LODHA
Macrotech Developers Ltd
Historical option data for LODHA
20 Mar 2026 04:12 PM IST
| LODHA 30-MAR-2026 850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.34
Theta: -0.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Mar | 796.90 | 4.85 | -5.45 | 39.6 | 1,371 | 279 | 598 | |||||||||
| 19 Mar | 817.95 | 11.55 | -14.2 | 38.33 | 638 | 12 | 321 | |||||||||
| 18 Mar | 854.15 | 25.7 | 2.25 | 36.72 | 2,220 | 67 | 310 | |||||||||
| 17 Mar | 842.20 | 24.8 | -5.15 | 36.46 | 885 | 121 | 247 | |||||||||
| 16 Mar | 848.75 | 28.75 | -14.55 | 43.27 | 629 | 89 | 126 | |||||||||
| 13 Mar | 866.35 | 43.05 | -3.45 | 41.1 | 48 | 2 | 36 | |||||||||
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| 12 Mar | 869.05 | 46.5 | -23.2 | 42.57 | 15 | -3 | 34 | |||||||||
| 11 Mar | 880.40 | 69.7 | 6.85 | - | 0 | 0 | 37 | |||||||||
| 10 Mar | 901.95 | 69.7 | 6.85 | 39.81 | 10 | 1 | 37 | |||||||||
| 9 Mar | 888.85 | 62.5 | -23.85 | 47.98 | 53 | 2 | 38 | |||||||||
| 6 Mar | 889.25 | 86.35 | -149.6 | - | 0 | 0 | 36 | |||||||||
| 5 Mar | 916.25 | 86.35 | -149.6 | 39.81 | 36 | 0 | 0 | |||||||||
| 4 Mar | 912.85 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 966.20 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 988.25 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1011.50 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1022.50 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1040.80 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1072.90 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1071.15 | 235.95 | 101.5 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1067.05 | 235.95 | 101.5 | 56.41 | 3 | 0 | 3 | |||||||||
| 18 Feb | 1108.15 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 1096.95 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 16 Feb | 1097.90 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 13 Feb | 1073.60 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 12 Feb | 1084.85 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 11 Feb | 1094.90 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 10 Feb | 1095.05 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 9 Feb | 1090.40 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 6 Feb | 1055.10 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 5 Feb | 1048.55 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 4 Feb | 1056.50 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 3 Feb | 1031.90 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 2 Feb | 961.45 | 134.45 | 33.15 | - | 0 | 0 | 3 | |||||||||
| 1 Feb | 917.70 | 134.45 | 33.15 | 61.88 | 3 | 0 | 0 | |||||||||
| 30 Jan | 971.50 | 101.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 951.40 | 101.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 850 expiring on 30MAR2026
Delta for 850 CE is 0.18
Historical price for 850 CE is as follows
On 20 Mar LODHA was trading at 796.90. The strike last trading price was 4.85, which was -5.45 lower than the previous day. The implied volatity was 39.6, the open interest changed by 279 which increased total open position to 598
On 19 Mar LODHA was trading at 817.95. The strike last trading price was 11.55, which was -14.2 lower than the previous day. The implied volatity was 38.33, the open interest changed by 12 which increased total open position to 321
On 18 Mar LODHA was trading at 854.15. The strike last trading price was 25.7, which was 2.25 higher than the previous day. The implied volatity was 36.72, the open interest changed by 67 which increased total open position to 310
On 17 Mar LODHA was trading at 842.20. The strike last trading price was 24.8, which was -5.15 lower than the previous day. The implied volatity was 36.46, the open interest changed by 121 which increased total open position to 247
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 28.75, which was -14.55 lower than the previous day. The implied volatity was 43.27, the open interest changed by 89 which increased total open position to 126
On 13 Mar LODHA was trading at 866.35. The strike last trading price was 43.05, which was -3.45 lower than the previous day. The implied volatity was 41.1, the open interest changed by 2 which increased total open position to 36
On 12 Mar LODHA was trading at 869.05. The strike last trading price was 46.5, which was -23.2 lower than the previous day. The implied volatity was 42.57, the open interest changed by -3 which decreased total open position to 34
On 11 Mar LODHA was trading at 880.40. The strike last trading price was 69.7, which was 6.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37
On 10 Mar LODHA was trading at 901.95. The strike last trading price was 69.7, which was 6.85 higher than the previous day. The implied volatity was 39.81, the open interest changed by 1 which increased total open position to 37
On 9 Mar LODHA was trading at 888.85. The strike last trading price was 62.5, which was -23.85 lower than the previous day. The implied volatity was 47.98, the open interest changed by 2 which increased total open position to 38
On 6 Mar LODHA was trading at 889.25. The strike last trading price was 86.35, which was -149.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 5 Mar LODHA was trading at 916.25. The strike last trading price was 86.35, which was -149.6 lower than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 0
