LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.59
Theta: -1.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 128 | 9.75 | 41.48 | 1 | 0 | 217 | |||
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| 11 Dec | 1411.00 | 118.25 | 0.25 | 31.93 | 40 | -19 | 217 | |||
| 10 Dec | 1401.60 | 118 | 20.80 | 40.86 | 35 | 0 | 236 | |||
| 9 Dec | 1376.50 | 97.2 | 1.00 | 38.02 | 16 | -4 | 237 | |||
| 6 Dec | 1371.30 | 96.2 | -0.50 | 38.97 | 22 | -4 | 241 | |||
| 5 Dec | 1369.70 | 96.7 | -6.65 | 37.31 | 76 | -3 | 245 | |||
| 4 Dec | 1371.10 | 103.35 | 52.75 | 39.64 | 1,780 | 31 | 251 | |||
| 3 Dec | 1296.30 | 50.6 | 2.35 | 36.61 | 651 | 44 | 220 | |||
| 2 Dec | 1289.55 | 48.25 | 14.80 | 36.13 | 1,541 | 107 | 174 | |||
| 29 Nov | 1253.20 | 33.45 | 38.33 | 97 | 66 | 66 | ||||
For Macrotech Developers Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 CE is 0.87
Historical price for 1300 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 128, which was 9.75 higher than the previous day. The implied volatity was 41.48, the open interest changed by 0 which decreased total open position to 217
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 118.25, which was 0.25 higher than the previous day. The implied volatity was 31.93, the open interest changed by -19 which decreased total open position to 217
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 118, which was 20.80 higher than the previous day. The implied volatity was 40.86, the open interest changed by 0 which decreased total open position to 236
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 97.2, which was 1.00 higher than the previous day. The implied volatity was 38.02, the open interest changed by -4 which decreased total open position to 237
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 96.2, which was -0.50 lower than the previous day. The implied volatity was 38.97, the open interest changed by -4 which decreased total open position to 241
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 96.7, which was -6.65 lower than the previous day. The implied volatity was 37.31, the open interest changed by -3 which decreased total open position to 245
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 103.35, which was 52.75 higher than the previous day. The implied volatity was 39.64, the open interest changed by 31 which increased total open position to 251
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 50.6, which was 2.35 higher than the previous day. The implied volatity was 36.61, the open interest changed by 44 which increased total open position to 220
On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 48.25, which was 14.80 higher than the previous day. The implied volatity was 36.13, the open interest changed by 107 which increased total open position to 174
On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 33.45, which was lower than the previous day. The implied volatity was 38.33, the open interest changed by 66 which increased total open position to 66
| LODHA 26DEC2024 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1414.85 | 5.8 | 0.00 | 0.00 | 0 | -15 | 0 |
| 11 Dec | 1411.00 | 5.8 | -5.90 | 35.64 | 210 | -13 | 221 |
| 10 Dec | 1401.60 | 11.7 | -5.25 | 41.85 | 113 | 19 | 237 |
| 9 Dec | 1376.50 | 16.95 | -1.75 | 41.19 | 25 | -2 | 218 |
| 6 Dec | 1371.30 | 18.7 | -1.10 | 38.28 | 17 | 4 | 219 |
| 5 Dec | 1369.70 | 19.8 | -2.95 | 38.82 | 302 | -48 | 217 |
| 4 Dec | 1371.10 | 22.75 | -22.55 | 41.70 | 734 | 165 | 265 |
| 3 Dec | 1296.30 | 45.3 | -0.20 | 37.28 | 104 | 21 | 98 |
| 2 Dec | 1289.55 | 45.5 | -23.40 | 34.82 | 253 | 16 | 77 |
| 29 Nov | 1253.20 | 68.9 | 31.33 | 70 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1300 expiring on 26DEC2024
Delta for 1300 PE is 0.00
Historical price for 1300 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 0
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 5.8, which was -5.90 lower than the previous day. The implied volatity was 35.64, the open interest changed by -13 which decreased total open position to 221
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 11.7, which was -5.25 lower than the previous day. The implied volatity was 41.85, the open interest changed by 19 which increased total open position to 237
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 16.95, which was -1.75 lower than the previous day. The implied volatity was 41.19, the open interest changed by -2 which decreased total open position to 218
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 18.7, which was -1.10 lower than the previous day. The implied volatity was 38.28, the open interest changed by 4 which increased total open position to 219
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 19.8, which was -2.95 lower than the previous day. The implied volatity was 38.82, the open interest changed by -48 which decreased total open position to 217
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 22.75, which was -22.55 lower than the previous day. The implied volatity was 41.70, the open interest changed by 165 which increased total open position to 265
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 45.3, which was -0.20 lower than the previous day. The implied volatity was 37.28, the open interest changed by 21 which increased total open position to 98
On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 45.5, which was -23.40 lower than the previous day. The implied volatity was 34.82, the open interest changed by 16 which increased total open position to 77
On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 68.9, which was lower than the previous day. The implied volatity was 31.33, the open interest changed by 0 which decreased total open position to 0
