LODHA
Macrotech Developers Ltd
Historical option data for LODHA
16 Mar 2026 04:12 PM IST
| LODHA 30-MAR-2026 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.43
Theta: -0.66
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 848.75 | 6.15 | -6.3 | 41.12 | 620 | 132 | 481 | |||||||||
| 13 Mar | 866.35 | 12.3 | -1.95 | 39.24 | 190 | -23 | 351 | |||||||||
| 12 Mar | 869.05 | 14.5 | -5.2 | 40.37 | 354 | 41 | 373 | |||||||||
| 11 Mar | 880.40 | 19.9 | -6.2 | 42.5 | 586 | 55 | 336 | |||||||||
| 10 Mar | 901.95 | 26.4 | 0.65 | 37.34 | 168 | 17 | 280 | |||||||||
| 9 Mar | 888.85 | 24.3 | -1.75 | 43.52 | 539 | -53 | 263 | |||||||||
| 6 Mar | 889.25 | 26.4 | -11.55 | 39.23 | 478 | 116 | 316 | |||||||||
| 5 Mar | 916.25 | 40 | -0.05 | 38.43 | 612 | 55 | 200 | |||||||||
| 4 Mar | 912.85 | 38.8 | -31.55 | 42.28 | 724 | 133 | 142 | |||||||||
| 2 Mar | 966.20 | 70.85 | -108.95 | 33.03 | 21 | 8 | 8 | |||||||||
| 27 Feb | 988.25 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 1011.50 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 1022.50 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 1040.80 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 1072.90 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 1071.15 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 1067.05 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 1108.15 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 1096.95 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 1097.90 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 1073.60 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 1084.85 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 1094.90 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
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| 10 Feb | 1095.05 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 1090.40 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 1055.10 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 1048.55 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 1056.50 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1031.90 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 961.45 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 917.70 | 179.8 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 30 Jan | 971.50 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 951.40 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 929.10 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Jan | 907.20 | 179.8 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 23 Jan | 900.30 | 179.8 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 22 Jan | 945.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 980.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 979.30 | 179.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Macrotech Developers Ltd - strike price 920 expiring on 30MAR2026
Delta for 920 CE is 0.17
Historical price for 920 CE is as follows
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 6.15, which was -6.3 lower than the previous day. The implied volatity was 41.12, the open interest changed by 132 which increased total open position to 481
On 13 Mar LODHA was trading at 866.35. The strike last trading price was 12.3, which was -1.95 lower than the previous day. The implied volatity was 39.24, the open interest changed by -23 which decreased total open position to 351
On 12 Mar LODHA was trading at 869.05. The strike last trading price was 14.5, which was -5.2 lower than the previous day. The implied volatity was 40.37, the open interest changed by 41 which increased total open position to 373
On 11 Mar LODHA was trading at 880.40. The strike last trading price was 19.9, which was -6.2 lower than the previous day. The implied volatity was 42.5, the open interest changed by 55 which increased total open position to 336
On 10 Mar LODHA was trading at 901.95. The strike last trading price was 26.4, which was 0.65 higher than the previous day. The implied volatity was 37.34, the open interest changed by 17 which increased total open position to 280
On 9 Mar LODHA was trading at 888.85. The strike last trading price was 24.3, which was -1.75 lower than the previous day. The implied volatity was 43.52, the open interest changed by -53 which decreased total open position to 263
On 6 Mar LODHA was trading at 889.25. The strike last trading price was 26.4, which was -11.55 lower than the previous day. The implied volatity was 39.23, the open interest changed by 116 which increased total open position to 316
On 5 Mar LODHA was trading at 916.25. The strike last trading price was 40, which was -0.05 lower than the previous day. The implied volatity was 38.43, the open interest changed by 55 which increased total open position to 200
On 4 Mar LODHA was trading at 912.85. The strike last trading price was 38.8, which was -31.55 lower than the previous day. The implied volatity was 42.28, the open interest changed by 133 which increased total open position to 142
On 2 Mar LODHA was trading at 966.20. The strike last trading price was 70.85, which was -108.95 lower than the previous day. The implied volatity was 33.03, the open interest changed by 8 which increased total open position to 8
