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Related Pages for LODHA
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LODHA
Macrotech Developers Ltd
1419.5 8.50 (0.60%)

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Historical option data for LODHA

12 Dec 2024 10:24 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LODHA 26DEC2024 1280 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 133.9 0.00 0.00 0 -1 0
11 Dec 1411.00 133.9 13.50 - 25 0 37
10 Dec 1401.60 120.4 0.00 0.00 0 0 0
9 Dec 1376.50 120.4 0.00 0.00 0 0 0
6 Dec 1371.30 120.4 0.00 0.00 0 0 0
5 Dec 1369.70 120.4 0.00 0.00 0 -3 0
4 Dec 1371.10 120.4 64.40 41.92 25 -2 38
3 Dec 1296.30 56 -5.70 33.00 16 4 40
2 Dec 1289.55 61.7 20.10 38.58 268 14 37
29 Nov 1253.20 41.6 38.82 39 23 23

For Macrotech Developers Ltd - strike price 1280 expiring on 26DEC2024

Delta for 1280 CE is 0.00

Historical price for 1280 CE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 133.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 133.9, which was 13.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 120.4, 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 120.4, 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 120.4, 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 120.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 120.4, which was 64.40 higher than the previous day. The implied volatity was 41.92, the open interest changed by -2 which decreased total open position to 38


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 56, which was -5.70 lower than the previous day. The implied volatity was 33.00, the open interest changed by 4 which increased total open position to 40


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 61.7, which was 20.10 higher than the previous day. The implied volatity was 38.58, the open interest changed by 14 which increased total open position to 37


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 41.6, which was lower than the previous day. The implied volatity was 38.82, the open interest changed by 23 which increased total open position to 23


LODHA 26DEC2024 1280 PE
Delta: -0.08
Vega: 0.41
Theta: -0.55
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 4.15 0.45 40.05 20 -12 31
11 Dec 1411.00 3.7 -5.40 35.73 103 17 45
10 Dec 1401.60 9.1 -5.80 43.13 12 -4 33
9 Dec 1376.50 14.9 2.45 44.33 13 10 36
6 Dec 1371.30 12.45 -2.70 36.74 2 0 26
5 Dec 1369.70 15.15 -2.85 39.21 39 -2 24
4 Dec 1371.10 18 -56.50 42.22 60 26 26
3 Dec 1296.30 74.5 0.00 2.12 0 0 0
2 Dec 1289.55 74.5 0.00 1.73 0 0 0
29 Nov 1253.20 74.5 - 0 0 0

For Macrotech Developers Ltd - strike price 1280 expiring on 26DEC2024

Delta for 1280 PE is -0.08

Historical price for 1280 PE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 4.15, which was 0.45 higher than the previous day. The implied volatity was 40.05, the open interest changed by -12 which decreased total open position to 31


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 3.7, which was -5.40 lower than the previous day. The implied volatity was 35.73, the open interest changed by 17 which increased total open position to 45


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 9.1, which was -5.80 lower than the previous day. The implied volatity was 43.13, the open interest changed by -4 which decreased total open position to 33


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 14.9, which was 2.45 higher than the previous day. The implied volatity was 44.33, the open interest changed by 10 which increased total open position to 36


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 12.45, which was -2.70 lower than the previous day. The implied volatity was 36.74, the open interest changed by 0 which decreased total open position to 26


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 15.15, which was -2.85 lower than the previous day. The implied volatity was 39.21, the open interest changed by -2 which decreased total open position to 24


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 18, which was -56.50 lower than the previous day. The implied volatity was 42.22, the open interest changed by 26 which increased total open position to 26


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 74.5, which was 0.00 lower than the previous day. The implied volatity was 2.12, 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 74.5, which was 0.00 lower than the previous day. The implied volatity was 1.73, 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 74.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0