Historical option data for INDHOTEL
29 Jun 2026 10:50 AM IST
| INDHOTEL 28-Jul-2026 (27d) 720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.01
Theta: -0.4
Gamma: 0.00756
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 710.60 | 18.1 | -5.9 (-24.58%) | 26.04 | 100 | 59 | 192 | |||||||||
| 25 Jun | 720.65 | 24.25 | -1.75 (-6.73%) | 24.48 | 82 | 33 | 133 | |||||||||
| 24 Jun | 725.50 | 25.3 | 1.3 (5.42%) | 22.89 | 108 | 9 | 102 | |||||||||
| 23 Jun | 724.05 | 25.5 | -2.5 (-8.93%) | 22.65 | 95 | 13 | 93 | |||||||||
| 22 Jun | 733.00 | 28 | 3 (12.00%) | 20.68 | 111 | 10 | 80 | |||||||||
| 19 Jun | 724.75 | 23.45 | 5.45 (30.28%) | 20.42 | 149 | 22 | 70 | |||||||||
| 18 Jun | 710.45 | 17.7 | 5.7 (47.50%) | 20.82 | 45 | 23 | 48 | |||||||||
| 17 Jun | 699.10 | 12 | -1 (-7.69%) | 21.06 | 10 | 1 | 25 | |||||||||
| 16 Jun | 694.40 | 12.7 | 0.7 (5.83%) | 22.25 | 2 | 0 | 24 | |||||||||
| 15 Jun | 689.85 | 12.4 | 2.4 (24.00%) | 21.51 | 24 | 16 | 23 | |||||||||
| 12 Jun | 679.45 | 9.5 | 2.5 (35.71%) | 22.48 | 3 | 1 | 6 | |||||||||
| 11 Jun | 655.70 | 7 | 0 (0.00%) | 23.31 | 8 | 0 | 5 | |||||||||
| 10 Jun | 665.85 | 7 | -17 (-70.83%) | 23.31 | 8 | 4 | 4 | |||||||||
For The Indian Hotels Co. Ltd - strike price 720 expiring on 28JUL2026
Delta for 720 CE is 0.47
Historical price for 720 CE is as follows
On 29 Jun INDHOTEL was trading at 710.60. The strike last trading price was 18.1, which was -5.9 lower than the previous day. The implied volatity was 26.04, the open interest changed by 59 which increased total open position to 192
On 25 Jun INDHOTEL was trading at 720.65. The strike last trading price was 24.25, which was -1.75 lower than the previous day. The implied volatity was 24.48, the open interest changed by 33 which increased total open position to 133
On 24 Jun INDHOTEL was trading at 725.50. The strike last trading price was 25.3, which was 1.3 higher than the previous day. The implied volatity was 22.89, the open interest changed by 9 which increased total open position to 102
On 23 Jun INDHOTEL was trading at 724.05. The strike last trading price was 25.5, which was -2.5 lower than the previous day. The implied volatity was 22.65, the open interest changed by 13 which increased total open position to 93
On 22 Jun INDHOTEL was trading at 733.00. The strike last trading price was 28, which was 3 higher than the previous day. The implied volatity was 20.68, the open interest changed by 10 which increased total open position to 80
On 19 Jun INDHOTEL was trading at 724.75. The strike last trading price was 23.45, which was 5.45 higher than the previous day. The implied volatity was 20.42, the open interest changed by 22 which increased total open position to 70
On 18 Jun INDHOTEL was trading at 710.45. The strike last trading price was 17.7, which was 5.7 higher than the previous day. The implied volatity was 20.82, the open interest changed by 23 which increased total open position to 48
On 17 Jun INDHOTEL was trading at 699.10. The strike last trading price was 12, which was -1 lower than the previous day. The implied volatity was 21.06, the open interest changed by 1 which increased total open position to 25
On 16 Jun INDHOTEL was trading at 694.40. The strike last trading price was 12.7, which was 0.7 higher than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 24
On 15 Jun INDHOTEL was trading at 689.85. The strike last trading price was 12.4, which was 2.4 higher than the previous day. The implied volatity was 21.51, the open interest changed by 16 which increased total open position to 23
On 12 Jun INDHOTEL was trading at 679.45. The strike last trading price was 9.5, which was 2.5 higher than the previous day. The implied volatity was 22.48, the open interest changed by 1 which increased total open position to 6
