Historical option data for LODHA
22 Jun 2026 02:21 PM IST
| LODHA 28-Jul-2026 (36d) 900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.01
Theta: -0.65
Gamma: 0.00333
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 922.90 | 60 | 2 (3.45%) | 39.23 | 1 | -1 | 83 | |||||||||
| 19 Jun | 918.15 | 57.95 | -5.05 (-8.02%) | 39.05 | 2 | 0 | 84 | |||||||||
| 18 Jun | 924.00 | 63 | 6 (10.53%) | 37.98 | 16 | -6 | 85 | |||||||||
| 17 Jun | 914.80 | 56.85 | -19.15 (-25.20%) | 38.15 | 220 | 73 | 90 | |||||||||
| 16 Jun | 937.95 | 76 | 0 (0.00%) | 38.87 | 9 | 0 | 17 | |||||||||
| 15 Jun | 920.85 | 76 | 24 (46.15%) | 38.87 | 9 | -1 | 17 | |||||||||
| 12 Jun | 899.30 | 52.35 | 14.35 (37.76%) | 38.85 | 14 | 6 | 18 | |||||||||
| 11 Jun | 868.05 | 37.6 | -12.4 (-24.80%) | 39.76 | 2 | 0 | 11 | |||||||||
| 10 Jun | 862.00 | 50 | -3 (-5.66%) | 42.96 | 2 | 1 | 11 | |||||||||
| 9 Jun | 887.90 | 52.95 | 8.95 (20.34%) | 43.57 | 1 | -1 | 10 | |||||||||
| 8 Jun | 870.90 | 44.15 | -11.85 (-21.16%) | 41.26 | 13 | 2 | 10 | |||||||||
| 5 Jun | 894.45 | 55.8 | 2.8 (5.28%) | 40.61 | 8 | 4 | 7 | |||||||||
| 4 Jun | 881.75 | 53 | 5 (10.42%) | 42.61 | 1 | 0 | 2 | |||||||||
| 3 Jun | 879.20 | 48.35 | -5.65 (-10.46%) | 40.35 | 1 | 1 | 2 | |||||||||
| 2 Jun | 903.80 | 54.2 | 0.2 (0.37%) | 38.93 | 1 | 0 | 1 | |||||||||
| 1 Jun | 893.00 | 54.2 | -27.8 (-33.90%) | 38.93 | 1 | 0 | 0 | |||||||||
For Lodha Developers Limited - strike price 900 expiring on 28JUL2026
Delta for 900 CE is 0.62
Historical price for 900 CE is as follows
On 22 Jun LODHA was trading at 922.90. The strike last trading price was 60, which was 2 higher than the previous day. The implied volatity was 39.23, the open interest changed by -1 which decreased total open position to 83
On 19 Jun LODHA was trading at 918.15. The strike last trading price was 57.95, which was -5.05 lower than the previous day. The implied volatity was 39.05, the open interest changed by 0 which decreased total open position to 84
On 18 Jun LODHA was trading at 924.00. The strike last trading price was 63, which was 6 higher than the previous day. The implied volatity was 37.98, the open interest changed by -6 which decreased total open position to 85
On 17 Jun LODHA was trading at 914.80. The strike last trading price was 56.85, which was -19.15 lower than the previous day. The implied volatity was 38.15, the open interest changed by 73 which increased total open position to 90
On 16 Jun LODHA was trading at 937.95. The strike last trading price was 76, which was 0 lower than the previous day. The implied volatity was 38.87, the open interest changed by 0 which decreased total open position to 17
On 15 Jun LODHA was trading at 920.85. The strike last trading price was 76, which was 24 higher than the previous day. The implied volatity was 38.87, the open interest changed by -1 which decreased total open position to 17
On 12 Jun LODHA was trading at 899.30. The strike last trading price was 52.35, which was 14.35 higher than the previous day. The implied volatity was 38.85, the open interest changed by 6 which increased total open position to 18
On 11 Jun LODHA was trading at 868.05. The strike last trading price was 37.6, which was -12.4 lower than the previous day. The implied volatity was 39.76, the open interest changed by 0 which decreased total open position to 11
On 10 Jun LODHA was trading at 862.00. The strike last trading price was 50, which was -3 lower than the previous day. The implied volatity was 42.96, the open interest changed by 1 which increased total open position to 11
On 9 Jun LODHA was trading at 887.90. The strike last trading price was 52.95, which was 8.95 higher than the previous day. The implied volatity was 43.57, the open interest changed by -1 which decreased total open position to 10
On 8 Jun LODHA was trading at 870.90. The strike last trading price was 44.15, which was -11.85 lower than the previous day. The implied volatity was 41.26, the open interest changed by 2 which increased total open position to 10
On 5 Jun LODHA was trading at 894.45. The strike last trading price was 55.8, which was 2.8 higher than the previous day. The implied volatity was 40.61, the open interest changed by 4 which increased total open position to 7
On 4 Jun LODHA was trading at 881.75. The strike last trading price was 53, which was 5 higher than the previous day. The implied volatity was 42.61, the open interest changed by 0 which decreased total open position to 2
On 3 Jun LODHA was trading at 879.20. The strike last trading price was 48.35, which was -5.65 lower than the previous day. The implied volatity was 40.35, the open interest changed by 1 which increased total open position to 2
