LODHA
Macrotech Developers Ltd
Historical option data for LODHA
08 May 2026 11:50 PM IST
| LODHA 26-May-2026 (16d) 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.82
Vega: 0.01
Theta: -0.59
Gamma: 0.00351
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 8 May | 962.10 | 71.05 | -0.6500000000000057 (-0.91%) | 34.88 | 48 | -24 | 198 | |||||||||
| 7 May | 967.35 | 71.95 | 12.75 (21.54%) | 37.23 | 63 | -29 | 222 | |||||||||
| 6 May | 949.15 | 60.45 | 26.050000000000004 (75.73%) | 40.87 | 582 | -103 | 252 | |||||||||
| 5 May | 907.80 | 34 | -10.299999999999997 (-23.25%) | 38.98 | 426 | -51 | 355 | |||||||||
| 4 May | 923.60 | 44.25 | 9 (25.53%) | 38.96 | 715 | 129 | 404 | |||||||||
| 30 Apr | 897.90 | 34.5 | -7.799999999999997 (-18.44%) | 42.12 | 1,062 | 343 | 618 | |||||||||
| 29 Apr | 912.70 | 42 | 12.899999999999999 (44.33%) | 39.02 | 2,828 | 232 | 275 | |||||||||
| 28 Apr | 882.90 | 29 | 1.4499999999999993 (5.26%) | 38.67 | 114 | 18 | 45 | |||||||||
| 27 Apr | 879.45 | 27.85 | -6.850000000000001 (-19.74%) | 38.35 | 52 | 10 | 29 | |||||||||
| 24 Apr | 840.70 | 34.7 | -2.0999999999999943 (-5.71%) | 51.98 | 1 | 0 | 18 | |||||||||
| 23 Apr | 856.50 | 36.8 | -5.700000000000003 (-13.41%) | 41.24 | 0 | 0 | 18 | |||||||||
| 22 Apr | 884.80 | 36.8 | 0.8499999999999943 (2.36%) | 41.24 | 11 | 5 | 18 | |||||||||
| 21 Apr | 875.70 | 35.95 | 32.25 (871.62%) | 44.78 | 14 | 12 | 12 | |||||||||
| 20 Apr | 856.55 | 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 | |||||||||
| 13 Apr | 820.70 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
For Macrotech Developers Ltd - strike price 910 expiring on 26MAY2026
Delta for 910 CE is 0.82
Historical price for 910 CE is as follows
On 8 May LODHA was trading at 962.10. The strike last trading price was 71.05, which was -0.6500000000000057 lower than the previous day. The implied volatity was 34.88, the open interest changed by -24 which decreased total open position to 198
On 7 May LODHA was trading at 967.35. The strike last trading price was 71.95, which was 12.75 higher than the previous day. The implied volatity was 37.23, the open interest changed by -29 which decreased total open position to 222
On 6 May LODHA was trading at 949.15. The strike last trading price was 60.45, which was 26.050000000000004 higher than the previous day. The implied volatity was 40.87, the open interest changed by -103 which decreased total open position to 252
On 5 May LODHA was trading at 907.80. The strike last trading price was 34, which was -10.299999999999997 lower than the previous day. The implied volatity was 38.98, the open interest changed by -51 which decreased total open position to 355
On 4 May LODHA was trading at 923.60. The strike last trading price was 44.25, which was 9 higher than the previous day. The implied volatity was 38.96, the open interest changed by 129 which increased total open position to 404
On 30 Apr LODHA was trading at 897.90. The strike last trading price was 34.5, which was -7.799999999999997 lower than the previous day. The implied volatity was 42.12, the open interest changed by 343 which increased total open position to 618
On 29 Apr LODHA was trading at 912.70. The strike last trading price was 42, which was 12.899999999999999 higher than the previous day. The implied volatity was 39.02, the open interest changed by 232 which increased total open position to 275
On 28 Apr LODHA was trading at 882.90. The strike last trading price was 29, which was 1.4499999999999993 higher than the previous day. The implied volatity was 38.67, the open interest changed by 18 which increased total open position to 45
On 27 Apr LODHA was trading at 879.45. The strike last trading price was 27.85, which was -6.850000000000001 lower than the previous day. The implied volatity was 38.35, the open interest changed by 10 which increased total open position to 29
On 24 Apr LODHA was trading at 840.70. The strike last trading price was 34.7, which was -2.0999999999999943 lower than the previous day. The implied volatity was 51.98, the open interest changed by 0 which decreased total open position to 18
On 23 Apr LODHA was trading at 856.50. The strike last trading price was 36.8, which was -5.700000000000003 lower than the previous day. The implied volatity was 41.24, the open interest changed by 0 which decreased total open position to 18
On 22 Apr LODHA was trading at 884.80. The strike last trading price was 36.8, which was 0.8499999999999943 higher than the previous day. The implied volatity was 41.24, the open interest changed by 5 which increased total open position to 18
