Historical option data for LODHA
29 May 2026 04:10 PM IST
| LODHA 30-Jun-2026 (31d) 920 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.63
Vega: 0.01
Theta: -0.7
Gamma: 0.0034
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 938.10 | 60 | 14 (30.43%) | 39.58 | 489 | -118 | 202 | |||||||||
| 27 May | 923.65 | 45.15 | 10.15 (29.00%) | 37.11 | 1,563 | 67 | 321 | |||||||||
| 26 May | 903.70 | 35.5 | -2.5 (-6.58%) | 36.34 | 138 | 14 | 254 | |||||||||
| 25 May | 906.85 | 36.7 | 6.7 (22.33%) | 36.29 | 510 | 235 | 240 | |||||||||
| 22 May | 886.75 | 30.3 | 12.3 (68.33%) | 35.81 | 6 | 3 | 5 | |||||||||
| 21 May | 883.75 | 18 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 20 May | 880.00 | 18 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 19 May | 892.20 | 18 | 0 (0.00%) | 39.93 | 0 | 0 | 2 | |||||||||
| 18 May | 857.75 | 18 | -44 (-70.97%) | 39.93 | 1 | 1 | 2 | |||||||||
| 15 May | 849.95 | 61.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 872.85 | 61.6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 874.00 | 61.6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 879.35 | 61.6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 931.10 | 61.6 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 962.10 | 61.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 7 May | 967.35 | 61.6 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 949.15 | 61.6 | 0 (0.00%) | 45.11 | 0 | 0 | 1 | |||||||||
| 5 May | 907.80 | 61.6 | 52.15 (551.85%) | 45.11 | 1 | 0 | 0 | |||||||||
| 4 May | 923.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 897.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 860.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 819.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Lodha Developers Limited - strike price 920 expiring on 30JUN2026
Delta for 920 CE is 0.63
Historical price for 920 CE is as follows
On 29 May LODHA was trading at 938.10. The strike last trading price was 60, which was 14 higher than the previous day. The implied volatity was 39.58, the open interest changed by -118 which decreased total open position to 202
On 27 May LODHA was trading at 923.65. The strike last trading price was 45.15, which was 10.15 higher than the previous day. The implied volatity was 37.11, the open interest changed by 67 which increased total open position to 321
On 26 May LODHA was trading at 903.70. The strike last trading price was 35.5, which was -2.5 lower than the previous day. The implied volatity was 36.34, the open interest changed by 14 which increased total open position to 254
On 25 May LODHA was trading at 906.85. The strike last trading price was 36.7, which was 6.7 higher than the previous day. The implied volatity was 36.29, the open interest changed by 235 which increased total open position to 240
On 22 May LODHA was trading at 886.75. The strike last trading price was 30.3, which was 12.3 higher than the previous day. The implied volatity was 35.81, the open interest changed by 3 which increased total open position to 5
On 21 May LODHA was trading at 883.75. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 May LODHA was trading at 880.00. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 May LODHA was trading at 892.20. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 39.93, the open interest changed by 0 which decreased total open position to 2
On 18 May LODHA was trading at 857.75. The strike last trading price was 18, which was -44 lower than the previous day. The implied volatity was 39.93, the open interest changed by 1 which increased total open position to 2
On 15 May LODHA was trading at 849.95. The strike last trading price was 61.6, 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 14 May LODHA was trading at 872.85. The strike last trading price was 61.6, 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 13 May LODHA was trading at 874.00. The strike last trading price was 61.6, 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 12 May LODHA was trading at 879.35. The strike last trading price was 61.6, 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 61.6, 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 61.6, 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 61.6, 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 61.6, which was 0 lower than the previous day. The implied volatity was 45.11, 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 61.6, which was 52.15 higher than the previous day. The implied volatity was 45.11, 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
