LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.29
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 2.4 | 0.3 | 36.04 | 206 | -38 | 244 | |||||||||
| 14 Sept | 1168.30 | 2.95 | 0.2 | 38.97 | 388 | 217 | 308 | |||||||||
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| 17 Aug | 1231.60 | 67.25 | 0 | 5.31 | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.07
Historical price for 1340 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 2.4, which was 0.3 higher than the previous day. The implied volatity was 36.04, the open interest changed by -38 which decreased total open position to 244
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 2.95, which was 0.2 higher than the previous day. The implied volatity was 38.97, the open interest changed by 217 which increased total open position to 308
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 67.25, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
| LODHA 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 130.9 | 0.4 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1168.30 | 157.4 | -0.45 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1231.60 | 126 | -7 | 39.61 | 2 | 2 | 12 |
For Macrotech Developers Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is 0.00
Historical price for 1340 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 130.9, which was 0.4 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 157.4, which was -0.45 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 126, which was -7 lower than the previous day. The implied volatity was 39.61, the open interest changed by 2 which increased total open position to 12
