LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:14 AM IST
| LODHA 26DEC2024 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 1.04
Theta: -1.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1414.85 | 21.5 | -0.05 | 33.58 | 9 | -1 | 63 | |||
| 11 Dec | 1411.00 | 21.55 | -6.00 | 34.65 | 158 | 34 | 66 | |||
| 10 Dec | 1401.60 | 27.55 | 11.35 | 41.40 | 104 | 19 | 33 | |||
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| 9 Dec | 1376.50 | 16.2 | -2.30 | 36.34 | 5 | -2 | 14 | |||
| 6 Dec | 1371.30 | 18.5 | 0.20 | 37.26 | 11 | 2 | 15 | |||
| 5 Dec | 1369.70 | 18.3 | -6.25 | 35.77 | 67 | -2 | 14 | |||
| 4 Dec | 1371.10 | 24.55 | 4.45 | 39.31 | 48 | 15 | 15 | |||
| 3 Dec | 1296.30 | 20.1 | 11.78 | 0 | 0 | 0 | ||||
For Macrotech Developers Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 CE is 0.35
Historical price for 1460 CE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 21.5, which was -0.05 lower than the previous day. The implied volatity was 33.58, the open interest changed by -1 which decreased total open position to 63
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 21.55, which was -6.00 lower than the previous day. The implied volatity was 34.65, the open interest changed by 34 which increased total open position to 66
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 27.55, which was 11.35 higher than the previous day. The implied volatity was 41.40, the open interest changed by 19 which increased total open position to 33
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 16.2, which was -2.30 lower than the previous day. The implied volatity was 36.34, the open interest changed by -2 which decreased total open position to 14
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 18.5, which was 0.20 higher than the previous day. The implied volatity was 37.26, the open interest changed by 2 which increased total open position to 15
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 18.3, which was -6.25 lower than the previous day. The implied volatity was 35.77, the open interest changed by -2 which decreased total open position to 14
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 24.55, which was 4.45 higher than the previous day. The implied volatity was 39.31, the open interest changed by 15 which increased total open position to 15
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 20.1, which was lower than the previous day. The implied volatity was 11.78, the open interest changed by 0 which decreased total open position to 0
| LODHA 26DEC2024 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 79.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1411.00 | 79.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 1401.60 | 79.4 | -37.25 | 41.02 | 1 | 0 | 3 |
| 9 Dec | 1376.50 | 116.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 116.65 | 0.00 | 0.00 | 0 | 3 | 0 |
| 5 Dec | 1369.70 | 116.65 | -82.70 | 51.12 | 3 | 1 | 1 |
| 4 Dec | 1371.10 | 199.35 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1296.30 | 199.35 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1460 expiring on 26DEC2024
Delta for 1460 PE is 0.00
Historical price for 1460 PE is as follows
On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 79.4, 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 11 Dec LODHA was trading at 1411.00. The strike last trading price was 79.4, 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 10 Dec LODHA was trading at 1401.60. The strike last trading price was 79.4, which was -37.25 lower than the previous day. The implied volatity was 41.02, the open interest changed by 0 which decreased total open position to 3
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 116.65, 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 116.65, 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 116.65, which was -82.70 lower than the previous day. The implied volatity was 51.12, 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 199.35, 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 199.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
