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Related Pages for LODHA
[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd
1420.85 9.85 (0.70%)

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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 1340 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 84.8 -0.20 - 6 -3 76
11 Dec 1411.00 85 -3.00 32.64 8 -4 79
10 Dec 1401.60 88 20.00 41.11 29 -16 84
9 Dec 1376.50 68 -1.45 36.84 8 2 102
6 Dec 1371.30 69.45 0.45 38.62 30 -2 100
5 Dec 1369.70 69 -9.00 36.47 145 -17 102
4 Dec 1371.10 78 40.00 40.57 2,551 118 120
3 Dec 1296.30 38 4.00 41.01 1 0 2
2 Dec 1289.55 34 -15.90 38.05 18 2 2
29 Nov 1253.20 49.9 6.49 0 0 0

For Macrotech Developers Ltd - strike price 1340 expiring on 26DEC2024

Delta for 1340 CE is -

Historical price for 1340 CE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 84.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 76


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 85, which was -3.00 lower than the previous day. The implied volatity was 32.64, the open interest changed by -4 which decreased total open position to 79


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 88, which was 20.00 higher than the previous day. The implied volatity was 41.11, the open interest changed by -16 which decreased total open position to 84


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 68, which was -1.45 lower than the previous day. The implied volatity was 36.84, the open interest changed by 2 which increased total open position to 102


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 69.45, which was 0.45 higher than the previous day. The implied volatity was 38.62, the open interest changed by -2 which decreased total open position to 100


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 69, which was -9.00 lower than the previous day. The implied volatity was 36.47, the open interest changed by -17 which decreased total open position to 102


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 78, which was 40.00 higher than the previous day. The implied volatity was 40.57, the open interest changed by 118 which increased total open position to 120


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 38, which was 4.00 higher than the previous day. The implied volatity was 41.01, the open interest changed by 0 which decreased total open position to 2


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 34, which was -15.90 lower than the previous day. The implied volatity was 38.05, the open interest changed by 2 which increased total open position to 2


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 49.9, which was lower than the previous day. The implied volatity was 6.49, the open interest changed by 0 which decreased total open position to 0


LODHA 26DEC2024 1340 PE
Delta: -0.20
Vega: 0.78
Theta: -0.99
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1420.85 12.5 -0.55 39.04 6 -5 33
11 Dec 1411.00 13.05 -7.95 35.52 38 -8 40
10 Dec 1401.60 21 -8.50 41.32 21 1 48
9 Dec 1376.50 29.5 -1.55 41.19 22 -4 48
6 Dec 1371.30 31.05 -2.65 37.48 29 -9 47
5 Dec 1369.70 33.7 -1.85 38.96 156 -4 56
4 Dec 1371.10 35.55 -74.25 41.05 167 60 60
3 Dec 1296.30 109.8 0.00 - 0 0 0
2 Dec 1289.55 109.8 0.00 - 0 0 0
29 Nov 1253.20 109.8 - 0 0 0

For Macrotech Developers Ltd - strike price 1340 expiring on 26DEC2024

Delta for 1340 PE is -0.20

Historical price for 1340 PE is as follows

On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 12.5, which was -0.55 lower than the previous day. The implied volatity was 39.04, the open interest changed by -5 which decreased total open position to 33


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 13.05, which was -7.95 lower than the previous day. The implied volatity was 35.52, the open interest changed by -8 which decreased total open position to 40


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 21, which was -8.50 lower than the previous day. The implied volatity was 41.32, the open interest changed by 1 which increased total open position to 48


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 29.5, which was -1.55 lower than the previous day. The implied volatity was 41.19, the open interest changed by -4 which decreased total open position to 48


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 31.05, which was -2.65 lower than the previous day. The implied volatity was 37.48, the open interest changed by -9 which decreased total open position to 47


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 33.7, which was -1.85 lower than the previous day. The implied volatity was 38.96, the open interest changed by -4 which decreased total open position to 56


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 35.55, which was -74.25 lower than the previous day. The implied volatity was 41.05, the open interest changed by 60 which increased total open position to 60


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 109.8, 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 109.8, 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 109.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0