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Historical option data for LODHA

25 Jun 2026 01:54 PM IST
LODHA 30-Jun-2026 (5d) 940 CE
Delta: 0.81
Vega: 0
Theta: -0.68
Gamma: 0.0108
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 959.45 24.15 10.15 (72.50%) 21.69 2,007 -385 161
24 Jun 937.85 14.2 6.2 (77.50%) 29.6 4,032 49 535
23 Jun 910.75 8.2 -5.8 (-41.43%) 37.49 4,777 92 485
22 Jun 926.65 14.7 2.7 (22.50%) 35.79 1,113 -39 386
19 Jun 918.15 12.6 -4.4 (-25.88%) 30.47 638 76 425
18 Jun 924.00 16.75 2.75 (19.64%) 34.58 2,678 -132 350
17 Jun 914.80 13.45 -10.55 (-43.96%) 33.5 3,525 95 489
16 Jun 937.95 24.3 4.3 (21.50%) 33 659 55 393
15 Jun 920.85 20.1 6.1 (43.57%) 36.24 2,255 -385 325
12 Jun 899.30 13.65 5.65 (70.63%) 35.24 1,045 295 710
11 Jun 868.05 8.1 -0.9 (-10.00%) 37.74 407 174 415
10 Jun 862.00 8.95 -6.05 (-40.33%) 40.58 164 5 242
9 Jun 887.90 13.95 1.95 (16.25%) 36.54 600 -55 239
8 Jun 870.90 12.45 -7.55 (-37.75%) 40.67 187 -9 295
5 Jun 894.45 20.45 1.45 (7.63%) 38.83 2,040 60 308
4 Jun 881.75 18.75 -0.25 (-1.32%) 41.27 122 10 247
3 Jun 879.20 18 -9 (-33.33%) 41.62 174 -3 237
2 Jun 903.80 27.5 5.5 (25.00%) 40.1 208 31 239
1 Jun 893.00 22 -25 (-53.19%) 39.1 544 61 209
29 May 938.10 45.9 10.9 (31.14%) 38.92 1,100 57 148
27 May 923.65 35.3 7.3 (26.07%) 37.13 529 18 92
26 May 903.70 27.35 -2.65 (-8.83%) 36 68 29 74
25 May 906.85 28.25 3.25 (13.00%) 36.02 41 23 47
22 May 886.75 24.85 -2.15 (-7.96%) 36.26 11 1 24
21 May 883.75 27.25 0.25 (0.93%) 40.13 2 0 21
20 May 880.00 26.7 -5.3 (-16.56%) 40.69 24 12 18
19 May 892.20 32.5 -5.5 (-14.47%) 40.45 4 1 4
18 May 857.75 37.6 -0.4 (-1.05%) - 1 0 3
15 May 849.95 37.6 0 (0.00%) - 0 0 3
14 May 872.85 37.6 0 (0.00%) 0 0 0 3
13 May 874.00 37.6 5.6 (17.50%) 0 1 0 3
12 May 879.35 32 -43 (-57.33%) 0 1 0 3
11 May 931.10 75 0 (0.00%) 0 0 0 3
8 May 962.10 75 0 (0.00%) 38.98 0 0 3
7 May 967.35 75 15.65 (26.37%) 38.98 2 0 3
6 May 949.15 59.35 0 (0.00%) - 0 0 3
5 May 907.80 59.35 0 (0.00%) 41.42 0 0 3
4 May 923.60 59.35 14.7 (32.92%) 41.42 2 0 2
30 Apr 897.90 44.65 35.7 (398.88%) 41.42 2 1 1


For Lodha Developers Limited - strike price 940 expiring on 30JUN2026

Delta for 940 CE is 0.81

Historical price for 940 CE is as follows

On 25 Jun LODHA was trading at 959.45. The strike last trading price was 24.15, which was 10.15 higher than the previous day. The implied volatity was 21.69, the open interest changed by -385 which decreased total open position to 161


On 24 Jun LODHA was trading at 937.85. The strike last trading price was 14.2, which was 6.2 higher than the previous day. The implied volatity was 29.6, the open interest changed by 49 which increased total open position to 535


On 23 Jun LODHA was trading at 910.75. The strike last trading price was 8.2, which was -5.8 lower than the previous day. The implied volatity was 37.49, the open interest changed by 92 which increased total open position to 485


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 14.7, which was 2.7 higher than the previous day. The implied volatity was 35.79, the open interest changed by -39 which decreased total open position to 386


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 12.6, which was -4.4 lower than the previous day. The implied volatity was 30.47, the open interest changed by 76 which increased total open position to 425


