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

1132.7 26.11 (2.36%)

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Historical option data for LODHA

08 Apr 2025 05:53 PM IST
LODHA 24APR2025 1220 CE
Delta: 0.27
Vega: 0.79
Theta: -1.30
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1132.70 18.6 2.85 49.31 54 14 123
7 Apr 1106.60 18.2 -8.45 54.04 128 -9 109
4 Apr 1180.85 27 -14.55 34.59 246 5 117
3 Apr 1217.75 42.8 -0.5 36.08 351 15 113
2 Apr 1218.45 43.15 19.45 33.97 913 -37 96
1 Apr 1157.20 24.15 -23.45 39.70 328 31 136
28 Mar 1195.80 48.3 -19.2 42.18 140 20 105
27 Mar 1241.30 63.9 14.8 32.43 267 -11 85
26 Mar 1197.35 49.15 -7.85 43.38 150 32 98
25 Mar 1209.80 57 -6.15 43.09 82 15 65
24 Mar 1216.75 65.1 20.1 42.76 279 31 49
21 Mar 1180.75 45 -3.6 37.53 42 15 18
20 Mar 1193.75 48.6 -44.85 39.96 9 4 4


For Macrotech Developers Ltd - strike price 1220 expiring on 24APR2025

Delta for 1220 CE is 0.27

Historical price for 1220 CE is as follows

On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 18.6, which was 2.85 higher than the previous day. The implied volatity was 49.31, the open interest changed by 14 which increased total open position to 123


On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 18.2, which was -8.45 lower than the previous day. The implied volatity was 54.04, the open interest changed by -9 which decreased total open position to 109


On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 27, which was -14.55 lower than the previous day. The implied volatity was 34.59, the open interest changed by 5 which increased total open position to 117


On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 42.8, which was -0.5 lower than the previous day. The implied volatity was 36.08, the open interest changed by 15 which increased total open position to 113


On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 43.15, which was 19.45 higher than the previous day. The implied volatity was 33.97, the open interest changed by -37 which decreased total open position to 96


On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 24.15, which was -23.45 lower than the previous day. The implied volatity was 39.70, the open interest changed by 31 which increased total open position to 136


On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 48.3, which was -19.2 lower than the previous day. The implied volatity was 42.18, the open interest changed by 20 which increased total open position to 105


On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 63.9, which was 14.8 higher than the previous day. The implied volatity was 32.43, the open interest changed by -11 which decreased total open position to 85


On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 49.15, which was -7.85 lower than the previous day. The implied volatity was 43.38, the open interest changed by 32 which increased total open position to 98


On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 57, which was -6.15 lower than the previous day. The implied volatity was 43.09, the open interest changed by 15 which increased total open position to 65


On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 65.1, which was 20.1 higher than the previous day. The implied volatity was 42.76, the open interest changed by 31 which increased total open position to 49


On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 45, which was -3.6 lower than the previous day. The implied volatity was 37.53, the open interest changed by 15 which increased total open position to 18


On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 48.6, which was -44.85 lower than the previous day. The implied volatity was 39.96, the open interest changed by 4 which increased total open position to 4


LODHA 24APR2025 1220 PE
Delta: -0.67
Vega: 0.86
Theta: -1.50
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 1132.70 110.8 -30.5 64.41 4 -2 48
7 Apr 1106.60 136.45 56.4 76.24 136 -7 49
4 Apr 1180.85 77.55 20.55 56.72 115 -17 56
3 Apr 1217.75 58.2 -2.05 50.91 165 4 79
2 Apr 1218.45 61.45 -41.35 53.87 169 10 72
1 Apr 1157.20 102.8 32.9 60.03 67 -7 57
28 Mar 1195.80 70.2 10.75 48.18 221 20 64
27 Mar 1241.30 60.95 -16.15 57.53 34 3 46
26 Mar 1197.35 77 9 49.40 61 1 44
25 Mar 1209.80 68 3.7 47.44 59 12 44
24 Mar 1216.75 64.3 -40.85 48.81 50 31 31
21 Mar 1180.75 105.15 0 - 0 0 0
20 Mar 1193.75 105.15 0 - 0 0 0


For Macrotech Developers Ltd - strike price 1220 expiring on 24APR2025

Delta for 1220 PE is -0.67

Historical price for 1220 PE is as follows

On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 110.8, which was -30.5 lower than the previous day. The implied volatity was 64.41, the open interest changed by -2 which decreased total open position to 48


On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 136.45, which was 56.4 higher than the previous day. The implied volatity was 76.24, the open interest changed by -7 which decreased total open position to 49


On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 77.55, which was 20.55 higher than the previous day. The implied volatity was 56.72, the open interest changed by -17 which decreased total open position to 56


On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 58.2, which was -2.05 lower than the previous day. The implied volatity was 50.91, the open interest changed by 4 which increased total open position to 79


On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 61.45, which was -41.35 lower than the previous day. The implied volatity was 53.87, the open interest changed by 10 which increased total open position to 72


On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 102.8, which was 32.9 higher than the previous day. The implied volatity was 60.03, the open interest changed by -7 which decreased total open position to 57


On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 70.2, which was 10.75 higher than the previous day. The implied volatity was 48.18, the open interest changed by 20 which increased total open position to 64


On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 60.95, which was -16.15 lower than the previous day. The implied volatity was 57.53, the open interest changed by 3 which increased total open position to 46


On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 77, which was 9 higher than the previous day. The implied volatity was 49.40, the open interest changed by 1 which increased total open position to 44


On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 68, which was 3.7 higher than the previous day. The implied volatity was 47.44, the open interest changed by 12 which increased total open position to 44


On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 64.3, which was -40.85 lower than the previous day. The implied volatity was 48.81, the open interest changed by 31 which increased total open position to 31


On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 105.15, 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 20 Mar LODHA was trading at 1193.75. The strike last trading price was 105.15, 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