LODHA
Macrotech Developers Ltd
Historical option data for LODHA
11 Apr 2025 04:13 PM IST
LODHA 24APR2025 1060 CE | ||||||||||
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Delta: 0.74
Vega: 0.69
Theta: -1.64
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
11 Apr | 1122.60 | 83.95 | 7.25 | 54.00 | 32 | -4 | 21 | |||
9 Apr | 1111.25 | 77.5 | -15.5 | 53.46 | 4 | -1 | 26 | |||
8 Apr | 1132.70 | 94.45 | 11.4 | 47.62 | 26 | 1 | 28 | |||
7 Apr | 1106.60 | 85.9 | -40.2 | 54.46 | 82 | 14 | 28 | |||
4 Apr | 1180.85 | 126.1 | -22.5 | - | 4 | -1 | 13 | |||
3 Apr | 1217.75 | 148.3 | 8.2 | - | 9 | 5 | 16 | |||
2 Apr | 1218.45 | 140.1 | 29.55 | - | 8 | -2 | 10 | |||
1 Apr | 1157.20 | 110.55 | -59.05 | 36.06 | 2 | 0 | 12 | |||
28 Mar | 1195.80 | 169.6 | 1.6 | 62.79 | 12 | 11 | 12 | |||
27 Mar | 1241.30 | 168 | 0 | 0.00 | 0 | 0 | 0 | |||
26 Mar | 1197.35 | 168 | 0 | 0.00 | 0 | -1 | 0 | |||
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25 Mar | 1209.80 | 168 | 8 | 49.43 | 1 | 0 | 2 | |||
24 Mar | 1216.75 | 160 | 37 | - | 1 | 0 | 2 | |||
21 Mar | 1180.75 | 123 | 0 | 0.00 | 0 | 0 | 0 | |||
20 Mar | 1193.75 | 123 | 0 | 0.00 | 0 | 1 | 0 | |||
19 Mar | 1177.45 | 123 | 57 | - | 1 | 0 | 1 | |||
18 Mar | 1112.10 | 66 | 0 | 0.00 | 0 | 1 | 0 | |||
17 Mar | 1064.00 | 66 | -117.75 | 42.62 | 1 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1060 expiring on 24APR2025
Delta for 1060 CE is 0.74
Historical price for 1060 CE is as follows
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 83.95, which was 7.25 higher than the previous day. The implied volatity was 54.00, the open interest changed by -4 which decreased total open position to 21
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 77.5, which was -15.5 lower than the previous day. The implied volatity was 53.46, the open interest changed by -1 which decreased total open position to 26
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 94.45, which was 11.4 higher than the previous day. The implied volatity was 47.62, the open interest changed by 1 which increased total open position to 28
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 85.9, which was -40.2 lower than the previous day. The implied volatity was 54.46, the open interest changed by 14 which increased total open position to 28
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 126.1, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 13
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 148.3, which was 8.2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 16
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 140.1, which was 29.55 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 110.55, which was -59.05 lower than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 12
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 169.6, which was 1.6 higher than the previous day. The implied volatity was 62.79, the open interest changed by 11 which increased total open position to 12
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 168, 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 26 Mar LODHA was trading at 1197.35. The strike last trading price was 168, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 168, which was 8 higher than the previous day. The implied volatity was 49.43, the open interest changed by 0 which decreased total open position to 2
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 160, which was 37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 123, 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 20 Mar LODHA was trading at 1193.75. The strike last trading price was 123, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 123, which was 57 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 66, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Mar LODHA was trading at 1064.00. The strike last trading price was 66, which was -117.75 lower than the previous day. The implied volatity was 42.62, the open interest changed by 0 which decreased total open position to 0
LODHA 24APR2025 1060 PE | |||||||
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Delta: -0.26
Vega: 0.69
Theta: -1.33
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
11 Apr | 1122.60 | 18.85 | -9.15 | 53.52 | 138 | 5 | 76 |
9 Apr | 1111.25 | 27.95 | 2.25 | 56.97 | 105 | 1 | 73 |
