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 1220 CE
Delta: 0.52
Vega: 0.84
Theta: -1.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1216.10 23.65 3.85 27.55 3,086 43 824
14 Sept 1168.30 16.75 -2.75 33.27 4,225 463 826

For Macrotech Developers Ltd - strike price 1220 expiring on 30SEP2025

Delta for 1220 CE is 0.52

Historical price for 1220 CE is as follows

On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 23.65, which was 3.85 higher than the previous day. The implied volatity was 27.55, the open interest changed by 43 which increased total open position to 824


On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 16.75, which was -2.75 lower than the previous day. The implied volatity was 33.27, the open interest changed by 463 which increased total open position to 826


LODHA 30SEP2025 1220 PE
Delta: -0.48
Vega: 0.84
Theta: -0.92
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Sept 1216.10 23.55 -7.95 28.46 441 17 132
14 Sept 1168.30 63.55 6.35 34.03 259 8 119

For Macrotech Developers Ltd - strike price 1220 expiring on 30SEP2025

Delta for 1220 PE is -0.48

Historical price for 1220 PE is as follows

On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 23.55, which was -7.95 lower than the previous day. The implied volatity was 28.46, the open interest changed by 17 which increased total open position to 132


On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 63.55, which was 6.35 higher than the previous day. The implied volatity was 34.03, the open interest changed by 8 which increased total open position to 119