Historical option data for INDHOTEL
01 Jun 2026 04:10 PM IST
| INDHOTEL 30-Jun-2026 (28d) 665 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.01
Theta: -0.3
Gamma: 0.0091
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Jun | 646.75 | 9.9 | -6.1 (-38.13%) | 22.53 | 105 | 5 | 120 | |||||||||
| 29 May | 654.25 | 16.5 | -3.5 (-17.50%) | 25.17 | 217 | 24 | 126 | |||||||||
| 27 May | 667.70 | 19.95 | 2.95 (17.35%) | 19.68 | 198 | -1 | 101 | |||||||||
| 26 May | 657.15 | 17.2 | -3.8 (-18.10%) | 22.59 | 84 | 22 | 102 | |||||||||
| 25 May | 663.55 | 22.15 | 0.15 (0.68%) | 24.34 | 218 | 77 | 79 | |||||||||
| 22 May | 650.25 | 22.3 | 0.3 (1.36%) | 26.07 | 1 | 0 | 2 | |||||||||
| 21 May | 657.40 | 22.3 | 0.3 (1.36%) | 26.07 | 1 | 1 | 2 | |||||||||
| 20 May | 659.60 | 22.3 | -12.7 (-36.29%) | 26.19 | 5 | 1 | 1 | |||||||||
| 19 May | 652.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 648.55 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 656.25 | 0 | -35.15 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 650.20 | 0 | -35.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 637.40 | 0 | -35.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 634.40 | 0 | -35.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 661.30 | 0 | -35.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 673.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 669.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 666.15 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 647.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 643.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 665 expiring on 30JUN2026
Delta for 665 CE is 0.36
Historical price for 665 CE is as follows
On 1 Jun INDHOTEL was trading at 646.75. The strike last trading price was 9.9, which was -6.1 lower than the previous day. The implied volatity was 22.53, the open interest changed by 5 which increased total open position to 120
On 29 May INDHOTEL was trading at 654.25. The strike last trading price was 16.5, which was -3.5 lower than the previous day. The implied volatity was 25.17, the open interest changed by 24 which increased total open position to 126
On 27 May INDHOTEL was trading at 667.70. The strike last trading price was 19.95, which was 2.95 higher than the previous day. The implied volatity was 19.68, the open interest changed by -1 which decreased total open position to 101
On 26 May INDHOTEL was trading at 657.15. The strike last trading price was 17.2, which was -3.8 lower than the previous day. The implied volatity was 22.59, the open interest changed by 22 which increased total open position to 102
On 25 May INDHOTEL was trading at 663.55. The strike last trading price was 22.15, which was 0.15 higher than the previous day. The implied volatity was 24.34, the open interest changed by 77 which increased total open position to 79
On 22 May INDHOTEL was trading at 650.25. The strike last trading price was 22.3, which was 0.3 higher than the previous day. The implied volatity was 26.07, the open interest changed by 0 which decreased total open position to 2
On 21 May INDHOTEL was trading at 657.40. The strike last trading price was 22.3, which was 0.3 higher than the previous day. The implied volatity was 26.07, the open interest changed by 1 which increased total open position to 2
On 20 May INDHOTEL was trading at 659.60. The strike last trading price was 22.3, which was -12.7 lower than the previous day. The implied volatity was 26.19, the open interest changed by 1 which increased total open position to 1
On 19 May INDHOTEL was trading at 652.75. 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 May INDHOTEL was trading at 648.55. 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 May INDHOTEL was trading at 656.25. The strike last trading price was 0, which was -35.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May INDHOTEL was trading at 650.20. The strike last trading price was 0, which was -35.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May INDHOTEL was trading at 637.40. The strike last trading price was 0, which was -35.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDHOTEL was trading at 634.40. The strike last trading price was 0, which was -35.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDHOTEL was trading at 661.30. The strike last trading price was 0, which was -35.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDHOTEL was trading at 673.05. 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 7 May INDHOTEL was trading at 669.10. 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 6 May INDHOTEL was trading at 666.15. 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 5 May INDHOTEL was trading at 647.80. 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 4 May INDHOTEL was trading at 643.70. 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