On 15 Apr LODHA was trading at 860.50. 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 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 (31d) 920 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.01
Theta: -0.52
Gamma: 0.0036
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 938.10 | 26.9 | -7.6 (-22.03%) | 36.85 | 372 | 14 | 160 |
| 27 May | 923.65 | 34.7 | -12.9 (-27.10%) | 34.6 | 289 | 33 | 147 |
| 26 May | 903.70 | 47.6 | 1.45 (3.14%) | 36.63 | 56 | 32 | 113 |
| 25 May | 906.85 | 46.6 | -33.2 (-41.60%) | 36.09 | 105 | 76 | 79 |
| 22 May | 886.75 | 79.8 | 79.8 | - | 0 | 0 | 3 |
| 21 May | 883.75 | 79.8 | 79.8 | - | 0 | 0 | 3 |
| 20 May | 880.00 | 79.8 | 79.8 | - | 0 | 0 | 3 |
| 19 May | 892.20 | 79.8 | 79.8 | - | 0 | 0 | 3 |
| 18 May | 857.75 | 79.8 | 79.8 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 849.95 | 79.8 | 14.8 (22.77%) | 36.06 | 1 | 0 | 2 |
| 14 May | 872.85 | 65 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 13 May | 874.00 | 65 | 12.9 (24.76%) | 0 | 1 | 1 | 2 |
| 12 May | 879.35 | 52.1 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 931.10 | 52.1 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 8 May | 962.10 | 52.1 | 52.1 | - | 0 | 0 | 1 |
| 7 May | 967.35 | 52.1 | 52.1 | - | 0 | 0 | 1 |
| 6 May | 949.15 | 52.1 | 52.1 (0.00%) | - | 0 | 0 | 1 |
| 5 May | 907.80 | 52.1 | 0 (0.00%) | 39.85 | 0 | 0 | 1 |
| 4 May | 923.60 | 52.1 | -183.9 (-77.92%) | 39.85 | 1 | 0 | 0 |
| 30 Apr | 897.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 860.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 819.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Lodha Developers Limited - strike price 920 expiring on 30JUN2026
Delta for 920 PE is -0.36
Historical price for 920 PE is as follows
On 29 May LODHA was trading at 938.10. The strike last trading price was 26.9, which was -7.6 lower than the previous day. The implied volatity was 36.85, the open interest changed by 14 which increased total open position to 160
On 27 May LODHA was trading at 923.65. The strike last trading price was 34.7, which was -12.9 lower than the previous day. The implied volatity was 34.6, the open interest changed by 33 which increased total open position to 147
On 26 May LODHA was trading at 903.70. The strike last trading price was 47.6, which was 1.45 higher than the previous day. The implied volatity was 36.63, the open interest changed by 32 which increased total open position to 113
On 25 May LODHA was trading at 906.85. The strike last trading price was 46.6, which was -33.2 lower than the previous day. The implied volatity was 36.09, the open interest changed by 76 which increased total open position to 79
On 22 May LODHA was trading at 886.75. The strike last trading price was 79.8, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May LODHA was trading at 883.75. The strike last trading price was 79.8, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May LODHA was trading at 880.00. The strike last trading price was 79.8, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May LODHA was trading at 892.20. The strike last trading price was 79.8, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May LODHA was trading at 857.75. The strike last trading price was 79.8, which was 79.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May LODHA was trading at 849.95. The strike last trading price was 79.8, which was 14.8 higher than the previous day. The implied volatity was 36.06, the open interest changed by 0 which decreased total open position to 2
On 14 May LODHA was trading at 872.85. The strike last trading price was 65, 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 2
On 13 May LODHA was trading at 874.00. The strike last trading price was 65, which was 12.9 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 12 May LODHA was trading at 879.35. The strike last trading price was 52.1, 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 52.1, 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 52.1, which was 52.1 higher 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 52.1, which was 52.1 higher 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 52.1, which was 52.1 higher 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 52.1, which was 0 lower than the previous day. The implied volatity was 39.85, 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 52.1, which was -183.9 lower than the previous day. The implied volatity was 39.85, 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 15 Apr LODHA was trading at 860.50. 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 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
