LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1300 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.47
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 4.85 | 0.4 | 32.74 | 1,095 | -60 | 1,622 | |||||||||
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| 14 Sept | 1168.30 | 5.2 | -0.1 | 37.06 | 2,156 | 680 | 1,779 | |||||||||
For Macrotech Developers Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.14
Historical price for 1300 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 4.85, which was 0.4 higher than the previous day. The implied volatity was 32.74, the open interest changed by -60 which decreased total open position to 1622
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 5.2, which was -0.1 lower than the previous day. The implied volatity was 37.06, the open interest changed by 680 which increased total open position to 1779
| LODHA 30SEP2025 1300 PE | |||||||
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Delta: -0.80
Vega: 0.60
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 88.65 | -4.65 | 41.83 | 25 | 1 | 259 |
| 14 Sept | 1168.30 | 131.55 | 3.6 | 38.31 | 19 | 7 | 299 |
For Macrotech Developers Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.80
Historical price for 1300 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 88.65, which was -4.65 lower than the previous day. The implied volatity was 41.83, the open interest changed by 1 which increased total open position to 259
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 131.55, which was 3.6 higher than the previous day. The implied volatity was 38.31, the open interest changed by 7 which increased total open position to 299
