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Related Pages for LODHA
[--[65.84.65.76]--]
LODHA
Macrotech Developers Ltd
1421.5 10.50 (0.74%)

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Historical option data for LODHA

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
LODHA 26DEC2024 1560 CE
Delta: 0.09
Vega: 0.46
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1414.85 4.05 -1.65 34.80 1 0 63
11 Dec 1411.00 5.7 -2.30 38.28 90 -24 64
10 Dec 1401.60 8 3.10 42.42 258 11 88
9 Dec 1376.50 4.9 0.15 40.39 128 61 76
6 Dec 1371.30 4.75 -0.55 38.02 18 3 10
5 Dec 1369.70 5.3 37.84 15 5 5

For Macrotech Developers Ltd - strike price 1560 expiring on 26DEC2024

Delta for 1560 CE is 0.09

Historical price for 1560 CE is as follows

On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 4.05, which was -1.65 lower than the previous day. The implied volatity was 34.80, the open interest changed by 0 which decreased total open position to 63


On 11 Dec LODHA was trading at 1411.00. The strike last trading price was 5.7, which was -2.30 lower than the previous day. The implied volatity was 38.28, the open interest changed by -24 which decreased total open position to 64


On 10 Dec LODHA was trading at 1401.60. The strike last trading price was 8, which was 3.10 higher than the previous day. The implied volatity was 42.42, the open interest changed by 11 which increased total open position to 88


On 9 Dec LODHA was trading at 1376.50. The strike last trading price was 4.9, which was 0.15 higher than the previous day. The implied volatity was 40.39, the open interest changed by 61 which increased total open position to 76


On 6 Dec LODHA was trading at 1371.30. The strike last trading price was 4.75, which was -0.55 lower than the previous day. The implied volatity was 38.02, the open interest changed by 3 which increased total open position to 10


On 5 Dec LODHA was trading at 1369.70. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was 37.84, the open interest changed by 5 which increased total open position to 5


LODHA 26DEC2024 1560 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1414.85 287.15 0.00 - 0 0 0
11 Dec 1411.00 287.15 0.00 - 0 0 0
10 Dec 1401.60 287.15 0.00 - 0 0 0
9 Dec 1376.50 287.15 0.00 - 0 0 0
6 Dec 1371.30 287.15 0.00 - 0 0 0
5 Dec 1369.70 287.15 - 0 0 0

For Macrotech Developers Ltd - strike price 1560 expiring on 26DEC2024

Delta for 1560 PE is -

Historical price for 1560 PE is as follows

On 12 Dec LODHA was trading at 1414.85. The strike last trading price was 287.15, 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 287.15, 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 287.15, 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 287.15, 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 287.15, 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 287.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0