LODHA
Macrotech Developers Ltd
Historical option data for LODHA
20 Feb 2026 04:13 PM IST
| LODHA 24-FEB-2026 1100 CE | ||||||||||||||||
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Delta: 0.1
Vega: 0.2
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1071.15 | 1.1 | -2.05 | 20.95 | 1,676 | -222 | 604 | |||||||||
| 19 Feb | 1067.05 | 3.5 | -16.15 | 26.17 | 1,875 | 256 | 832 | |||||||||
| 18 Feb | 1108.15 | 18.25 | 2 | 25.85 | 1,508 | -243 | 580 | |||||||||
| 17 Feb | 1096.95 | 15.75 | -2.9 | 28.09 | 1,934 | 278 | 821 | |||||||||
| 16 Feb | 1097.90 | 17.95 | 6.55 | 28.92 | 1,830 | -24 | 546 | |||||||||
| 13 Feb | 1073.60 | 11.25 | -4.95 | 29.26 | 1,086 | -30 | 535 | |||||||||
| 12 Feb | 1084.85 | 15.65 | -6.3 | 29.07 | 775 | -15 | 534 | |||||||||
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| 11 Feb | 1094.90 | 20.45 | -3.15 | 27.82 | 581 | 21 | 549 | |||||||||
| 10 Feb | 1095.05 | 23.45 | -1.05 | 27.86 | 2,748 | -44 | 540 | |||||||||
| 9 Feb | 1090.40 | 21.7 | 9.3 | 30.29 | 4,613 | -37 | 591 | |||||||||
| 6 Feb | 1055.10 | 11.75 | -1.9 | 29.49 | 963 | 129 | 629 | |||||||||
| 5 Feb | 1048.55 | 13.1 | -3.9 | 31.93 | 523 | -25 | 498 | |||||||||
| 4 Feb | 1056.50 | 16.05 | 4.9 | 33.19 | 1,236 | 25 | 523 | |||||||||
| 3 Feb | 1031.90 | 11.5 | 8.3 | 32.54 | 2,880 | -96 | 466 | |||||||||
| 2 Feb | 961.45 | 3.35 | 0.1 | 36.55 | 311 | 64 | 562 | |||||||||
| 1 Feb | 917.70 | 3 | -2.75 | 44.25 | 491 | 52 | 496 | |||||||||
| 30 Jan | 971.50 | 6 | 1.45 | 38.13 | 427 | 6 | 439 | |||||||||
| 29 Jan | 951.40 | 4.6 | 0.7 | 39.39 | 601 | -42 | 429 | |||||||||
| 28 Jan | 929.10 | 3.8 | -0.65 | 42.36 | 277 | 69 | 448 | |||||||||
| 27 Jan | 907.20 | 4.75 | -0.05 | 46.61 | 123 | 33 | 379 | |||||||||
| 23 Jan | 900.30 | 4.75 | -3.55 | 45.7 | 249 | 44 | 346 | |||||||||
| 22 Jan | 945.50 | 8 | -4 | 43.15 | 274 | 77 | 302 | |||||||||
| 21 Jan | 980.20 | 12 | -0.1 | 39.86 | 150 | 17 | 217 | |||||||||
| 20 Jan | 979.30 | 12 | -15.1 | 38.24 | 371 | 92 | 199 | |||||||||
| 19 Jan | 1044.00 | 26.35 | -15.7 | 35.19 | 104 | 50 | 105 | |||||||||
| 16 Jan | 1070.90 | 42.05 | 5.85 | 36 | 34 | 11 | 54 | |||||||||
| 14 Jan | 1058.80 | 36.2 | -1.3 | 34.17 | 54 | 24 | 43 | |||||||||
| 13 Jan | 1074.40 | 37.5 | -3.5 | 30.86 | 16 | 11 | 19 | |||||||||
| 12 Jan | 1077.80 | 41 | 5 | 31.96 | 8 | 5 | 8 | |||||||||
| 9 Jan | 1061.40 | 36 | -2 | 30.4 | 1 | 0 | 2 | |||||||||
| 8 Jan | 1090.20 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 7 Jan | 1110.90 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 6 Jan | 1112.10 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 5 Jan | 1120.00 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 2 Jan | 1085.70 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 1 Jan | 1072.80 | 38 | -19.25 | - | 0 | 0 | 2 | |||||||||
| 31 Dec | 1061.30 | 38 | -19.25 | 29.19 | 2 | 1 | 1 | |||||||||
For Macrotech Developers Ltd - strike price 1100 expiring on 24FEB2026
Delta for 1100 CE is 0.1
Historical price for 1100 CE is as follows
On 20 Feb LODHA was trading at 1071.15. The strike last trading price was 1.1, which was -2.05 lower than the previous day. The implied volatity was 20.95, the open interest changed by -222 which decreased total open position to 604
On 19 Feb LODHA was trading at 1067.05. The strike last trading price was 3.5, which was -16.15 lower than the previous day. The implied volatity was 26.17, the open interest changed by 256 which increased total open position to 832
On 18 Feb LODHA was trading at 1108.15. The strike last trading price was 18.25, which was 2 higher than the previous day. The implied volatity was 25.85, the open interest changed by -243 which decreased total open position to 580
On 17 Feb LODHA was trading at 1096.95. The strike last trading price was 15.75, which was -2.9 lower than the previous day. The implied volatity was 28.09, the open interest changed by 278 which increased total open position to 821
On 16 Feb LODHA was trading at 1097.90. The strike last trading price was 17.95, which was 6.55 higher than the previous day. The implied volatity was 28.92, the open interest changed by -24 which decreased total open position to 546
