INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
09 Jan 2026 04:12 PM IST
| INDHOTEL 27-JAN-2026 725 CE | ||||||||||||||||
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Delta: 0.23
Vega: 0.46
Theta: -0.36
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 693.10 | 4.9 | -3.05 | 25.12 | 340 | 29 | 162 | |||||||||
| 8 Jan | 704.35 | 7.15 | -5.5 | 23.00 | 116 | 25 | 133 | |||||||||
| 7 Jan | 715.35 | 12.3 | -5.75 | 23.23 | 488 | 48 | 108 | |||||||||
| 6 Jan | 726.40 | 17.9 | -6.55 | 21.97 | 361 | 58 | 59 | |||||||||
| 5 Jan | 744.20 | 25 | -0.75 | - | 0 | 0 | 1 | |||||||||
| 2 Jan | 748.65 | 25 | -0.75 | - | 0 | 0 | 1 | |||||||||
| 1 Jan | 738.60 | 25 | -0.75 | 16.21 | 3 | 0 | 2 | |||||||||
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| 31 Dec | 738.85 | 25.75 | -5.3 | 19.27 | 3 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 725 expiring on 27JAN2026
Delta for 725 CE is 0.23
Historical price for 725 CE is as follows
On 9 Jan INDHOTEL was trading at 693.10. The strike last trading price was 4.9, which was -3.05 lower than the previous day. The implied volatity was 25.12, the open interest changed by 29 which increased total open position to 162
On 8 Jan INDHOTEL was trading at 704.35. The strike last trading price was 7.15, which was -5.5 lower than the previous day. The implied volatity was 23.00, the open interest changed by 25 which increased total open position to 133
On 7 Jan INDHOTEL was trading at 715.35. The strike last trading price was 12.3, which was -5.75 lower than the previous day. The implied volatity was 23.23, the open interest changed by 48 which increased total open position to 108
On 6 Jan INDHOTEL was trading at 726.40. The strike last trading price was 17.9, which was -6.55 lower than the previous day. The implied volatity was 21.97, the open interest changed by 58 which increased total open position to 59
On 5 Jan INDHOTEL was trading at 744.20. The strike last trading price was 25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jan INDHOTEL was trading at 748.65. The strike last trading price was 25, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 1 Jan INDHOTEL was trading at 738.60. The strike last trading price was 25, which was -0.75 lower than the previous day. The implied volatity was 16.21, the open interest changed by 0 which decreased total open position to 2
On 31 Dec INDHOTEL was trading at 738.85. The strike last trading price was 25.75, which was -5.3 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 27JAN2026 725 PE | |||||||
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Delta: -0.85
Vega: 0.36
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 693.10 | 32.9 | 5.75 | 18.54 | 9 | -1 | 87 |
| 8 Jan | 704.35 | 27.05 | 7.05 | 23.82 | 13 | 2 | 88 |
| 7 Jan | 715.35 | 20.65 | 7 | 25.22 | 190 | -17 | 86 |
| 6 Jan | 726.40 | 13.7 | 7.3 | 23.30 | 372 | 21 | 104 |
| 5 Jan | 744.20 | 6.45 | 1.25 | 21.46 | 96 | 28 | 82 |
| 2 Jan | 748.65 | 5.25 | -2.05 | 20.02 | 130 | 13 | 55 |
| 1 Jan | 738.60 | 7 | -1.25 | 19.17 | 60 | 16 | 43 |
| 31 Dec | 738.85 | 8.25 | -14.95 | 19.68 | 32 | 22 | 22 |
For The Indian Hotels Co. Ltd - strike price 725 expiring on 27JAN2026
Delta for 725 PE is -0.85
Historical price for 725 PE is as follows
On 9 Jan INDHOTEL was trading at 693.10. The strike last trading price was 32.9, which was 5.75 higher than the previous day. The implied volatity was 18.54, the open interest changed by -1 which decreased total open position to 87
On 8 Jan INDHOTEL was trading at 704.35. The strike last trading price was 27.05, which was 7.05 higher than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 88
On 7 Jan INDHOTEL was trading at 715.35. The strike last trading price was 20.65, which was 7 higher than the previous day. The implied volatity was 25.22, the open interest changed by -17 which decreased total open position to 86
On 6 Jan INDHOTEL was trading at 726.40. The strike last trading price was 13.7, which was 7.3 higher than the previous day. The implied volatity was 23.30, the open interest changed by 21 which increased total open position to 104
On 5 Jan INDHOTEL was trading at 744.20. The strike last trading price was 6.45, which was 1.25 higher than the previous day. The implied volatity was 21.46, the open interest changed by 28 which increased total open position to 82
On 2 Jan INDHOTEL was trading at 748.65. The strike last trading price was 5.25, which was -2.05 lower than the previous day. The implied volatity was 20.02, the open interest changed by 13 which increased total open position to 55
On 1 Jan INDHOTEL was trading at 738.60. The strike last trading price was 7, which was -1.25 lower than the previous day. The implied volatity was 19.17, the open interest changed by 16 which increased total open position to 43
On 31 Dec INDHOTEL was trading at 738.85. The strike last trading price was 8.25, which was -14.95 lower than the previous day. The implied volatity was 19.68, the open interest changed by 22 which increased total open position to 22































































































































































































































