LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1380 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.18
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1216.10 | 1.25 | -0.2 | 39.17 | 11 | -6 | 55 | |||||||||
| 14 Sept | 1168.30 | 2 | 0.6 | 42.08 | 46 | 32 | 74 | |||||||||
| 17 Aug | 1231.60 | 55.35 | 0 | 7.35 | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.04
Historical price for 1380 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 1.25, which was -0.2 lower than the previous day. The implied volatity was 39.17, the open interest changed by -6 which decreased total open position to 55
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 2, which was 0.6 higher than the previous day. The implied volatity was 42.08, the open interest changed by 32 which increased total open position to 74
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 55.35, which was 0 lower than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 0
| LODHA 30SEP2025 1380 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 | 189.75 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1168.30 | 189.75 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1231.60 | 189.75 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 189.75, which was 0 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 189.75, which was 0 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 189.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
