[--[65.84.65.76]--]

LODHA

Macrotech Developers Ltd
1080.1 -2.70 (-0.25%)
L: 1075.1 H: 1090.9

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Historical option data for LODHA

24 Dec 2025 04:12 PM IST
LODHA 27-JAN-2026 1100 CE
Delta: 0.48
Vega: 1.32
Theta: -0.63
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1080.10 30.05 -2.75 25.50 238 -21 372
23 Dec 1082.80 32.3 -7.25 26.43 118 44 395
22 Dec 1095.50 39.6 1 28.03 88 8 351
19 Dec 1090.20 39.1 9 26.57 150 41 330
18 Dec 1069.10 29.5 1.55 27.15 99 -1 288
17 Dec 1063.80 26.9 -6.8 27.32 87 34 288
16 Dec 1075.40 33.15 -11.5 27.34 60 7 255
15 Dec 1091.00 45.35 -0.3 28.89 84 12 248
12 Dec 1091.10 45 1 28.56 417 208 236
11 Dec 1080.50 44 5.8 30.14 21 3 29
10 Dec 1072.30 38.05 -4.05 29.15 28 6 27
9 Dec 1076.00 42.3 -0.95 29.03 25 15 18
8 Dec 1072.00 43.25 -22.75 31.10 5 0 2
5 Dec 1111.60 66 -58.9 - 0 2 0
4 Dec 1109.50 66 -58.9 31.24 2 1 1
3 Dec 1103.90 124.9 0 - 0 0 0
2 Dec 1119.80 124.9 0 - 0 0 0
1 Dec 1128.20 124.9 0 - 0 0 0
28 Nov 1148.20 124.9 0 - 0 0 0
27 Nov 1156.60 124.9 0 - 0 0 0


For Macrotech Developers Ltd - strike price 1100 expiring on 27JAN2026

Delta for 1100 CE is 0.48

Historical price for 1100 CE is as follows

On 24 Dec LODHA was trading at 1080.10. The strike last trading price was 30.05, which was -2.75 lower than the previous day. The implied volatity was 25.50, the open interest changed by -21 which decreased total open position to 372


On 23 Dec LODHA was trading at 1082.80. The strike last trading price was 32.3, which was -7.25 lower than the previous day. The implied volatity was 26.43, the open interest changed by 44 which increased total open position to 395


On 22 Dec LODHA was trading at 1095.50. The strike last trading price was 39.6, which was 1 higher than the previous day. The implied volatity was 28.03, the open interest changed by 8 which increased total open position to 351


On 19 Dec LODHA was trading at 1090.20. The strike last trading price was 39.1, which was 9 higher than the previous day. The implied volatity was 26.57, the open interest changed by 41 which increased total open position to 330


On 18 Dec LODHA was trading at 1069.10. The strike last trading price was 29.5, which was 1.55 higher than the previous day. The implied volatity was 27.15, the open interest changed by -1 which decreased total open position to 288


On 17 Dec LODHA was trading at 1063.80. The strike last trading price was 26.9, which was -6.8 lower than the previous day. The implied volatity was 27.32, the open interest changed by 34 which increased total open position to 288


On 16 Dec LODHA was trading at 1075.40. The strike last trading price was 33.15, which was -11.5 lower than the previous day. The implied volatity was 27.34, the open interest changed by 7 which increased total open position to 255


On 15 Dec LODHA was trading at 1091.00. The strike last trading price was 45.35, which was -0.3 lower than the previous day. The implied volatity was 28.89, the open interest changed by 12 which increased total open position to 248


On 12 Dec LODHA was trading at 1091.10. The strike last trading price was 45, which was 1 higher than the previous day. The implied volatity was 28.56, the open interest changed by 208 which increased total open position to 236


On 11 Dec LODHA was trading at 1080.50. The strike last trading price was 44, which was 5.8 higher than the previous day. The implied volatity was 30.14, the open interest changed by 3 which increased total open position to 29


On 10 Dec LODHA was trading at 1072.30. The strike last trading price was 38.05, which was -4.05 lower than the previous day. The implied volatity was 29.15, the open interest changed by 6 which increased total open position to 27


On 9 Dec LODHA was trading at 1076.00. The strike last trading price was 42.3, which was -0.95 lower than the previous day. The implied volatity was 29.03, the open interest changed by 15 which increased total open position to 18


On 8 Dec LODHA was trading at 1072.00. The strike last trading price was 43.25, which was -22.75 lower than the previous day. The implied volatity was 31.10, the open interest changed by 0 which decreased total open position to 2


On 5 Dec LODHA was trading at 1111.60. The strike last trading price was 66, which was -58.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 4 Dec LODHA was trading at 1109.50. The strike last trading price was 66, which was -58.9 lower than the previous day. The implied volatity was 31.24, the open interest changed by 1 which increased total open position to 1


On 3 Dec LODHA was trading at 1103.90. The strike last trading price was 124.9, 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 2 Dec LODHA was trading at 1119.80. The strike last trading price was 124.9, 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 1 Dec LODHA was trading at 1128.20. The strike last trading price was 124.9, 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 28 Nov LODHA was trading at 1148.20. The strike last trading price was 124.9, 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 27 Nov LODHA was trading at 1156.60. The strike last trading price was 124.9, 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


