LODHA
Macrotech Developers Ltd
Historical option data for LODHA
12 Dec 2024 10:24 AM IST
| LODHA 26DEC2024 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.62
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 1420.85 | 6.55 | -0.85 | 34.50 | 13 | -6 | 29 | |||
| 11 Dec | 1411.00 | 7.4 | -2.60 | 37.45 | 47 | -16 | 35 | |||
| 10 Dec | 1401.60 | 10 | 3.65 | 41.63 | 86 | 35 | 51 | |||
| 9 Dec | 1376.50 | 6.35 | 0.50 | 39.83 | 48 | 11 | 20 | |||
| 6 Dec | 1371.30 | 5.85 | -1.15 | 37.03 | 15 | 1 | 12 | |||
| 5 Dec | 1369.70 | 7 | -3.00 | 37.67 | 21 | 5 | 9 | |||
| 4 Dec | 1371.10 | 10 | 40.11 | 9 | 3 | 3 | ||||
For Macrotech Developers Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.14
Historical price for 1540 CE is as follows
On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 6.55, which was -0.85 lower than the previous day. The implied volatity was 34.50, the open interest changed by -6 which decreased total open position to 29
On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 7.4, which was -2.60 lower than the previous day. The implied volatity was 37.45, the open interest changed by -16 which decreased total open position to 35
On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 10, which was 3.65 higher than the previous day. The implied volatity was 41.63, the open interest changed by 35 which increased total open position to 51
On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 6.35, which was 0.50 higher than the previous day. The implied volatity was 39.83, the open interest changed by 11 which increased total open position to 20
On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 5.85, which was -1.15 lower than the previous day. The implied volatity was 37.03, the open interest changed by 1 which increased total open position to 12
On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 7, which was -3.00 lower than the previous day. The implied volatity was 37.67, the open interest changed by 5 which increased total open position to 9
On 4 Dec LODHA was trading at 1371.10. The strike last trading price was 10, which was lower than the previous day. The implied volatity was 40.11, the open interest changed by 3 which increased total open position to 3
| LODHA 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1420.85 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1411.00 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1401.60 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 1376.50 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 1371.30 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 1369.70 | 268.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 1371.10 | 268.95 | - | 0 | 0 | 0 | |
For Macrotech Developers Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 12 Dec LODHA was trading at 1420.85. The strike last trading price was 268.95, 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 268.95, 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 268.95, 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 268.95, 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 268.95, 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 268.95, 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 268.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
