LODHA
Macrotech Developers Ltd
Historical option data for LODHA
11 Apr 2025 04:13 PM IST
| LODHA 24APR2025 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.32
Theta: -0.66
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1122.60 | 3.9 | -1.05 | 52.71 | 344 | -25 | 284 | |||
| 9 Apr | 1111.25 | 5 | -2.55 | 55.19 | 334 | 19 | 310 | |||
| 8 Apr | 1132.70 | 8.05 | 2 | 53.51 | 283 | 33 | 290 | |||
| 7 Apr | 1106.60 | 6.55 | -3.05 | 53.86 | 562 | -26 | 262 | |||
| 4 Apr | 1180.85 | 9.95 | -6.35 | 38.09 | 317 | 41 | 288 | |||
| 3 Apr | 1217.75 | 17 | -1.1 | 38.15 | 379 | -62 | 249 | |||
| 2 Apr | 1218.45 | 18.55 | 9 | 37.88 | 829 | 28 | 310 | |||
| 1 Apr | 1157.20 | 9.3 | -13.2 | 41.47 | 427 | 99 | 284 | |||
| 28 Mar | 1195.80 | 22.5 | -11.7 | 42.71 | 324 | -10 | 185 | |||
| 27 Mar | 1241.30 | 35 | 10.2 | 38.71 | 202 | 18 | 194 | |||
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| 26 Mar | 1197.35 | 23.85 | -4.9 | 43.82 | 690 | 78 | 177 | |||
| 25 Mar | 1209.80 | 27.8 | -6.15 | 42.75 | 157 | 15 | 98 | |||
| 24 Mar | 1216.75 | 34.3 | 13.6 | 43.41 | 299 | 26 | 84 | |||
| 21 Mar | 1180.75 | 21.9 | -3.35 | 39.09 | 179 | 35 | 59 | |||
| 20 Mar | 1193.75 | 25.25 | -38.1 | 41.16 | 50 | 24 | 24 | |||
For Macrotech Developers Ltd - strike price 1300 expiring on 24APR2025
Delta for 1300 CE is 0.08
Historical price for 1300 CE is as follows
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 52.71, the open interest changed by -25 which decreased total open position to 284
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 5, which was -2.55 lower than the previous day. The implied volatity was 55.19, the open interest changed by 19 which increased total open position to 310
On 8 Apr LODHA was trading at 1132.70. The strike last trading price was 8.05, which was 2 higher than the previous day. The implied volatity was 53.51, the open interest changed by 33 which increased total open position to 290
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 6.55, which was -3.05 lower than the previous day. The implied volatity was 53.86, the open interest changed by -26 which decreased total open position to 262
On 4 Apr LODHA was trading at 1180.85. The strike last trading price was 9.95, which was -6.35 lower than the previous day. The implied volatity was 38.09, the open interest changed by 41 which increased total open position to 288
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 17, which was -1.1 lower than the previous day. The implied volatity was 38.15, the open interest changed by -62 which decreased total open position to 249
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 18.55, which was 9 higher than the previous day. The implied volatity was 37.88, the open interest changed by 28 which increased total open position to 310
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 9.3, which was -13.2 lower than the previous day. The implied volatity was 41.47, the open interest changed by 99 which increased total open position to 284
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 22.5, which was -11.7 lower than the previous day. The implied volatity was 42.71, the open interest changed by -10 which decreased total open position to 185
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 35, which was 10.2 higher than the previous day. The implied volatity was 38.71, the open interest changed by 18 which increased total open position to 194
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 23.85, which was -4.9 lower than the previous day. The implied volatity was 43.82, the open interest changed by 78 which increased total open position to 177
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 27.8, which was -6.15 lower than the previous day. The implied volatity was 42.75, the open interest changed by 15 which increased total open position to 98
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 34.3, which was 13.6 higher than the previous day. The implied volatity was 43.41, the open interest changed by 26 which increased total open position to 84
On 21 Mar LODHA was trading at 1180.75. The strike last trading price was 21.9, which was -3.35 lower than the previous day. The implied volatity was 39.09, the open interest changed by 35 which increased total open position to 59
