LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2025 04:12 PM IST
| LODHA 30-DEC-2025 1100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.96
Theta: -0.76
Gamma: 0.01
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| 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 | |||||||||
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| 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
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| 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































































































































































































































