LODHA
Macrotech Developers Ltd
Historical option data for LODHA
30 Mar 2026 04:12 PM IST
| LODHA 28-Apr-2026 (28d) 700 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.76
Theta: -0.71
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Mar | 677.00 | 30 | -15 | 48.24 | 2,756 | 982 | 1,414 | |||||||||
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| 27 Mar | 700.20 | 46.3 | -24.7 | 51.24 | 607 | 353 | 433 | |||||||||
| 25 Mar | 733.85 | 71 | 8.2 | 55.47 | 90 | 62 | 70 | |||||||||
| 24 Mar | 726.40 | 62.5 | -164.05 | 50.54 | 15 | 4 | 4 | |||||||||
| 23 Mar | 727.90 | 226.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 796.90 | 226.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 700 expiring on 28APR2026
Delta for 700 CE is 0.46
Historical price for 700 CE is as follows
On 30 Mar LODHA was trading at 677.00. The strike last trading price was 30, which was -15 lower than the previous day. The implied volatity was 48.24, the open interest changed by 982 which increased total open position to 1414
On 27 Mar LODHA was trading at 700.20. The strike last trading price was 46.3, which was -24.7 lower than the previous day. The implied volatity was 51.24, the open interest changed by 353 which increased total open position to 433
On 25 Mar LODHA was trading at 733.85. The strike last trading price was 71, which was 8.2 higher than the previous day. The implied volatity was 55.47, the open interest changed by 62 which increased total open position to 70
On 24 Mar LODHA was trading at 726.40. The strike last trading price was 62.5, which was -164.05 lower than the previous day. The implied volatity was 50.54, the open interest changed by 4 which increased total open position to 4
On 23 Mar LODHA was trading at 727.90. The strike last trading price was 226.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar LODHA was trading at 796.90. The strike last trading price was 226.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| LODHA 28-Apr-2026 (28d) 700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 0.76
Theta: -0.64
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Mar | 677.00 | 52.45 | 8.8 | 57.42 | 2,214 | 704 | 1,464 |
| 27 Mar | 700.20 | 42.1 | 14.65 | 55.83 | 2,091 | 525 | 762 |
| 25 Mar | 733.85 | 27.85 | -2.75 | 52.09 | 455 | 26 | 241 |
| 24 Mar | 726.40 | 30.6 | -3.5 | 51.47 | 719 | -36 | 213 |
| 23 Mar | 727.90 | 36 | 27.35 | 57.17 | 412 | 241 | 241 |
| 20 Mar | 796.90 | 8.65 | 0 | 11.49 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 700 expiring on 28APR2026
Delta for 700 PE is -0.52
Historical price for 700 PE is as follows
On 30 Mar LODHA was trading at 677.00. The strike last trading price was 52.45, which was 8.8 higher than the previous day. The implied volatity was 57.42, the open interest changed by 704 which increased total open position to 1464
On 27 Mar LODHA was trading at 700.20. The strike last trading price was 42.1, which was 14.65 higher than the previous day. The implied volatity was 55.83, the open interest changed by 525 which increased total open position to 762
On 25 Mar LODHA was trading at 733.85. The strike last trading price was 27.85, which was -2.75 lower than the previous day. The implied volatity was 52.09, the open interest changed by 26 which increased total open position to 241
On 24 Mar LODHA was trading at 726.40. The strike last trading price was 30.6, which was -3.5 lower than the previous day. The implied volatity was 51.47, the open interest changed by -36 which decreased total open position to 213
On 23 Mar LODHA was trading at 727.90. The strike last trading price was 36, which was 27.35 higher than the previous day. The implied volatity was 57.17, the open interest changed by 241 which increased total open position to 241
On 20 Mar LODHA was trading at 796.90. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 11.49, the open interest changed by 0 which decreased total open position to 0