On 13 Feb LODHA was trading at 1073.60. The strike last trading price was 11.25, which was -4.95 lower than the previous day. The implied volatity was 29.26, the open interest changed by -30 which decreased total open position to 535
On 12 Feb LODHA was trading at 1084.85. The strike last trading price was 15.65, which was -6.3 lower than the previous day. The implied volatity was 29.07, the open interest changed by -15 which decreased total open position to 534
On 11 Feb LODHA was trading at 1094.90. The strike last trading price was 20.45, which was -3.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by 21 which increased total open position to 549
On 10 Feb LODHA was trading at 1095.05. The strike last trading price was 23.45, which was -1.05 lower than the previous day. The implied volatity was 27.86, the open interest changed by -44 which decreased total open position to 540
On 9 Feb LODHA was trading at 1090.40. The strike last trading price was 21.7, which was 9.3 higher than the previous day. The implied volatity was 30.29, the open interest changed by -37 which decreased total open position to 591
On 6 Feb LODHA was trading at 1055.10. The strike last trading price was 11.75, which was -1.9 lower than the previous day. The implied volatity was 29.49, the open interest changed by 129 which increased total open position to 629
On 5 Feb LODHA was trading at 1048.55. The strike last trading price was 13.1, which was -3.9 lower than the previous day. The implied volatity was 31.93, the open interest changed by -25 which decreased total open position to 498
On 4 Feb LODHA was trading at 1056.50. The strike last trading price was 16.05, which was 4.9 higher than the previous day. The implied volatity was 33.19, the open interest changed by 25 which increased total open position to 523
On 3 Feb LODHA was trading at 1031.90. The strike last trading price was 11.5, which was 8.3 higher than the previous day. The implied volatity was 32.54, the open interest changed by -96 which decreased total open position to 466
On 2 Feb LODHA was trading at 961.45. The strike last trading price was 3.35, which was 0.1 higher than the previous day. The implied volatity was 36.55, the open interest changed by 64 which increased total open position to 562
On 1 Feb LODHA was trading at 917.70. The strike last trading price was 3, which was -2.75 lower than the previous day. The implied volatity was 44.25, the open interest changed by 52 which increased total open position to 496
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 6, which was 1.45 higher than the previous day. The implied volatity was 38.13, the open interest changed by 6 which increased total open position to 439
On 29 Jan LODHA was trading at 951.40. The strike last trading price was 4.6, which was 0.7 higher than the previous day. The implied volatity was 39.39, the open interest changed by -42 which decreased total open position to 429
On 28 Jan LODHA was trading at 929.10. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 42.36, the open interest changed by 69 which increased total open position to 448
On 27 Jan LODHA was trading at 907.20. The strike last trading price was 4.75, which was -0.05 lower than the previous day. The implied volatity was 46.61, the open interest changed by 33 which increased total open position to 379
On 23 Jan LODHA was trading at 900.30. The strike last trading price was 4.75, which was -3.55 lower than the previous day. The implied volatity was 45.7, the open interest changed by 44 which increased total open position to 346
On 22 Jan LODHA was trading at 945.50. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 43.15, the open interest changed by 77 which increased total open position to 302
On 21 Jan LODHA was trading at 980.20. The strike last trading price was 12, which was -0.1 lower than the previous day. The implied volatity was 39.86, the open interest changed by 17 which increased total open position to 217
