INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0.12
Theta: -0.33
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 92.85 | 2.70 | 32.36 | 1 | 0 | 157 | |||
| 11 Dec | 836.40 | 90.15 | -0.55 | 27.92 | 4 | -2 | 158 | |||
| 10 Dec | 838.55 | 90.7 | 0.70 | - | 6 | -3 | 159 | |||
| 9 Dec | 837.20 | 90 | 8.00 | 32.41 | 17 | -13 | 163 | |||
| 6 Dec | 826.65 | 82 | 10.75 | 34.50 | 11 | -3 | 176 | |||
| 5 Dec | 820.10 | 71.25 | 7.25 | - | 31 | -7 | 180 | |||
| 4 Dec | 810.90 | 64 | 1.85 | 17.34 | 48 | 8 | 186 | |||
| 3 Dec | 806.65 | 62.15 | 2.15 | 20.69 | 56 | -21 | 178 | |||
| 2 Dec | 801.05 | 60 | 5.00 | 27.00 | 35 | -17 | 199 | |||
| 29 Nov | 793.35 | 55 | 11.15 | 25.54 | 77 | -12 | 217 | |||
| 28 Nov | 778.55 | 43.85 | -8.95 | 23.18 | 180 | -12 | 230 | |||
| 27 Nov | 788.90 | 52.8 | -4.95 | 25.86 | 65 | 21 | 240 | |||
| 26 Nov | 796.75 | 57.75 | -2.00 | 23.69 | 52 | 15 | 219 | |||
| 25 Nov | 798.05 | 59.75 | -0.40 | 26.56 | 21 | 20 | 204 | |||
|
|
||||||||||
| 22 Nov | 799.05 | 60.15 | 8.15 | 26.00 | 46 | 7 | 191 | |||
| 21 Nov | 786.80 | 52 | 23.50 | 26.67 | 205 | -21 | 184 | |||
| 20 Nov | 754.00 | 28.5 | 0.00 | 24.98 | 527 | 36 | 205 | |||
| 19 Nov | 754.00 | 28.5 | 7.30 | 24.98 | 527 | 36 | 205 | |||
| 18 Nov | 737.20 | 21.2 | -1.05 | 25.43 | 709 | -48 | 168 | |||
| 14 Nov | 741.35 | 22.25 | 9.55 | 22.90 | 219 | 80 | 216 | |||
| 13 Nov | 714.15 | 12.7 | -5.20 | 23.12 | 112 | 43 | 135 | |||
| 12 Nov | 730.40 | 17.9 | -2.05 | 23.27 | 48 | 26 | 93 | |||
| 11 Nov | 729.75 | 19.95 | -2.30 | 24.74 | 94 | -7 | 66 | |||
| 8 Nov | 732.90 | 22.25 | 25.02 | 121 | 73 | 73 | ||||
For The Indian Hotels Co. Ltd - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.97
Historical price for 750 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 92.85, which was 2.70 higher than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 157
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 90.15, which was -0.55 lower than the previous day. The implied volatity was 27.92, the open interest changed by -2 which decreased total open position to 158
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 90.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 159
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 90, which was 8.00 higher than the previous day. The implied volatity was 32.41, the open interest changed by -13 which decreased total open position to 163
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 82, which was 10.75 higher than the previous day. The implied volatity was 34.50, the open interest changed by -3 which decreased total open position to 176
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 71.25, which was 7.25 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 180
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 64, which was 1.85 higher than the previous day. The implied volatity was 17.34, the open interest changed by 8 which increased total open position to 186
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 62.15, which was 2.15 higher than the previous day. The implied volatity was 20.69, the open interest changed by -21 which decreased total open position to 178
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 60, which was 5.00 higher than the previous day. The implied volatity was 27.00, the open interest changed by -17 which decreased total open position to 199
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 55, which was 11.15 higher than the previous day. The implied volatity was 25.54, the open interest changed by -12 which decreased total open position to 217
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 43.85, which was -8.95 lower than the previous day. The implied volatity was 23.18, the open interest changed by -12 which decreased total open position to 230
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 52.8, which was -4.95 lower than the previous day. The implied volatity was 25.86, the open interest changed by 21 which increased total open position to 240
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 57.75, which was -2.00 lower than the previous day. The implied volatity was 23.69, the open interest changed by 15 which increased total open position to 219
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 59.75, which was -0.40 lower than the previous day. The implied volatity was 26.56, the open interest changed by 20 which increased total open position to 204
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 60.15, which was 8.15 higher than the previous day. The implied volatity was 26.00, the open interest changed by 7 which increased total open position to 191
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 52, which was 23.50 higher than the previous day. The implied volatity was 26.67, the open interest changed by -21 which decreased total open position to 184
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 28.5, which was 0.00 lower than the previous day. The implied volatity was 24.98, the open interest changed by 36 which increased total open position to 205
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 28.5, which was 7.30 higher than the previous day. The implied volatity was 24.98, the open interest changed by 36 which increased total open position to 205
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 21.2, which was -1.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by -48 which decreased total open position to 168
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 22.25, which was 9.55 higher than the previous day. The implied volatity was 22.90, the open interest changed by 80 which increased total open position to 216
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 12.7, which was -5.20 lower than the previous day. The implied volatity was 23.12, the open interest changed by 43 which increased total open position to 135
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 17.9, which was -2.05 lower than the previous day. The implied volatity was 23.27, the open interest changed by 26 which increased total open position to 93
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 19.95, which was -2.30 lower than the previous day. The implied volatity was 24.74, the open interest changed by -7 which decreased total open position to 66
