LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:24 AM IST
| LODHA 26DEC2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.23
Vega: 0.86
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1420.85 | 12.5 | 1.00 | 33.63 | 93 | -23 | 501 | |||
| 11 Dec | 1411.00 | 11.5 | -4.85 | 34.58 | 1,282 | 170 | 523 | |||
| 10 Dec | 1401.60 | 16.35 | 6.30 | 40.81 | 1,078 | 21 | 354 | |||
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| 9 Dec | 1376.50 | 10.05 | -0.85 | 38.00 | 200 | 3 | 333 | |||
| 6 Dec | 1371.30 | 10.9 | -0.80 | 37.38 | 506 | 25 | 330 | |||
| 5 Dec | 1369.70 | 11.7 | -3.80 | 37.06 | 1,251 | -76 | 304 | |||
| 4 Dec | 1371.10 | 15.5 | 9.75 | 39.33 | 2,003 | 374 | 375 | |||
| 3 Dec | 1296.30 | 5.75 | 40.96 | 4 | 2 | 2 | ||||
For Macrotech Developers Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.23
Historical price for 1500 CE is as follows
On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 12.5, which was 1.00 higher than the previous day. The implied volatity was 33.63, the open interest changed by -23 which decreased total open position to 501
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 11.5, which was -4.85 lower than the previous day. The implied volatity was 34.58, the open interest changed by 170 which increased total open position to 523
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 16.35, which was 6.30 higher than the previous day. The implied volatity was 40.81, the open interest changed by 21 which increased total open position to 354
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 10.05, which was -0.85 lower than the previous day. The implied volatity was 38.00, the open interest changed by 3 which increased total open position to 333
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 10.9, which was -0.80 lower than the previous day. The implied volatity was 37.38, the open interest changed by 25 which increased total open position to 330
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 11.7, which was -3.80 lower than the previous day. The implied volatity was 37.06, the open interest changed by -76 which decreased total open position to 304
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 15.5, which was 9.75 higher than the previous day. The implied volatity was 39.33, the open interest changed by 374 which increased total open position to 375
On 3 Dec LODHA was trading at 1296.30. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was 40.96, the open interest changed by 2 which increased total open position to 2
| LODHA 26DEC2024 1500 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 | 1420.85 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1411.00 | 105 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 1401.60 | 105 | -128.40 | 36.94 | 1 | 0 | 0 |
| 9 Dec | 1376.50 | 233.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 233.4 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1369.70 | 233.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1371.10 | 233.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1296.30 | 233.4 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is 0.00
Historical price for 1500 PE is as follows
On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 105, 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 105, 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 105, which was -128.40 lower than the previous day. The implied volatity was 36.94, 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 233.4, 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 233.4, 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 233.4, 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 233.4, 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 233.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
