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Related Pages for LODHA
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LODHA
Macrotech Developers Ltd
1419.6 8.60 (0.61%)

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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 1320 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 106.65 0.00 0.00 0 -2 0
11 Dec 1411.00 106.65 6.65 40.29 2 -1 87
10 Dec 1401.60 100 24.00 38.07 1 0 88
9 Dec 1376.50 76 -1.00 31.05 6 -1 87
6 Dec 1371.30 77 1.45 34.05 4 -1 88
5 Dec 1369.70 75.55 -15.35 30.82 18 0 89
4 Dec 1371.10 90.9 48.55 40.81 965 62 87
3 Dec 1296.30 42.35 -0.40 37.43 52 19 25
2 Dec 1289.55 42.75 -14.45 38.78 34 5 5
29 Nov 1253.20 57.2 4.86 0 0 0

For Macrotech Developers Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 CE is 0.00

Historical price for 1320 CE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 106.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 106.65, which was 6.65 higher than the previous day. The implied volatity was 40.29, the open interest changed by -1 which decreased total open position to 87


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 100, which was 24.00 higher than the previous day. The implied volatity was 38.07, the open interest changed by 0 which decreased total open position to 88


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 76, which was -1.00 lower than the previous day. The implied volatity was 31.05, the open interest changed by -1 which decreased total open position to 87


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 77, which was 1.45 higher than the previous day. The implied volatity was 34.05, the open interest changed by -1 which decreased total open position to 88


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 75.55, which was -15.35 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 89


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 90.9, which was 48.55 higher than the previous day. The implied volatity was 40.81, the open interest changed by 62 which increased total open position to 87


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 42.35, which was -0.40 lower than the previous day. The implied volatity was 37.43, the open interest changed by 19 which increased total open position to 25


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 42.75, which was -14.45 lower than the previous day. The implied volatity was 38.78, the open interest changed by 5 which increased total open position to 5


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 57.2, which was lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0


LODHA 26DEC2024 1320 PE
Delta: -0.13
Vega: 0.60
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 6.85 -4.15 36.12 13 1 69
11 Dec 1411.00 11 -5.00 38.65 76 4 67
10 Dec 1401.60 16 -6.30 41.78 32 6 61
9 Dec 1376.50 22.3 -2.70 40.87 9 1 55
6 Dec 1371.30 25 -0.55 38.51 25 -3 54
5 Dec 1369.70 25.55 -2.50 38.51 117 -34 65
4 Dec 1371.10 28.05 -69.20 40.88 185 99 99
3 Dec 1296.30 97.25 0.00 - 0 0 0
2 Dec 1289.55 97.25 0.00 - 0 0 0
29 Nov 1253.20 97.25 - 0 0 0

For Macrotech Developers Ltd - strike price 1320 expiring on 26DEC2024

Delta for 1320 PE is -0.13

Historical price for 1320 PE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 6.85, which was -4.15 lower than the previous day. The implied volatity was 36.12, the open interest changed by 1 which increased total open position to 69


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 11, which was -5.00 lower than the previous day. The implied volatity was 38.65, the open interest changed by 4 which increased total open position to 67


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 16, which was -6.30 lower than the previous day. The implied volatity was 41.78, the open interest changed by 6 which increased total open position to 61


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 22.3, which was -2.70 lower than the previous day. The implied volatity was 40.87, the open interest changed by 1 which increased total open position to 55


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 25, which was -0.55 lower than the previous day. The implied volatity was 38.51, the open interest changed by -3 which decreased total open position to 54


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 25.55, which was -2.50 lower than the previous day. The implied volatity was 38.51, the open interest changed by -34 which decreased total open position to 65


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 28.05, which was -69.20 lower than the previous day. The implied volatity was 40.88, the open interest changed by 99 which increased total open position to 99


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 97.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 97.25, which was 0.00 lower than the previous day. The implied volatity was -, 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 97.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0