LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:34 AM IST
| LODHA 26DEC2024 1480 CE | ||||||||||
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Delta: 0.29
Vega: 0.96
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1420.00 | 16 | -0.25 | 32.46 | 1 | 0 | 46 | |||
| 11 Dec | 1411.00 | 16.25 | -5.70 | 34.97 | 45 | 7 | 46 | |||
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| 10 Dec | 1401.60 | 21.95 | 8.80 | 41.64 | 101 | 13 | 38 | |||
| 9 Dec | 1376.50 | 13.15 | -2.60 | 37.62 | 29 | 21 | 25 | |||
| 6 Dec | 1371.30 | 15.75 | 3.20 | 38.85 | 11 | -1 | 3 | |||
| 5 Dec | 1369.70 | 12.55 | -7.20 | 34.23 | 28 | 4 | 6 | |||
| 4 Dec | 1371.10 | 19.75 | 2.75 | 38.79 | 2 | 0 | 0 | |||
| 3 Dec | 1296.30 | 17 | 12.81 | 0 | 0 | 0 | ||||
For Macrotech Developers Ltd - strike price 1480 expiring on 26DEC2024
Delta for 1480 CE is 0.29
Historical price for 1480 CE is as follows
On 12 Dec LODHA was trading at 1420.00. The strike last trading price was 16, which was -0.25 lower than the previous day. The implied volatity was 32.46, the open interest changed by 0 which decreased total open position to 46
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 16.25, which was -5.70 lower than the previous day. The implied volatity was 34.97, the open interest changed by 7 which increased total open position to 46
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 21.95, which was 8.80 higher than the previous day. The implied volatity was 41.64, the open interest changed by 13 which increased total open position to 38
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 13.15, which was -2.60 lower than the previous day. The implied volatity was 37.62, the open interest changed by 21 which increased total open position to 25
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 15.75, which was 3.20 higher than the previous day. The implied volatity was 38.85, the open interest changed by -1 which decreased total open position to 3
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 12.55, which was -7.20 lower than the previous day. The implied volatity was 34.23, the open interest changed by 4 which increased total open position to 6
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 19.75, which was 2.75 higher than the previous day. The implied volatity was 38.79, 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 17, which was lower than the previous day. The implied volatity was 12.81, the open interest changed by 0 which decreased total open position to 0
| LODHA 26DEC2024 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1420.00 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1411.00 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1401.60 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1376.50 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1369.70 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1371.10 | 216.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1296.30 | 216.15 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1480 expiring on 26DEC2024
Delta for 1480 PE is -
Historical price for 1480 PE is as follows
On 12 Dec LODHA was trading at 1420.00. The strike last trading price was 216.15, 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 11 Dec LODHA was trading at 1411.00. The strike last trading price was 216.15, 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 10 Dec LODHA was trading at 1401.60. The strike last trading price was 216.15, 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 9 Dec LODHA was trading at 1376.50. The strike last trading price was 216.15, 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 6 Dec LODHA was trading at 1371.30. The strike last trading price was 216.15, 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 5 Dec LODHA was trading at 1369.70. The strike last trading price was 216.15, 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 4 Dec LODHA was trading at 1371.10. The strike last trading price was 216.15, 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 3 Dec LODHA was trading at 1296.30. The strike last trading price was 216.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
