INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
14 Jan 2026 04:12 PM IST
| INDHOTEL 27-JAN-2026 715 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.39
Theta: -0.4
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.73
Vega: 0.43
Theta: -0.33
Gamma: 0.01
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| 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































































































































































































