On 20 Mar LODHA was trading at 1193.75. The strike last trading price was 25.25, which was -38.1 lower than the previous day. The implied volatity was 41.16, the open interest changed by 24 which increased total open position to 24
| LODHA 24APR2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.27
Theta: -0.17
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1122.60 | 177.2 | 5.05 | 49.01 | 2 | 0 | 22 |
| 9 Apr | 1111.25 | 172.15 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 1132.70 | 172.15 | 17.85 | 62.06 | 1 | 0 | 22 |
| 7 Apr | 1106.60 | 154.3 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Apr | 1180.85 | 154.3 | 40.4 | 79.44 | 11 | 1 | 22 |
| 3 Apr | 1217.75 | 113.9 | -1.85 | 56.82 | 19 | -12 | 22 |
| 2 Apr | 1218.45 | 115.9 | -38 | 59.35 | 10 | -2 | 32 |
| 1 Apr | 1157.20 | 153.9 | 29.75 | 52.68 | 34 | 10 | 32 |
| 28 Mar | 1195.80 | 124.15 | 16.75 | 49.94 | 19 | 13 | 22 |
| 27 Mar | 1241.30 | 107.4 | 0 | 0.00 | 0 | 4 | 0 |
| 26 Mar | 1197.35 | 107.4 | -18.75 | 28.36 | 4 | 3 | 8 |
| 25 Mar | 1209.80 | 126.15 | -28 | 53.90 | 7 | 5 | 5 |
| 24 Mar | 1216.75 | 154.15 | 0 | - | 0 | 0 | 0 |
| 21 Mar | 1180.75 | 154.15 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 1193.75 | 154.15 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1300 expiring on 24APR2025
Delta for 1300 PE is -0.94
Historical price for 1300 PE is as follows
On 11 Apr LODHA was trading at 1122.60. The strike last trading price was 177.2, which was 5.05 higher than the previous day. The implied volatity was 49.01, the open interest changed by 0 which decreased total open position to 22
On 9 Apr LODHA was trading at 1111.25. The strike last trading price was 172.15, which was 0 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 8 Apr LODHA was trading at 1132.70. The strike last trading price was 172.15, which was 17.85 higher than the previous day. The implied volatity was 62.06, the open interest changed by 0 which decreased total open position to 22
On 7 Apr LODHA was trading at 1106.60. The strike last trading price was 154.3, which was 0 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 4 Apr LODHA was trading at 1180.85. The strike last trading price was 154.3, which was 40.4 higher than the previous day. The implied volatity was 79.44, the open interest changed by 1 which increased total open position to 22
On 3 Apr LODHA was trading at 1217.75. The strike last trading price was 113.9, which was -1.85 lower than the previous day. The implied volatity was 56.82, the open interest changed by -12 which decreased total open position to 22
On 2 Apr LODHA was trading at 1218.45. The strike last trading price was 115.9, which was -38 lower than the previous day. The implied volatity was 59.35, the open interest changed by -2 which decreased total open position to 32
On 1 Apr LODHA was trading at 1157.20. The strike last trading price was 153.9, which was 29.75 higher than the previous day. The implied volatity was 52.68, the open interest changed by 10 which increased total open position to 32
On 28 Mar LODHA was trading at 1195.80. The strike last trading price was 124.15, which was 16.75 higher than the previous day. The implied volatity was 49.94, the open interest changed by 13 which increased total open position to 22
On 27 Mar LODHA was trading at 1241.30. The strike last trading price was 107.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 26 Mar LODHA was trading at 1197.35. The strike last trading price was 107.4, which was -18.75 lower than the previous day. The implied volatity was 28.36, the open interest changed by 3 which increased total open position to 8
On 25 Mar LODHA was trading at 1209.80. The strike last trading price was 126.15, which was -28 lower than the previous day. The implied volatity was 53.90, the open interest changed by 5 which increased total open position to 5
On 24 Mar LODHA was trading at 1216.75. The strike last trading price was 154.15, 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 21 Mar LODHA was trading at 1180.75. The strike last trading price was 154.15, 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 154.15, 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
