Historical option data for LODHA
29 Jun 2026 10:50 AM IST
| LODHA 28-Jul-2026 (27d) 960 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.01
Theta: -0.77
Gamma: 0.00375
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 938.05 | 35 | -5 (-12.50%) | 39.6 | 44 | 5 | 174 | |||||||||
| 25 Jun | 947.45 | 40.65 | 4.65 (12.92%) | 37.97 | 454 | 93 | 168 | |||||||||
| 24 Jun | 937.85 | 35.5 | 8.5 (31.48%) | 37.33 | 167 | 44 | 75 | |||||||||
| 23 Jun | 910.75 | 26.8 | -32.2 (-54.58%) | 38.9 | 40 | 31 | 31 | |||||||||
| 22 Jun | 926.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jun | 918.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Jun | 924.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Lodha Developers Limited - strike price 960 expiring on 28JUL2026
Delta for 960 CE is 0.46
Historical price for 960 CE is as follows
On 29 Jun LODHA was trading at 938.05. The strike last trading price was 35, which was -5 lower than the previous day. The implied volatity was 39.6, the open interest changed by 5 which increased total open position to 174
On 25 Jun LODHA was trading at 947.45. The strike last trading price was 40.65, which was 4.65 higher than the previous day. The implied volatity was 37.97, the open interest changed by 93 which increased total open position to 168
On 24 Jun LODHA was trading at 937.85. The strike last trading price was 35.5, which was 8.5 higher than the previous day. The implied volatity was 37.33, the open interest changed by 44 which increased total open position to 75
On 23 Jun LODHA was trading at 910.75. The strike last trading price was 26.8, which was -32.2 lower than the previous day. The implied volatity was 38.9, the open interest changed by 31 which increased total open position to 31
On 22 Jun LODHA was trading at 926.65. 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 19 Jun LODHA was trading at 918.15. 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 18 Jun LODHA was trading at 924.00. 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 28-Jul-2026 (27d) 960 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.01
Theta: -0.63
Gamma: 0.00374
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 938.05 | 49.6 | 5.9 (13.50%) | 39.7 | 1 | 0 | 54 |
| 25 Jun | 947.45 | 43.7 | -20.3 (-31.72%) | 38.33 | 63 | 49 | 52 |
| 24 Jun | 937.85 | 64 | 64 (-0.16%) | 37.14 | 2 | 0 | 3 |
| 23 Jun | 910.75 | 64 | -0.1 (-0.16%) | 37.14 | 2 | 0 | 2 |
| 22 Jun | 926.65 | 64.1 | 0 (0.00%) | 36.24 | 1 | 0 | 2 |
| 19 Jun | 918.15 | 64.1 | 7.5 (13.25%) | 36.24 | 1 | 0 | 1 |
| 18 Jun | 924.00 | 56.6 | -65.55 (-53.66%) | 31.38 | 1 | 0 | 0 |
For Lodha Developers Limited - strike price 960 expiring on 28JUL2026
Delta for 960 PE is -0.53
Historical price for 960 PE is as follows
On 29 Jun LODHA was trading at 938.05. The strike last trading price was 49.6, which was 5.9 higher than the previous day. The implied volatity was 39.7, the open interest changed by 0 which decreased total open position to 54
On 25 Jun LODHA was trading at 947.45. The strike last trading price was 43.7, which was -20.3 lower than the previous day. The implied volatity was 38.33, the open interest changed by 49 which increased total open position to 52
On 24 Jun LODHA was trading at 937.85. The strike last trading price was 64, which was 64 higher than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 3
On 23 Jun LODHA was trading at 910.75. The strike last trading price was 64, which was -0.1 lower than the previous day. The implied volatity was 37.14, the open interest changed by 0 which decreased total open position to 2
On 22 Jun LODHA was trading at 926.65. The strike last trading price was 64.1, which was 0 lower than the previous day. The implied volatity was 36.24, the open interest changed by 0 which decreased total open position to 2
On 19 Jun LODHA was trading at 918.15. The strike last trading price was 64.1, which was 7.5 higher than the previous day. The implied volatity was 36.24, the open interest changed by 0 which decreased total open position to 1
On 18 Jun LODHA was trading at 924.00. The strike last trading price was 56.6, which was -65.55 lower than the previous day. The implied volatity was 31.38, the open interest changed by 0 which decreased total open position to 0
