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[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd

1122.6 11.35 (1.02%)

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Historical option data for LODHA

11 Apr 2025 04:13 PM IST
LODHA 24APR2025 1060 CE
Delta: 0.74
Vega: 0.69
Theta: -1.64
Gamma: 0.00
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
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
Delta: -0.26
Vega: 0.69
Theta: -1.33
Gamma: 0.00
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