LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.81
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 15.7 | 2.45 | 28.30 | 2,146 | 50 | 857 | |||||||||
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| 14 Sept | 1168.30 | 12.2 | -1.65 | 33.83 | 3,080 | 362 | 989 | |||||||||
For Macrotech Developers Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.39
Historical price for 1240 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 15.7, which was 2.45 higher than the previous day. The implied volatity was 28.30, the open interest changed by 50 which increased total open position to 857
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 12.2, which was -1.65 lower than the previous day. The implied volatity was 33.83, the open interest changed by 362 which increased total open position to 989
| LODHA 30SEP2025 1240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.81
Theta: -0.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 36.7 | -7.35 | 30.68 | 78 | 0 | 151 |
| 14 Sept | 1168.30 | 76.5 | 8.05 | 31.70 | 287 | 34 | 162 |
For Macrotech Developers Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.60
Historical price for 1240 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 36.7, which was -7.35 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 151
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 76.5, which was 8.05 higher than the previous day. The implied volatity was 31.70, the open interest changed by 34 which increased total open position to 162
