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Related Pages for LODHA
[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd
1434.55 23.55 (1.67%)

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Historical option data for LODHA

12 Dec 2024 11:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LODHA 26DEC2024 1360 CE
Delta: 0.82
Vega: 0.74
Theta: -1.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 84.3 15.30 31.11 28 -1 141
11 Dec 1411.00 69 -6.50 31.49 88 -47 145
10 Dec 1401.60 75.5 17.70 41.91 165 -15 190
9 Dec 1376.50 57.8 0.70 38.45 90 11 201
6 Dec 1371.30 57.1 0.00 37.81 374 -12 193
5 Dec 1369.70 57.1 -7.20 36.16 839 -45 194
4 Dec 1371.10 64.3 38.10 38.88 2,455 192 242
3 Dec 1296.30 26.2 -1.60 36.42 68 8 50
2 Dec 1289.55 27.8 9.35 38.42 290 38 40
29 Nov 1253.20 18.45 40.13 12 2 2

For Macrotech Developers Ltd - strike price 1360 expiring on 26DEC2024

Delta for 1360 CE is 0.82

Historical price for 1360 CE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 84.3, which was 15.30 higher than the previous day. The implied volatity was 31.11, the open interest changed by -1 which decreased total open position to 141


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 69, which was -6.50 lower than the previous day. The implied volatity was 31.49, the open interest changed by -47 which decreased total open position to 145


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 75.5, which was 17.70 higher than the previous day. The implied volatity was 41.91, the open interest changed by -15 which decreased total open position to 190


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 57.8, which was 0.70 higher than the previous day. The implied volatity was 38.45, the open interest changed by 11 which increased total open position to 201


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 57.1, which was 0.00 lower than the previous day. The implied volatity was 37.81, the open interest changed by -12 which decreased total open position to 193


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 57.1, which was -7.20 lower than the previous day. The implied volatity was 36.16, the open interest changed by -45 which decreased total open position to 194


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 64.3, which was 38.10 higher than the previous day. The implied volatity was 38.88, the open interest changed by 192 which increased total open position to 242


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 26.2, which was -1.60 lower than the previous day. The implied volatity was 36.42, the open interest changed by 8 which increased total open position to 50


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 27.8, which was 9.35 higher than the previous day. The implied volatity was 38.42, the open interest changed by 38 which increased total open position to 40


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 18.45, which was lower than the previous day. The implied volatity was 40.13, the open interest changed by 2 which increased total open position to 2


LODHA 26DEC2024 1360 PE
Delta: -0.21
Vega: 0.81
Theta: -0.93
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 12.2 -6.95 35.51 56 -2 105
11 Dec 1411.00 19.15 -7.85 36.49 67 27 107
10 Dec 1401.60 27 -9.65 40.78 33 -7 81
9 Dec 1376.50 36.65 -6.35 40.34 49 -8 86
6 Dec 1371.30 43 1.70 40.22 83 -6 94
5 Dec 1369.70 41.3 -1.70 38.50 353 26 101
4 Dec 1371.10 43 -43.35 40.30 268 66 76
3 Dec 1296.30 86.35 0.00 0.00 0 10 0
2 Dec 1289.55 86.35 -36.75 38.39 12 11 11
29 Nov 1253.20 123.1 - 0 0 0

For Macrotech Developers Ltd - strike price 1360 expiring on 26DEC2024

Delta for 1360 PE is -0.21

Historical price for 1360 PE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 12.2, which was -6.95 lower than the previous day. The implied volatity was 35.51, the open interest changed by -2 which decreased total open position to 105


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 19.15, which was -7.85 lower than the previous day. The implied volatity was 36.49, the open interest changed by 27 which increased total open position to 107


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 27, which was -9.65 lower than the previous day. The implied volatity was 40.78, the open interest changed by -7 which decreased total open position to 81


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 36.65, which was -6.35 lower than the previous day. The implied volatity was 40.34, the open interest changed by -8 which decreased total open position to 86


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 43, which was 1.70 higher than the previous day. The implied volatity was 40.22, the open interest changed by -6 which decreased total open position to 94


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 41.3, which was -1.70 lower than the previous day. The implied volatity was 38.50, the open interest changed by 26 which increased total open position to 101


On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 43, which was -43.35 lower than the previous day. The implied volatity was 40.30, the open interest changed by 66 which increased total open position to 76


On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 86.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 86.35, which was -36.75 lower than the previous day. The implied volatity was 38.39, the open interest changed by 11 which increased total open position to 11


On 29 Nov LODHA was trading at 1253.20. The strike last trading price was 123.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0