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was 25.02, the open interest changed by 73 which increased total open position to 73
| INDHOTEL 26DEC2024 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.13
Theta: -0.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 0.85 | -0.05 | 33.67 | 46 | -7 | 780 |
| 11 Dec | 836.40 | 0.9 | -0.25 | 32.50 | 126 | -20 | 789 |
| 10 Dec | 838.55 | 1.15 | -0.25 | 33.62 | 278 | 33 | 808 |
| 9 Dec | 837.20 | 1.4 | -0.45 | 33.11 | 550 | 58 | 776 |
| 6 Dec | 826.65 | 1.85 | -0.55 | 29.84 | 668 | -6 | 718 |
| 5 Dec | 820.10 | 2.4 | -0.95 | 29.60 | 475 | 4 | 724 |
| 4 Dec | 810.90 | 3.35 | -0.45 | 28.80 | 795 | -108 | 719 |
| 3 Dec | 806.65 | 3.8 | -1.35 | 28.49 | 806 | 77 | 828 |
| 2 Dec | 801.05 | 5.15 | -1.45 | 29.23 | 810 | 44 | 750 |
| 29 Nov | 793.35 | 6.6 | -3.65 | 28.34 | 1,086 | 110 | 703 |
| 28 Nov | 778.55 | 10.25 | 1.75 | 29.22 | 645 | 2 | 593 |
| 27 Nov | 788.90 | 8.5 | 1.20 | 29.22 | 307 | 23 | 595 |
| 26 Nov | 796.75 | 7.3 | -1.75 | 29.15 | 499 | 193 | 573 |
| 25 Nov | 798.05 | 9.05 | 0.00 | 31.43 | 228 | 52 | 380 |
| 22 Nov | 799.05 | 9.05 | -4.30 | 30.04 | 412 | 18 | 346 |
| 21 Nov | 786.80 | 13.35 | -9.15 | 31.75 | 654 | 256 | 327 |
| 20 Nov | 754.00 | 22.5 | 0.00 | 28.25 | 125 | 53 | 72 |
| 19 Nov | 754.00 | 22.5 | -9.65 | 28.25 | 125 | 54 | 72 |
| 18 Nov | 737.20 | 32.15 | 4.20 | 30.42 | 25 | 9 | 17 |
| 14 Nov | 741.35 | 27.95 | -12.05 | 27.18 | 5 | 1 | 5 |
| 13 Nov | 714.15 | 40 | 6.75 | 25.67 | 6 | 1 | 5 |
| 12 Nov | 730.40 | 33.25 | -6.75 | 26.02 | 2 | 0 | 2 |
| 11 Nov | 729.75 | 40 | -41.30 | 32.61 | 2 | 0 | 0 |
| 8 Nov | 732.90 | 81.3 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 750 expiring on 26DEC2024
Delta for 750 PE is -0.04
Historical price for 750 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 33.67, the open interest changed by -7 which decreased total open position to 780
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 32.50, the open interest changed by -20 which decreased total open position to 789
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 33.62, the open interest changed by 33 which increased total open position to 808
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 1.4, which was -0.45 lower than the previous day. The implied volatity was 33.11, the open interest changed by 58 which increased total open position to 776
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 29.84, the open interest changed by -6 which decreased total open position to 718
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 2.4, which was -0.95 lower than the previous day. The implied volatity was 29.60, the open interest changed by 4 which increased total open position to 724
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 28.80, the open interest changed by -108 which decreased total open position to 719
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 3.8, which was -1.35 lower than the previous day. The implied volatity was 28.49, the open interest changed by 77 which increased total open position to 828
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 5.15, which was -1.45 lower than the previous day. The implied volatity was 29.23, the open interest changed by 44 which increased total open position to 750
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 6.6, which was -3.65 lower than the previous day. The implied volatity was 28.34, the open interest changed by 110 which increased total open position to 703
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 10.25, which was 1.75 higher than the previous day. The implied volatity was 29.22, the open interest changed by 2 which increased total open position to 593
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 8.5, which was 1.20 higher than the previous day. The implied volatity was 29.22, the open interest changed by 23 which increased total open position to 595
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 7.3, which was -1.75 lower than the previous day. The implied volatity was 29.15, the open interest changed by 193 which increased total open position to 573
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 9.05, which was 0.00 lower than the previous day. The implied volatity was 31.43, the open interest changed by 52 which increased total open position to 380
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 9.05, which was -4.30 lower than the previous day. The implied volatity was 30.04, the open interest changed by 18 which increased total open position to 346
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 13.35, which was -9.15 lower than the previous day. The implied volatity was 31.75, the open interest changed by 256 which increased total open position to 327
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 22.5, which was 0.00 lower than the previous day. The implied volatity was 28.25, the open interest changed by 53 which increased total open position to 72
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 22.5, which was -9.65 lower than the previous day. The implied volatity was 28.25, the open interest changed by 54 which increased total open position to 72
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 32.15, which was 4.20 higher than the previous day. The implied volatity was 30.42, the open interest changed by 9 which increased total open position to 17
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 27.95, which was -12.05 lower than the previous day. The implied volatity was 27.18, the open interest changed by 1 which increased total open position to 5
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 40, which was 6.75 higher than the previous day. The implied volatity was 25.67, the open interest changed by 1 which increased total open position to 5
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 33.25, which was -6.75 lower than the previous day. The implied volatity was 26.02, the open interest changed by 0 which decreased total open position to 2
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 40, which was -41.30 lower than the previous day. The implied volatity was 32.61, the open interest changed by 0 which decreased total open position to 0
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 81.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
