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[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd

1433.05 22.05 (1.56%)

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Historical option data for LODHA

12 Dec 2024 11:54 AM IST
LODHA 26DEC2024 1380 CE
Delta: 0.72
Vega: 0.95
Theta: -1.53
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 75 16.55 37.60 104 2 67
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
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 0.72

Historical price for 1380 CE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 75, which was 16.55 higher than the previous day. The implied volatity was 37.60, the open interest changed by 2 which increased total open position to 67


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
Delta: -0.28
Vega: 0.94
Theta: -1.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1430.25 18 -6.35 36.11 15 -4 33
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 -0.28

Historical price for 1380 PE is as follows

On 12 Dec LODHA was trading at 1430.25. The strike last trading price was 18, which was -6.35 lower than the previous day. The implied volatity was 36.11, the open interest changed by -4 which decreased total open position to 33


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