LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1420 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.52
Vega: 1.11
Theta: -1.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 38.05 | 2.05 | 33.88 | 92 | 12 | 168 | |||
| 11 Dec | 1411.00 | 36 | -6.75 | 33.76 | 465 | 59 | 160 | |||
| 10 Dec | 1401.60 | 42.75 | 12.75 | 41.45 | 517 | -8 | 100 | |||
| 9 Dec | 1376.50 | 30 | -1.35 | 38.24 | 53 | 5 | 109 | |||
| 6 Dec | 1371.30 | 31.35 | 0.85 | 38.32 | 56 | 18 | 102 | |||
| 5 Dec | 1369.70 | 30.5 | -6.30 | 36.21 | 259 | 50 | 84 | |||
| 4 Dec | 1371.10 | 36.8 | 9.10 | 38.89 | 92 | 33 | 33 | |||
| 3 Dec | 1296.30 | 27.7 | 0.00 | 8.78 | 0 | 0 | 0 | |||
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| 2 Dec | 1289.55 | 27.7 | 9.06 | 0 | 0 | 0 | ||||
For Macrotech Developers Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 CE is 0.52
Historical price for 1420 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 38.05, which was 2.05 higher than the previous day. The implied volatity was 33.88, the open interest changed by 12 which increased total open position to 168
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 36, which was -6.75 lower than the previous day. The implied volatity was 33.76, the open interest changed by 59 which increased total open position to 160
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 42.75, which was 12.75 higher than the previous day. The implied volatity was 41.45, the open interest changed by -8 which decreased total open position to 100
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 30, which was -1.35 lower than the previous day. The implied volatity was 38.24, the open interest changed by 5 which increased total open position to 109
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 31.35, which was 0.85 higher than the previous day. The implied volatity was 38.32, the open interest changed by 18 which increased total open position to 102
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 30.5, which was -6.30 lower than the previous day. The implied volatity was 36.21, the open interest changed by 50 which increased total open position to 84
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 36.8, which was 9.10 higher than the previous day. The implied volatity was 38.89, the open interest changed by 33 which increased total open position to 33
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 27.7, which was 0.00 lower than the previous day. The implied volatity was 8.78, 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 27.7, which was lower than the previous day. The implied volatity was 9.06, the open interest changed by 0 which decreased total open position to 0
| LODHA 26DEC2024 1420 PE | |||||||
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Delta: -0.48
Vega: 1.11
Theta: -1.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1414.85 | 46.6 | -2.65 | 42.12 | 8 | 6 | 14 |
| 11 Dec | 1411.00 | 49.25 | -3.75 | 40.85 | 28 | 2 | 6 |
| 10 Dec | 1401.60 | 53 | -26.45 | 39.58 | 8 | 4 | 5 |
| 9 Dec | 1376.50 | 79.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 79.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 1369.70 | 79.45 | -87.75 | 42.60 | 3 | 1 | 1 |
| 4 Dec | 1371.10 | 167.2 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1296.30 | 167.2 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1289.55 | 167.2 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1420 expiring on 26DEC2024
Delta for 1420 PE is -0.48
Historical price for 1420 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 46.6, which was -2.65 lower than the previous day. The implied volatity was 42.12, the open interest changed by 6 which increased total open position to 14
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 49.25, which was -3.75 lower than the previous day. The implied volatity was 40.85, the open interest changed by 2 which increased total open position to 6
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 53, which was -26.45 lower than the previous day. The implied volatity was 39.58, the open interest changed by 4 which increased total open position to 5
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 79.45, 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 79.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 79.45, which was -87.75 lower than the previous day. The implied volatity was 42.60, the open interest changed by 1 which increased total open position to 1
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 167.2, 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 3 Dec LODHA was trading at 1296.30. The strike last trading price was 167.2, 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 167.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
