LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.77
Vega: 0.84
Theta: -1.19
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 72 | 3.00 | 30.73 | 2 | -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 0.77
Historical price for 1360 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 72, which was 3.00 higher than the previous day. The implied volatity was 30.73, 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: -0.27
Vega: 0.92
Theta: -1.11
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1414.85 | 17.75 | -1.40 | 37.68 | 9 | -6 | 101 |
| 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 -0.27
Historical price for 1360 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 17.75, which was -1.40 lower than the previous day. The implied volatity was 37.68, the open interest changed by -6 which decreased total open position to 101
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
