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Related Pages for LODHA
[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd
1433.05 22.05 (1.56%)

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Historical option data for LODHA

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LODHA 26DEC2024 1260 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 167.05 57.10 - 9 -2 6
11 Dec 1411.00 109.95 0.00 0.00 0 0 0
10 Dec 1401.60 109.95 0.00 0.00 0 0 0
9 Dec 1376.50 109.95 0.00 0.00 0 0 0
6 Dec 1371.30 109.95 0.00 0.00 0 0 0
5 Dec 1369.70 109.95 0.00 0.00 0 7 0
4 Dec 1371.10 109.95 5.95 - 8 7 8
3 Dec 1296.30 104 0.00 0.00 0 1 0
2 Dec 1289.55 104 19.95 63.33 1 0 0
29 Nov 1253.20 84.05 0.48 0 0 0

For Macrotech Developers Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 CE is -

Historical price for 1260 CE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 167.05, which was 57.10 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 6


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 109.95, which was 0.00 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 10 Dec LODHA was trading at 1401.60. The strike last trading price was 109.95, which was 0.00 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 9 Dec LODHA was trading at 1376.50. The strike last trading price was 109.95, which was 0.00 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 6 Dec LODHA was trading at 1371.30. The strike last trading price was 109.95, which was 0.00 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 5 Dec LODHA was trading at 1369.70. The strike last trading price was 109.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 109.95, which was 5.95 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 8


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 104, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 104, which was 19.95 higher than the previous day. The implied volatity was 63.33, 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 84.05, which was lower than the previous day. The implied volatity was 0.48, the open interest changed by 0 which decreased total open position to 0


LODHA 26DEC2024 1260 PE
Delta: -0.04
Vega: 0.24
Theta: -0.31
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 1.8 -1.20 38.69 33 -4 43
11 Dec 1411.00 3 -4.00 38.08 110 -14 46
10 Dec 1401.60 7 -2.65 44.33 45 -4 60
9 Dec 1376.50 9.65 -0.55 42.46 23 -15 65
6 Dec 1371.30 10.2 -0.85 38.67 20 5 79
5 Dec 1369.70 11.05 -3.75 39.16 64 9 84
4 Dec 1371.10 14.8 -43.40 43.57 135 74 75
3 Dec 1296.30 58.2 0.00 0.00 0 0 0
2 Dec 1289.55 58.2 0.00 0.00 0 1 0
29 Nov 1253.20 58.2 41.22 1 0 0

For Macrotech Developers Ltd - strike price 1260 expiring on 26DEC2024

Delta for 1260 PE is -0.04

Historical price for 1260 PE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 1.8, which was -1.20 lower than the previous day. The implied volatity was 38.69, the open interest changed by -4 which decreased total open position to 43


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 3, which was -4.00 lower than the previous day. The implied volatity was 38.08, the open interest changed by -14 which decreased total open position to 46


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 7, which was -2.65 lower than the previous day. The implied volatity was 44.33, the open interest changed by -4 which decreased total open position to 60


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 9.65, which was -0.55 lower than the previous day. The implied volatity was 42.46, the open interest changed by -15 which decreased total open position to 65


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 10.2, which was -0.85 lower than the previous day. The implied volatity was 38.67, the open interest changed by 5 which increased total open position to 79


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 11.05, which was -3.75 lower than the previous day. The implied volatity was 39.16, the open interest changed by 9 which increased total open position to 84


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 14.8, which was -43.40 lower than the previous day. The implied volatity was 43.57, the open interest changed by 74 which increased total open position to 75


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 58.2, which was 0.00 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 2 Dec LODHA was trading at 1289.55. The strike last trading price was 58.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 58.2, which was lower than the previous day. The implied volatity was 41.22, the open interest changed by 0 which decreased total open position to 0