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Historical option data for LODHA

26 May 2026 04:10 PM IST
LODHA 30-Jun-2026 (34d) 900 CE
Delta: 0.56
Vega: 0.01
Theta: -0.63
Gamma: 0.00381
Date Close Ltp Change IV Volume OI Chg OI
26 May 903.70 45.8 -3.2 (-6.53%) 36.87 363 6 665
25 May 906.85 45.35 7.35 (19.34%) 35.55 702 84 660
22 May 886.75 37.85 -0.15 (-0.39%) 35.57 297 25 577
21 May 883.75 38.05 -3.95 (-9.40%) 36.69 1,060 38 553
20 May 880.00 42.25 -3.75 (-8.15%) 41.27 870 298 515
19 May 892.20 47.3 14.3 (43.33%) 38.64 271 106 218
18 May 857.75 31.05 1.05 (3.50%) 38.89 76 19 113
15 May 849.95 29.9 -11.1 (-27.07%) 39.34 114 79 90
14 May 872.85 41 -0.5 (-1.20%) 39.95 12 4 11
13 May 874.00 41.05 -33.95 (-45.27%) 39.56 9 5 6
12 May 879.35 75 0 (0.00%) 0 0 0 1
11 May 931.10 75 0 (0.00%) 0 0 0 1
8 May 962.10 75 0 (0.00%) - 0 0 1
7 May 967.35 75 0 (0.00%) - 0 0 1
6 May 949.15 75 0 (0.00%) - 0 0 1
5 May 907.80 75 0 (0.00%) 40.26 0 0 1
4 May 923.60 75 63.65 (560.79%) 40.26 1 0 0
30 Apr 897.90 0 0 - 0 0 0
29 Apr 912.70 0 0 - 0 0 0
28 Apr 882.90 0 0 - 0 0 0
27 Apr 879.45 0 0 - 0 0 0
22 Apr 884.80 - - - 0 0 0
20 Apr 869.00 0 0 - 0 0 0
17 Apr 872.55 0 0 - 0 0 0
16 Apr 873.50 0 0 - 0 0 0
15 Apr 860.50 0 0 - 0 0 0
10 Apr 819.35 0 0 (0.00%) - 0 0 0


For Macrotech Developers Ltd - strike price 900 expiring on 30JUN2026

Delta for 900 CE is 0.56

Historical price for 900 CE is as follows

On 26 May LODHA was trading at 903.70. The strike last trading price was 45.8, which was -3.2 lower than the previous day. The implied volatity was 36.87, the open interest changed by 6 which increased total open position to 665


On 25 May LODHA was trading at 906.85. The strike last trading price was 45.35, which was 7.35 higher than the previous day. The implied volatity was 35.55, the open interest changed by 84 which increased total open position to 660


On 22 May LODHA was trading at 886.75. The strike last trading price was 37.85, which was -0.15 lower than the previous day. The implied volatity was 35.57, the open interest changed by 25 which increased total open position to 577


On 21 May LODHA was trading at 883.75. The strike last trading price was 38.05, which was -3.95 lower than the previous day. The implied volatity was 36.69, the open interest changed by 38 which increased total open position to 553


On 20 May LODHA was trading at 880.00. The strike last trading price was 42.25, which was -3.75 lower than the previous day. The implied volatity was 41.27, the open interest changed by 298 which increased total open position to 515


On 19 May LODHA was trading at 892.20. The strike last trading price was 47.3, which was 14.3 higher than the previous day. The implied volatity was 38.64, the open interest changed by 106 which increased total open position to 218


On 18 May LODHA was trading at 857.75. The strike last trading price was 31.05, which was 1.05 higher than the previous day. The implied volatity was 38.89, the open interest changed by 19 which increased total open position to 113


On 15 May LODHA was trading at 849.95. The strike last trading price was 29.9, which was -11.1 lower than the previous day. The implied volatity was 39.34, the open interest changed by 79 which increased total open position to 90


On 14 May LODHA was trading at 872.85. The strike last trading price was 41, which was -0.5 lower than the previous day. The implied volatity was 39.95, the open interest changed by 4 which increased total open position to 11


On 13 May LODHA was trading at 874.00. The strike last trading price was 41.05, which was -33.95 lower than the previous day. The implied volatity was 39.56, the open interest changed by 5 which increased total open position to 6


On 12 May LODHA was trading at 879.35. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 11 May LODHA was trading at 931.10. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1


On 8 May LODHA was trading at 962.10. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 May LODHA was trading at 967.35. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 May LODHA was trading at 949.15. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 May LODHA was trading at 907.80. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 40.26, the open interest changed by 0 which decreased total open position to 1


On 4 May LODHA was trading at 923.60. The strike last trading price was 75, which was 63.65 higher than the previous day. The implied volatity was 40.26, the open interest changed by 0 which decreased total open position to 0


On 30 Apr LODHA was trading at 897.90. 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 29 Apr LODHA was trading at 912.70. 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 28 Apr LODHA was trading at 882.90. 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 27 Apr LODHA was trading at 879.45. 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 22 Apr LODHA was trading at 884.80. 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 20 Apr LODHA was trading at 869.00. 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


On 17 Apr LODHA was trading at 872.55. 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 16 Apr LODHA was trading at 873.50. 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 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 10 Apr LODHA was trading at 819.35. 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


