[--[65.84.65.76]--]

LODHA

Macrotech Developers Ltd
1091.1 +10.60 (0.98%)
L: 1079.4 H: 1096.2

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Historical option data for LODHA

12 Dec 2025 04:12 PM IST
LODHA 30-DEC-2025 1100 CE
Delta: 0.47
Vega: 0.96
Theta: -0.76
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1091.10 19.75 1.75 23.54 3,447 44 881
11 Dec 1080.50 17.7 2 24.26 980 24 840
10 Dec 1072.30 15.25 -3.05 25.21 3,529 164 824
9 Dec 1076.00 17.6 -0.45 23.73 1,156 89 665
8 Dec 1072.00 17.75 -20.35 25.57 1,499 249 579
5 Dec 1111.60 37.7 -2.45 25.40 936 39 325
4 Dec 1109.50 39.95 2.45 27.19 777 76 287
3 Dec 1103.90 36.5 -12.2 26.92 243 69 202
2 Dec 1119.80 49 -6.4 27.24 141 60 133
1 Dec 1128.20 54.9 -15.6 27.60 67 0 72
28 Nov 1148.20 69.9 -5.5 23.45 70 25 73
27 Nov 1156.60 75.25 -9.3 23.50 20 11 48
26 Nov 1163.60 85 2.7 28.50 78 40 47
25 Nov 1160.20 82.4 -1.6 26.60 11 0 3
24 Nov 1159.90 84 -13 28.29 1 0 2
21 Nov 1176.80 97 -36.4 26.70 6 1 1
20 Nov 1200.80 133.4 0 - 0 0 0
19 Nov 1202.00 133.4 0 - 0 0 0
18 Nov 1192.00 133.4 0 - 0 0 0
13 Nov 1217.60 133.4 0 - 0 0 0
11 Nov 1221.00 133.4 0 - 0 0 0
10 Nov 1206.10 133.4 0 - 0 0 0
7 Nov 1226.60 133.4 0 - 0 0 0
6 Nov 1232.50 133.4 0 - 0 0 0
4 Nov 1222.90 133.4 0 - 0 0 0
29 Oct 1179.20 133.4 0 - 0 0 0


For Macrotech Developers Ltd - strike price 1100 expiring on 30DEC2025

Delta for 1100 CE is 0.47

Historical price for 1100 CE is as follows

On 12 Dec LODHA was trading at 1091.10. The strike last trading price was 19.75, which was 1.75 higher than the previous day. The implied volatity was 23.54, the open interest changed by 44 which increased total open position to 881


On 11 Dec LODHA was trading at 1080.50. The strike last trading price was 17.7, which was 2 higher than the previous day. The implied volatity was 24.26, the open interest changed by 24 which increased total open position to 840


On 10 Dec LODHA was trading at 1072.30. The strike last trading price was 15.25, which was -3.05 lower than the previous day. The implied volatity was 25.21, the open interest changed by 164 which increased total open position to 824


On 9 Dec LODHA was trading at 1076.00. The strike last trading price was 17.6, which was -0.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 89 which increased total open position to 665


On 8 Dec LODHA was trading at 1072.00. The strike last trading price was 17.75, which was -20.35 lower than the previous day. The implied volatity was 25.57, the open interest changed by 249 which increased total open position to 579


On 5 Dec LODHA was trading at 1111.60. The strike last trading price was 37.7, which was -2.45 lower than the previous day. The implied volatity was 25.40, the open interest changed by 39 which increased total open position to 325


On 4 Dec LODHA was trading at 1109.50. The strike last trading price was 39.95, which was 2.45 higher than the previous day. The implied volatity was 27.19, the open interest changed by 76 which increased total open position to 287


On 3 Dec LODHA was trading at 1103.90. The strike last trading price was 36.5, which was -12.2 lower than the previous day. The implied volatity was 26.92, the open interest changed by 69 which increased total open position to 202


On 2 Dec LODHA was trading at 1119.80. The strike last trading price was 49, which was -6.4 lower than the previous day. The implied volatity was 27.24, the open interest changed by 60 which increased total open position to 133


On 1 Dec LODHA was trading at 1128.20. The strike last trading price was 54.9, which was -15.6 lower than the previous day. The implied volatity was 27.60, the open interest changed by 0 which decreased total open position to 72


