Historical option data for LODHA
01 Jun 2026 04:11 PM IST
| LODHA 30-Jun-2026 (28d) 910 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.01
Theta: -0.73
Gamma: 0.004
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 893.00 | 32.85 | -31.15 (-48.67%) | 39.28 | 275 | 52 | 126 | |||||||||
| 29 May | 938.10 | 64.1 | 13.1 (25.69%) | 42.97 | 145 | -41 | 74 | |||||||||
| 27 May | 923.65 | 51 | 11 (27.50%) | 36.82 | 259 | 56 | 115 | |||||||||
| 26 May | 903.70 | 40 | -3 (-6.98%) | 36.25 | 139 | 35 | 59 | |||||||||
| 25 May | 906.85 | 41.8 | 11.8 (39.33%) | 36.78 | 34 | 22 | 23 | |||||||||
| 22 May | 886.75 | 30.5 | 0.5 (1.67%) | - | 2 | 0 | 1 | |||||||||
| 21 May | 883.75 | 30.5 | 0.5 (1.67%) | 37.25 | 2 | 0 | 1 | |||||||||
| 20 May | 880.00 | 30.5 | -11.5 (-27.38%) | 37.25 | 2 | 1 | 2 | |||||||||
| 19 May | 892.20 | 42 | -20 (-32.26%) | 38 | 1 | 0 | 0 | |||||||||
| 18 May | 857.75 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 849.95 | 0 | -61.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 872.85 | 0 | -61.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 874.00 | 0 | -61.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 879.35 | 0 | -61.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 931.10 | 0 | -61.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 962.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 967.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 949.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 907.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 923.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 897.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Lodha Developers Limited - strike price 910 expiring on 30JUN2026
Delta for 910 CE is 0.46
Historical price for 910 CE is as follows
On 1 Jun LODHA was trading at 893.00. The strike last trading price was 32.85, which was -31.15 lower than the previous day. The implied volatity was 39.28, the open interest changed by 52 which increased total open position to 126
On 29 May LODHA was trading at 938.10. The strike last trading price was 64.1, which was 13.1 higher than the previous day. The implied volatity was 42.97, the open interest changed by -41 which decreased total open position to 74
On 27 May LODHA was trading at 923.65. The strike last trading price was 51, which was 11 higher than the previous day. The implied volatity was 36.82, the open interest changed by 56 which increased total open position to 115
On 26 May LODHA was trading at 903.70. The strike last trading price was 40, which was -3 lower than the previous day. The implied volatity was 36.25, the open interest changed by 35 which increased total open position to 59
On 25 May LODHA was trading at 906.85. The strike last trading price was 41.8, which was 11.8 higher than the previous day. The implied volatity was 36.78, the open interest changed by 22 which increased total open position to 23
On 22 May LODHA was trading at 886.75. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May LODHA was trading at 883.75. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was 37.25, the open interest changed by 0 which decreased total open position to 1
On 20 May LODHA was trading at 880.00. The strike last trading price was 30.5, which was -11.5 lower than the previous day. The implied volatity was 37.25, the open interest changed by 1 which increased total open position to 2
On 19 May LODHA was trading at 892.20. The strike last trading price was 42, which was -20 lower than the previous day. The implied volatity was 38, the open interest changed by 0 which decreased total open position to 0
On 18 May LODHA was trading at 857.75. 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 15 May LODHA was trading at 849.95. The strike last trading price was 0, which was -61.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May LODHA was trading at 872.85. The strike last trading price was 0, which was -61.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May LODHA was trading at 874.00. The strike last trading price was 0, which was -61.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LODHA was trading at 879.35. The strike last trading price was 0, which was -61.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LODHA was trading at 931.10. The strike last trading price was 0, which was -61.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LODHA was trading at 962.10. 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 7 May LODHA was trading at 967.35. 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 6 May LODHA was trading at 949.15. 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 5 May LODHA was trading at 907.80. 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 4 May LODHA was trading at 923.60. 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 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
| LODHA 30-Jun-2026 (28d) 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.01