On 18 Jun LODHA was trading at 924.00. The strike last trading price was 16.75, which was 2.75 higher than the previous day. The implied volatity was 34.58, the open interest changed by -132 which decreased total open position to 350


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 13.45, which was -10.55 lower than the previous day. The implied volatity was 33.5, the open interest changed by 95 which increased total open position to 489


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 24.3, which was 4.3 higher than the previous day. The implied volatity was 33, the open interest changed by 55 which increased total open position to 393


On 15 Jun LODHA was trading at 920.85. The strike last trading price was 20.1, which was 6.1 higher than the previous day. The implied volatity was 36.24, the open interest changed by -385 which decreased total open position to 325


On 12 Jun LODHA was trading at 899.30. The strike last trading price was 13.65, which was 5.65 higher than the previous day. The implied volatity was 35.24, the open interest changed by 295 which increased total open position to 710


On 11 Jun LODHA was trading at 868.05. The strike last trading price was 8.1, which was -0.9 lower than the previous day. The implied volatity was 37.74, the open interest changed by 174 which increased total open position to 415


On 10 Jun LODHA was trading at 862.00. The strike last trading price was 8.95, which was -6.05 lower than the previous day. The implied volatity was 40.58, the open interest changed by 5 which increased total open position to 242


On 9 Jun LODHA was trading at 887.90. The strike last trading price was 13.95, which was 1.95 higher than the previous day. The implied volatity was 36.54, the open interest changed by -55 which decreased total open position to 239


On 8 Jun LODHA was trading at 870.90. The strike last trading price was 12.45, which was -7.55 lower than the previous day. The implied volatity was 40.67, the open interest changed by -9 which decreased total open position to 295


On 5 Jun LODHA was trading at 894.45. The strike last trading price was 20.45, which was 1.45 higher than the previous day. The implied volatity was 38.83, the open interest changed by 60 which increased total open position to 308


On 4 Jun LODHA was trading at 881.75. The strike last trading price was 18.75, which was -0.25 lower than the previous day. The implied volatity was 41.27, the open interest changed by 10 which increased total open position to 247


On 3 Jun LODHA was trading at 879.20. The strike last trading price was 18, which was -9 lower than the previous day. The implied volatity was 41.62, the open interest changed by -3 which decreased total open position to 237


On 2 Jun LODHA was trading at 903.80. The strike last trading price was 27.5, which was 5.5 higher than the previous day. The implied volatity was 40.1, the open interest changed by 31 which increased total open position to 239


On 1 Jun LODHA was trading at 893.00. The strike last trading price was 22, which was -25 lower than the previous day. The implied volatity was 39.1, the open interest changed by 61 which increased total open position to 209


On 29 May LODHA was trading at 938.10. The strike last trading price was 45.9, which was 10.9 higher than the previous day. The implied volatity was 38.92, the open interest changed by 57 which increased total open position to 148


On 27 May LODHA was trading at 923.65. The strike last trading price was 35.3, which was 7.3 higher than the previous day. The implied volatity was 37.13, the open interest changed by 18 which increased total open position to 92


On 26 May LODHA was trading at 903.70. The strike last trading price was 27.35, which was -2.65 lower than the previous day. The implied volatity was 36, the open interest changed by 29 which increased total open position to 74


On 25 May LODHA was trading at 906.85. The strike last trading price was 28.25, which was 3.25 higher than the previous day. The implied volatity was 36.02, the open interest changed by 23 which increased total open position to 47


On 22 May LODHA was trading at 886.75. The strike last trading price was 24.85, which was -2.15 lower than the previous day. The implied volatity was 36.26, the open interest changed by 1 which increased total open position to 24


On 21 May LODHA was trading at 883.75. The strike last trading price was 27.25, which was 0.25 higher than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 21


On 20 May LODHA was trading at 880.00. The strike last trading price was 26.7, which was -5.3 lower than the previous day. The implied volatity was 40.69, the open interest changed by 12 which increased total open position to 18


On 19 May LODHA was trading at 892.20. The strike last trading price was 32.5, which was -5.5 lower than the previous day. The implied volatity was 40.45, the open interest changed by 1 which increased total open position to 4


On 18 May LODHA was trading at 857.75. The strike last trading price was 37.6, which was -0.4 lower 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 37.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 14 May LODHA was trading at 872.85. The strike last trading price was 37.6, 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 3


On 13 May LODHA was trading at 874.00. The strike last trading price was 37.6, which was 5.6 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 12 May LODHA was trading at 879.35. The strike last trading price was 32, which was -43 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3


On 11 May LODHA was trading at 931.10. The strike last trading price was 75, 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 3


On 8 May LODHA was trading at 962.10. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 3


