LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:04 AM IST
| LODHA 26DEC2024 1380 CE | ||||||||||
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Delta: 0.68
Vega: 1.00
Theta: -1.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1411.30 | 55.55 | -2.90 | 30.88 | 43 | 16 | 81 | |||
| 11 Dec | 1411.00 | 58.45 | -4.55 | 34.37 | 142 | -29 | 63 | |||
| 10 Dec | 1401.60 | 63 | 16.85 | 41.49 | 569 | -77 | 94 | |||
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| 9 Dec | 1376.50 | 46.15 | -0.55 | 37.53 | 215 | 5 | 170 | |||
| 6 Dec | 1371.30 | 46.7 | -0.55 | 37.55 | 380 | -20 | 165 | |||
| 5 Dec | 1369.70 | 47.25 | -6.10 | 36.42 | 835 | 57 | 189 | |||
| 4 Dec | 1371.10 | 53.35 | 35.15 | 38.44 | 617 | 121 | 127 | |||
| 3 Dec | 1296.30 | 18.2 | -2.75 | 34.32 | 8 | 2 | 7 | |||
| 2 Dec | 1289.55 | 20.95 | 37.31 | 10 | 3 | 3 | ||||
For Macrotech Developers Ltd - strike price 1380 expiring on 26DEC2024
Delta for 1380 CE is 0.68
Historical price for 1380 CE is as follows
On 12 Dec LODHA was trading at 1411.30. The strike last trading price was 55.55, which was -2.90 lower than the previous day. The implied volatity was 30.88, the open interest changed by 16 which increased total open position to 81
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 58.45, which was -4.55 lower than the previous day. The implied volatity was 34.37, the open interest changed by -29 which decreased total open position to 63
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 63, which was 16.85 higher than the previous day. The implied volatity was 41.49, the open interest changed by -77 which decreased total open position to 94
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 46.15, which was -0.55 lower than the previous day. The implied volatity was 37.53, the open interest changed by 5 which increased total open position to 170
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 46.7, which was -0.55 lower than the previous day. The implied volatity was 37.55, the open interest changed by -20 which decreased total open position to 165
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 47.25, which was -6.10 lower than the previous day. The implied volatity was 36.42, the open interest changed by 57 which increased total open position to 189
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 53.35, which was 35.15 higher than the previous day. The implied volatity was 38.44, the open interest changed by 121 which increased total open position to 127
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 18.2, which was -2.75 lower than the previous day. The implied volatity was 34.32, the open interest changed by 2 which increased total open position to 7
On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 20.95, which was lower than the previous day. The implied volatity was 37.31, the open interest changed by 3 which increased total open position to 3
| LODHA 26DEC2024 1380 PE | |||||||
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Delta: -0.35
Vega: 1.03
Theta: -1.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1411.30 | 25.5 | 1.15 | 37.74 | 2 | 0 | 37 |
| 11 Dec | 1411.00 | 24.35 | -10.80 | 34.90 | 134 | 12 | 37 |
| 10 Dec | 1401.60 | 35.15 | -11.75 | 41.08 | 69 | 9 | 26 |
| 9 Dec | 1376.50 | 46.9 | -1.80 | 41.05 | 14 | -3 | 16 |
| 6 Dec | 1371.30 | 48.7 | -2.85 | 36.96 | 22 | 0 | 19 |
| 5 Dec | 1369.70 | 51.55 | -1.85 | 38.88 | 46 | 9 | 19 |
| 4 Dec | 1371.10 | 53.4 | -83.75 | 40.93 | 23 | 8 | 8 |
| 3 Dec | 1296.30 | 137.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1289.55 | 137.15 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1380 expiring on 26DEC2024
Delta for 1380 PE is -0.35
Historical price for 1380 PE is as follows
On 12 Dec LODHA was trading at 1411.30. The strike last trading price was 25.5, which was 1.15 higher than the previous day. The implied volatity was 37.74, the open interest changed by 0 which decreased total open position to 37
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 24.35, which was -10.80 lower than the previous day. The implied volatity was 34.90, the open interest changed by 12 which increased total open position to 37
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 35.15, which was -11.75 lower than the previous day. The implied volatity was 41.08, the open interest changed by 9 which increased total open position to 26
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 46.9, which was -1.80 lower than the previous day. The implied volatity was 41.05, the open interest changed by -3 which decreased total open position to 16
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 48.7, which was -2.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by 0 which decreased total open position to 19
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 51.55, which was -1.85 lower than the previous day. The implied volatity was 38.88, the open interest changed by 9 which increased total open position to 19
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 53.4, which was -83.75 lower than the previous day. The implied volatity was 40.93, the open interest changed by 8 which increased total open position to 8
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 137.15, 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 137.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
