Historical option data for INDHOTEL
22 Jun 2026 01:17 PM IST
| INDHOTEL 28-Jul-2026 (36d) 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 0.01
Theta: -0.2
Gamma: 0.00605
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 733.60 | 41.9 | 4.9 (13.24%) | 19.43 | 51 | -1 | 192 | |||||||||
| 19 Jun | 724.75 | 38 | 10 (35.71%) | 20.2 | 128 | 41 | 192 | |||||||||
| 18 Jun | 710.45 | 27.6 | 5.6 (25.45%) | 20.53 | 186 | 31 | 152 | |||||||||
| 17 Jun | 699.10 | 21.95 | 1.95 (9.75%) | 21.03 | 59 | 30 | 120 | |||||||||
| 16 Jun | 694.40 | 20.45 | 2.45 (13.61%) | 22.75 | 39 | 5 | 89 | |||||||||
| 15 Jun | 689.85 | 19.05 | 3.05 (19.06%) | 21.79 | 163 | 35 | 84 | |||||||||
| 12 Jun | 679.45 | 15.6 | 6.6 (73.33%) | 23.1 | 31 | 21 | 49 | |||||||||
| 11 Jun | 655.70 | 8.85 | -5.15 (-36.79%) | 24.03 | 18 | 8 | 26 | |||||||||
| 10 Jun | 665.85 | 14.1 | 1.1 (8.46%) | 25.48 | 21 | 12 | 17 | |||||||||
| 9 Jun | 666.70 | 12.8 | 0.8 (6.67%) | 24.19 | 10 | 3 | 5 | |||||||||
| 8 Jun | 652.25 | 12 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 5 Jun | 657.60 | 12 | 0 (0.00%) | 23.71 | 2 | 0 | 2 | |||||||||
| 4 Jun | 661.55 | 12 | -18 (-60.00%) | 23.71 | 2 | 0 | 0 | |||||||||
| 14 May | 647.25 | 0 | -30.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 637.40 | 0 | -30.4 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 30 Apr | 635.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 700 expiring on 28JUL2026
Delta for 700 CE is 0.81
Historical price for 700 CE is as follows
On 22 Jun INDHOTEL was trading at 733.60. The strike last trading price was 41.9, which was 4.9 higher than the previous day. The implied volatity was 19.43, the open interest changed by -1 which decreased total open position to 192
On 19 Jun INDHOTEL was trading at 724.75. The strike last trading price was 38, which was 10 higher than the previous day. The implied volatity was 20.2, the open interest changed by 41 which increased total open position to 192
On 18 Jun INDHOTEL was trading at 710.45. The strike last trading price was 27.6, which was 5.6 higher than the previous day. The implied volatity was 20.53, the open interest changed by 31 which increased total open position to 152
On 17 Jun INDHOTEL was trading at 699.10. The strike last trading price was 21.95, which was 1.95 higher than the previous day. The implied volatity was 21.03, the open interest changed by 30 which increased total open position to 120
On 16 Jun INDHOTEL was trading at 694.40. The strike last trading price was 20.45, which was 2.45 higher than the previous day. The implied volatity was 22.75, the open interest changed by 5 which increased total open position to 89
On 15 Jun INDHOTEL was trading at 689.85. The strike last trading price was 19.05, which was 3.05 higher than the previous day. The implied volatity was 21.79, the open interest changed by 35 which increased total open position to 84
On 12 Jun INDHOTEL was trading at 679.45. The strike last trading price was 15.6, which was 6.6 higher than the previous day. The implied volatity was 23.1, the open interest changed by 21 which increased total open position to 49
On 11 Jun INDHOTEL was trading at 655.70. The strike last trading price was 8.85, which was -5.15 lower than the previous day. The implied volatity was 24.03, the open interest changed by 8 which increased total open position to 26
On 10 Jun INDHOTEL was trading at 665.85. The strike last trading price was 14.1, which was 1.1 higher than the previous day. The implied volatity was 25.48, the open interest changed by 12 which increased total open position to 17
On 9 Jun INDHOTEL was trading at 666.70. The strike last trading price was 12.8, which was 0.8 higher than the previous day. The implied volatity was 24.19, the open interest changed by 3 which increased total open position to 5
On 8 Jun INDHOTEL was trading at 652.25. 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 2
On 5 Jun INDHOTEL was trading at 657.60. The strike last trading price was 12, which was 0 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 2
On 4 Jun INDHOTEL was trading at 661.55. The strike last trading price was 12, which was -18 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 0
