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

1132.7 26.11 (2.36%)

Back to Option Chain


Historical option data for LODHA

08 Apr 2025 05:53 PM IST
LODHA 24APR2025 1260 CE
Delta: 0.20
Vega: 0.66
Theta: -1.14
Gamma: 0.00
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
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
Delta: -0.74
Vega: 0.78
Theta: -1.37
Gamma: 0.00
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