Historical option data for LODHA
23 Jun 2026 02:30 PM IST
| LODHA 28-Jul-2026 (35d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.01
Theta: -0.69
Gamma: 0.00352
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 920.85 | 48 | -3 (-5.88%) | 39.24 | 101 | 20 | 61 | |||||||||
| 22 Jun | 926.65 | 52.65 | 4.65 (9.69%) | 39.55 | 22 | 14 | 39 | |||||||||
| 19 Jun | 918.15 | 48 | -4 (-7.69%) | 36.78 | 26 | 9 | 25 | |||||||||
| 18 Jun | 924.00 | 54.45 | 6.45 (13.44%) | 39.16 | 23 | 2 | 15 | |||||||||
| 17 Jun | 914.80 | 47.6 | -26.4 (-35.68%) | 39.02 | 15 | 11 | 11 | |||||||||
For Lodha Developers Limited - strike price 920 expiring on 28JUL2026
Delta for 920 CE is 0.55
Historical price for 920 CE is as follows
On 23 Jun LODHA was trading at 920.85. The strike last trading price was 48, which was -3 lower than the previous day. The implied volatity was 39.24, the open interest changed by 20 which increased total open position to 61
On 22 Jun LODHA was trading at 926.65. The strike last trading price was 52.65, which was 4.65 higher than the previous day. The implied volatity was 39.55, the open interest changed by 14 which increased total open position to 39
On 19 Jun LODHA was trading at 918.15. The strike last trading price was 48, which was -4 lower than the previous day. The implied volatity was 36.78, the open interest changed by 9 which increased total open position to 25
On 18 Jun LODHA was trading at 924.00. The strike last trading price was 54.45, which was 6.45 higher than the previous day. The implied volatity was 39.16, the open interest changed by 2 which increased total open position to 15
On 17 Jun LODHA was trading at 914.80. The strike last trading price was 47.6, which was -26.4 lower than the previous day. The implied volatity was 39.02, the open interest changed by 11 which increased total open position to 11
| LODHA 28-Jul-2026 (35d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.01
Theta: -0.51
Gamma: 0.00378
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 920.85 | 40.6 | 2.5 (6.56%) | 36.8 | 43 | 17 | 26 |
| 22 Jun | 926.65 | 38.1 | 38.1 | - | 9 | 0 | 9 |
| 19 Jun | 918.15 | 38.1 | 38.1 (-61.26%) | 34.41 | 9 | 0 | 9 |
| 18 Jun | 924.00 | 37.75 | -59.7 (-61.26%) | 34.41 | 9 | 8 | 8 |
| 17 Jun | 914.80 | 0 | 0 | - | 0 | 0 | 0 |
For Lodha Developers Limited - strike price 920 expiring on 28JUL2026
Delta for 920 PE is -0.47
Historical price for 920 PE is as follows
On 23 Jun LODHA was trading at 920.85. The strike last trading price was 40.6, which was 2.5 higher than the previous day. The implied volatity was 36.8, the open interest changed by 17 which increased total open position to 26
On 22 Jun LODHA was trading at 926.65. The strike last trading price was 38.1, which was 38.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Jun LODHA was trading at 918.15. The strike last trading price was 38.1, which was 38.1 higher than the previous day. The implied volatity was 34.41, the open interest changed by 0 which decreased total open position to 9
On 18 Jun LODHA was trading at 924.00. The strike last trading price was 37.75, which was -59.7 lower than the previous day. The implied volatity was 34.41, the open interest changed by 8 which increased total open position to 8
On 17 Jun LODHA was trading at 914.80. 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
