LODHA
Macrotech Developers Ltd
Historical option data for LODHA
15 Apr 2025 11:33 AM IST
| LODHA 24APR2025 1140 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 0.61
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 15 Apr | 1196.40 | 76.3 | 39.2 | 53.59 | 478 | -23 | 87 | |||
| 11 Apr | 1122.60 | 35.6 | -0.65 | 50.23 | 719 | -20 | 110 | |||
| 9 Apr | 1111.25 | 36.5 | -10.1 | 54.00 | 379 | 46 | 130 | |||
| 8 Apr | 1132.70 | 47 | 8.95 | 49.61 | 867 | -74 | 83 | |||
| 7 Apr | 1106.60 | 44.1 | -17.4 | 52.74 | 639 | 135 | 156 | |||
| 4 Apr | 1180.85 | 65 | -21.2 | 29.06 | 93 | -8 | 22 | |||
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| 3 Apr | 1217.75 | 87.75 | 0.45 | 28.36 | 21 | 11 | 29 | |||
| 2 Apr | 1218.45 | 90 | 37.25 | 26.51 | 45 | 10 | 17 | |||
| 1 Apr | 1157.20 | 52.75 | -36.65 | 35.01 | 7 | 1 | 6 | |||
| 28 Mar | 1195.80 | 90.1 | -22.35 | 40.35 | 8 | 3 | 5 | |||
| 27 Mar | 1241.30 | 112.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 1197.35 | 112.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 25 Mar | 1209.80 | 112.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 1216.75 | 112.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 1180.75 | 112.45 | 0 | 0.00 | 0 | -2 | 0 | |||
| 20 Mar | 1193.75 | 112.45 | 29 | 55.63 | 2 | 0 | 4 | |||
| 19 Mar | 1177.45 | 83.45 | -49.9 | 37.44 | 18 | 3 | 3 | |||
| 18 Mar | 1112.10 | 133.35 | 0 | 1.43 | 0 | 0 | 0 | |||
| 17 Mar | 1064.00 | 133.35 | 0 | 4.95 | 0 | 0 | 0 | |||
| 13 Mar | 1055.25 | 133.35 | 0 | 5.48 | 0 | 0 | 0 | |||
| 12 Mar | 1081.70 | 133.35 | 0 | 3.16 | 0 | 0 | 0 | |||
| 11 Mar | 1132.35 | 133.35 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 1075.70 | 133.35 | 0 | 3.63 | 0 | 0 | 0 | |||
| 7 Mar | 1113.00 | 133.35 | 0 | 1.16 | 0 | 0 | 0 | |||
For Macrotech Developers Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 CE is 0.74
Historical price for 1140 CE is as follows
On 15 Apr LODHA was trading at 1196.40. The strike last trading price was 76.3, which was 39.2 higher than the previous day. The implied volatity was 53.59, the open interest changed by -23 which decreased total open position to 87
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 35.6, which was -0.65 lower than the previous day. The implied volatity was 50.23, the open interest changed by -20 which decreased total open position to 110
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 36.5, which was -10.1 lower than the previous day. The implied volatity was 54.00, the open interest changed by 46 which increased total open position to 130
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 47, which was 8.95 higher than the previous day. The implied volatity was 49.61, the open interest changed by -74 which decreased total open position to 83
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 44.1, which was -17.4 lower than the previous day. The implied volatity was 52.74, the open interest changed by 135 which increased total open position to 156
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 65, which was -21.2 lower than the previous day. The implied volatity was 29.06, the open interest changed by -8 which decreased total open position to 22
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 87.75, which was 0.45 higher than the previous day. The implied volatity was 28.36, the open interest changed by 11 which increased total open position to 29
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 90, which was 37.25 higher than the previous day. The implied volatity was 26.51, the open interest changed by 10 which increased total open position to 17
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 52.75, which was -36.65 lower than the previous day. The implied volatity was 35.01, the open interest changed by 1 which increased total open position to 6
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 90.1, which was -22.35 lower than the previous day. The implied volatity was 40.35, the open interest changed by 3 which increased total open position to 5
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 112.45, 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 26 Mar LODHA was trading at 1197.35. The strike last trading price was 112.45, 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 25 Mar LODHA was trading at 1209.80. The strike last trading price was 112.45, 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 24 Mar LODHA was trading at 1216.75. The strike last trading price was 112.45, 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 21 Mar LODHA was trading at 1180.75. The strike last trading price was 112.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 112.45, which was 29 higher than the previous day. The implied volatity was 55.63, the open interest changed by 0 which decreased total open position to 4
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 83.45, which was -49.9 lower than the previous day. The implied volatity was 37.44, the open interest changed by 3 which increased total open position to 3
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 133.35, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LODHA was trading at 1064.00. The strike last trading price was 133.35, which was 0 lower than the previous day. The implied volatity was 4.95, 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 133.35, which was 0 lower than the previous day. The implied volatity was 5.48, the open interest changed by 0 which decreased total open position to 0
On 12 Mar LODHA was trading at 1081.70. The strike last trading price was 133.35, which was 0 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LODHA was trading at 1132.35. The strike last trading price was 133.35, 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 Mar LODHA was trading at 1075.70. The strike last trading price was 133.35, which was 0 lower than the previous day. The implied volatity was 3.63, 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 133.35, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