LODHA 27JAN2026 1100 PE
Delta: -0.51
Vega: 1.32
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 1080.10 42.35 1.9 29.07 15 1 256
23 Dec 1082.80 40.4 4.8 27.62 64 7 255
22 Dec 1095.50 35.85 -1.6 27.19 41 6 248
19 Dec 1090.20 37 -11.9 26.98 45 -6 241
18 Dec 1069.10 48.9 -6.65 26.78 14 0 247
17 Dec 1063.80 55.55 4.2 28.00 27 4 247
16 Dec 1075.40 51.35 15.35 29.95 10 3 242
15 Dec 1091.00 36 -4.2 25.62 18 -2 239
12 Dec 1091.10 40.2 -7.8 26.78 344 203 242
11 Dec 1080.50 48 -2.75 - 0 0 39
10 Dec 1072.30 48 -2.75 25.47 1 0 38
9 Dec 1076.00 50.75 -4.25 29.74 2 1 37
8 Dec 1072.00 55 15.75 30.12 22 16 35
5 Dec 1111.60 39.25 0.25 31.05 15 10 18
4 Dec 1109.50 39.95 -2.05 30.90 4 2 9
3 Dec 1103.90 42 4.75 29.59 7 4 6
2 Dec 1119.80 37.25 -15.95 31.04 2 1 1
1 Dec 1128.20 53.2 0 2.91 0 0 0
28 Nov 1148.20 53.2 0 4.06 0 0 0
27 Nov 1156.60 53.2 0 4.44 0 0 0


For Macrotech Developers Ltd - strike price 1100 expiring on 27JAN2026

Delta for 1100 PE is -0.51

Historical price for 1100 PE is as follows

On 24 Dec LODHA was trading at 1080.10. The strike last trading price was 42.35, which was 1.9 higher than the previous day. The implied volatity was 29.07, the open interest changed by 1 which increased total open position to 256


On 23 Dec LODHA was trading at 1082.80. The strike last trading price was 40.4, which was 4.8 higher than the previous day. The implied volatity was 27.62, the open interest changed by 7 which increased total open position to 255


On 22 Dec LODHA was trading at 1095.50. The strike last trading price was 35.85, which was -1.6 lower than the previous day. The implied volatity was 27.19, the open interest changed by 6 which increased total open position to 248


On 19 Dec LODHA was trading at 1090.20. The strike last trading price was 37, which was -11.9 lower than the previous day. The implied volatity was 26.98, the open interest changed by -6 which decreased total open position to 241


On 18 Dec LODHA was trading at 1069.10. The strike last trading price was 48.9, which was -6.65 lower than the previous day. The implied volatity was 26.78, the open interest changed by 0 which decreased total open position to 247


On 17 Dec LODHA was trading at 1063.80. The strike last trading price was 55.55, which was 4.2 higher than the previous day. The implied volatity was 28.00, the open interest changed by 4 which increased total open position to 247


On 16 Dec LODHA was trading at 1075.40. The strike last trading price was 51.35, which was 15.35 higher than the previous day. The implied volatity was 29.95, the open interest changed by 3 which increased total open position to 242


On 15 Dec LODHA was trading at 1091.00. The strike last trading price was 36, which was -4.2 lower than the previous day. The implied volatity was 25.62, the open interest changed by -2 which decreased total open position to 239


On 12 Dec LODHA was trading at 1091.10. The strike last trading price was 40.2, which was -7.8 lower than the previous day. The implied volatity was 26.78, the open interest changed by 203 which increased total open position to 242


On 11 Dec LODHA was trading at 1080.50. The strike last trading price was 48, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39


On 10 Dec LODHA was trading at 1072.30. The strike last trading price was 48, which was -2.75 lower than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 38


On 9 Dec LODHA was trading at 1076.00. The strike last trading price was 50.75, which was -4.25 lower than the previous day. The implied volatity was 29.74, the open interest changed by 1 which increased total open position to 37


On 8 Dec LODHA was trading at 1072.00. The strike last trading price was 55, which was 15.75 higher than the previous day. The implied volatity was 30.12, the open interest changed by 16 which increased total open position to 35


On 5 Dec LODHA was trading at 1111.60. The strike last trading price was 39.25, which was 0.25 higher than the previous day. The implied volatity was 31.05, the open interest changed by 10 which increased total open position to 18


On 4 Dec LODHA was trading at 1109.50. The strike last trading price was 39.95, which was -2.05 lower than the previous day. The implied volatity was 30.90, the open interest changed by 2 which increased total open position to 9


On 3 Dec LODHA was trading at 1103.90. The strike last trading price was 42, which was 4.75 higher than the previous day. The implied volatity was 29.59, the open interest changed by 4 which increased total open position to 6


On 2 Dec LODHA was trading at 1119.80. The strike last trading price was 37.25, which was -15.95 lower than the previous day. The implied volatity was 31.04, the open interest changed by 1 which increased total open position to 1


On 1 Dec LODHA was trading at 1128.20. The strike last trading price was 53.2, which was 0 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0


On 28 Nov LODHA was trading at 1148.20. The strike last trading price was 53.2, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0


On 27 Nov LODHA was trading at 1156.60. The strike last trading price was 53.2, which was 0 lower than the previous day. The implied volatity was 4.44, the open interest changed by 0 which decreased total open position to 0