8 Apr | 1132.70 | 23.75 | -25.25 | 59.72 | 37 | 2 | 72 |
7 Apr | 1106.60 | 49 | 36.55 | 80.38 | 40 | 1 | 70 |
4 Apr | 1180.85 | 11.1 | 3.9 | 50.77 | 82 | 20 | 69 |
3 Apr | 1217.75 | 7.1 | -1.8 | 48.58 | 49 | 1 | 49 |
2 Apr | 1218.45 | 9.2 | -10.05 | 51.94 | 141 | -18 | 50 |
1 Apr | 1157.20 | 19.55 | 7.1 | 51.33 | 105 | 21 | 69 |
28 Mar | 1195.80 | 12.85 | -2.9 | 48.48 | 88 | 18 | 48 |
27 Mar | 1241.30 | 15.75 | -1.5 | 61.55 | 3 | 0 | 30 |
26 Mar | 1197.35 | 17.25 | 1.35 | 51.01 | 19 | 9 | 30 |
25 Mar | 1209.80 | 15.9 | 3.4 | 51.26 | 10 | 1 | 21 |
24 Mar | 1216.75 | 13.85 | -4.1 | 50.74 | 34 | -8 | 19 |
21 Mar | 1180.75 | 17.55 | -19.65 | 47.28 | 438 | 26 | 26 |
20 Mar | 1193.75 | 37.2 | 0 | 10.06 | 0 | 0 | 0 |
19 Mar | 1177.45 | 37.2 | 0 | 9.59 | 0 | 0 | 0 |
18 Mar | 1112.10 | 37.2 | 0 | 5.02 | 0 | 0 | 0 |
17 Mar | 1064.00 | 37.2 | 0 | 1.41 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1060 expiring on 24APR2025
Delta for 1060 PE is -0.26
Historical price for 1060 PE is as follows
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 18.85, which was -9.15 lower than the previous day. The implied volatity was 53.52, the open interest changed by 5 which increased total open position to 76
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 27.95, which was 2.25 higher than the previous day. The implied volatity was 56.97, the open interest changed by 1 which increased total open position to 73
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 23.75, which was -25.25 lower than the previous day. The implied volatity was 59.72, the open interest changed by 2 which increased total open position to 72
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 49, which was 36.55 higher than the previous day. The implied volatity was 80.38, the open interest changed by 1 which increased total open position to 70
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 11.1, which was 3.9 higher than the previous day. The implied volatity was 50.77, the open interest changed by 20 which increased total open position to 69
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 7.1, which was -1.8 lower than the previous day. The implied volatity was 48.58, the open interest changed by 1 which increased total open position to 49
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 9.2, which was -10.05 lower than the previous day. The implied volatity was 51.94, the open interest changed by -18 which decreased total open position to 50
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 19.55, which was 7.1 higher than the previous day. The implied volatity was 51.33, the open interest changed by 21 which increased total open position to 69
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 12.85, which was -2.9 lower than the previous day. The implied volatity was 48.48, the open interest changed by 18 which increased total open position to 48
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 15.75, which was -1.5 lower than the previous day. The implied volatity was 61.55, the open interest changed by 0 which decreased total open position to 30
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 17.25, which was 1.35 higher than the previous day. The implied volatity was 51.01, the open interest changed by 9 which increased total open position to 30
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 15.9, which was 3.4 higher than the previous day. The implied volatity was 51.26, the open interest changed by 1 which increased total open position to 21
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 13.85, which was -4.1 lower than the previous day. The implied volatity was 50.74, the open interest changed by -8 which decreased total open position to 19
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 17.55, which was -19.65 lower than the previous day. The implied volatity was 47.28, the open interest changed by 26 which increased total open position to 26
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 10.06, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 9.59, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 5.02, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LODHA was trading at 1064.00. The strike last trading price was 37.2, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0