On 4 Mar LODHA was trading at 912.85. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar LODHA was trading at 966.20. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb LODHA was trading at 988.25. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb LODHA was trading at 1011.50. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb LODHA was trading at 1022.50. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb LODHA was trading at 1040.80. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb LODHA was trading at 1072.90. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb LODHA was trading at 1071.15. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb LODHA was trading at 1067.05. The strike last trading price was 235.95, which was 101.5 higher than the previous day. The implied volatity was 56.41, the open interest changed by 0 which decreased total open position to 3
On 18 Feb LODHA was trading at 1108.15. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb LODHA was trading at 1096.95. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb LODHA was trading at 1097.90. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Feb LODHA was trading at 1073.60. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 12 Feb LODHA was trading at 1084.85. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Feb LODHA was trading at 1094.90. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Feb LODHA was trading at 1095.05. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Feb LODHA was trading at 1090.40. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 6 Feb LODHA was trading at 1055.10. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Feb LODHA was trading at 1048.55. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Feb LODHA was trading at 1056.50. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Feb LODHA was trading at 1031.90. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb LODHA was trading at 961.45. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Feb LODHA was trading at 917.70. The strike last trading price was 134.45, which was 33.15 higher than the previous day. The implied volatity was 61.88, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 101.3, 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 29 Jan LODHA was trading at 951.40. The strike last trading price was 101.3, 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 30MAR2026 850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.34
Theta: -0.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Mar | 796.90 | 56.2 | 15.2 | 38.79 | 99 | -28 | 287 |
| 19 Mar | 817.95 | 37.8 | 17.9 | 38.92 | 299 | -55 | 320 |
| 18 Mar | 854.15 | 20.2 | -4.6 | 37.52 | 1,774 | 81 | 367 |
| 17 Mar | 842.20 | 23.25 | -5.1 | 38.69 | 614 | -52 | 406 |
| 16 Mar | 848.75 | 28.7 | 4.3 | 43.58 | 4,173 | 70 | 467 |
| 13 Mar | 866.35 | 24 | -0.8 | 46.32 | 263 | 26 | 396 |
| 12 Mar | 869.05 | 24.5 | 1.05 | 46.95 | 379 | -21 | 367 |
| 11 Mar | 880.40 | 22.65 | 7.05 | 47.61 | 270 | 28 | 395 |
| 10 Mar | 901.95 | 15 | -7.1 | 45.49 | 103 | 16 | 367 |
| 9 Mar | 888.85 | 23.8 | 1.15 | 48.99 | 536 | -46 | 349 |
| 6 Mar | 889.25 | 23.35 | 9.95 | 48.57 | 616 | 30 | 394 |
| 5 Mar | 916.25 | 12.75 | -5.9 | 43.1 | 483 | -57 | 364 |
| 4 Mar | 912.85 | 20 | 12.65 | 48.58 | 1,596 | -290 | 428 |
| 2 Mar | 966.20 | 6.8 | 0.6 | 44.04 | 1,023 | -115 | 734 |
| 27 Feb | 988.25 | 6 | 1.1 | 44.5 | 532 | -98 | 839 |
| 26 Feb | 1011.50 | 5.05 | 0.35 | 45.07 | 1,500 | -293 | 937 |
| 25 Feb | 1022.50 | 5.15 | 1.65 | 46.57 | 2,873 | 1,225 | 1,227 |
| 24 Feb | 1040.80 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 23 Feb | 1072.90 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 20 Feb | 1071.15 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 19 Feb | 1067.05 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 18 Feb | 1108.15 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 17 Feb | 1096.95 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 16 Feb | 1097.90 | 3.5 | -0.9 | - | 0 | 0 | 2 |
| 13 Feb | 1073.60 | 3.5 | -0.9 | 43.69 | 1 | 0 | 2 |
| 12 Feb | 1084.85 | 4.4 | -8.2 | - | 0 | 0 | 2 |
| 11 Feb | 1094.90 | 4.4 | -8.2 | - | 0 | 0 | 2 |
| 10 Feb | 1095.05 | 4.4 | -8.2 | - | 0 | 0 | 2 |
| 9 Feb | 1090.40 | 4.4 | -8.2 | 46.17 | 1 | 0 | 1 |
| 6 Feb | 1055.10 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 5 Feb | 1048.55 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 4 Feb | 1056.50 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 3 Feb | 1031.90 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 2 Feb | 961.45 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 1 Feb | 917.70 | 12.6 | -22.6 | - | 0 | 0 | 1 |
| 30 Jan | 971.50 | 12.6 | -22.6 | 38.72 | 1 | 0 | 0 |
| 29 Jan | 951.40 | 35.2 | 0 | 7.74 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 850 expiring on 30MAR2026
Delta for 850 PE is -0.83
Historical price for 850 PE is as follows
On 20 Mar LODHA was trading at 796.90. The strike last trading price was 56.2, which was 15.2 higher than the previous day. The implied volatity was 38.79, the open interest changed by -28 which decreased total open position to 287
On 19 Mar LODHA was trading at 817.95. The strike last trading price was 37.8, which was 17.9 higher than the previous day. The implied volatity was 38.92, the open interest changed by -55 which decreased total open position to 320
On 18 Mar LODHA was trading at 854.15. The strike last trading price was 20.2, which was -4.6 lower than the previous day. The implied volatity was 37.52, the open interest changed by 81 which increased total open position to 367
