[--[65.84.65.76]--]

Back to Option Chain


Historical option data for LODHA

23 Jun 2026 12:11 PM IST
LODHA 30-Jun-2026 (7d) 920 CE
Delta: 0.67
Vega: 0
Theta: -1.07
Gamma: 0.00859
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 935.55 26.8 2.8 (11.67%) 31.45 1,745 -247 581
22 Jun 926.65 24.5 3.5 (16.67%) 35.45 1,503 -17 827
19 Jun 918.15 21.1 -5.9 (-21.85%) 30.2 1,360 93 866
18 Jun 924.00 26.5 4.5 (20.45%) 35.66 4,479 47 774
17 Jun 914.80 21.05 -13.95 (-39.86%) 33.2 8,757 475 741
16 Jun 937.95 34.75 5.75 (19.83%) 32.24 460 -30 267
15 Jun 920.85 28.8 7.8 (37.14%) 36.87 715 -40 297
12 Jun 899.30 20.6 8.6 (71.67%) 35.15 336 -10 337
11 Jun 868.05 12 0 (0.00%) 37.27 121 -20 345
10 Jun 862.00 12.4 -8.6 (-40.95%) 40.4 263 -50 364
9 Jun 887.90 19.75 2.75 (16.18%) 36.16 158 28 414
8 Jun 870.90 16.35 -11.65 (-41.61%) 38.85 174 -16 389
5 Jun 894.45 28.35 3.35 (13.40%) 39.8 980 64 404
4 Jun 881.75 25.45 0.45 (1.80%) 41.45 317 -10 339
3 Jun 879.20 24.55 -11.45 (-31.81%) 42.19 418 21 350
2 Jun 903.80 36.15 7.15 (24.66%) 40.98 481 50 329
1 Jun 893.00 28.7 -30.3 (-51.36%) 39.26 515 77 278
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 0.67

Historical price for 920 CE is as follows

On 23 Jun LODHA was trading at 935.55. The strike last trading price was 26.8, which was 2.8 higher than the previous day. The implied volatity was 31.45, the open interest changed by -247 which decreased total open position to 581


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 24.5, which was 3.5 higher than the previous day. The implied volatity was 35.45, the open interest changed by -17 which decreased total open position to 827


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 21.1, which was -5.9 lower than the previous day. The implied volatity was 30.2, the open interest changed by 93 which increased total open position to 866


On 18 Jun LODHA was trading at 924.00. The strike last trading price was 26.5, which was 4.5 higher than the previous day. The implied volatity was 35.66, the open interest changed by 47 which increased total open position to 774


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 21.05, which was -13.95 lower than the previous day. The implied volatity was 33.2, the open interest changed by 475 which increased total open position to 741


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 34.75, which was 5.75 higher than the previous day. The implied volatity was 32.24, the open interest changed by -30 which decreased total open position to 267


On 15 Jun LODHA was trading at 920.85. The strike last trading price was 28.8, which was 7.8 higher than the previous day. The implied volatity was 36.87, the open interest changed by -40 which decreased total open position to 297


On 12 Jun LODHA was trading at 899.30. The strike last trading price was 20.6, which was 8.6 higher than the previous day. The implied volatity was 35.15, the open interest changed by -10 which decreased total open position to 337


On 11 Jun LODHA was trading at 868.05. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 37.27, the open interest changed by -20 which decreased total open position to 345


On 10 Jun LODHA was trading at 862.00. The strike last trading price was 12.4, which was -8.6 lower than the previous day. The implied volatity was 40.4, the open interest changed by -50 which decreased total open position to 364


On 9 Jun LODHA was trading at 887.90. The strike last trading price was 19.75, which was 2.75 higher than the previous day. The implied volatity was 36.16, the open interest changed by 28 which increased total open position to 414


On 8 Jun LODHA was trading at 870.90. The strike last trading price was 16.35, which was -11.65 lower than the previous day. The implied volatity was 38.85, the open interest changed by -16 which decreased total open position to 389


On 5 Jun LODHA was trading at 894.45. The strike last trading price was 28.35, which was 3.35 higher than the previous day. The implied volatity was 39.8, the open interest changed by 64 which increased total open position to 404


On 4 Jun LODHA was trading at 881.75. The strike last trading price was 25.45, which was 0.45 higher than the previous day. The implied volatity was 41.45, the open interest changed by -10 which decreased total open position to 339


On 3 Jun LODHA was trading at 879.20. The strike last trading price was 24.55, which was -11.45 lower than the previous day. The implied volatity was 42.19, the open interest changed by 21 which increased total open position to 350


On 2 Jun LODHA was trading at 903.80. The strike last trading price was 36.15, which was 7.15 higher than the previous day. The implied volatity was 40.98, the open interest changed by 50 which increased total open position to 329


On 1 Jun LODHA was trading at 893.00. The strike last trading price was 28.7, which was -30.3 lower than the previous day. The implied volatity was 39.26, the open interest changed by 77 which increased total open position to 278


