LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.15
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 1 | -0.05 | 41.25 | 52 | -14 | 218 | |||||||||
| 14 Sept | 1168.30 | 1.15 | 0.15 | 40.91 | 97 | 6 | 192 | |||||||||
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| 17 Aug | 1231.60 | 8.95 | -1.4 | 28.58 | 35 | 12 | 42 | |||||||||
For Macrotech Developers Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.03
Historical price for 1400 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 41.25, the open interest changed by -14 which decreased total open position to 218
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 40.91, the open interest changed by 6 which increased total open position to 192
On 17 Aug LODHA was trading at 1231.60. The strike last trading price was 8.95, which was -1.4 lower than the previous day. The implied volatity was 28.58, the open interest changed by 12 which increased total open position to 42
| LODHA 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 196.9 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1168.30 | 196.9 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1231.60 | 180.65 | 3.85 | 46.26 | 12 | 11 | 14 |
For Macrotech Developers Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is 0.00
Historical price for 1400 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 196.9, 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 196.9, 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 180.65, which was 3.85 higher than the previous day. The implied volatity was 46.26, the open interest changed by 11 which increased total open position to 14
