LODHA
Macrotech Developers Ltd
Historical option data for LODHA
28 Sep 2025 10:09 PM IST
| LODHA 28-OCT-2025 1300 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.74
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1141.10 | 8 | -1.75 | 35.40 | 111 | 10 | 217 | |||||||||
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| 21 Sept | 1216.10 | 26.5 | 3.75 | 33.20 | 173 | 112 | 189 | |||||||||
| 14 Sept | 1168.30 | 68.05 | 0 | 7.15 | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 1300 expiring on 28OCT2025
Delta for 1300 CE is 0.14
Historical price for 1300 CE is as follows
On 28 Sept LODHA was trading at 1141.10. The strike last trading price was 8, which was -1.75 lower than the previous day. The implied volatity was 35.40, the open interest changed by 10 which increased total open position to 217
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 26.5, which was 3.75 higher than the previous day. The implied volatity was 33.20, the open interest changed by 112 which increased total open position to 189
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 68.05, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
| LODHA 28OCT2025 1300 PE | |||||||
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Delta: -0.83
Vega: 0.85
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1141.10 | 157 | 17 | 39.71 | 5 | 2 | 44 |
| 21 Sept | 1216.10 | 96 | -9 | 33.56 | 3 | 0 | 32 |
| 14 Sept | 1168.30 | 135 | 9.55 | 34.71 | 9 | 9 | 27 |
For Macrotech Developers Ltd - strike price 1300 expiring on 28OCT2025
Delta for 1300 PE is -0.83
Historical price for 1300 PE is as follows
On 28 Sept LODHA was trading at 1141.10. The strike last trading price was 157, which was 17 higher than the previous day. The implied volatity was 39.71, the open interest changed by 2 which increased total open position to 44
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 96, which was -9 lower than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 32
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 135, which was 9.55 higher than the previous day. The implied volatity was 34.71, the open interest changed by 9 which increased total open position to 27
