LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 1.08
Theta: -1.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 48.65 | 3.60 | 33.89 | 162 | -66 | 497 | |||
| 11 Dec | 1411.00 | 45.05 | -6.95 | 32.84 | 2,805 | -53 | 567 | |||
| 10 Dec | 1401.60 | 52 | 15.15 | 41.28 | 3,620 | 352 | 620 | |||
| 9 Dec | 1376.50 | 36.85 | -0.40 | 37.42 | 335 | -37 | 267 | |||
| 6 Dec | 1371.30 | 37.25 | -0.75 | 37.02 | 1,022 | -83 | 310 | |||
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| 5 Dec | 1369.70 | 38 | -6.90 | 36.14 | 2,602 | -47 | 391 | |||
| 4 Dec | 1371.10 | 44.9 | 28.40 | 38.97 | 5,358 | 245 | 424 | |||
| 3 Dec | 1296.30 | 16.5 | -0.50 | 37.04 | 322 | 75 | 175 | |||
| 2 Dec | 1289.55 | 17 | 37.95 | 403 | 101 | 101 | ||||
For Macrotech Developers Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 CE is 0.60
Historical price for 1400 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 48.65, which was 3.60 higher than the previous day. The implied volatity was 33.89, the open interest changed by -66 which decreased total open position to 497
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 45.05, which was -6.95 lower than the previous day. The implied volatity was 32.84, the open interest changed by -53 which decreased total open position to 567
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 52, which was 15.15 higher than the previous day. The implied volatity was 41.28, the open interest changed by 352 which increased total open position to 620
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 36.85, which was -0.40 lower than the previous day. The implied volatity was 37.42, the open interest changed by -37 which decreased total open position to 267
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 37.25, which was -0.75 lower than the previous day. The implied volatity was 37.02, the open interest changed by -83 which decreased total open position to 310
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 38, which was -6.90 lower than the previous day. The implied volatity was 36.14, the open interest changed by -47 which decreased total open position to 391
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 44.9, which was 28.40 higher than the previous day. The implied volatity was 38.97, the open interest changed by 245 which increased total open position to 424
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 37.04, the open interest changed by 75 which increased total open position to 175
On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 17, which was lower than the previous day. The implied volatity was 37.95, the open interest changed by 101 which increased total open position to 101
| LODHA 26DEC2024 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.09
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1414.85 | 34.05 | -1.00 | 39.38 | 9 | -1 | 92 |
| 11 Dec | 1411.00 | 35.05 | -8.70 | 37.07 | 337 | 53 | 92 |
| 10 Dec | 1401.60 | 43.75 | -33.25 | 40.61 | 132 | 32 | 39 |
| 9 Dec | 1376.50 | 77 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 77 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 1369.70 | 77 | -37.70 | 49.95 | 10 | 3 | 7 |
| 4 Dec | 1371.10 | 114.7 | -37.15 | 78.51 | 4 | 2 | 2 |
| 3 Dec | 1296.30 | 151.85 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1289.55 | 151.85 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1400 expiring on 26DEC2024
Delta for 1400 PE is -0.41
Historical price for 1400 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 34.05, which was -1.00 lower than the previous day. The implied volatity was 39.38, the open interest changed by -1 which decreased total open position to 92
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 35.05, which was -8.70 lower than the previous day. The implied volatity was 37.07, the open interest changed by 53 which increased total open position to 92
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 43.75, which was -33.25 lower than the previous day. The implied volatity was 40.61, the open interest changed by 32 which increased total open position to 39
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 77, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 77, which was -37.70 lower than the previous day. The implied volatity was 49.95, the open interest changed by 3 which increased total open position to 7
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 114.7, which was -37.15 lower than the previous day. The implied volatity was 78.51, the open interest changed by 2 which increased total open position to 2
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 151.85, 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 151.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