On 28 Nov LODHA was trading at 1148.20. The strike last trading price was 69.9, which was -5.5 lower than the previous day. The implied volatity was 23.45, the open interest changed by 25 which increased total open position to 73


On 27 Nov LODHA was trading at 1156.60. The strike last trading price was 75.25, which was -9.3 lower than the previous day. The implied volatity was 23.50, the open interest changed by 11 which increased total open position to 48


On 26 Nov LODHA was trading at 1163.60. The strike last trading price was 85, which was 2.7 higher than the previous day. The implied volatity was 28.50, the open interest changed by 40 which increased total open position to 47


On 25 Nov LODHA was trading at 1160.20. The strike last trading price was 82.4, which was -1.6 lower than the previous day. The implied volatity was 26.60, the open interest changed by 0 which decreased total open position to 3


On 24 Nov LODHA was trading at 1159.90. The strike last trading price was 84, which was -13 lower than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 2


On 21 Nov LODHA was trading at 1176.80. The strike last trading price was 97, which was -36.4 lower than the previous day. The implied volatity was 26.70, the open interest changed by 1 which increased total open position to 1


On 20 Nov LODHA was trading at 1200.80. The strike last trading price was 133.4, 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


On 19 Nov LODHA was trading at 1202.00. The strike last trading price was 133.4, 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


On 18 Nov LODHA was trading at 1192.00. The strike last trading price was 133.4, 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


On 13 Nov LODHA was trading at 1217.60. The strike last trading price was 133.4, 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


On 11 Nov LODHA was trading at 1221.00. The strike last trading price was 133.4, 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


On 10 Nov LODHA was trading at 1206.10. The strike last trading price was 133.4, 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


On 7 Nov LODHA was trading at 1226.60. The strike last trading price was 133.4, 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


On 6 Nov LODHA was trading at 1232.50. The strike last trading price was 133.4, 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


On 4 Nov LODHA was trading at 1222.90. The strike last trading price was 133.4, 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


On 29 Oct LODHA was trading at 1179.20. The strike last trading price was 133.4, 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


LODHA 30DEC2025 1100 PE
Delta: -0.53
Vega: 0.96
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1091.10 26.25 -6.75 23.76 439 27 524
11 Dec 1080.50 33 -8.8 25.72 128 -6 496
10 Dec 1072.30 43.25 5.3 29.43 328 22 504
9 Dec 1076.00 38.65 -3.95 29.03 276 -26 483
8 Dec 1072.00 42.45 22.25 28.84 1,831 4 517
5 Dec 1111.60 20.6 -2.6 24.16 451 5 510
4 Dec 1109.50 23 -3.35 25.58 492 18 506
3 Dec 1103.90 27.7 6.6 26.76 293 18 487
2 Dec 1119.80 20.75 1.25 26.86 512 13 471
1 Dec 1128.20 20 5.85 27.95 562 -4 459
28 Nov 1148.20 13.75 0.25 27.31 563 7 462
27 Nov 1156.60 12.7 0.75 27.26 469 89 456
26 Nov 1163.60 11.6 -3 26.95 243 38 368
25 Nov 1160.20 14.2 -1.75 28.76 341 168 330
24 Nov 1159.90 16.4 2.55 30.17 58 -1 161
21 Nov 1176.80 13.9 3.8 30.13 253 87 161
20 Nov 1200.80 9.9 -0.35 30.24 81 51 75
19 Nov 1202.00 10.25 -42.65 30.66 28 24 24
18 Nov 1192.00 52.9 0 7.05 0 0 0
13 Nov 1217.60 52.9 0 8.24 0 0 0
11 Nov 1221.00 52.9 0 8.35 0 0 0
10 Nov 1206.10 52.9 0 7.62 0 0 0
7 Nov 1226.60 52.9 0 8.51 0 0 0
6 Nov 1232.50 52.9 0 - 0 0 0
4 Nov 1222.90 52.9 0 8.09 0 0 0
29 Oct 1179.20 52.9 0 - 0 0 0


For Macrotech Developers Ltd - strike price 1100 expiring on 30DEC2025

Delta for 1100 PE is -0.53

Historical price for 1100 PE is as follows

On 12 Dec LODHA was trading at 1091.10. The strike last trading price was 26.25, which was -6.75 lower than the previous day. The implied volatity was 23.76, the open interest changed by 27 which increased total open position to 524