On 20 Jan LODHA was trading at 979.30. The strike last trading price was 12, which was -15.1 lower than the previous day. The implied volatity was 38.24, the open interest changed by 92 which increased total open position to 199
On 19 Jan LODHA was trading at 1044.00. The strike last trading price was 26.35, which was -15.7 lower than the previous day. The implied volatity was 35.19, the open interest changed by 50 which increased total open position to 105
On 16 Jan LODHA was trading at 1070.90. The strike last trading price was 42.05, which was 5.85 higher than the previous day. The implied volatity was 36, the open interest changed by 11 which increased total open position to 54
On 14 Jan LODHA was trading at 1058.80. The strike last trading price was 36.2, which was -1.3 lower than the previous day. The implied volatity was 34.17, the open interest changed by 24 which increased total open position to 43
On 13 Jan LODHA was trading at 1074.40. The strike last trading price was 37.5, which was -3.5 lower than the previous day. The implied volatity was 30.86, the open interest changed by 11 which increased total open position to 19
On 12 Jan LODHA was trading at 1077.80. The strike last trading price was 41, which was 5 higher than the previous day. The implied volatity was 31.96, the open interest changed by 5 which increased total open position to 8
On 9 Jan LODHA was trading at 1061.40. The strike last trading price was 36, which was -2 lower than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 2
On 8 Jan LODHA was trading at 1090.20. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Jan LODHA was trading at 1110.90. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Jan LODHA was trading at 1112.10. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan LODHA was trading at 1120.00. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Jan LODHA was trading at 1085.70. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jan LODHA was trading at 1072.80. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 31 Dec LODHA was trading at 1061.30. The strike last trading price was 38, which was -19.25 lower than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 1
| LODHA 24FEB2026 1100 PE | |||||||
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Delta: -0.82
Vega: 0.3
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1071.15 | 29.8 | -8.75 | 27.44 | 309 | -47 | 179 |
| 19 Feb | 1067.05 | 37 | 26.3 | 37.75 | 386 | -101 | 225 |
| 18 Feb | 1108.15 | 11.35 | -8.3 | 25.77 | 354 | 22 | 332 |
| 17 Feb | 1096.95 | 20.2 | -2.25 | 31.16 | 202 | -22 | 307 |
| 16 Feb | 1097.90 | 21.95 | -16.9 | 32.64 | 424 | 33 | 327 |
| 13 Feb | 1073.60 | 38.6 | 6.65 | 30.76 | 162 | -25 | 295 |
| 12 Feb | 1084.85 | 32.6 | 5.8 | 29.94 | 169 | -10 | 317 |
| 11 Feb | 1094.90 | 28.35 | 0.2 | 31.25 | 121 | -31 | 327 |
| 10 Feb | 1095.05 | 28.35 | -2.3 | 32.67 | 1,053 | 23 | 364 |
| 9 Feb | 1090.40 | 33 | -24.35 | 31 | 443 | 177 | 339 |
| 6 Feb | 1055.10 | 58 | -4.8 | 34.07 | 15 | -3 | 160 |
| 5 Feb | 1048.55 | 62.8 | 2.6 | 35.22 | 14 | -4 | 161 |
| 4 Feb | 1056.50 | 60.5 | -14.5 | 34.79 | 43 | 16 | 164 |
| 3 Feb | 1031.90 | 75 | -67.5 | 37.35 | 28 | -2 | 149 |
| 2 Feb | 961.45 | 141 | -39 | 52.68 | 4 | -3 | 152 |
| 1 Feb | 917.70 | 180 | 41.15 | 57.61 | 1 | 0 | 154 |
| 30 Jan | 971.50 | 138.85 | -35.7 | 55.3 | 2 | -1 | 153 |
| 29 Jan | 951.40 | 174.55 | -14.8 | - | 0 | 0 | 0 |
| 28 Jan | 929.10 | 174.55 | -14.8 | 48.87 | 1 | 0 | 153 |
| 27 Jan | 907.20 | 185 | -11.3 | 46.98 | 65 | 50 | 154 |
| 23 Jan | 900.30 | 196.3 | 46.3 | 49.07 | 76 | 64 | 102 |
| 22 Jan | 945.50 | 150 | 22.45 | 32.22 | 10 | 6 | 38 |
| 21 Jan | 980.20 | 127.55 | 11.55 | 39.3 | 6 | -5 | 33 |
| 20 Jan | 979.30 | 116 | 36.55 | 27.88 | 19 | 13 | 38 |
| 19 Jan | 1044.00 | 80.6 | 23.6 | 39.29 | 15 | 11 | 23 |
| 16 Jan | 1070.90 | 57 | -8.7 | 33.66 | 2 | 0 | 10 |
| 14 Jan | 1058.80 | 65.7 | 9.7 | 35.09 | 11 | 3 | 10 |
| 13 Jan | 1074.40 | 56 | 11.55 | - | 0 | 0 | 0 |
| 12 Jan | 1077.80 | 56 | 11.55 | 33.25 | 3 | 2 | 6 |