| LODHA 24APR2025 1140 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.63
Theta: -1.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 15 Apr | 1196.40 | 19 | -31.2 | 57.25 | 541 | -9 | 190 |
| 11 Apr | 1122.60 | 51.55 | -15.2 | 51.42 | 195 | 25 | 199 |
| 9 Apr | 1111.25 | 67.8 | 8.2 | 58.49 | 53 | 8 | 175 |
| 8 Apr | 1132.70 | 59.25 | -17.95 | 62.54 | 122 | 4 | 172 |
| 7 Apr | 1106.60 | 70 | 35.45 | 64.26 | 290 | -8 | 168 |
| 4 Apr | 1180.85 | 31.9 | 9.45 | 50.26 | 203 | 0 | 175 |
| 3 Apr | 1217.75 | 22.95 | -2.3 | 48.27 | 292 | 63 | 175 |
| 2 Apr | 1218.45 | 25.05 | -24.2 | 50.29 | 129 | 6 | 112 |
| 1 Apr | 1157.20 | 49.3 | 16.9 | 52.54 | 289 | 15 | 106 |
| 28 Mar | 1195.80 | 32.9 | -2.55 | 47.53 | 118 | 13 | 91 |
| 27 Mar | 1241.30 | 35.45 | -5.05 | 62.22 | 5 | 0 | 77 |
| 26 Mar | 1197.35 | 41 | 7.15 | 51.07 | 37 | -1 | 77 |
| 25 Mar | 1209.80 | 34.3 | -31.65 | 48.57 | 906 | 79 | 79 |
| 24 Mar | 1216.75 | 65.95 | 0 | 6.95 | 0 | 0 | 0 |
| 21 Mar | 1180.75 | 65.95 | 0 | 4.58 | 0 | 0 | 0 |
| 20 Mar | 1193.75 | 65.95 | 0 | 4.41 | 0 | 0 | 0 |
| 19 Mar | 1177.45 | 65.95 | 0 | 3.93 | 0 | 0 | 0 |
| 18 Mar | 1112.10 | 65.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 1064.00 | 65.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 1055.25 | 65.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 1081.70 | 65.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1132.35 | 65.95 | 0 | 0.52 | 0 | 0 | 0 |
| 10 Mar | 1075.70 | 65.95 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 1113.00 | 65.95 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1140 expiring on 24APR2025
Delta for 1140 PE is -0.27
Historical price for 1140 PE is as follows
On 15 Apr LODHA was trading at 1196.40. The strike last trading price was 19, which was -31.2 lower than the previous day. The implied volatity was 57.25, the open interest changed by -9 which decreased total open position to 190
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 51.55, which was -15.2 lower than the previous day. The implied volatity was 51.42, the open interest changed by 25 which increased total open position to 199
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 67.8, which was 8.2 higher than the previous day. The implied volatity was 58.49, the open interest changed by 8 which increased total open position to 175
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 59.25, which was -17.95 lower than the previous day. The implied volatity was 62.54, the open interest changed by 4 which increased total open position to 172
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 70, which was 35.45 higher than the previous day. The implied volatity was 64.26, the open interest changed by -8 which decreased total open position to 168
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 31.9, which was 9.45 higher than the previous day. The implied volatity was 50.26, the open interest changed by 0 which decreased total open position to 175
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 22.95, which was -2.3 lower than the previous day. The implied volatity was 48.27, the open interest changed by 63 which increased total open position to 175
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 25.05, which was -24.2 lower than the previous day. The implied volatity was 50.29, the open interest changed by 6 which increased total open position to 112
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 49.3, which was 16.9 higher than the previous day. The implied volatity was 52.54, the open interest changed by 15 which increased total open position to 106
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 32.9, which was -2.55 lower than the previous day. The implied volatity was 47.53, the open interest changed by 13 which increased total open position to 91
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 35.45, which was -5.05 lower than the previous day. The implied volatity was 62.22, the open interest changed by 0 which decreased total open position to 77
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 41, which was 7.15 higher than the previous day. The implied volatity was 51.07, the open interest changed by -1 which decreased total open position to 77
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 34.3, which was -31.65 lower than the previous day. The implied volatity was 48.57, the open interest changed by 79 which increased total open position to 79
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 6.95, the open interest changed by 0 which decreased total open position to 0
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 4.58, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LODHA was trading at 1177.45. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LODHA was trading at 1112.10. The strike last trading price was 65.95, 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 17 Mar LODHA was trading at 1064.00. The strike last trading price was 65.95, 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 Mar LODHA was trading at 1055.25. The strike last trading price was 65.95, 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 12 Mar LODHA was trading at 1081.70. The strike last trading price was 65.95, 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 Mar LODHA was trading at 1132.35. The strike last trading price was 65.95, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LODHA was trading at 1075.70. The strike last trading price was 65.95, 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 Mar LODHA was trading at 1113.00. The strike last trading price was 65.95, 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
