LODHA
Macrotech Developers Ltd
Historical option data for LODHA
24 Dec 2025 04:12 PM IST
| LODHA 27-JAN-2026 1100 CE | ||||||||||||||||
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Delta: 0.48
Vega: 1.32
Theta: -0.63
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.51
Vega: 1.32
Theta: -0.40
Gamma: 0.00
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| 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































































































































































































































