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[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd

1434.55 23.55 (1.67%)

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Historical option data for LODHA

12 Dec 2024 11:54 AM IST
LODHA 26DEC2024 1180 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 131.75 0.00 - 0 0 0
11 Dec 1411.00 131.75 0.00 - 0 0 0
10 Dec 1401.60 131.75 0.00 - 0 0 0
9 Dec 1376.50 131.75 0.00 - 0 0 0
6 Dec 1371.30 131.75 0.00 - 0 0 0
5 Dec 1369.70 131.75 0.00 - 0 0 0
4 Dec 1371.10 131.75 0.00 - 0 0 0
3 Dec 1296.30 131.75 0.00 - 0 0 0
2 Dec 1289.55 131.75 0.00 - 0 0 0
29 Nov 1253.20 131.75 - 0 0 0


For Macrotech Developers Ltd - strike price 1180 expiring on 26DEC2024

Delta for 1180 CE is -

Historical price for 1180 CE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 131.75, which was 0.00 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 1289.55. The strike last trading price was 131.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 131.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


LODHA 26DEC2024 1180 PE
Delta: -0.01
Vega: 0.09
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 0.6 -0.55 45.97 20 -7 109
11 Dec 1411.00 1.15 -1.15 45.84 187 66 116
10 Dec 1401.60 2.3 -0.20 49.02 46 13 51
9 Dec 1376.50 2.5 -0.90 44.57 79 1 40
6 Dec 1371.30 3.4 0.40 42.88 581 -25 28
5 Dec 1369.70 3 -1.75 40.98 2,224 28 53
4 Dec 1371.10 4.75 -27.80 45.08 83 22 22
3 Dec 1296.30 32.55 0.00 10.95 0 0 0
2 Dec 1289.55 32.55 0.00 9.74 0 0 0
29 Nov 1253.20 32.55 6.35 0 0 0


For Macrotech Developers Ltd - strike price 1180 expiring on 26DEC2024

Delta for 1180 PE is -0.01

Historical price for 1180 PE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 0.6, which was -0.55 lower than the previous day. The implied volatity was 45.97, the open interest changed by -7 which decreased total open position to 109


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 1.15, which was -1.15 lower than the previous day. The implied volatity was 45.84, the open interest changed by 66 which increased total open position to 116


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 2.3, which was -0.20 lower than the previous day. The implied volatity was 49.02, the open interest changed by 13 which increased total open position to 51


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 44.57, the open interest changed by 1 which increased total open position to 40


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 3.4, which was 0.40 higher than the previous day. The implied volatity was 42.88, the open interest changed by -25 which decreased total open position to 28


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 3, which was -1.75 lower than the previous day. The implied volatity was 40.98, the open interest changed by 28 which increased total open position to 53


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 4.75, which was -27.80 lower than the previous day. The implied volatity was 45.08, the open interest changed by 22 which increased total open position to 22


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 32.55, which was 0.00 lower than the previous day. The implied volatity was 10.95, the open interest changed by 0 which decreased total open position to 0


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 32.55, which was 0.00 lower than the previous day. The implied volatity was 9.74, the open interest changed by 0 which decreased total open position to 0


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 32.55, which was lower than the previous day. The implied volatity was 6.35, the open interest changed by 0 which decreased total open position to 0