| 9 Jan | 1061.40 | 44.45 | -45.7 | - | 0 | 0 | 4 |
| 8 Jan | 1090.20 | 44.45 | -45.7 | 28.9 | 4 | 3 | 3 |
| 7 Jan | 1110.90 | 90.15 | 0 | 1.75 | 0 | 0 | 0 |
| 6 Jan | 1112.10 | 90.15 | 0 | 1.75 | 0 | 0 | 0 |
| 5 Jan | 1120.00 | 90.15 | 0 | 2.45 | 0 | 0 | 0 |
| 2 Jan | 1085.70 | 90.15 | 0 | 0.28 | 0 | 0 | 0 |
| 1 Jan | 1072.80 | 90.15 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 1061.30 | 90.15 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1100 expiring on 24FEB2026
Delta for 1100 PE is -0.82
Historical price for 1100 PE is as follows
On 20 Feb LODHA was trading at 1071.15. The strike last trading price was 29.8, which was -8.75 lower than the previous day. The implied volatity was 27.44, the open interest changed by -47 which decreased total open position to 179
On 19 Feb LODHA was trading at 1067.05. The strike last trading price was 37, which was 26.3 higher than the previous day. The implied volatity was 37.75, the open interest changed by -101 which decreased total open position to 225
On 18 Feb LODHA was trading at 1108.15. The strike last trading price was 11.35, which was -8.3 lower than the previous day. The implied volatity was 25.77, the open interest changed by 22 which increased total open position to 332
On 17 Feb LODHA was trading at 1096.95. The strike last trading price was 20.2, which was -2.25 lower than the previous day. The implied volatity was 31.16, the open interest changed by -22 which decreased total open position to 307
On 16 Feb LODHA was trading at 1097.90. The strike last trading price was 21.95, which was -16.9 lower than the previous day. The implied volatity was 32.64, the open interest changed by 33 which increased total open position to 327
On 13 Feb LODHA was trading at 1073.60. The strike last trading price was 38.6, which was 6.65 higher than the previous day. The implied volatity was 30.76, the open interest changed by -25 which decreased total open position to 295
On 12 Feb LODHA was trading at 1084.85. The strike last trading price was 32.6, which was 5.8 higher than the previous day. The implied volatity was 29.94, the open interest changed by -10 which decreased total open position to 317
On 11 Feb LODHA was trading at 1094.90. The strike last trading price was 28.35, which was 0.2 higher than the previous day. The implied volatity was 31.25, the open interest changed by -31 which decreased total open position to 327
On 10 Feb LODHA was trading at 1095.05. The strike last trading price was 28.35, which was -2.3 lower than the previous day. The implied volatity was 32.67, the open interest changed by 23 which increased total open position to 364
On 9 Feb LODHA was trading at 1090.40. The strike last trading price was 33, which was -24.35 lower than the previous day. The implied volatity was 31, the open interest changed by 177 which increased total open position to 339
On 6 Feb LODHA was trading at 1055.10. The strike last trading price was 58, which was -4.8 lower than the previous day. The implied volatity was 34.07, the open interest changed by -3 which decreased total open position to 160
On 5 Feb LODHA was trading at 1048.55. The strike last trading price was 62.8, which was 2.6 higher than the previous day. The implied volatity was 35.22, the open interest changed by -4 which decreased total open position to 161
On 4 Feb LODHA was trading at 1056.50. The strike last trading price was 60.5, which was -14.5 lower than the previous day. The implied volatity was 34.79, the open interest changed by 16 which increased total open position to 164
On 3 Feb LODHA was trading at 1031.90. The strike last trading price was 75, which was -67.5 lower than the previous day. The implied volatity was 37.35, the open interest changed by -2 which decreased total open position to 149
On 2 Feb LODHA was trading at 961.45. The strike last trading price was 141, which was -39 lower than the previous day. The implied volatity was 52.68, the open interest changed by -3 which decreased total open position to 152
