Historical option data for INDHOTEL
26 May 2026 04:10 PM IST
| INDHOTEL 30-Jun-2026 (34d) 670 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.01
Theta: -0.29
Gamma: 0.00884
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 657.15 | 14.95 | -4.05 (-21.32%) | 21.86 | 517 | 113 | 259 | |||||||||
| 25 May | 663.55 | 19.4 | 5.4 (38.57%) | 25.79 | 308 | 105 | 134 | |||||||||
| 22 May | 650.25 | 13.6 | -3.4 (-20.00%) | 24.14 | 84 | 23 | 28 | |||||||||
| 21 May | 657.40 | 17 | -4 (-19.05%) | 23.87 | 3 | 1 | 4 | |||||||||
| 20 May | 659.60 | 20.8 | 4.8 (30.00%) | 25.6 | 1 | 0 | 2 | |||||||||
| 19 May | 652.75 | 15.5 | -0.5 (-3.13%) | 25.56 | 0 | 0 | 2 | |||||||||
| 18 May | 648.55 | 15.5 | 3.5 (29.17%) | 25.56 | 3 | 1 | 2 | |||||||||
| 15 May | 656.25 | 12 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 14 May | 650.20 | 12 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 13 May | 637.40 | 12 | -0.35 (-2.83%) | 24.82 | 1 | 1 | 1 | |||||||||
| 12 May | 634.40 | 0 | -12.35 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 661.30 | 0 | -12.35 (-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 | |||||||||
| 13 Apr | 634.95 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 641.50 | 0 | 0 (0.00%) | 1.87 | 0 | 0 | 0 | |||||||||
| 9 Apr | 629.10 | 0 | 0 (0.00%) | 2.4 | 0 | 0 | 0 | |||||||||
| 8 Apr | 636.35 | 0 | 0 (0.00%) | 1.38 | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 670 expiring on 30JUN2026
Delta for 670 CE is 0.46
Historical price for 670 CE is as follows
On 26 May INDHOTEL was trading at 657.15. The strike last trading price was 14.95, which was -4.05 lower than the previous day. The implied volatity was 21.86, the open interest changed by 113 which increased total open position to 259
On 25 May INDHOTEL was trading at 663.55. The strike last trading price was 19.4, which was 5.4 higher than the previous day. The implied volatity was 25.79, the open interest changed by 105 which increased total open position to 134
On 22 May INDHOTEL was trading at 650.25. The strike last trading price was 13.6, which was -3.4 lower than the previous day. The implied volatity was 24.14, the open interest changed by 23 which increased total open position to 28
On 21 May INDHOTEL was trading at 657.40. The strike last trading price was 17, which was -4 lower than the previous day. The implied volatity was 23.87, the open interest changed by 1 which increased total open position to 4
On 20 May INDHOTEL was trading at 659.60. The strike last trading price was 20.8, which was 4.8 higher than the previous day. The implied volatity was 25.6, the open interest changed by 0 which decreased total open position to 2
On 19 May INDHOTEL was trading at 652.75. The strike last trading price was 15.5, which was -0.5 lower than the previous day. The implied volatity was 25.56, the open interest changed by 0 which decreased total open position to 2
On 18 May INDHOTEL was trading at 648.55. The strike last trading price was 15.5, which was 3.5 higher than the previous day. The implied volatity was 25.56, the open interest changed by 1 which increased total open position to 2
On 15 May INDHOTEL was trading at 656.25. The strike last trading price was 12, 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 INDHOTEL was trading at 650.20. The strike last trading price was 12, 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 INDHOTEL was trading at 637.40. The strike last trading price was 12, which was -0.35 lower than the previous day. The implied volatity was 24.82, the open interest changed by 1 which increased total open position to 1
On 12 May INDHOTEL was trading at 634.40. The strike last trading price was 0, which was -12.35 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 -12.35 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
On 13 Apr INDHOTEL was trading at 634.95. 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 INDHOTEL was trading at 641.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
On 9 Apr INDHOTEL was trading at 629.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 8 Apr INDHOTEL was trading at 636.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 30-Jun-2026 (34d) 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.01
Theta: -0.22
Gamma: 0.00789
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 657.15 | 24.9 | 2.85 (12.93%) | 24.48 | 78 | 50 | 81 |
| 25 May | 663.55 | 21.7 | -6 (-21.66%) | 24.65 | 22 | 14 | 30 |
| 22 May | 650.25 | 27.7 | -0.8 (-2.81%) | 23.55 | 19 | -1 | 14 |
| 21 May | 657.40 | 28.5 | -0.1 (-0.35%) | 27.46 | 7 | 5 | 15 |
| 20 May | 659.60 | 28.6 | 28.6 (-14.88%) | 26.12 | 0 | 0 | 10 |
| 19 May | 652.75 | 28.6 | -5 (-14.88%) | 26.12 | 9 | 5 | 9 |
| 18 May | 648.55 | 33.6 | 3.6 (12.00%) | 27.16 | 1 | 0 | 3 |
| 15 May | 656.25 | 30 | -69.4 (-69.82%) | 26.84 | 3 | 3 | 3 |
| 14 May | 650.20 | 0 | -99.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 637.40 | 0 | -99.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 634.40 | 0 | -99.4 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 661.30 | 0 | -99.4 (-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 |
| 13 Apr | 634.95 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 641.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 629.10 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 636.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 670 expiring on 30JUN2026
Delta for 670 PE is -0.56
Historical price for 670 PE is as follows
On 26 May INDHOTEL was trading at 657.15. The strike last trading price was 24.9, which was 2.85 higher than the previous day. The implied volatity was 24.48, the open interest changed by 50 which increased total open position to 81
On 25 May INDHOTEL was trading at 663.55. The strike last trading price was 21.7, which was -6 lower than the previous day. The implied volatity was 24.65, the open interest changed by 14 which increased total open position to 30
On 22 May INDHOTEL was trading at 650.25. The strike last trading price was 27.7, which was -0.8 lower than the previous day. The implied volatity was 23.55, the open interest changed by -1 which decreased total open position to 14
On 21 May INDHOTEL was trading at 657.40. The strike last trading price was 28.5, which was -0.1 lower than the previous day. The implied volatity was 27.46, the open interest changed by 5 which increased total open position to 15
On 20 May INDHOTEL was trading at 659.60. The strike last trading price was 28.6, which was 28.6 higher than the previous day. The implied volatity was 26.12, the open interest changed by 0 which decreased total open position to 10
On 19 May INDHOTEL was trading at 652.75. The strike last trading price was 28.6, which was -5 lower than the previous day. The implied volatity was 26.12, the open interest changed by 5 which increased total open position to 9
On 18 May INDHOTEL was trading at 648.55. The strike last trading price was 33.6, which was 3.6 higher than the previous day. The implied volatity was 27.16, the open interest changed by 0 which decreased total open position to 3
On 15 May INDHOTEL was trading at 656.25. The strike last trading price was 30, which was -69.4 lower than the previous day. The implied volatity was 26.84, the open interest changed by 3 which increased total open position to 3
On 14 May INDHOTEL was trading at 650.20. The strike last trading price was 0, which was -99.4 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 -99.4 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 -99.4 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 -99.4 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
On 13 Apr INDHOTEL was trading at 634.95. 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 INDHOTEL was trading at 641.50. 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 Apr INDHOTEL was trading at 629.10. 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 8 Apr INDHOTEL was trading at 636.35. 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
