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

1430.2 19.20 (1.36%)

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Historical option data for LODHA

12 Dec 2024 12:04 PM IST
LODHA 26DEC2024 1200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.75 118.55 0.00 - 0 0 0
11 Dec 1411.00 118.55 0.00 - 0 0 0
10 Dec 1401.60 118.55 0.00 - 0 0 0
9 Dec 1376.50 118.55 0.00 - 0 0 0
6 Dec 1371.30 118.55 0.00 - 0 0 0
5 Dec 1369.70 118.55 0.00 - 0 0 0
4 Dec 1371.10 118.55 0.00 - 0 0 0
3 Dec 1296.30 118.55 0.00 - 0 0 0
2 Dec 1289.55 118.55 0.00 - 0 0 0
29 Nov 1253.20 118.55 - 0 0 0


For Macrotech Developers Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 CE is -

Historical price for 1200 CE is as follows

On 12 Dec LODHA was trading at 1430.75. The strike last trading price was 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 118.55, 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 1200 PE
Delta: -0.02
Vega: 0.13
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.75 0.9 -0.35 44.93 41 -1 347
11 Dec 1411.00 1.25 -1.80 42.80 1,224 109 350
10 Dec 1401.60 3.05 -0.80 47.79 387 49 241
9 Dec 1376.50 3.85 -0.65 44.73 193 -5 191
6 Dec 1371.30 4.5 -0.05 41.79 797 -8 197
5 Dec 1369.70 4.55 -2.35 41.16 1,393 20 204
4 Dec 1371.10 6.9 -9.45 45.51 651 153 185
3 Dec 1296.30 16.35 -1.00 42.79 45 13 36
2 Dec 1289.55 17.35 -21.85 41.84 50 22 22
29 Nov 1253.20 39.2 5.05 0 0 0


For Macrotech Developers Ltd - strike price 1200 expiring on 26DEC2024

Delta for 1200 PE is -0.02

Historical price for 1200 PE is as follows

On 12 Dec LODHA was trading at 1430.75. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 44.93, the open interest changed by -1 which decreased total open position to 347


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 1.25, which was -1.80 lower than the previous day. The implied volatity was 42.80, the open interest changed by 109 which increased total open position to 350


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 3.05, which was -0.80 lower than the previous day. The implied volatity was 47.79, the open interest changed by 49 which increased total open position to 241


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 3.85, which was -0.65 lower than the previous day. The implied volatity was 44.73, the open interest changed by -5 which decreased total open position to 191


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 41.79, the open interest changed by -8 which decreased total open position to 197


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 4.55, which was -2.35 lower than the previous day. The implied volatity was 41.16, the open interest changed by 20 which increased total open position to 204


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 6.9, which was -9.45 lower than the previous day. The implied volatity was 45.51, the open interest changed by 153 which increased total open position to 185


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 16.35, which was -1.00 lower than the previous day. The implied volatity was 42.79, the open interest changed by 13 which increased total open position to 36


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 17.35, which was -21.85 lower than the previous day. The implied volatity was 41.84, the open interest changed by 22 which increased total open position to 22


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 39.2, which was lower than the previous day. The implied volatity was 5.05, the open interest changed by 0 which decreased total open position to 0