On 11 Jun INDHOTEL was trading at 655.70. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 5
On 10 Jun INDHOTEL was trading at 665.85. The strike last trading price was 7, which was -17 lower than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 4
| INDHOTEL 28-Jul-2026 (27d) 720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.01
Theta: -0.25
Gamma: 0.00864
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 710.60 | 20.8 | 3.65 (21.28%) | 22.74 | 67 | 6 | 109 |
| 25 Jun | 720.65 | 15.85 | 0.95 (6.38%) | 21.47 | 106 | 40 | 103 |
| 24 Jun | 725.50 | 14.5 | -2.15 (-12.91%) | 22.38 | 61 | 19 | 63 |
| 23 Jun | 724.05 | 16.15 | 1.25 (8.39%) | 22.7 | 12 | 7 | 45 |
| 22 Jun | 733.00 | 14.9 | -3.15 (-17.45%) | 24.94 | 14 | 4 | 37 |
| 19 Jun | 724.75 | 18 | -6.3 (-25.93%) | 23.91 | 42 | 26 | 33 |
| 18 Jun | 710.45 | 24 | -8 (-25.00%) | 23.11 | 4 | 3 | 6 |
| 17 Jun | 699.10 | 32 | -2 (-5.88%) | 21.47 | 1 | 0 | 2 |
| 16 Jun | 694.40 | 34 | 34 (-58.26%) | 20.78 | 2 | 0 | 2 |
| 15 Jun | 689.85 | 34 | -47.45 (-58.26%) | 20.78 | 2 | 2 | 2 |
| 12 Jun | 679.45 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 655.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Jun | 665.85 | 0 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 720 expiring on 28JUL2026
Delta for 720 PE is -0.53
Historical price for 720 PE is as follows
On 29 Jun INDHOTEL was trading at 710.60. The strike last trading price was 20.8, which was 3.65 higher than the previous day. The implied volatity was 22.74, the open interest changed by 6 which increased total open position to 109
On 25 Jun INDHOTEL was trading at 720.65. The strike last trading price was 15.85, which was 0.95 higher than the previous day. The implied volatity was 21.47, the open interest changed by 40 which increased total open position to 103
On 24 Jun INDHOTEL was trading at 725.50. The strike last trading price was 14.5, which was -2.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 19 which increased total open position to 63
On 23 Jun INDHOTEL was trading at 724.05. The strike last trading price was 16.15, which was 1.25 higher than the previous day. The implied volatity was 22.7, the open interest changed by 7 which increased total open position to 45
On 22 Jun INDHOTEL was trading at 733.00. The strike last trading price was 14.9, which was -3.15 lower than the previous day. The implied volatity was 24.94, the open interest changed by 4 which increased total open position to 37
On 19 Jun INDHOTEL was trading at 724.75. The strike last trading price was 18, which was -6.3 lower than the previous day. The implied volatity was 23.91, the open interest changed by 26 which increased total open position to 33
On 18 Jun INDHOTEL was trading at 710.45. The strike last trading price was 24, which was -8 lower than the previous day. The implied volatity was 23.11, the open interest changed by 3 which increased total open position to 6
On 17 Jun INDHOTEL was trading at 699.10. The strike last trading price was 32, which was -2 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 2
On 16 Jun INDHOTEL was trading at 694.40. The strike last trading price was 34, which was 34 higher than the previous day. The implied volatity was 20.78, the open interest changed by 0 which decreased total open position to 2
On 15 Jun INDHOTEL was trading at 689.85. The strike last trading price was 34, which was -47.45 lower than the previous day. The implied volatity was 20.78, the open interest changed by 2 which increased total open position to 2
On 12 Jun INDHOTEL was trading at 679.45. 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 11 Jun INDHOTEL was trading at 655.70. 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 10 Jun INDHOTEL was trading at 665.85. 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