LODHA 30-Jun-2026 (34d) 900 PE
Delta: -0.44
Vega: 0.01
Theta: -0.47
Gamma: 0.00398
Date Close Ltp Change IV Volume OI Chg OI
26 May 903.70 35 -1 (-2.78%) 35.24 116 45 458
25 May 906.85 36.7 -8.05 (-17.99%) 36.56 226 40 413
22 May 886.75 44.75 -3.05 (-6.38%) 35.13 51 15 373
21 May 883.75 47.8 -5.15 (-9.73%) 35.87 612 289 359
20 May 880.00 52.75 2.95 (5.92%) 38.14 61 22 69
19 May 892.20 50 -19.65 (-28.21%) 38.85 50 33 47
18 May 857.75 69.65 14.65 (26.64%) 36.82 14 11 14
15 May 849.95 55 0 (0.00%) 36.56 0 0 3
14 May 872.85 55 -5 (-8.33%) 36.56 4 -1 3
13 May 874.00 60 4 (7.14%) 0 1 0 3
12 May 879.35 56 24 (75.00%) 0 1 0 2
11 May 931.10 32 -6 (-15.79%) 0 1 -1 2
8 May 962.10 38 38 - 0 0 3
7 May 967.35 38 38 (-17.39%) 37.88 0 0 3
6 May 949.15 38 -8 (-17.39%) 37.88 2 0 2
5 May 907.80 46 46 (-14.81%) 41.49 0 0 2
4 May 923.60 46 -8 (-14.81%) 41.49 1 1 2
30 Apr 897.90 54 4 (8.00%) 39.65 1 0 1
29 Apr 912.70 0 0 - 0 0 0
28 Apr 882.90 0 0 - 0 0 0
27 Apr 879.45 0 0 - 0 0 0
22 Apr 884.80 - - - 0 0 0
20 Apr 869.00 0 0 - 0 0 0
17 Apr 872.55 0 0 - 0 0 0
16 Apr 873.50 0 0 - 0 0 0
15 Apr 860.50 0 0 - 0 0 0
10 Apr 819.35 0 0 (0.00%) - 0 0 0


For Macrotech Developers Ltd - strike price 900 expiring on 30JUN2026

Delta for 900 PE is -0.44

Historical price for 900 PE is as follows

On 26 May LODHA was trading at 903.70. The strike last trading price was 35, which was -1 lower than the previous day. The implied volatity was 35.24, the open interest changed by 45 which increased total open position to 458


On 25 May LODHA was trading at 906.85. The strike last trading price was 36.7, which was -8.05 lower than the previous day. The implied volatity was 36.56, the open interest changed by 40 which increased total open position to 413


On 22 May LODHA was trading at 886.75. The strike last trading price was 44.75, which was -3.05 lower than the previous day. The implied volatity was 35.13, the open interest changed by 15 which increased total open position to 373


On 21 May LODHA was trading at 883.75. The strike last trading price was 47.8, which was -5.15 lower than the previous day. The implied volatity was 35.87, the open interest changed by 289 which increased total open position to 359


On 20 May LODHA was trading at 880.00. The strike last trading price was 52.75, which was 2.95 higher than the previous day. The implied volatity was 38.14, the open interest changed by 22 which increased total open position to 69


On 19 May LODHA was trading at 892.20. The strike last trading price was 50, which was -19.65 lower than the previous day. The implied volatity was 38.85, the open interest changed by 33 which increased total open position to 47


On 18 May LODHA was trading at 857.75. The strike last trading price was 69.65, which was 14.65 higher than the previous day. The implied volatity was 36.82, the open interest changed by 11 which increased total open position to 14


On 15 May LODHA was trading at 849.95. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 3


On 14 May LODHA was trading at 872.85. The strike last trading price was 55, which was -5 lower than the previous day. The implied volatity was 36.56, the open interest changed by -1 which decreased total open position to 3


On 13 May LODHA was trading at 874.00. The strike last trading price was 60, which was 4 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 12 May LODHA was trading at 879.35. The strike last trading price was 56, which was 24 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 11 May LODHA was trading at 931.10. The strike last trading price was 32, which was -6 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 2


On 8 May LODHA was trading at 962.10. 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 3


On 7 May LODHA was trading at 967.35. The strike last trading price was 38, which was 38 higher than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 3


On 6 May LODHA was trading at 949.15. The strike last trading price was 38, which was -8 lower than the previous day. The implied volatity was 37.88, the open interest changed by 0 which decreased total open position to 2


On 5 May LODHA was trading at 907.80. The strike last trading price was 46, which was 46 higher than the previous day. The implied volatity was 41.49, the open interest changed by 0 which decreased total open position to 2


On 4 May LODHA was trading at 923.60. The strike last trading price was 46, which was -8 lower than the previous day. The implied volatity was 41.49, the open interest changed by 1 which increased total open position to 2


On 30 Apr LODHA was trading at 897.90. The strike last trading price was 54, which was 4 higher than the previous day. The implied volatity was 39.65, the open interest changed by 0 which decreased total open position to 1


On 29 Apr LODHA was trading at 912.70. 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 28 Apr LODHA was trading at 882.90. 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 27 Apr LODHA was trading at 879.45. 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 22 Apr LODHA was trading at 884.80. 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 20 Apr LODHA was trading at 869.00. 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


On 17 Apr LODHA was trading at 872.55. 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 16 Apr LODHA was trading at 873.50. 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 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 10 Apr LODHA was trading at 819.35. 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