On 14 May INDHOTEL was trading at 647.25. The strike last trading price was 0, which was -30.4 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 -30.4 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 30 Apr INDHOTEL was trading at 635.85. 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
| INDHOTEL 28-Jul-2026 (36d) 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.01
Theta: -0.18
Gamma: 0.0054
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 733.60 | 8.7 | -2.1 (-19.44%) | 25.04 | 108 | 41 | 148 |
| 19 Jun | 724.75 | 10.85 | -4.4 (-28.85%) | 24.01 | 130 | 14 | 107 |
| 18 Jun | 710.45 | 15.25 | -4.2 (-21.59%) | 22.52 | 72 | 25 | 92 |
| 17 Jun | 699.10 | 19.45 | -1.8 (-8.47%) | 22.79 | 7 | 2 | 67 |
| 16 Jun | 694.40 | 21.25 | -3.8 (-15.17%) | 22.95 | 9 | 7 | 64 |
| 15 Jun | 689.85 | 25.1 | -5.9 (-19.03%) | 22.76 | 51 | 33 | 56 |
| 12 Jun | 679.45 | 31 | -16.75 (-35.08%) | 22.59 | 6 | 2 | 23 |
| 11 Jun | 655.70 | 48.45 | 4.95 (11.38%) | 23.87 | 22 | 19 | 21 |
| 10 Jun | 665.85 | 43.5 | 43.5 | - | 2 | 0 | 2 |
| 9 Jun | 666.70 | 43.5 | 43.5 | - | 2 | 0 | 2 |
| 8 Jun | 652.25 | 43.5 | 43.5 | - | 2 | 0 | 2 |
| 5 Jun | 657.60 | 43.5 | 43.5 (-35.94%) | 23.28 | 2 | 0 | 2 |
| 4 Jun | 661.55 | 43.5 | -24.4 (-35.94%) | 23.28 | 2 | 0 | 0 |
| 14 May | 647.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 637.40 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 635.85 | 0 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 700 expiring on 28JUL2026
Delta for 700 PE is -0.24
Historical price for 700 PE is as follows
On 22 Jun INDHOTEL was trading at 733.60. The strike last trading price was 8.7, which was -2.1 lower than the previous day. The implied volatity was 25.04, the open interest changed by 41 which increased total open position to 148
On 19 Jun INDHOTEL was trading at 724.75. The strike last trading price was 10.85, which was -4.4 lower than the previous day. The implied volatity was 24.01, the open interest changed by 14 which increased total open position to 107
On 18 Jun INDHOTEL was trading at 710.45. The strike last trading price was 15.25, which was -4.2 lower than the previous day. The implied volatity was 22.52, the open interest changed by 25 which increased total open position to 92
On 17 Jun INDHOTEL was trading at 699.10. The strike last trading price was 19.45, which was -1.8 lower than the previous day. The implied volatity was 22.79, the open interest changed by 2 which increased total open position to 67
On 16 Jun INDHOTEL was trading at 694.40. The strike last trading price was 21.25, which was -3.8 lower than the previous day. The implied volatity was 22.95, the open interest changed by 7 which increased total open position to 64
On 15 Jun INDHOTEL was trading at 689.85. The strike last trading price was 25.1, which was -5.9 lower than the previous day. The implied volatity was 22.76, the open interest changed by 33 which increased total open position to 56
On 12 Jun INDHOTEL was trading at 679.45. The strike last trading price was 31, which was -16.75 lower than the previous day. The implied volatity was 22.59, the open interest changed by 2 which increased total open position to 23
On 11 Jun INDHOTEL was trading at 655.70. The strike last trading price was 48.45, which was 4.95 higher than the previous day. The implied volatity was 23.87, the open interest changed by 19 which increased total open position to 21
On 10 Jun INDHOTEL was trading at 665.85. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Jun INDHOTEL was trading at 666.70. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Jun INDHOTEL was trading at 652.25. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jun INDHOTEL was trading at 657.60. The strike last trading price was 43.5, which was 43.5 higher than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 2
On 4 Jun INDHOTEL was trading at 661.55. The strike last trading price was 43.5, which was -24.4 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 0
On 14 May INDHOTEL was trading at 647.25. 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 May INDHOTEL was trading at 637.40. 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 INDHOTEL was trading at 635.85. 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