On 7 May LODHA was trading at 967.35. The strike last trading price was 75, which was 15.65 higher than the previous day. The implied volatity was 38.98, the open interest changed by 0 which decreased total open position to 3


On 6 May LODHA was trading at 949.15. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 May LODHA was trading at 907.80. The strike last trading price was 59.35, which was 0 lower than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 3


On 4 May LODHA was trading at 923.60. The strike last trading price was 59.35, which was 14.7 higher than the previous day. The implied volatity was 41.42, the open interest changed by 0 which decreased total open position to 2


On 30 Apr LODHA was trading at 897.90. The strike last trading price was 44.65, which was 35.7 higher than the previous day. The implied volatity was 41.42, the open interest changed by 1 which increased total open position to 1


LODHA 30-Jun-2026 (5d) 940 PE
Delta: -0.25
Vega: 0
Theta: -0.87
Gamma: 0.00967
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 959.45 4.95 -11.6 (-70.09%) 28.07 3,555 581 701
24 Jun 937.85 16.1 -20.25 (-55.71%) 31.82 626 -27 119
23 Jun 910.75 36.6 10.3 (39.16%) 34.21 2,418 -44 146
22 Jun 926.65 25.9 -6.4 (-19.81%) 36.02 187 8 190
19 Jun 918.15 31.35 3.6 (12.97%) 33.46 89 -13 181
18 Jun 924.00 29.45 -6.95 (-19.09%) 30.7 966 42 189
17 Jun 914.80 37.9 13.85 (57.59%) 33.71 556 -31 148
16 Jun 937.95 24 -9.4 (-28.14%) 32.16 60 25 179
15 Jun 920.85 32.9 -20.2 (-38.04%) 30.93 220 35 152
12 Jun 899.30 53.1 -26.95 (-33.67%) 31.48 10 1 116
11 Jun 868.05 80.05 -3.65 (-4.36%) 40.08 4 -2 117
10 Jun 862.00 83.7 5.6 (7.17%) 38.24 1 0 120
9 Jun 887.90 78.1 78.1 (42.00%) 40.39 2 0 120
8 Jun 870.90 78.1 23.1 (42.00%) 40.39 2 -1 120
5 Jun 894.45 55 -16.45 (-23.02%) 36.11 7 1 123
4 Jun 881.75 71.45 71.45 (38.33%) 34.49 8 0 122
3 Jun 879.20 71.45 19.8 (38.33%) 34.49 8 -1 122
2 Jun 903.80 51.65 -10.5 (-16.89%) 33.72 15 -3 124
1 Jun 893.00 63.3 27.45 (76.57%) 35.44 219 -10 127
29 May 938.10 35.5 -9 (-20.22%) 35.94 849 89 138
27 May 923.65 44.5 -14.55 (-24.64%) 34.45 7 2 49
26 May 903.70 59.05 1.05 (1.81%) 35.24 35 9 48
25 May 906.85 58 -13.45 (-18.82%) 35.69 18 16 38
22 May 886.75 71.45 12.45 (21.10%) 35.56 21 20 22
21 May 883.75 59 59 - 0 0 2
20 May 880.00 59 59 - 0 0 2
19 May 892.20 59 59 - 0 0 2
18 May 857.75 59 59 (0.00%) - 0 0 2
15 May 849.95 59 0 (0.00%) - 0 0 2
14 May 872.85 59 0 (0.00%) 0 0 0 2
13 May 874.00 59 0 (0.00%) 0 0 0 2
12 May 879.35 59 0 (0.00%) 0 0 0 2
11 May 931.10 59 0 (0.00%) 0 0 0 2
8 May 962.10 59 59 - 0 0 2
7 May 967.35 59 59 - 0 0 2
6 May 949.15 59 59 - 0 0 2
5 May 907.80 59 59 (-75.26%) 37.49 0 0 2
4 May 923.60 59 -179.45 (-75.26%) 37.49 2 0 0
30 Apr 897.90 0 0 - 0 0 0


For Lodha Developers Limited - strike price 940 expiring on 30JUN2026

Delta for 940 PE is -0.25

Historical price for 940 PE is as follows

On 25 Jun LODHA was trading at 959.45. The strike last trading price was 4.95, which was -11.6 lower than the previous day. The implied volatity was 28.07, the open interest changed by 581 which increased total open position to 701


On 24 Jun LODHA was trading at 937.85. The strike last trading price was 16.1, which was -20.25 lower than the previous day. The implied volatity was 31.82, the open interest changed by -27 which decreased total open position to 119


On 23 Jun LODHA was trading at 910.75. The strike last trading price was 36.6, which was 10.3 higher than the previous day. The implied volatity was 34.21, the open interest changed by -44 which decreased total open position to 146