On 17 Mar LODHA was trading at 842.20. The strike last trading price was 23.25, which was -5.1 lower than the previous day. The implied volatity was 38.69, the open interest changed by -52 which decreased total open position to 406
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 28.7, which was 4.3 higher than the previous day. The implied volatity was 43.58, the open interest changed by 70 which increased total open position to 467
On 13 Mar LODHA was trading at 866.35. The strike last trading price was 24, which was -0.8 lower than the previous day. The implied volatity was 46.32, the open interest changed by 26 which increased total open position to 396
On 12 Mar LODHA was trading at 869.05. The strike last trading price was 24.5, which was 1.05 higher than the previous day. The implied volatity was 46.95, the open interest changed by -21 which decreased total open position to 367
On 11 Mar LODHA was trading at 880.40. The strike last trading price was 22.65, which was 7.05 higher than the previous day. The implied volatity was 47.61, the open interest changed by 28 which increased total open position to 395
On 10 Mar LODHA was trading at 901.95. The strike last trading price was 15, which was -7.1 lower than the previous day. The implied volatity was 45.49, the open interest changed by 16 which increased total open position to 367
On 9 Mar LODHA was trading at 888.85. The strike last trading price was 23.8, which was 1.15 higher than the previous day. The implied volatity was 48.99, the open interest changed by -46 which decreased total open position to 349
On 6 Mar LODHA was trading at 889.25. The strike last trading price was 23.35, which was 9.95 higher than the previous day. The implied volatity was 48.57, the open interest changed by 30 which increased total open position to 394
On 5 Mar LODHA was trading at 916.25. The strike last trading price was 12.75, which was -5.9 lower than the previous day. The implied volatity was 43.1, the open interest changed by -57 which decreased total open position to 364
On 4 Mar LODHA was trading at 912.85. The strike last trading price was 20, which was 12.65 higher than the previous day. The implied volatity was 48.58, the open interest changed by -290 which decreased total open position to 428
On 2 Mar LODHA was trading at 966.20. The strike last trading price was 6.8, which was 0.6 higher than the previous day. The implied volatity was 44.04, the open interest changed by -115 which decreased total open position to 734
On 27 Feb LODHA was trading at 988.25. The strike last trading price was 6, which was 1.1 higher than the previous day. The implied volatity was 44.5, the open interest changed by -98 which decreased total open position to 839
On 26 Feb LODHA was trading at 1011.50. The strike last trading price was 5.05, which was 0.35 higher than the previous day. The implied volatity was 45.07, the open interest changed by -293 which decreased total open position to 937
On 25 Feb LODHA was trading at 1022.50. The strike last trading price was 5.15, which was 1.65 higher than the previous day. The implied volatity was 46.57, the open interest changed by 1225 which increased total open position to 1227
On 24 Feb LODHA was trading at 1040.80. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb LODHA was trading at 1072.90. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb LODHA was trading at 1071.15. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb LODHA was trading at 1067.05. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Feb LODHA was trading at 1108.15. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb LODHA was trading at 1096.95. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb LODHA was trading at 1097.90. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb LODHA was trading at 1073.60. The strike last trading price was 3.5, which was -0.9 lower than the previous day. The implied volatity was 43.69, the open interest changed by 0 which decreased total open position to 2
On 12 Feb LODHA was trading at 1084.85. The strike last trading price was 4.4, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb LODHA was trading at 1094.90. The strike last trading price was 4.4, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb LODHA was trading at 1095.05. The strike last trading price was 4.4, which was -8.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb LODHA was trading at 1090.40. The strike last trading price was 4.4, which was -8.2 lower than the previous day. The implied volatity was 46.17, the open interest changed by 0 which decreased total open position to 1
On 6 Feb LODHA was trading at 1055.10. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Feb LODHA was trading at 1048.55. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Feb LODHA was trading at 1056.50. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Feb LODHA was trading at 1031.90. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb LODHA was trading at 961.45. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Feb LODHA was trading at 917.70. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 12.6, which was -22.6 lower than the previous day. The implied volatity was 38.72, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LODHA was trading at 951.40. The strike last trading price was 35.2, which was 0 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0