On 21 Apr LODHA was trading at 875.70. The strike last trading price was 35.95, which was 32.25 higher than the previous day. The implied volatity was 44.78, the open interest changed by 12 which increased total open position to 12
On 20 Apr LODHA was trading at 856.55. 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 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 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 10 which increased total open position to 10
| LODHA 26-May-2026 (16d) 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.01
Theta: -0.62
Gamma: 0.00378
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 962.10 | 12.55 | 0.9500000000000011 (8.19%) | 38.62 | 180 | -42 | 105 |
| 7 May | 967.35 | 10.85 | -5.200000000000001 (-32.40%) | 38.27 | 297 | -37 | 147 |
| 6 May | 949.15 | 15.6 | -17.449999999999996 (-52.80%) | 37.22 | 313 | -25 | 185 |
| 5 May | 907.80 | 33.55 | 6.399999999999999 (23.57%) | 38.27 | 413 | -54 | 211 |
| 4 May | 923.60 | 27.2 | -14.55 (-34.85%) | 38.75 | 272 | 133 | 267 |
| 30 Apr | 897.90 | 42.6 | 6.350000000000001 (17.52%) | 37.15 | 474 | 145 | 279 |
| 29 Apr | 912.70 | 36.5 | -15.149999999999999 (-29.33%) | 39.92 | 502 | 129 | 136 |
| 28 Apr | 882.90 | 51.65 | -23.35 (-31.13%) | 39.17 | 5 | 2 | 7 |
| 27 Apr | 879.45 | 75 | 75 (-66.91%) | 34 | 0 | 0 | 5 |
| 24 Apr | 840.70 | 75 | -151.65 (-66.91%) | 34 | 5 | 0 | 0 |
| 23 Apr | 856.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 884.80 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 875.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 856.55 | 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 |
| 13 Apr | 820.70 | 0 | 0 | - | 0 | 10 | 10 |
For Macrotech Developers Ltd - strike price 910 expiring on 26MAY2026
Delta for 910 PE is -0.24
Historical price for 910 PE is as follows
On 8 May LODHA was trading at 962.10. The strike last trading price was 12.55, which was 0.9500000000000011 higher than the previous day. The implied volatity was 38.62, the open interest changed by -42 which decreased total open position to 105
On 7 May LODHA was trading at 967.35. The strike last trading price was 10.85, which was -5.200000000000001 lower than the previous day. The implied volatity was 38.27, the open interest changed by -37 which decreased total open position to 147
On 6 May LODHA was trading at 949.15. The strike last trading price was 15.6, which was -17.449999999999996 lower than the previous day. The implied volatity was 37.22, the open interest changed by -25 which decreased total open position to 185
On 5 May LODHA was trading at 907.80. The strike last trading price was 33.55, which was 6.399999999999999 higher than the previous day. The implied volatity was 38.27, the open interest changed by -54 which decreased total open position to 211
On 4 May LODHA was trading at 923.60. The strike last trading price was 27.2, which was -14.55 lower than the previous day. The implied volatity was 38.75, the open interest changed by 133 which increased total open position to 267
On 30 Apr LODHA was trading at 897.90. The strike last trading price was 42.6, which was 6.350000000000001 higher than the previous day. The implied volatity was 37.15, the open interest changed by 145 which increased total open position to 279
On 29 Apr LODHA was trading at 912.70. The strike last trading price was 36.5, which was -15.149999999999999 lower than the previous day. The implied volatity was 39.92, the open interest changed by 129 which increased total open position to 136
On 28 Apr LODHA was trading at 882.90. The strike last trading price was 51.65, which was -23.35 lower than the previous day. The implied volatity was 39.17, the open interest changed by 2 which increased total open position to 7
On 27 Apr LODHA was trading at 879.45. The strike last trading price was 75, which was 75 higher than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 5
On 24 Apr LODHA was trading at 840.70. The strike last trading price was 75, which was -151.65 lower than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 0
On 23 Apr LODHA was trading at 856.50. 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 22 Apr LODHA was trading at 884.80. 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 21 Apr LODHA was trading at 875.70. 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 20 Apr LODHA was trading at 856.55. 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 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 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 10 which increased total open position to 10
