LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 1.10
Theta: -1.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 29.2 | 1.70 | 33.95 | 137 | 7 | 307 | |||
| 11 Dec | 1411.00 | 27.5 | -7.05 | 33.72 | 670 | 56 | 298 | |||
| 10 Dec | 1401.60 | 34.55 | 12.45 | 41.43 | 1,074 | 60 | 241 | |||
| 9 Dec | 1376.50 | 22.1 | -2.65 | 36.99 | 109 | 33 | 181 | |||
| 6 Dec | 1371.30 | 24.75 | 0.15 | 38.14 | 186 | 9 | 148 | |||
| 5 Dec | 1369.70 | 24.6 | -5.25 | 36.64 | 508 | 11 | 140 | |||
| 4 Dec | 1371.10 | 29.85 | 19.25 | 38.84 | 1,005 | 99 | 127 | |||
| 3 Dec | 1296.30 | 10.6 | -1.05 | 38.29 | 4 | 1 | 29 | |||
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| 2 Dec | 1289.55 | 11.65 | 39.77 | 35 | 27 | 27 | ||||
For Macrotech Developers Ltd - strike price 1440 expiring on 26DEC2024
Delta for 1440 CE is 0.43
Historical price for 1440 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 29.2, which was 1.70 higher than the previous day. The implied volatity was 33.95, the open interest changed by 7 which increased total open position to 307
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 27.5, which was -7.05 lower than the previous day. The implied volatity was 33.72, the open interest changed by 56 which increased total open position to 298
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 34.55, which was 12.45 higher than the previous day. The implied volatity was 41.43, the open interest changed by 60 which increased total open position to 241
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 22.1, which was -2.65 lower than the previous day. The implied volatity was 36.99, the open interest changed by 33 which increased total open position to 181
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 24.75, which was 0.15 higher than the previous day. The implied volatity was 38.14, the open interest changed by 9 which increased total open position to 148
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 24.6, which was -5.25 lower than the previous day. The implied volatity was 36.64, the open interest changed by 11 which increased total open position to 140
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 29.85, which was 19.25 higher than the previous day. The implied volatity was 38.84, the open interest changed by 99 which increased total open position to 127
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 10.6, which was -1.05 lower than the previous day. The implied volatity was 38.29, the open interest changed by 1 which increased total open position to 29
On 2 Dec LODHA was trading at 1289.55. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was 39.77, the open interest changed by 27 which increased total open position to 27
| LODHA 26DEC2024 1440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1414.85 | 55.6 | 0.00 | 0.00 | 0 | 7 | 0 |
| 11 Dec | 1411.00 | 55.6 | -9.95 | 36.42 | 22 | 9 | 16 |
| 10 Dec | 1401.60 | 65.55 | -117.45 | 40.25 | 13 | 7 | 7 |
| 9 Dec | 1376.50 | 183 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 183 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1369.70 | 183 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1371.10 | 183 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1296.30 | 183 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1289.55 | 183 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1440 expiring on 26DEC2024
Delta for 1440 PE is 0.00
Historical price for 1440 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 55.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 55.6, which was -9.95 lower than the previous day. The implied volatity was 36.42, the open interest changed by 9 which increased total open position to 16
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 65.55, which was -117.45 lower than the previous day. The implied volatity was 40.25, the open interest changed by 7 which increased total open position to 7
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 183, 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 6 Dec LODHA was trading at 1371.30. The strike last trading price was 183, 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 5 Dec LODHA was trading at 1369.70. The strike last trading price was 183, 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 4 Dec LODHA was trading at 1371.10. The strike last trading price was 183, 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 183, 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 183, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