On 27 Feb LODHA was trading at 988.25. The strike last trading price was 179.8, 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 26 Feb LODHA was trading at 1011.50. The strike last trading price was 179.8, 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 25 Feb LODHA was trading at 1022.50. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1040.80. The strike last trading price was 179.8, 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 23 Feb LODHA was trading at 1072.90. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1071.15. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1067.05. The strike last trading price was 179.8, 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 18 Feb LODHA was trading at 1108.15. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1096.95. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1097.90. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1073.60. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1084.85. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1094.90. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1095.05. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1090.40. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1055.10. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1048.55. The strike last trading price was 179.8, 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 Feb LODHA was trading at 1056.50. The strike last trading price was 179.8, 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 3 Feb LODHA was trading at 1031.90. The strike last trading price was 179.8, 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 Feb LODHA was trading at 961.45. The strike last trading price was 179.8, 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 Feb LODHA was trading at 917.70. The strike last trading price was 179.8, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 179.8, 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 Jan LODHA was trading at 951.40. The strike last trading price was 179.8, 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 Jan LODHA was trading at 929.10. The strike last trading price was 179.8, 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 Jan LODHA was trading at 907.20. The strike last trading price was 179.8, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LODHA was trading at 900.30. The strike last trading price was 179.8, 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 22 Jan LODHA was trading at 945.50. 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 21 Jan LODHA was trading at 980.20. 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 Jan LODHA was trading at 979.30. The strike last trading price was 179.8, 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 30MAR2026 920 PE | |||||||
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Delta: -0.82
Vega: 0.44
Theta: -0.45
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 848.75 | 76.15 | 10.35 | 42.33 | 196 | -56 | 343 |
| 13 Mar | 866.35 | 65.8 | 4.95 | 49.23 | 70 | -65 | 400 |
| 12 Mar | 869.05 | 60.85 | 3.65 | 43.11 | 20 | -16 | 466 |
| 11 Mar | 880.40 | 55.65 | 14.1 | 43.2 | 72 | -5 | 483 |
| 10 Mar | 901.95 | 40.85 | -12.35 | 41.18 | 45 | -29 | 490 |
| 9 Mar | 888.85 | 53.55 | 0.5 | 42.94 | 878 | 95 | 520 |
| 6 Mar | 889.25 | 53.1 | 17.7 | 44.77 | 529 | -16 | 429 |
| 5 Mar | 916.25 | 34.6 | -8.45 | 39.35 | 455 | -13 | 456 |
| 4 Mar | 912.85 | 44.8 | 26.25 | 43.86 | 1,557 | 88 | 469 |
| 2 Mar | 966.20 | 18.25 | 3.9 | 39.29 | 205 | -2 | 381 |
| 27 Feb | 988.25 | 13.6 | 2.55 | 37.7 | 191 | -15 | 383 |
| 26 Feb | 1011.50 | 11.3 | 1.25 | 38.49 | 506 | 245 | 398 |
| 25 Feb | 1022.50 | 10.55 | 3.35 | 39.36 | 183 | 127 | 138 |
| 24 Feb | 1040.80 | 7.2 | 0.6 | 40.79 | 6 | 4 | 11 |
| 23 Feb | 1072.90 | 6.6 | -0.5 | - | 0 | 0 | 7 |
| 20 Feb | 1071.15 | 6.6 | -0.5 | 40.3 | 5 | 0 | 8 |
| 19 Feb | 1067.05 | 7 | -6.35 | 39.76 | 6 | 5 | 7 |
| 18 Feb | 1108.15 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 17 Feb | 1096.95 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 16 Feb | 1097.90 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 13 Feb | 1073.60 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 12 Feb | 1084.85 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 11 Feb | 1094.90 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 10 Feb | 1095.05 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 9 Feb | 1090.40 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 6 Feb | 1055.10 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 5 Feb | 1048.55 | 13.35 | -17.6 | - | 0 | 0 | 2 |
| 4 Feb | 1056.50 | 13.35 | -17.6 | 39.9 | 1 | 0 | 2 |
| 3 Feb | 1031.90 | 30.95 | 1.65 | - | 0 | 0 | 2 |
| 2 Feb | 961.45 | 30.95 | 1.65 | - | 0 | 0 | 2 |
| 1 Feb | 917.70 | 30.95 | 1.65 | - | 0 | 0 | 2 |
| 30 Jan | 971.50 | 30.95 | 1.65 | 38.62 | 2 | 0 | 0 |
| 29 Jan | 951.40 | 29.3 | 0 | 3.24 | 0 | 0 | 0 |
| 28 Jan | 929.10 | 29.3 | 0 | 1.55 | 0 | 0 | 0 |
| 27 Jan | 907.20 | 29.3 | 0 | 0.11 | 0 | 0 | 0 |
| 23 Jan | 900.30 | 29.3 | 0 | 0.28 | 0 | 0 | 0 |
| 22 Jan | 945.50 | - | - | - | 0 | 0 | 0 |
| 21 Jan | 980.20 | - | - | - | 0 | 0 | 0 |
| 20 Jan | 979.30 | 29.3 | 0 | 5.62 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 920 expiring on 30MAR2026
Delta for 920 PE is -0.82
Historical price for 920 PE is as follows
On 16 Mar LODHA was trading at 848.75. The strike last trading price was 76.15, which was 10.35 higher than the previous day. The implied volatity was 42.33, the open interest changed by -56 which decreased total open position to 343
On 13 Mar LODHA was trading at 866.35. The strike last trading price was 65.8, which was 4.95 higher than the previous day. The implied volatity was 49.23, the open interest changed by -65 which decreased total open position to 400
