LODHA
Macrotech Developers Ltd
Historical option data for LODHA
29 Apr 2026 10:14 AM IST
| LODHA 26-May-2026 (27d) 860 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.01
Theta: -0.69
Gamma: 0.00384
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Apr | 894.30 | 55.9 | 2.4499999999999957 | 39.35 | 19 | -5 | 215 | |||||||||
| 28 Apr | 882.90 | 53.8 | 2.4499999999999957 | 39.03 | 152 | -65 | 228 | |||||||||
| 27 Apr | 879.45 | 52.5 | 12.600000000000001 | 39.05 | 972 | -6 | 294 | |||||||||
| 24 Apr | 840.70 | 40.5 | -6.5 | 46.01 | 252 | 98 | 300 | |||||||||
| 23 Apr | 856.50 | 47 | -17.950000000000003 | 45.18 | 223 | 182 | 199 | |||||||||
| 22 Apr | 884.80 | 64.95 | 3.9000000000000057 | 43.39 | 4 | 0 | 17 | |||||||||
| 21 Apr | 875.70 | 61.05 | 15.049999999999997 | 42.12 | 8 | 4 | 17 | |||||||||
| 20 Apr | 856.55 | 46 | -10.399999999999999 | 42.71 | 14 | -1 | 12 | |||||||||
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| 17 Apr | 872.55 | 56.4 | 3.549999999999997 | 40.91 | 7 | 0 | 13 | |||||||||
| 16 Apr | 873.50 | 53.6 | 5.600000000000001 | 38.59 | 10 | -4 | 13 | |||||||||
| 15 Apr | 860.50 | 48 | 15.649999999999999 | 38.64 | 31 | -3 | 16 | |||||||||
| 13 Apr | 820.70 | 32.35 | -3.6999999999999957 | 41.39 | 3 | 1 | 18 | |||||||||
| 10 Apr | 826.55 | 36 | 14 | 39.83 | 29 | 14 | 18 | |||||||||
| 9 Apr | 789.55 | 22 | -193.05 | 39.51 | 4 | 3 | 3 | |||||||||
| 24 Mar | 726.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 727.90 | 0 | 0 | 4.52 | 0 | 0 | 0 | |||||||||
| 20 Mar | 796.90 | 0 | 0 | 3.59 | 0 | 0 | 0 | |||||||||
| 19 Mar | 817.95 | 0 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 18 Mar | 854.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 842.20 | 0 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 16 Mar | 848.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 866.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 869.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 880.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 901.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 888.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 889.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 916.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 912.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 966.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 860 expiring on 26MAY2026
Delta for 860 CE is 0.65
Historical price for 860 CE is as follows
On 29 Apr LODHA was trading at 894.30. The strike last trading price was 55.9, which was 2.4499999999999957 higher than the previous day. The implied volatity was 39.35, the open interest changed by -5 which decreased total open position to 215
On 28 Apr LODHA was trading at 882.90. The strike last trading price was 53.8, which was 2.4499999999999957 higher than the previous day. The implied volatity was 39.03, the open interest changed by -65 which decreased total open position to 228
On 27 Apr LODHA was trading at 879.45. The strike last trading price was 52.5, which was 12.600000000000001 higher than the previous day. The implied volatity was 39.05, the open interest changed by -6 which decreased total open position to 294
On 24 Apr LODHA was trading at 840.70. The strike last trading price was 40.5, which was -6.5 lower than the previous day. The implied volatity was 46.01, the open interest changed by 98 which increased total open position to 300
On 23 Apr LODHA was trading at 856.50. The strike last trading price was 47, which was -17.950000000000003 lower than the previous day. The implied volatity was 45.18, the open interest changed by 182 which increased total open position to 199
On 22 Apr LODHA was trading at 884.80. The strike last trading price was 64.95, which was 3.9000000000000057 higher than the previous day. The implied volatity was 43.39, the open interest changed by 0 which decreased total open position to 17
On 21 Apr LODHA was trading at 875.70. The strike last trading price was 61.05, which was 15.049999999999997 higher than the previous day. The implied volatity was 42.12, the open interest changed by 4 which increased total open position to 17
On 20 Apr LODHA was trading at 856.55. The strike last trading price was 46, which was -10.399999999999999 lower than the previous day. The implied volatity was 42.71, the open interest changed by -1 which decreased total open position to 12
On 17 Apr LODHA was trading at 872.55. The strike last trading price was 56.4, which was 3.549999999999997 higher than the previous day. The implied volatity was 40.91, the open interest changed by 0 which decreased total open position to 13