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 (7d) 920 PE
Delta: -0.34
Vega: 0
Theta: -1.06
Gamma: 0.00787
Date Close Ltp Change IV Volume OI Chg OI
23 Jun 935.55 11.05 -4.8 (-30.28%) 34.89 2,711 345 688
22 Jun 926.65 16.1 -4.75 (-22.78%) 36.56 421 30 328
19 Jun 918.15 20.3 2.5 (14.04%) 33.72 308 -60 298
18 Jun 924.00 19.05 -6.15 (-24.40%) 31.58 2,997 -27 349
17 Jun 914.80 25.75 10.65 (70.53%) 33.63 4,341 160 375
16 Jun 937.95 14.9 -7.8 (-34.36%) 32.52 321 56 215
15 Jun 920.85 22.8 -37.75 (-62.35%) 31.77 464 -3 157
12 Jun 899.30 60.55 60.55 (27.34%) 38.03 2 0 160
11 Jun 868.05 60.55 13 (27.34%) 38.03 2 -1 160
10 Jun 862.00 47.55 47.55 (-13.55%) 38.41 87 0 161
9 Jun 887.90 48.8 -7.65 (-13.55%) 38.41 87 -38 161
8 Jun 870.90 56.45 9.85 (21.14%) 39.39 72 39 200
5 Jun 894.45 45.8 -10.5 (-18.65%) 35.58 179 7 161
4 Jun 881.75 56.3 56.3 (34.05%) 35.99 18 0 154
3 Jun 879.20 56.3 14.3 (34.05%) 35.99 18 0 154
2 Jun 903.80 40.55 -8.75 (-17.75%) 34.82 100 13 154
1 Jun 893.00 51.15 23.15 (82.68%) 37 493 -20 139
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 -0.34

Historical price for 920 PE is as follows

On 23 Jun LODHA was trading at 935.55. The strike last trading price was 11.05, which was -4.8 lower than the previous day. The implied volatity was 34.89, the open interest changed by 345 which increased total open position to 688


On 22 Jun LODHA was trading at 926.65. The strike last trading price was 16.1, which was -4.75 lower than the previous day. The implied volatity was 36.56, the open interest changed by 30 which increased total open position to 328


On 19 Jun LODHA was trading at 918.15. The strike last trading price was 20.3, which was 2.5 higher than the previous day. The implied volatity was 33.72, the open interest changed by -60 which decreased total open position to 298


On 18 Jun LODHA was trading at 924.00. The strike last trading price was 19.05, which was -6.15 lower than the previous day. The implied volatity was 31.58, the open interest changed by -27 which decreased total open position to 349


On 17 Jun LODHA was trading at 914.80. The strike last trading price was 25.75, which was 10.65 higher than the previous day. The implied volatity was 33.63, the open interest changed by 160 which increased total open position to 375


On 16 Jun LODHA was trading at 937.95. The strike last trading price was 14.9, which was -7.8 lower than the previous day. The implied volatity was 32.52, the open interest changed by 56 which increased total open position to 215


On 15 Jun LODHA was trading at 920.85. The strike last trading price was 22.8, which was -37.75 lower than the previous day. The implied volatity was 31.77, the open interest changed by -3 which decreased total open position to 157


On 12 Jun LODHA was trading at 899.30. The strike last trading price was 60.55, which was 60.55 higher than the previous day. The implied volatity was 38.03, the open interest changed by 0 which decreased total open position to 160


On 11 Jun LODHA was trading at 868.05. The strike last trading price was 60.55, which was 13 higher than the previous day. The implied volatity was 38.03, the open interest changed by -1 which decreased total open position to 160


On 10 Jun LODHA was trading at 862.00. The strike last trading price was 47.55, which was 47.55 higher than the previous day. The implied volatity was 38.41, the open interest changed by 0 which decreased total open position to 161


On 9 Jun LODHA was trading at 887.90. The strike last trading price was 48.8, which was -7.65 lower than the previous day. The implied volatity was 38.41, the open interest changed by -38 which decreased total open position to 161


On 8 Jun LODHA was trading at 870.90. The strike last trading price was 56.45, which was 9.85 higher than the previous day. The implied volatity was 39.39, the open interest changed by 39 which increased total open position to 200


On 5 Jun LODHA was trading at 894.45. The strike last trading price was 45.8, which was -10.5 lower than the previous day. The implied volatity was 35.58, the open interest changed by 7 which increased total open position to 161


On 4 Jun LODHA was trading at 881.75. The strike last trading price was 56.3, which was 56.3 higher than the previous day. The implied volatity was 35.99, the open interest changed by 0 which decreased total open position to 154


On 3 Jun LODHA was trading at 879.20. The strike last trading price was 56.3, which was 14.3 higher than the previous day. The implied volatity was 35.99, the open interest changed by 0 which decreased total open position to 154


On 2 Jun LODHA was trading at 903.80. The strike last trading price was 40.55, which was -8.75 lower than the previous day. The implied volatity was 34.82, the open interest changed by 13 which increased total open position to 154


On 1 Jun LODHA was trading at 893.00. The strike last trading price was 51.15, which was 23.15 higher than the previous day. The implied volatity was 37, the open interest changed by -20 which decreased total open position to 139


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