On 1 Feb LODHA was trading at 917.70. The strike last trading price was 180, which was 41.15 higher than the previous day. The implied volatity was 57.61, the open interest changed by 0 which decreased total open position to 154
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 138.85, which was -35.7 lower than the previous day. The implied volatity was 55.3, the open interest changed by -1 which decreased total open position to 153
On 29 Jan LODHA was trading at 951.40. The strike last trading price was 174.55, which was -14.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LODHA was trading at 929.10. The strike last trading price was 174.55, which was -14.8 lower than the previous day. The implied volatity was 48.87, the open interest changed by 0 which decreased total open position to 153
On 27 Jan LODHA was trading at 907.20. The strike last trading price was 185, which was -11.3 lower than the previous day. The implied volatity was 46.98, the open interest changed by 50 which increased total open position to 154
On 23 Jan LODHA was trading at 900.30. The strike last trading price was 196.3, which was 46.3 higher than the previous day. The implied volatity was 49.07, the open interest changed by 64 which increased total open position to 102
On 22 Jan LODHA was trading at 945.50. The strike last trading price was 150, which was 22.45 higher than the previous day. The implied volatity was 32.22, the open interest changed by 6 which increased total open position to 38
On 21 Jan LODHA was trading at 980.20. The strike last trading price was 127.55, which was 11.55 higher than the previous day. The implied volatity was 39.3, the open interest changed by -5 which decreased total open position to 33
On 20 Jan LODHA was trading at 979.30. The strike last trading price was 116, which was 36.55 higher than the previous day. The implied volatity was 27.88, the open interest changed by 13 which increased total open position to 38
On 19 Jan LODHA was trading at 1044.00. The strike last trading price was 80.6, which was 23.6 higher than the previous day. The implied volatity was 39.29, the open interest changed by 11 which increased total open position to 23
On 16 Jan LODHA was trading at 1070.90. The strike last trading price was 57, which was -8.7 lower than the previous day. The implied volatity was 33.66, the open interest changed by 0 which decreased total open position to 10
On 14 Jan LODHA was trading at 1058.80. The strike last trading price was 65.7, which was 9.7 higher than the previous day. The implied volatity was 35.09, the open interest changed by 3 which increased total open position to 10
On 13 Jan LODHA was trading at 1074.40. The strike last trading price was 56, which was 11.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan LODHA was trading at 1077.80. The strike last trading price was 56, which was 11.55 higher than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 6
On 9 Jan LODHA was trading at 1061.40. The strike last trading price was 44.45, which was -45.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 8 Jan LODHA was trading at 1090.20. The strike last trading price was 44.45, which was -45.7 lower than the previous day. The implied volatity was 28.9, the open interest changed by 3 which increased total open position to 3
On 7 Jan LODHA was trading at 1110.90. The strike last trading price was 90.15, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 6 Jan LODHA was trading at 1112.10. The strike last trading price was 90.15, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 5 Jan LODHA was trading at 1120.00. The strike last trading price was 90.15, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
On 2 Jan LODHA was trading at 1085.70. The strike last trading price was 90.15, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 1 Jan LODHA was trading at 1072.80. The strike last trading price was 90.15, 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 31 Dec LODHA was trading at 1061.30. The strike last trading price was 90.15, 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