On 16 Apr LODHA was trading at 873.50. The strike last trading price was 53.6, which was 5.600000000000001 higher than the previous day. The implied volatity was 38.59, the open interest changed by -4 which decreased total open position to 13
On 15 Apr LODHA was trading at 860.50. The strike last trading price was 48, which was 15.649999999999999 higher than the previous day. The implied volatity was 38.64, the open interest changed by -3 which decreased total open position to 16
On 13 Apr LODHA was trading at 820.70. The strike last trading price was 32.35, which was -3.6999999999999957 lower than the previous day. The implied volatity was 41.39, the open interest changed by 1 which increased total open position to 18
On 10 Apr LODHA was trading at 826.55. The strike last trading price was 36, which was 14 higher than the previous day. The implied volatity was 39.83, the open interest changed by 14 which increased total open position to 18
On 9 Apr LODHA was trading at 789.55. The strike last trading price was 22, which was -193.05 lower than the previous day. The implied volatity was 39.51, the open interest changed by 3 which increased total open position to 3
On 24 Mar LODHA was trading at 726.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LODHA was trading at 727.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.52, 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 0, which was 0 lower than the previous day. The implied volatity was 3.59, the open interest changed by 0 which decreased total open position to 0
On 19 Mar LODHA was trading at 817.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LODHA was trading at 854.15. The strike last trading price was 0, 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 17 Mar LODHA was trading at 842.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 0, 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 13 Mar LODHA was trading at 866.35. The strike last trading price was 0, 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 12 Mar LODHA was trading at 869.05. The strike last trading price was 0, 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 11 Mar LODHA was trading at 880.40. The strike last trading price was 0, 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 10 Mar LODHA was trading at 901.95. The strike last trading price was 0, 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 9 Mar LODHA was trading at 888.85. The strike last trading price was 0, 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 6 Mar LODHA was trading at 889.25. The strike last trading price was 0, 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 5 Mar LODHA was trading at 916.25. The strike last trading price was 0, 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 4 Mar LODHA was trading at 912.85. The strike last trading price was 0, 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 2 Mar LODHA was trading at 966.20. The strike last trading price was 0, 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 26-May-2026 (27d) 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 0.01
Theta: -0.53
Gamma: 0.00382
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Apr | 894.30 | 20.6 | -5.399999999999999 | 38.12 | 130 | 14 | 159 |
| 28 Apr | 882.90 | 25.1 | -4.449999999999999 | 38.93 | 197 | 11 | 149 |
| 27 Apr | 879.45 | 28.2 | -24.650000000000002 | 39.85 | 246 | 46 | 137 |
| 24 Apr | 840.70 | 51.6 | 7.050000000000004 | 44.86 | 195 | 38 | 93 |
| 23 Apr | 856.50 | 44.95 | 14.450000000000003 | 43.97 | 33 | 17 | 54 |
| 22 Apr | 884.80 | 30.5 | -4.649999999999999 | 42.77 | 21 | 9 | 36 |
| 21 Apr | 875.70 | 35.15 | -2.8500000000000014 | 41.64 | 29 | 15 | 17 |
| 20 Apr | 856.55 | 38 | 38 | - | 0 | 0 | 2 |
| 17 Apr | 872.55 | 38 | -2.6499999999999986 | 39.72 | 1 | 0 | 2 |
| 16 Apr | 873.50 | 40.65 | 20.549999999999997 | 42.69 | 2 | 1 | 1 |
| 15 Apr | 860.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 820.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 826.55 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 789.55 | 20.1 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 726.40 | - | - | - | 0 | 0 | 0 |
| 23 Mar | 727.90 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 796.90 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 817.95 | 0 | 0 | 0.78 | 0 | 0 | 0 |
| 18 Mar | 854.15 | 0 | 0 | 1.09 | 0 | 0 | 0 |
| 17 Mar | 842.20 | 0 | 0 | 0.01 | 0 | 0 | 0 |
| 16 Mar | 848.75 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 866.35 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 869.05 | 0 | 0 | 1.99 | 0 | 0 | 0 |
| 11 Mar | 880.40 | 0 | 0 | 2.87 | 0 | 0 | 0 |
| 10 Mar | 901.95 | 0 | 0 | 4.13 | 0 | 0 | 0 |
| 9 Mar | 888.85 | 0 | 0 | 3.42 | 0 | 0 | 0 |
