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[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd

1421.05 10.05 (0.71%)

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Historical option data for LODHA

12 Dec 2024 10:24 AM IST
LODHA 26DEC2024 1540 CE
Delta: 0.14
Vega: 0.62
Theta: -0.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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: -
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