LODHA
Macrotech Developers Ltd
Historical option data for LODHA
08 Apr 2025 05:53 PM IST
| LODHA 24APR2025 1100 CE | ||||||||||
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Delta: 0.66
Vega: 0.87
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 1132.70 | 67.65 | 8.45 | 48.31 | 141 | 25 | 114 | |||
| 7 Apr | 1106.60 | 65 | -22.75 | 57.54 | 288 | 27 | 90 | |||
| 4 Apr | 1180.85 | 91 | -28.15 | - | 57 | 26 | 62 | |||
| 3 Apr | 1217.75 | 119.15 | 0.8 | - | 3 | -2 | 35 | |||
| 2 Apr | 1218.45 | 119.4 | 43.4 | - | 73 | 3 | 38 | |||
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| 1 Apr | 1157.20 | 76 | -45.7 | 32.14 | 54 | 16 | 34 | |||
| 28 Mar | 1195.80 | 121.7 | -23.3 | 43.23 | 6 | 0 | 18 | |||
| 27 Mar | 1241.30 | 149.05 | 35.85 | - | 3 | 0 | 18 | |||
| 26 Mar | 1197.35 | 113.2 | -14.65 | 37.57 | 4 | -2 | 19 | |||
| 25 Mar | 1209.80 | 127.85 | -17.15 | 39.81 | 19 | 2 | 19 | |||
| 24 Mar | 1216.75 | 145 | 22.55 | 45.03 | 4 | -1 | 15 | |||
| 21 Mar | 1180.75 | 122.45 | 0 | 0.00 | 0 | -1 | 0 | |||
| 20 Mar | 1193.75 | 122.45 | 25.45 | 44.64 | 37 | 0 | 17 | |||
| 19 Mar | 1177.45 | 97 | 33.15 | 23.97 | 26 | 2 | 17 | |||
| 18 Mar | 1112.10 | 65 | 23.65 | 37.65 | 17 | 0 | 14 | |||
| 17 Mar | 1064.00 | 41.4 | -3.6 | 37.97 | 14 | 7 | 12 | |||
| 13 Mar | 1055.25 | 45 | -12.6 | 41.92 | 2 | 1 | 5 | |||
| 12 Mar | 1081.70 | 55.6 | -22.95 | 38.47 | 6 | 2 | 3 | |||
| 11 Mar | 1132.35 | 78.55 | -78.65 | 34.05 | 2 | 1 | 1 | |||
| 10 Mar | 1075.70 | 157.2 | 0 | 0.95 | 0 | 0 | 0 | |||
| 7 Mar | 1113.00 | 157.2 | 0 | - | 0 | 0 | 0 | |||
For Macrotech Developers Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 CE is 0.66
Historical price for 1100 CE is as follows
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 67.65, which was 8.45 higher than the previous day. The implied volatity was 48.31, the open interest changed by 25 which increased total open position to 114
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 65, which was -22.75 lower than the previous day. The implied volatity was 57.54, the open interest changed by 27 which increased total open position to 90
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 91, which was -28.15 lower than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 62
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 119.15, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 35
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 119.4, which was 43.4 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 38
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 76, which was -45.7 lower than the previous day. The implied volatity was 32.14, the open interest changed by 16 which increased total open position to 34
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 121.7, which was -23.3 lower than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 18
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 149.05, which was 35.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 113.2, which was -14.65 lower than the previous day. The implied volatity was 37.57, the open interest changed by -2 which decreased total open position to 19
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 127.85, which was -17.15 lower than the previous day. The implied volatity was 39.81, the open interest changed by 2 which increased total open position to 19
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 145, which was 22.55 higher than the previous day. The implied volatity was 45.03, the open interest changed by -1 which decreased total open position to 15
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 122.45, 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 20 Mar LODHA was trading at 1193.75. The strike last trading price was 122.45, which was 25.45 higher than the previous day. The implied volatity was 44.64, the open interest changed by 0 which decreased total open position to 17
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 97, which was 33.15 higher than the previous day. The implied volatity was 23.97, the open interest changed by 2 which increased total open position to 17
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 65, which was 23.65 higher than the previous day. The implied volatity was 37.65, the open interest changed by 0 which decreased total open position to 14
On 17 Mar LODHA was trading at 1064.00. The strike last trading price was 41.4, which was -3.6 lower than the previous day. The implied volatity was 37.97, the open interest changed by 7 which increased total open position to 12
On 13 Mar LODHA was trading at 1055.25. The strike last trading price was 45, which was -12.6 lower than the previous day. The implied volatity was 41.92, the open interest changed by 1 which increased total open position to 5
On 12 Mar LODHA was trading at 1081.70. The strike last trading price was 55.6, which was -22.95 lower than the previous day. The implied volatity was 38.47, the open interest changed by 2 which increased total open position to 3
On 11 Mar LODHA was trading at 1132.35. The strike last trading price was 78.55, which was -78.65 lower than the previous day. The implied volatity was 34.05, the open interest changed by 1 which increased total open position to 1
On 10 Mar LODHA was trading at 1075.70. The strike last trading price was 157.2, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 7 Mar LODHA was trading at 1113.00. The strike last trading price was 157.2, 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 24APR2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.89
Theta: -1.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 1132.70 | 36.75 | -16.25 | 58.40 | 502 | -13 | 433 |
