LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1260 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.70
Theta: -1.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 10.05 | 1 | 29.00 | 1,142 | 19 | 570 | |||||||||
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| 14 Sept | 1168.30 | 8.7 | -1.15 | 34.26 | 1,194 | 199 | 643 | |||||||||
For Macrotech Developers Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.27
Historical price for 1260 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 10.05, which was 1 higher than the previous day. The implied volatity was 29.00, the open interest changed by 19 which increased total open position to 570
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 8.7, which was -1.15 lower than the previous day. The implied volatity was 34.26, the open interest changed by 199 which increased total open position to 643
| LODHA 30SEP2025 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 0.73
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 51.45 | -8.95 | 32.33 | 55 | 5 | 37 |
| 14 Sept | 1168.30 | 96.75 | 12.55 | 37.25 | 8 | 3 | 45 |
For Macrotech Developers Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.70
Historical price for 1260 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 51.45, which was -8.95 lower than the previous day. The implied volatity was 32.33, the open interest changed by 5 which increased total open position to 37
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 96.75, which was 12.55 higher than the previous day. The implied volatity was 37.25, the open interest changed by 3 which increased total open position to 45
