LODHA
Macrotech Developers Ltd
Historical option data for LODHA
08 Apr 2025 05:53 PM IST
LODHA 24APR2025 1260 CE | ||||||||||
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Delta: 0.20
Vega: 0.66
Theta: -1.14
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 1132.70 | 13 | 3.9 | 52.64 | 162 | -8 | 216 | |||
7 Apr | 1106.60 | 10.85 | -5.4 | 53.47 | 424 | -10 | 224 | |||
4 Apr | 1180.85 | 16.85 | -9.45 | 36.76 | 200 | -9 | 228 | |||
3 Apr | 1217.75 | 25 | -3.55 | 34.94 | 214 | -26 | 234 | |||
2 Apr | 1218.45 | 29.7 | 14.5 | 37.07 | 885 | -7 | 259 | |||
1 Apr | 1157.20 | 15.45 | -17.4 | 40.92 | 293 | -32 | 268 | |||
28 Mar | 1195.80 | 34 | -15.5 | 42.89 | 417 | 58 | 300 | |||
27 Mar | 1241.30 | 49.5 | 14.1 | 37.47 | 579 | 72 | 242 | |||
26 Mar | 1197.35 | 35.5 | -5.85 | 44.24 | 576 | 60 | 169 | |||
25 Mar | 1209.80 | 39.2 | -7.25 | 41.96 | 141 | 20 | 108 | |||
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24 Mar | 1216.75 | 46.4 | 16.35 | 42.10 | 859 | 34 | 88 | |||
21 Mar | 1180.75 | 31 | -46.25 | 37.83 | 347 | 54 | 54 | |||
20 Mar | 1193.75 | 77.25 | 0 | 4.55 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1260 expiring on 24APR2025
Delta for 1260 CE is 0.20
Historical price for 1260 CE is as follows
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 13, which was 3.9 higher than the previous day. The implied volatity was 52.64, the open interest changed by -8 which decreased total open position to 216
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 10.85, which was -5.4 lower than the previous day. The implied volatity was 53.47, the open interest changed by -10 which decreased total open position to 224
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 16.85, which was -9.45 lower than the previous day. The implied volatity was 36.76, the open interest changed by -9 which decreased total open position to 228
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 25, which was -3.55 lower than the previous day. The implied volatity was 34.94, the open interest changed by -26 which decreased total open position to 234
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 29.7, which was 14.5 higher than the previous day. The implied volatity was 37.07, the open interest changed by -7 which decreased total open position to 259
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 15.45, which was -17.4 lower than the previous day. The implied volatity was 40.92, the open interest changed by -32 which decreased total open position to 268
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 34, which was -15.5 lower than the previous day. The implied volatity was 42.89, the open interest changed by 58 which increased total open position to 300
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 49.5, which was 14.1 higher than the previous day. The implied volatity was 37.47, the open interest changed by 72 which increased total open position to 242
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 35.5, which was -5.85 lower than the previous day. The implied volatity was 44.24, the open interest changed by 60 which increased total open position to 169
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 39.2, which was -7.25 lower than the previous day. The implied volatity was 41.96, the open interest changed by 20 which increased total open position to 108
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 46.4, which was 16.35 higher than the previous day. The implied volatity was 42.10, the open interest changed by 34 which increased total open position to 88
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 31, which was -46.25 lower than the previous day. The implied volatity was 37.83, the open interest changed by 54 which increased total open position to 54
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 77.25, which was 0 lower than the previous day. The implied volatity was 4.55, the open interest changed by 0 which decreased total open position to 0
LODHA 24APR2025 1260 PE | |||||||
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Delta: -0.74
Vega: 0.78
Theta: -1.37
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 1132.70 | 143.45 | -42.2 | 67.80 | 6 | 3 | 26 |
7 Apr | 1106.60 | 185.65 | 73.9 | 99.10 | 1 | 0 | 22 |
4 Apr | 1180.85 | 111.75 | 31.05 | 65.07 | 31 | -1 | 21 |
3 Apr | 1217.75 | 83.75 | -1.6 | 53.36 | 39 | -6 | 23 |
2 Apr | 1218.45 | 85 | -39.1 | 54.91 | 32 | 0 | 28 |
1 Apr | 1157.20 | 124.1 | 24.5 | 54.05 | 42 | 10 | 28 |
28 Mar | 1195.80 | 99.6 | -2.95 | 52.32 | 4 | 2 | 18 |
27 Mar | 1241.30 | 102.55 | 0 | 0.00 | 0 | 6 | 0 |
26 Mar | 1197.35 | 102.55 | 6.25 | 50.16 | 17 | 4 | 14 |
25 Mar | 1209.80 | 96.3 | -32.2 | 51.17 | 11 | 6 | 6 |
24 Mar | 1216.75 | 128.5 | 0 | - | 0 | 0 | 0 |
21 Mar | 1180.75 | 128.5 | 0 | - | 0 | 0 | 0 |
20 Mar | 1193.75 | 128.5 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1260 expiring on 24APR2025
Delta for 1260 PE is -0.74
Historical price for 1260 PE is as follows
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 143.45, which was -42.2 lower than the previous day. The implied volatity was 67.80, the open interest changed by 3 which increased total open position to 26
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 185.65, which was 73.9 higher than the previous day. The implied volatity was 99.10, the open interest changed by 0 which decreased total open position to 22
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 111.75, which was 31.05 higher than the previous day. The implied volatity was 65.07, the open interest changed by -1 which decreased total open position to 21
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 83.75, which was -1.6 lower than the previous day. The implied volatity was 53.36, the open interest changed by -6 which decreased total open position to 23
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 85, which was -39.1 lower than the previous day. The implied volatity was 54.91, the open interest changed by 0 which decreased total open position to 28
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 124.1, which was 24.5 higher than the previous day. The implied volatity was 54.05, the open interest changed by 10 which increased total open position to 28
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 99.6, which was -2.95 lower than the previous day. The implied volatity was 52.32, the open interest changed by 2 which increased total open position to 18
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 102.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 102.55, which was 6.25 higher than the previous day. The implied volatity was 50.16, the open interest changed by 4 which increased total open position to 14
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 96.3, which was -32.2 lower than the previous day. The implied volatity was 51.17, the open interest changed by 6 which increased total open position to 6
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 128.5, 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 21 Mar LODHA was trading at 1180.75. The strike last trading price was 128.5, 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 128.5, 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