LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.24
Theta: -0.44
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 1.9 | 0.2 | 38.39 | 33 | -2 | 98 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1168.30 | 2.25 | 0.1 | 39.98 | 240 | 51 | 123 | |||||||||
| 17 Aug | 1231.60 | 14.75 | -191.45 | 28.11 | 6 | 5 | 4 | |||||||||
For Macrotech Developers Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.06
Historical price for 1360 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 1.9, which was 0.2 higher than the previous day. The implied volatity was 38.39, the open interest changed by -2 which decreased total open position to 98
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 2.25, which was 0.1 higher than the previous day. The implied volatity was 39.98, the open interest changed by 51 which increased total open position to 123
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 14.75, which was -191.45 lower than the previous day. The implied volatity was 28.11, the open interest changed by 5 which increased total open position to 4
| LODHA 30SEP2025 1360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 151.05 | -0.35 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1168.30 | 188.25 | 11.55 | 41.95 | 24 | 15 | 44 |
| 17 Aug | 1231.60 | 144 | -1 | 41.90 | 5 | 5 | 5 |
For Macrotech Developers Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is 0.00
Historical price for 1360 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 151.05, which was -0.35 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 14 Sept LODHA was trading at 1168.30. The strike last trading price was 188.25, which was 11.55 higher than the previous day. The implied volatity was 41.95, the open interest changed by 15 which increased total open position to 44
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 144, which was -1 lower than the previous day. The implied volatity was 41.90, the open interest changed by 5 which increased total open position to 5