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 25.9, which was -6.4 lower than the previous day. The implied volatity was 36.02, the open interest changed by 8 which increased total open position to 190


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 31.35, which was 3.6 higher than the previous day. The implied volatity was 33.46, the open interest changed by -13 which decreased total open position to 181


On 18 Jun LODHA was trading at 924.00. The strike last trading price was 29.45, which was -6.95 lower than the previous day. The implied volatity was 30.7, the open interest changed by 42 which increased total open position to 189


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 37.9, which was 13.85 higher than the previous day. The implied volatity was 33.71, the open interest changed by -31 which decreased total open position to 148


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 24, which was -9.4 lower than the previous day. The implied volatity was 32.16, the open interest changed by 25 which increased total open position to 179


On 15 Jun LODHA was trading at 920.85. The strike last trading price was 32.9, which was -20.2 lower than the previous day. The implied volatity was 30.93, the open interest changed by 35 which increased total open position to 152


On 12 Jun LODHA was trading at 899.30. The strike last trading price was 53.1, which was -26.95 lower than the previous day. The implied volatity was 31.48, the open interest changed by 1 which increased total open position to 116


On 11 Jun LODHA was trading at 868.05. The strike last trading price was 80.05, which was -3.65 lower than the previous day. The implied volatity was 40.08, the open interest changed by -2 which decreased total open position to 117


On 10 Jun LODHA was trading at 862.00. The strike last trading price was 83.7, which was 5.6 higher than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 120


On 9 Jun LODHA was trading at 887.90. The strike last trading price was 78.1, which was 78.1 higher than the previous day. The implied volatity was 40.39, the open interest changed by 0 which decreased total open position to 120


On 8 Jun LODHA was trading at 870.90. The strike last trading price was 78.1, which was 23.1 higher than the previous day. The implied volatity was 40.39, the open interest changed by -1 which decreased total open position to 120


On 5 Jun LODHA was trading at 894.45. The strike last trading price was 55, which was -16.45 lower than the previous day. The implied volatity was 36.11, the open interest changed by 1 which increased total open position to 123


On 4 Jun LODHA was trading at 881.75. The strike last trading price was 71.45, which was 71.45 higher than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 122


On 3 Jun LODHA was trading at 879.20. The strike last trading price was 71.45, which was 19.8 higher than the previous day. The implied volatity was 34.49, the open interest changed by -1 which decreased total open position to 122


On 2 Jun LODHA was trading at 903.80. The strike last trading price was 51.65, which was -10.5 lower than the previous day. The implied volatity was 33.72, the open interest changed by -3 which decreased total open position to 124


On 1 Jun LODHA was trading at 893.00. The strike last trading price was 63.3, which was 27.45 higher than the previous day. The implied volatity was 35.44, the open interest changed by -10 which decreased total open position to 127


On 29 May LODHA was trading at 938.10. The strike last trading price was 35.5, which was -9 lower than the previous day. The implied volatity was 35.94, the open interest changed by 89 which increased total open position to 138


On 27 May LODHA was trading at 923.65. The strike last trading price was 44.5, which was -14.55 lower than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 49


On 26 May LODHA was trading at 903.70. The strike last trading price was 59.05, which was 1.05 higher than the previous day. The implied volatity was 35.24, the open interest changed by 9 which increased total open position to 48


On 25 May LODHA was trading at 906.85. The strike last trading price was 58, which was -13.45 lower than the previous day. The implied volatity was 35.69, the open interest changed by 16 which increased total open position to 38


On 22 May LODHA was trading at 886.75. The strike last trading price was 71.45, which was 12.45 higher than the previous day. The implied volatity was 35.56, the open interest changed by 20 which increased total open position to 22


On 21 May LODHA was trading at 883.75. The strike last trading price was 59, which was 59 higher 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 59, which was 59 higher 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 59, which was 59 higher than the previous day. The implied volatity was -, 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 59, which was 59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 15 May LODHA was trading at 849.95. The strike last trading price was 59, 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 14 May LODHA was trading at 872.85. The strike last trading price was 59, 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 59, 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 12 May LODHA was trading at 879.35. The strike last trading price was 59, 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 11 May LODHA was trading at 931.10. The strike last trading price was 59, 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 8 May LODHA was trading at 962.10. The strike last trading price was 59, which was 59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May LODHA was trading at 967.35. The strike last trading price was 59, which was 59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 May LODHA was trading at 949.15. The strike last trading price was 59, which was 59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 May LODHA was trading at 907.80. The strike last trading price was 59, which was 59 higher than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 2


On 4 May LODHA was trading at 923.60. The strike last trading price was 59, which was -179.45 lower than the previous day. The implied volatity was 37.49, 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