2839


LODHA 30SEP2025 1200 PE
Delta: -0.35
Vega: 0.78
Theta: -0.87
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1216.10 14.25 -6.7 27.74 879 -47 570
14 Sept 1168.30 50.05 7.75 33.86 2,009 381 647

For Macrotech Developers Ltd - strike price 1200 expiring on 30SEP2025

Delta for 1200 PE is -0.35

Historical price for 1200 PE is as follows

On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 14.25, which was -6.7 lower than the previous day. The implied volatity was 27.74, the open interest changed by -47 which decreased total open position to 570


On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 50.05, which was 7.75 higher than the previous day. The implied volatity was 33.86, the open interest changed by 381 which increased total open position to 647