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Historical option data for LODHA

29 Jun 2026 10:50 AM IST
LODHA 28-Jul-2026 (27d) 970 CE
Delta: 0.42
Vega: 0.01
Theta: -0.77
Gamma: 0.00364
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 938.05 31.4 -4.6 (-12.78%) 40.35 53 7 105
25 Jun 947.45 36.4 -0.6 (-1.62%) 38.54 222 94 98
24 Jun 937.85 37.2 0.2 (0.54%) - 5 0 4
23 Jun 910.75 37.2 0.2 (0.54%) - 5 0 4
22 Jun 926.65 37.2 0.2 (0.54%) - 5 0 4
19 Jun 918.15 37.2 0.2 (0.54%) - 5 0 4
18 Jun 924.00 37.2 0.2 (0.54%) - 5 0 4
17 Jun 914.80 37.2 0.2 (0.54%) - 5 0 4
16 Jun 937.95 37.2 0.2 (0.54%) 37.99 5 0 4
15 Jun 920.85 37.2 16.2 (77.14%) 37.99 5 1 4
12 Jun 899.30 21.3 -3.7 (-14.80%) 37.75 3 0 2
11 Jun 868.05 25 0 (0.00%) - 1 0 2
10 Jun 862.00 25 0 (0.00%) 39.9 1 0 2
9 Jun 887.90 25 -1 (-3.85%) 39.9 1 1 2
8 Jun 870.90 25.6 -23.4 (-47.76%) 44.81 1 1 1


For Lodha Developers Limited - strike price 970 expiring on 28JUL2026

Delta for 970 CE is 0.42

Historical price for 970 CE is as follows

On 29 Jun LODHA was trading at 938.05. The strike last trading price was 31.4, which was -4.6 lower than the previous day. The implied volatity was 40.35, the open interest changed by 7 which increased total open position to 105


On 25 Jun LODHA was trading at 947.45. The strike last trading price was 36.4, which was -0.6 lower than the previous day. The implied volatity was 38.54, the open interest changed by 94 which increased total open position to 98


On 24 Jun LODHA was trading at 937.85. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 23 Jun LODHA was trading at 910.75. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 18 Jun LODHA was trading at 924.00. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 37.2, which was 0.2 higher than the previous day. The implied volatity was 37.99, the open interest changed by 0 which decreased total open position to 4


On 15 Jun LODHA was trading at 920.85. The strike last trading price was 37.2, which was 16.2 higher than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 4


On 12 Jun LODHA was trading at 899.30. The strike last trading price was 21.3, which was -3.7 lower than the previous day. The implied volatity was 37.75, the open interest changed by 0 which decreased total open position to 2


On 11 Jun LODHA was trading at 868.05. The strike last trading price was 25, 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 10 Jun LODHA was trading at 862.00. The strike last trading price was 25, which was 0 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 9 Jun LODHA was trading at 887.90. The strike last trading price was 25, which was -1 lower than the previous day. The implied volatity was 39.9, the open interest changed by 1 which increased total open position to 2


On 8 Jun LODHA was trading at 870.90. The strike last trading price was 25.6, which was -23.4 lower than the previous day. The implied volatity was 44.81, the open interest changed by 1 which increased total open position to 1


LODHA 28-Jul-2026 (27d) 970 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
29 Jun 938.05 65 65 - 1 0 1
25 Jun 947.45 65 65 - 1 0 1
24 Jun 937.85 65 65 - 1 0 1
23 Jun 910.75 65 65 - 1 0 1
22 Jun 926.65 65 65 - 1 0 1
19 Jun 918.15 65 65 - 1 0 1
18 Jun 924.00 65 65 - 1 0 1
17 Jun 914.80 65 65 (-38.30%) 39.52 1 0 1
16 Jun 937.95 65 -40.35 (-38.30%) 39.52 1 1 1
15 Jun 920.85 0 0 - 0 0 0
12 Jun 899.30 0 0 - 0 0 0
11 Jun 868.05 0 0 - 0 0 0
10 Jun 862.00 0 0 - 0 0 0
9 Jun 887.90 0 0 - 0 0 0
8 Jun 870.90 0 0 - 0 0 0


For Lodha Developers Limited - strike price 970 expiring on 28JUL2026

Delta for 970 PE is -

Historical price for 970 PE is as follows

On 29 Jun LODHA was trading at 938.05. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Jun LODHA was trading at 947.45. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Jun LODHA was trading at 937.85. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Jun LODHA was trading at 910.75. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, 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 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was 39.52, the open interest changed by 0 which decreased total open position to 1


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 65, which was -40.35 lower than the previous day. The implied volatity was 39.52, the open interest changed by 1 which increased total open position to 1


On 15 Jun LODHA was trading at 920.85. 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 12 Jun LODHA was trading at 899.30. 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 11 Jun LODHA was trading at 868.05. 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 10 Jun LODHA was trading at 862.00. 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


On 9 Jun LODHA was trading at 887.90. 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 8 Jun LODHA was trading at 870.90. 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