[--[65.84.65.76]--]

INDHOTEL

The Indian Hotels Co. Ltd
689.45 +11.30 (1.67%)
L: 675.1 H: 692.5

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Historical option data for INDHOTEL

14 Jan 2026 04:12 PM IST
INDHOTEL 27-JAN-2026 715 CE
Delta: 0.23
Vega: 0.39
Theta: -0.4
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 689.45 4 0.15 23.98 116 -8 209
13 Jan 678.15 3.6 -2.7 27.35 176 22 218
12 Jan 690.10 6.05 -1.15 25.98 156 35 199
9 Jan 693.10 7.15 -4.1 24.73 197 21 162
8 Jan 704.35 10.05 -7.45 22.23 283 18 141
7 Jan 715.35 16.95 -7.45 23.23 595 114 119
6 Jan 726.40 24.3 -12.3 22.75 9 4 4
5 Jan 744.20 36.6 0 - 0 0 0
2 Jan 748.65 36.6 0 - 0 0 0
1 Jan 738.60 36.6 0 - 0 0 0
31 Dec 738.85 36.6 0 - 0 0 0


For The Indian Hotels Co. Ltd - strike price 715 expiring on 27JAN2026

Delta for 715 CE is 0.23

Historical price for 715 CE is as follows

On 14 Jan INDHOTEL was trading at 689.45. The strike last trading price was 4, which was 0.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by -8 which decreased total open position to 209


On 13 Jan INDHOTEL was trading at 678.15. The strike last trading price was 3.6, which was -2.7 lower than the previous day. The implied volatity was 27.35, the open interest changed by 22 which increased total open position to 218


On 12 Jan INDHOTEL was trading at 690.10. The strike last trading price was 6.05, which was -1.15 lower than the previous day. The implied volatity was 25.98, the open interest changed by 35 which increased total open position to 199


On 9 Jan INDHOTEL was trading at 693.10. The strike last trading price was 7.15, which was -4.1 lower than the previous day. The implied volatity was 24.73, the open interest changed by 21 which increased total open position to 162


On 8 Jan INDHOTEL was trading at 704.35. The strike last trading price was 10.05, which was -7.45 lower than the previous day. The implied volatity was 22.23, the open interest changed by 18 which increased total open position to 141


On 7 Jan INDHOTEL was trading at 715.35. The strike last trading price was 16.95, which was -7.45 lower than the previous day. The implied volatity was 23.23, the open interest changed by 114 which increased total open position to 119


On 6 Jan INDHOTEL was trading at 726.40. The strike last trading price was 24.3, which was -12.3 lower than the previous day. The implied volatity was 22.75, the open interest changed by 4 which increased total open position to 4


On 5 Jan INDHOTEL was trading at 744.20. The strike last trading price was 36.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan INDHOTEL was trading at 748.65. The strike last trading price was 36.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan INDHOTEL was trading at 738.60. The strike last trading price was 36.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Dec INDHOTEL was trading at 738.85. The strike last trading price was 36.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDHOTEL 27JAN2026 715 PE
Delta: -0.73
Vega: 0.43
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 689.45 30.4 -8.1 28.7 23 -6 56
13 Jan 678.15 37.5 9.25 26.31 2 0 0
12 Jan 690.10 28.5 7.7 25.29 35 1 62
9 Jan 693.10 22.25 7.15 - 0 0 61
8 Jan 704.35 22.25 7.15 26.58 138 18 62
7 Jan 715.35 15.25 5.3 25.05 323 35 51
6 Jan 726.40 9.9 -8.9 23.76 29 14 14
5 Jan 744.20 18.8 0 5.52 0 0 0
2 Jan 748.65 18.8 0 5.85 0 0 0
1 Jan 738.60 18.8 0 4.6 0 0 0
31 Dec 738.85 18.8 0 4.37 0 0 0


For The Indian Hotels Co. Ltd - strike price 715 expiring on 27JAN2026

Delta for 715 PE is -0.73

Historical price for 715 PE is as follows

On 14 Jan INDHOTEL was trading at 689.45. The strike last trading price was 30.4, which was -8.1 lower than the previous day. The implied volatity was 28.7, the open interest changed by -6 which decreased total open position to 56


On 13 Jan INDHOTEL was trading at 678.15. The strike last trading price was 37.5, which was 9.25 higher than the previous day. The implied volatity was 26.31, the open interest changed by 0 which decreased total open position to 0


On 12 Jan INDHOTEL was trading at 690.10. The strike last trading price was 28.5, which was 7.7 higher than the previous day. The implied volatity was 25.29, the open interest changed by 1 which increased total open position to 62


On 9 Jan INDHOTEL was trading at 693.10. The strike last trading price was 22.25, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61


On 8 Jan INDHOTEL was trading at 704.35. The strike last trading price was 22.25, which was 7.15 higher than the previous day. The implied volatity was 26.58, the open interest changed by 18 which increased total open position to 62


On 7 Jan INDHOTEL was trading at 715.35. The strike last trading price was 15.25, which was 5.3 higher than the previous day. The implied volatity was 25.05, the open interest changed by 35 which increased total open position to 51


On 6 Jan INDHOTEL was trading at 726.40. The strike last trading price was 9.9, which was -8.9 lower than the previous day. The implied volatity was 23.76, the open interest changed by 14 which increased total open position to 14


On 5 Jan INDHOTEL was trading at 744.20. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 5.52, the open interest changed by 0 which decreased total open position to 0


On 2 Jan INDHOTEL was trading at 748.65. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 5.85, the open interest changed by 0 which decreased total open position to 0


On 1 Jan INDHOTEL was trading at 738.60. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0


On 31 Dec INDHOTEL was trading at 738.85. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 4.37, the open interest changed by 0 which decreased total open position to 0