Theta: -0.55
Gamma: 0.00424
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 893.00 | 45.7 | 22.8 (99.56%) | 37.01 | 238 | 0 | 91 |
| 29 May | 938.10 | 26.25 | -4.1 (-13.51%) | 34.45 | 187 | -17 | 91 |
| 27 May | 923.65 | 30.25 | -10.45 (-25.68%) | 34.76 | 181 | 38 | 111 |
| 26 May | 903.70 | 40.45 | -0.35 (-0.86%) | 35.86 | 85 | 19 | 74 |
| 25 May | 906.85 | 41.3 | -8.7 (-17.40%) | 36.01 | 52 | 32 | 55 |
| 22 May | 886.75 | 50 | -3.1 (-5.84%) | 33.76 | 45 | -1 | 23 |
| 21 May | 883.75 | 53.1 | 2.25 (4.42%) | 35.68 | 16 | 11 | 25 |
| 20 May | 880.00 | 50.85 | 50.85 (-19.29%) | 38.04 | 0 | 0 | 14 |
| 19 May | 892.20 | 50.85 | -12.15 (-19.29%) | 38.04 | 9 | 6 | 13 |
| 18 May | 857.75 | 63 | 0 (0.00%) | - | 0 | 0 | 7 |
| 15 May | 849.95 | 63 | 0 (0.00%) | 36.11 | 0 | 0 | 7 |
| 14 May | 872.85 | 63 | -16.9 (-21.15%) | 36.11 | 7 | 6 | 6 |
| 13 May | 874.00 | 0 | -79.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 879.35 | 0 | -79.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 931.10 | 0 | -79.9 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 962.10 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 967.35 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 949.15 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 907.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 923.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 897.90 | 0 | 0 | - | 0 | 0 | 0 |
For Lodha Developers Limited - strike price 910 expiring on 30JUN2026
Delta for 910 PE is -0.54
Historical price for 910 PE is as follows
On 1 Jun LODHA was trading at 893.00. The strike last trading price was 45.7, which was 22.8 higher than the previous day. The implied volatity was 37.01, the open interest changed by 0 which decreased total open position to 91
On 29 May LODHA was trading at 938.10. The strike last trading price was 26.25, which was -4.1 lower than the previous day. The implied volatity was 34.45, the open interest changed by -17 which decreased total open position to 91
On 27 May LODHA was trading at 923.65. The strike last trading price was 30.25, which was -10.45 lower than the previous day. The implied volatity was 34.76, the open interest changed by 38 which increased total open position to 111
On 26 May LODHA was trading at 903.70. The strike last trading price was 40.45, which was -0.35 lower than the previous day. The implied volatity was 35.86, the open interest changed by 19 which increased total open position to 74
On 25 May LODHA was trading at 906.85. The strike last trading price was 41.3, which was -8.7 lower than the previous day. The implied volatity was 36.01, the open interest changed by 32 which increased total open position to 55
On 22 May LODHA was trading at 886.75. The strike last trading price was 50, which was -3.1 lower than the previous day. The implied volatity was 33.76, the open interest changed by -1 which decreased total open position to 23
On 21 May LODHA was trading at 883.75. The strike last trading price was 53.1, which was 2.25 higher than the previous day. The implied volatity was 35.68, the open interest changed by 11 which increased total open position to 25
On 20 May LODHA was trading at 880.00. The strike last trading price was 50.85, which was 50.85 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 14
On 19 May LODHA was trading at 892.20. The strike last trading price was 50.85, which was -12.15 lower than the previous day. The implied volatity was 38.04, the open interest changed by 6 which increased total open position to 13
On 18 May LODHA was trading at 857.75. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 May LODHA was trading at 849.95. The strike last trading price was 63, which was 0 lower than the previous day. The implied volatity was 36.11, the open interest changed by 0 which decreased total open position to 7
On 14 May LODHA was trading at 872.85. The strike last trading price was 63, which was -16.9 lower than the previous day. The implied volatity was 36.11, the open interest changed by 6 which increased total open position to 6
On 13 May LODHA was trading at 874.00. The strike last trading price was 0, which was -79.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May LODHA was trading at 879.35. The strike last trading price was 0, which was -79.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May LODHA was trading at 931.10. The strike last trading price was 0, which was -79.9 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May LODHA was trading at 962.10. 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 7 May LODHA was trading at 967.35. 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 6 May LODHA was trading at 949.15. 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 5 May LODHA was trading at 907.80. 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 4 May LODHA was trading at 923.60. 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 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