| INDHOTEL 30-Jun-2026 (28d) 665 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.01
Theta: -0.23
Gamma: 0.00843
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Jun | 646.75 | 27.25 | 6.75 (32.93%) | 24.6 | 20 | -4 | 87 |
| 29 May | 654.25 | 21.1 | 5 (31.06%) | 21.35 | 120 | 23 | 92 |
| 27 May | 667.70 | 16.2 | -6.5 (-28.63%) | 23.64 | 70 | 32 | 69 |
| 26 May | 657.15 | 22.7 | 2.95 (14.94%) | 25.33 | 20 | 9 | 37 |
| 25 May | 663.55 | 19.25 | -6.25 (-24.51%) | 25.16 | 32 | 22 | 27 |
| 22 May | 650.25 | 25.5 | 25.5 | - | 1 | 0 | 5 |
| 21 May | 657.40 | 25.5 | 25.5 (-16.39%) | 26.54 | 1 | 0 | 5 |
| 20 May | 659.60 | 25.5 | -5 (-16.39%) | 26.54 | 1 | 0 | 4 |
| 19 May | 652.75 | 30.5 | 0 (0.00%) | - | 0 | 0 | 4 |
| 18 May | 648.55 | 30.5 | 0 (0.00%) | - | 0 | 0 | 4 |
| 15 May | 656.25 | 30.5 | 0 (0.00%) | 26.72 | 0 | 0 | 4 |
| 14 May | 650.20 | 30.5 | -10.55 (-25.70%) | 26.72 | 5 | 4 | 4 |
| 13 May | 637.40 | 0 | -41.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 634.40 | 0 | -41.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 661.30 | 0 | -41.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 673.05 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 669.10 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 666.15 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 647.80 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 643.70 | 0 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 665 expiring on 30JUN2026
Delta for 665 PE is -0.62
Historical price for 665 PE is as follows
On 1 Jun INDHOTEL was trading at 646.75. The strike last trading price was 27.25, which was 6.75 higher than the previous day. The implied volatity was 24.6, the open interest changed by -4 which decreased total open position to 87
On 29 May INDHOTEL was trading at 654.25. The strike last trading price was 21.1, which was 5 higher than the previous day. The implied volatity was 21.35, the open interest changed by 23 which increased total open position to 92
On 27 May INDHOTEL was trading at 667.70. The strike last trading price was 16.2, which was -6.5 lower than the previous day. The implied volatity was 23.64, the open interest changed by 32 which increased total open position to 69
On 26 May INDHOTEL was trading at 657.15. The strike last trading price was 22.7, which was 2.95 higher than the previous day. The implied volatity was 25.33, the open interest changed by 9 which increased total open position to 37
On 25 May INDHOTEL was trading at 663.55. The strike last trading price was 19.25, which was -6.25 lower than the previous day. The implied volatity was 25.16, the open interest changed by 22 which increased total open position to 27
On 22 May INDHOTEL was trading at 650.25. The strike last trading price was 25.5, which was 25.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 May INDHOTEL was trading at 657.40. The strike last trading price was 25.5, which was 25.5 higher than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 5
On 20 May INDHOTEL was trading at 659.60. The strike last trading price was 25.5, which was -5 lower than the previous day. The implied volatity was 26.54, the open interest changed by 0 which decreased total open position to 4
On 19 May INDHOTEL was trading at 652.75. The strike last trading price was 30.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 May INDHOTEL was trading at 648.55. The strike last trading price was 30.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 15 May INDHOTEL was trading at 656.25. The strike last trading price was 30.5, which was 0 lower than the previous day. The implied volatity was 26.72, the open interest changed by 0 which decreased total open position to 4
On 14 May INDHOTEL was trading at 650.20. The strike last trading price was 30.5, which was -10.55 lower than the previous day. The implied volatity was 26.72, the open interest changed by 4 which increased total open position to 4
On 13 May INDHOTEL was trading at 637.40. The strike last trading price was 0, which was -41.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May INDHOTEL was trading at 634.40. The strike last trading price was 0, which was -41.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May INDHOTEL was trading at 661.30. The strike last trading price was 0, which was -41.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May INDHOTEL was trading at 673.05. 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 7 May INDHOTEL was trading at 669.10. 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 6 May INDHOTEL was trading at 666.15. 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 5 May INDHOTEL was trading at 647.80. 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 4 May INDHOTEL was trading at 643.70. 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