| 7 Apr | 1106.60 | 50.3 | 29.65 | 65.09 | 1,472 | 260 | 450 |
| 4 Apr | 1180.85 | 19.2 | 6.1 | 50.09 | 222 | 12 | 186 |
| 3 Apr | 1217.75 | 14 | -1.25 | 49.33 | 409 | -94 | 174 |
| 2 Apr | 1218.45 | 15.75 | -16 | 51.28 | 479 | 29 | 268 |
| 1 Apr | 1157.20 | 31.15 | 10.45 | 50.83 | 502 | 44 | 238 |
| 28 Mar | 1195.80 | 20.85 | 1.9 | 47.66 | 373 | 79 | 194 |
| 27 Mar | 1241.30 | 20 | -6.35 | 56.28 | 63 | 8 | 114 |
| 26 Mar | 1197.35 | 27.9 | 4.7 | 51.51 | 136 | 39 | 105 |
| 25 Mar | 1209.80 | 24 | 2.7 | 50.28 | 85 | 3 | 65 |
| 24 Mar | 1216.75 | 21.3 | -8.6 | 49.79 | 44 | -7 | 62 |
| 21 Mar | 1180.75 | 30.8 | 6.4 | 49.89 | 71 | 23 | 69 |
| 20 Mar | 1193.75 | 24.4 | -6.05 | 43.38 | 31 | 8 | 47 |
| 19 Mar | 1177.45 | 30.45 | -29.55 | 46.60 | 56 | 17 | 40 |
| 18 Mar | 1112.10 | 60 | -20 | 50.85 | 2 | 0 | 23 |
| 17 Mar | 1064.00 | 80 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 1055.25 | 80 | 1.85 | 42.34 | 1 | 0 | 23 |
| 12 Mar | 1081.70 | 78.15 | 28.95 | 51.59 | 2 | 0 | 23 |
| 11 Mar | 1132.35 | 49.2 | -9.05 | 45.48 | 25 | 10 | 23 |
| 10 Mar | 1075.70 | 58.25 | 3.25 | 34.56 | 85 | 11 | 16 |
| 7 Mar | 1113.00 | 55 | 14.85 | 41.98 | 53 | 4 | 5 |
For Macrotech Developers Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 PE is -0.36
Historical price for 1100 PE is as follows
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 36.75, which was -16.25 lower than the previous day. The implied volatity was 58.40, the open interest changed by -13 which decreased total open position to 433
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 50.3, which was 29.65 higher than the previous day. The implied volatity was 65.09, the open interest changed by 260 which increased total open position to 450
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 19.2, which was 6.1 higher than the previous day. The implied volatity was 50.09, the open interest changed by 12 which increased total open position to 186
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 14, which was -1.25 lower than the previous day. The implied volatity was 49.33, the open interest changed by -94 which decreased total open position to 174
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 15.75, which was -16 lower than the previous day. The implied volatity was 51.28, the open interest changed by 29 which increased total open position to 268
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 31.15, which was 10.45 higher than the previous day. The implied volatity was 50.83, the open interest changed by 44 which increased total open position to 238
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 20.85, which was 1.9 higher than the previous day. The implied volatity was 47.66, the open interest changed by 79 which increased total open position to 194
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 20, which was -6.35 lower than the previous day. The implied volatity was 56.28, the open interest changed by 8 which increased total open position to 114
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 27.9, which was 4.7 higher than the previous day. The implied volatity was 51.51, the open interest changed by 39 which increased total open position to 105
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 24, which was 2.7 higher than the previous day. The implied volatity was 50.28, the open interest changed by 3 which increased total open position to 65
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 21.3, which was -8.6 lower than the previous day. The implied volatity was 49.79, the open interest changed by -7 which decreased total open position to 62
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 30.8, which was 6.4 higher than the previous day. The implied volatity was 49.89, the open interest changed by 23 which increased total open position to 69
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 24.4, which was -6.05 lower than the previous day. The implied volatity was 43.38, the open interest changed by 8 which increased total open position to 47
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 30.45, which was -29.55 lower than the previous day. The implied volatity was 46.60, the open interest changed by 17 which increased total open position to 40
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 60, which was -20 lower than the previous day. The implied volatity was 50.85, the open interest changed by 0 which decreased total open position to 23
On 17 Mar LODHA was trading at 1064.00. The strike last trading price was 80, 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 13 Mar LODHA was trading at 1055.25. The strike last trading price was 80, which was 1.85 higher than the previous day. The implied volatity was 42.34, the open interest changed by 0 which decreased total open position to 23
On 12 Mar LODHA was trading at 1081.70. The strike last trading price was 78.15, which was 28.95 higher than the previous day. The implied volatity was 51.59, the open interest changed by 0 which decreased total open position to 23
On 11 Mar LODHA was trading at 1132.35. The strike last trading price was 49.2, which was -9.05 lower than the previous day. The implied volatity was 45.48, the open interest changed by 10 which increased total open position to 23
On 10 Mar LODHA was trading at 1075.70. The strike last trading price was 58.25, which was 3.25 higher than the previous day. The implied volatity was 34.56, the open interest changed by 11 which increased total open position to 16
On 7 Mar LODHA was trading at 1113.00. The strike last trading price was 55, which was 14.85 higher than the previous day. The implied volatity was 41.98, the open interest changed by 4 which increased total open position to 5