| 6 Mar | 889.25 | 0 | 0 | 3.36 | 0 | 0 | 0 |
| 5 Mar | 916.25 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 912.85 | 0 | 0 | 4.87 | 0 | 0 | 0 |
| 2 Mar | 966.20 | 0 | 0 | - | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 860 expiring on 26MAY2026
Delta for 860 PE is -0.32
Historical price for 860 PE is as follows
On 29 Apr LODHA was trading at 894.30. The strike last trading price was 20.6, which was -5.399999999999999 lower than the previous day. The implied volatity was 38.12, the open interest changed by 14 which increased total open position to 159
On 28 Apr LODHA was trading at 882.90. The strike last trading price was 25.1, which was -4.449999999999999 lower than the previous day. The implied volatity was 38.93, the open interest changed by 11 which increased total open position to 149
On 27 Apr LODHA was trading at 879.45. The strike last trading price was 28.2, which was -24.650000000000002 lower than the previous day. The implied volatity was 39.85, the open interest changed by 46 which increased total open position to 137
On 24 Apr LODHA was trading at 840.70. The strike last trading price was 51.6, which was 7.050000000000004 higher than the previous day. The implied volatity was 44.86, the open interest changed by 38 which increased total open position to 93
On 23 Apr LODHA was trading at 856.50. The strike last trading price was 44.95, which was 14.450000000000003 higher than the previous day. The implied volatity was 43.97, the open interest changed by 17 which increased total open position to 54
On 22 Apr LODHA was trading at 884.80. The strike last trading price was 30.5, which was -4.649999999999999 lower than the previous day. The implied volatity was 42.77, the open interest changed by 9 which increased total open position to 36
On 21 Apr LODHA was trading at 875.70. The strike last trading price was 35.15, which was -2.8500000000000014 lower than the previous day. The implied volatity was 41.64, the open interest changed by 15 which increased total open position to 17
On 20 Apr LODHA was trading at 856.55. The strike last trading price was 38, which was 38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr LODHA was trading at 872.55. The strike last trading price was 38, which was -2.6499999999999986 lower than the previous day. The implied volatity was 39.72, the open interest changed by 0 which decreased total open position to 2
On 16 Apr LODHA was trading at 873.50. The strike last trading price was 40.65, which was 20.549999999999997 higher than the previous day. The implied volatity was 42.69, the open interest changed by 1 which increased total open position to 1
On 15 Apr LODHA was trading at 860.50. The strike last trading price was 0, 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 13 Apr LODHA was trading at 820.70. The strike last trading price was 0, 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 10 Apr LODHA was trading at 826.55. The strike last trading price was 0, 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 9 Apr LODHA was trading at 789.55. The strike last trading price was 20.1, 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 24 Mar LODHA was trading at 726.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar LODHA was trading at 727.90. The strike last trading price was 0, 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 0, 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 19 Mar LODHA was trading at 817.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 18 Mar LODHA was trading at 854.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0
On 17 Mar LODHA was trading at 842.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 0, 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 13 Mar LODHA was trading at 866.35. The strike last trading price was 0, 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 12 Mar LODHA was trading at 869.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 11 Mar LODHA was trading at 880.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 10 Mar LODHA was trading at 901.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 9 Mar LODHA was trading at 888.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 6 Mar LODHA was trading at 889.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.36, the open interest changed by 0 which decreased total open position to 0
On 5 Mar LODHA was trading at 916.25. The strike last trading price was 0, 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 4 Mar LODHA was trading at 912.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.87, 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 0, 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
