LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1280 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.58
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1216.10 | 6.85 | 0.5 | 30.74 | 502 | 10 | 279 | |||||||||
| 14 Sept | 1168.30 | 6.75 | -0.15 | 35.76 | 590 | 130 | 307 | |||||||||
For Macrotech Developers Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.20
Historical price for 1280 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 6.85, which was 0.5 higher than the previous day. The implied volatity was 30.74, the open interest changed by 10 which increased total open position to 279
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 6.75, which was -0.15 lower than the previous day. The implied volatity was 35.76, the open interest changed by 130 which increased total open position to 307
| LODHA 30SEP2025 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.63
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 68.2 | -9.5 | 34.68 | 37 | -8 | 37 |
| 14 Sept | 1168.30 | 116.1 | 20.65 | 41.27 | 6 | -2 | 54 |
For Macrotech Developers Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is -0.77
Historical price for 1280 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 68.2, which was -9.5 lower than the previous day. The implied volatity was 34.68, the open interest changed by -8 which decreased total open position to 37
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 116.1, which was 20.65 higher than the previous day. The implied volatity was 41.27, the open interest changed by -2 which decreased total open position to 54