On 12 Mar LODHA was trading at 869.05. The strike last trading price was 60.85, which was 3.65 higher than the previous day. The implied volatity was 43.11, the open interest changed by -16 which decreased total open position to 466
On 11 Mar LODHA was trading at 880.40. The strike last trading price was 55.65, which was 14.1 higher than the previous day. The implied volatity was 43.2, the open interest changed by -5 which decreased total open position to 483
On 10 Mar LODHA was trading at 901.95. The strike last trading price was 40.85, which was -12.35 lower than the previous day. The implied volatity was 41.18, the open interest changed by -29 which decreased total open position to 490
On 9 Mar LODHA was trading at 888.85. The strike last trading price was 53.55, which was 0.5 higher than the previous day. The implied volatity was 42.94, the open interest changed by 95 which increased total open position to 520
On 6 Mar LODHA was trading at 889.25. The strike last trading price was 53.1, which was 17.7 higher than the previous day. The implied volatity was 44.77, the open interest changed by -16 which decreased total open position to 429
On 5 Mar LODHA was trading at 916.25. The strike last trading price was 34.6, which was -8.45 lower than the previous day. The implied volatity was 39.35, the open interest changed by -13 which decreased total open position to 456
On 4 Mar LODHA was trading at 912.85. The strike last trading price was 44.8, which was 26.25 higher than the previous day. The implied volatity was 43.86, the open interest changed by 88 which increased total open position to 469
On 2 Mar LODHA was trading at 966.20. The strike last trading price was 18.25, which was 3.9 higher than the previous day. The implied volatity was 39.29, the open interest changed by -2 which decreased total open position to 381
On 27 Feb LODHA was trading at 988.25. The strike last trading price was 13.6, which was 2.55 higher than the previous day. The implied volatity was 37.7, the open interest changed by -15 which decreased total open position to 383
On 26 Feb LODHA was trading at 1011.50. The strike last trading price was 11.3, which was 1.25 higher than the previous day. The implied volatity was 38.49, the open interest changed by 245 which increased total open position to 398
On 25 Feb LODHA was trading at 1022.50. The strike last trading price was 10.55, which was 3.35 higher than the previous day. The implied volatity was 39.36, the open interest changed by 127 which increased total open position to 138
On 24 Feb LODHA was trading at 1040.80. The strike last trading price was 7.2, which was 0.6 higher than the previous day. The implied volatity was 40.79, the open interest changed by 4 which increased total open position to 11
On 23 Feb LODHA was trading at 1072.90. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Feb LODHA was trading at 1071.15. The strike last trading price was 6.6, which was -0.5 lower than the previous day. The implied volatity was 40.3, the open interest changed by 0 which decreased total open position to 8
On 19 Feb LODHA was trading at 1067.05. The strike last trading price was 7, which was -6.35 lower than the previous day. The implied volatity was 39.76, the open interest changed by 5 which increased total open position to 7
On 18 Feb LODHA was trading at 1108.15. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Feb LODHA was trading at 1096.95. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Feb LODHA was trading at 1097.90. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb LODHA was trading at 1073.60. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Feb LODHA was trading at 1084.85. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb LODHA was trading at 1094.90. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Feb LODHA was trading at 1095.05. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Feb LODHA was trading at 1090.40. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Feb LODHA was trading at 1055.10. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb LODHA was trading at 1048.55. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb LODHA was trading at 1056.50. The strike last trading price was 13.35, which was -17.6 lower than the previous day. The implied volatity was 39.9, the open interest changed by 0 which decreased total open position to 2
On 3 Feb LODHA was trading at 1031.90. The strike last trading price was 30.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 2 Feb LODHA was trading at 961.45. The strike last trading price was 30.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Feb LODHA was trading at 917.70. The strike last trading price was 30.95, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan LODHA was trading at 971.50. The strike last trading price was 30.95, which was 1.65 higher than the previous day. The implied volatity was 38.62, the open interest changed by 0 which decreased total open position to 0
On 29 Jan LODHA was trading at 951.40. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 28 Jan LODHA was trading at 929.10. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 27 Jan LODHA was trading at 907.20. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0
On 23 Jan LODHA was trading at 900.30. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 22 Jan LODHA was trading at 945.50. 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 21 Jan LODHA was trading at 980.20. 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 Jan LODHA was trading at 979.30. The strike last trading price was 29.3, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