On 11 Dec LODHA was trading at 1080.50. The strike last trading price was 33, which was -8.8 lower than the previous day. The implied volatity was 25.72, the open interest changed by -6 which decreased total open position to 496


On 10 Dec LODHA was trading at 1072.30. The strike last trading price was 43.25, which was 5.3 higher than the previous day. The implied volatity was 29.43, the open interest changed by 22 which increased total open position to 504


On 9 Dec LODHA was trading at 1076.00. The strike last trading price was 38.65, which was -3.95 lower than the previous day. The implied volatity was 29.03, the open interest changed by -26 which decreased total open position to 483


On 8 Dec LODHA was trading at 1072.00. The strike last trading price was 42.45, which was 22.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by 4 which increased total open position to 517


On 5 Dec LODHA was trading at 1111.60. The strike last trading price was 20.6, which was -2.6 lower than the previous day. The implied volatity was 24.16, the open interest changed by 5 which increased total open position to 510


On 4 Dec LODHA was trading at 1109.50. The strike last trading price was 23, which was -3.35 lower than the previous day. The implied volatity was 25.58, the open interest changed by 18 which increased total open position to 506


On 3 Dec LODHA was trading at 1103.90. The strike last trading price was 27.7, which was 6.6 higher than the previous day. The implied volatity was 26.76, the open interest changed by 18 which increased total open position to 487


On 2 Dec LODHA was trading at 1119.80. The strike last trading price was 20.75, which was 1.25 higher than the previous day. The implied volatity was 26.86, the open interest changed by 13 which increased total open position to 471


On 1 Dec LODHA was trading at 1128.20. The strike last trading price was 20, which was 5.85 higher than the previous day. The implied volatity was 27.95, the open interest changed by -4 which decreased total open position to 459


On 28 Nov LODHA was trading at 1148.20. The strike last trading price was 13.75, which was 0.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by 7 which increased total open position to 462


On 27 Nov LODHA was trading at 1156.60. The strike last trading price was 12.7, which was 0.75 higher than the previous day. The implied volatity was 27.26, the open interest changed by 89 which increased total open position to 456


On 26 Nov LODHA was trading at 1163.60. The strike last trading price was 11.6, which was -3 lower than the previous day. The implied volatity was 26.95, the open interest changed by 38 which increased total open position to 368


On 25 Nov LODHA was trading at 1160.20. The strike last trading price was 14.2, which was -1.75 lower than the previous day. The implied volatity was 28.76, the open interest changed by 168 which increased total open position to 330


On 24 Nov LODHA was trading at 1159.90. The strike last trading price was 16.4, which was 2.55 higher than the previous day. The implied volatity was 30.17, the open interest changed by -1 which decreased total open position to 161


On 21 Nov LODHA was trading at 1176.80. The strike last trading price was 13.9, which was 3.8 higher than the previous day. The implied volatity was 30.13, the open interest changed by 87 which increased total open position to 161


On 20 Nov LODHA was trading at 1200.80. The strike last trading price was 9.9, which was -0.35 lower than the previous day. The implied volatity was 30.24, the open interest changed by 51 which increased total open position to 75


On 19 Nov LODHA was trading at 1202.00. The strike last trading price was 10.25, which was -42.65 lower than the previous day. The implied volatity was 30.66, the open interest changed by 24 which increased total open position to 24


On 18 Nov LODHA was trading at 1192.00. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0


On 13 Nov LODHA was trading at 1217.60. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 8.24, the open interest changed by 0 which decreased total open position to 0


On 11 Nov LODHA was trading at 1221.00. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0


On 10 Nov LODHA was trading at 1206.10. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0


On 7 Nov LODHA was trading at 1226.60. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 8.51, the open interest changed by 0 which decreased total open position to 0


On 6 Nov LODHA was trading at 1232.50. The strike last trading price was 52.9, 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


On 4 Nov LODHA was trading at 1222.90. The strike last trading price was 52.9, which was 0 lower than the previous day. The implied volatity was 8.09, the open interest changed by 0 which decreased total open position to 0


On 29 Oct LODHA was trading at 1179.20. The strike last trading price was 52.9, 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