On 2 Jun LODHA was trading at 903.80. The strike last trading price was 54.2, which was 0.2 higher than the previous day. The implied volatity was 38.93, the open interest changed by 0 which decreased total open position to 1
On 1 Jun LODHA was trading at 893.00. The strike last trading price was 54.2, which was -27.8 lower than the previous day. The implied volatity was 38.93, the open interest changed by 0 which decreased total open position to 0
| LODHA 28-Jul-2026 (36d) 900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.01
Theta: -0.48
Gamma: 0.00352
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 922.90 | 29.8 | -4.05 (-11.96%) | 36.9 | 5 | 1 | 49 |
| 19 Jun | 918.15 | 33.85 | 5.05 (17.53%) | 36.25 | 13 | 9 | 47 |
| 18 Jun | 924.00 | 28.8 | -4.9 (-14.54%) | 34.51 | 24 | -16 | 36 |
| 17 Jun | 914.80 | 34 | 3 (9.68%) | 35.66 | 50 | 16 | 51 |
| 16 Jun | 937.95 | 31 | 1 (3.33%) | 34.47 | 1 | 1 | 35 |
| 15 Jun | 920.85 | 30 | -13.6 (-31.19%) | 33.74 | 52 | 28 | 33 |
| 12 Jun | 899.30 | 43.6 | -6.5 (-12.97%) | 35.96 | 4 | 0 | 2 |
| 11 Jun | 868.05 | 50.1 | 50.1 | - | 2 | 0 | 2 |
| 10 Jun | 862.00 | 50.1 | 50.1 | - | 2 | 0 | 2 |
| 9 Jun | 887.90 | 50.1 | 50.1 | - | 2 | 0 | 2 |
| 8 Jun | 870.90 | 50.1 | 50.1 | - | 2 | 0 | 2 |
| 5 Jun | 894.45 | 50.1 | -12.65 (-20.16%) | 39.17 | 2 | 1 | 2 |
| 4 Jun | 881.75 | 62.75 | 62.75 (-27.16%) | 39.8 | 1 | 0 | 1 |
| 3 Jun | 879.20 | 62.75 | -23.4 (-27.16%) | 39.8 | 1 | 1 | 1 |
| 2 Jun | 903.80 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 893.00 | 0 | 0 | - | 0 | 0 | 0 |
For Lodha Developers Limited - strike price 900 expiring on 28JUL2026
Delta for 900 PE is -0.37
Historical price for 900 PE is as follows
On 22 Jun LODHA was trading at 922.90. The strike last trading price was 29.8, which was -4.05 lower than the previous day. The implied volatity was 36.9, the open interest changed by 1 which increased total open position to 49
On 19 Jun LODHA was trading at 918.15. The strike last trading price was 33.85, which was 5.05 higher than the previous day. The implied volatity was 36.25, the open interest changed by 9 which increased total open position to 47
On 18 Jun LODHA was trading at 924.00. The strike last trading price was 28.8, which was -4.9 lower than the previous day. The implied volatity was 34.51, the open interest changed by -16 which decreased total open position to 36
On 17 Jun LODHA was trading at 914.80. The strike last trading price was 34, which was 3 higher than the previous day. The implied volatity was 35.66, the open interest changed by 16 which increased total open position to 51
On 16 Jun LODHA was trading at 937.95. The strike last trading price was 31, which was 1 higher than the previous day. The implied volatity was 34.47, the open interest changed by 1 which increased total open position to 35
On 15 Jun LODHA was trading at 920.85. The strike last trading price was 30, which was -13.6 lower than the previous day. The implied volatity was 33.74, the open interest changed by 28 which increased total open position to 33
On 12 Jun LODHA was trading at 899.30. The strike last trading price was 43.6, which was -6.5 lower than the previous day. The implied volatity was 35.96, the open interest changed by 0 which decreased total open position to 2
On 11 Jun LODHA was trading at 868.05. The strike last trading price was 50.1, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Jun LODHA was trading at 862.00. The strike last trading price was 50.1, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun LODHA was trading at 887.90. The strike last trading price was 50.1, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun LODHA was trading at 870.90. The strike last trading price was 50.1, which was 50.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun LODHA was trading at 894.45. The strike last trading price was 50.1, which was -12.65 lower than the previous day. The implied volatity was 39.17, the open interest changed by 1 which increased total open position to 2
On 4 Jun LODHA was trading at 881.75. The strike last trading price was 62.75, which was 62.75 higher than the previous day. The implied volatity was 39.8, the open interest changed by 0 which decreased total open position to 1
On 3 Jun LODHA was trading at 879.20. The strike last trading price was 62.75, which was -23.4 lower than the previous day. The implied volatity was 39.8, the open interest changed by 1 which increased total open position to 1
On 2 Jun LODHA was trading at 903.80. 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 1 Jun LODHA was trading at 893.00. 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
