`
[--[65.84.65.76]--]
INDHOTEL
The Indian Hotels Co. Ltd

786.8 32.80 (4.35%)

Back to Option Chain


Historical option data for INDHOTEL

21 Nov 2024 04:12 PM IST
INDHOTEL 28NOV2024 760 CE
Delta: 0.84
Vega: 0.26
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 786.80 29.25 20.50 25.56 8,926 -169 915
20 Nov 754.00 8.75 0.00 24.89 13,153 215 1,085
19 Nov 754.00 8.75 3.85 24.89 13,153 216 1,085
18 Nov 737.20 4.9 -1.90 26.42 1,942 -15 871
14 Nov 741.35 6.8 3.45 23.39 2,826 169 886
13 Nov 714.15 3.35 -2.00 27.13 1,370 -31 719
12 Nov 730.40 5.35 -0.35 25.11 1,240 84 754
11 Nov 729.75 5.7 -1.95 24.72 3,696 68 672
8 Nov 732.90 7.65 3.90 24.97 6,916 477 592
7 Nov 683.80 3.75 1.00 34.16 358 15 129
6 Nov 684.65 2.75 0.45 30.89 233 48 110
5 Nov 668.00 2.3 -0.85 34.99 53 14 64
4 Nov 666.55 3.15 -1.65 38.13 86 44 50
1 Nov 687.60 4.8 1.20 32.59 6 3 7
31 Oct 676.70 3.6 -1.55 - 2 1 3
30 Oct 684.75 5.15 0.00 - 0 0 0
29 Oct 678.75 5.15 0.00 - 0 2 0
28 Oct 671.25 5.15 -11.75 - 6 2 2
25 Oct 691.25 16.9 0.00 - 0 0 0
24 Oct 667.00 16.9 0.00 - 0 0 0
23 Oct 658.65 16.9 0.00 - 0 0 0
22 Oct 656.10 16.9 0.00 - 0 0 0
21 Oct 679.00 16.9 0.00 - 0 0 0
18 Oct 686.70 16.9 0.00 - 0 0 0
16 Oct 704.55 16.9 0.00 - 0 0 0
15 Oct 712.60 16.9 0.00 - 0 0 0
14 Oct 705.20 16.9 0.00 - 0 0 0
11 Oct 708.55 16.9 0.00 - 0 0 0
10 Oct 706.25 16.9 0.00 - 0 0 0
9 Oct 693.65 16.9 0.00 - 0 0 0
8 Oct 684.65 16.9 0.00 - 0 0 0
26 Sept 709.90 16.9 0.00 - 0 0 0
25 Sept 709.95 16.9 0.00 - 0 0 0
24 Sept 711.65 16.9 16.90 - 0 0 0
23 Sept 714.80 0 0.00 - 0 0 0
20 Sept 702.75 0 0.00 - 0 0 0
19 Sept 690.85 0 0.00 - 0 0 0
18 Sept 681.40 0 0.00 - 0 0 0
17 Sept 692.25 0 0.00 - 0 0 0
16 Sept 690.95 0 0.00 - 0 0 0
13 Sept 689.05 0 0.00 - 0 0 0
12 Sept 700.90 0 0.00 - 0 0 0
11 Sept 684.75 0 0.00 - 0 0 0
10 Sept 695.00 0 0.00 - 0 0 0
9 Sept 665.85 0 0.00 - 0 0 0
5 Sept 670.45 0 - 0 0 0


For The Indian Hotels Co. Ltd - strike price 760 expiring on 28NOV2024

Delta for 760 CE is 0.84

Historical price for 760 CE is as follows

On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 29.25, which was 20.50 higher than the previous day. The implied volatity was 25.56, the open interest changed by -169 which decreased total open position to 915


On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 24.89, the open interest changed by 215 which increased total open position to 1085


On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 8.75, which was 3.85 higher than the previous day. The implied volatity was 24.89, the open interest changed by 216 which increased total open position to 1085


On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 4.9, which was -1.90 lower than the previous day. The implied volatity was 26.42, the open interest changed by -15 which decreased total open position to 871


On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 6.8, which was 3.45 higher than the previous day. The implied volatity was 23.39, the open interest changed by 169 which increased total open position to 886


On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 3.35, which was -2.00 lower than the previous day. The implied volatity was 27.13, the open interest changed by -31 which decreased total open position to 719


On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 5.35, which was -0.35 lower than the previous day. The implied volatity was 25.11, the open interest changed by 84 which increased total open position to 754


On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 5.7, which was -1.95 lower than the previous day. The implied volatity was 24.72, the open interest changed by 68 which increased total open position to 672


On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 7.65, which was 3.90 higher than the previous day. The implied volatity was 24.97, the open interest changed by 477 which increased total open position to 592


On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 3.75, which was 1.00 higher than the previous day. The implied volatity was 34.16, the open interest changed by 15 which increased total open position to 129


On 6 Nov INDHOTEL was trading at 684.65. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 30.89, the open interest changed by 48 which increased total open position to 110


On 5 Nov INDHOTEL was trading at 668.00. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 34.99, the open interest changed by 14 which increased total open position to 64


On 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 3.15, which was -1.65 lower than the previous day. The implied volatity was 38.13, the open interest changed by 44 which increased total open position to 50


On 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 4.8, which was 1.20 higher than the previous day. The implied volatity was 32.59, the open interest changed by 3 which increased total open position to 7


On 31 Oct INDHOTEL was trading at 676.70. The strike last trading price was 3.6, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDHOTEL was trading at 684.75. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDHOTEL was trading at 678.75. The strike last trading price was 5.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDHOTEL was trading at 671.25. The strike last trading price was 5.15, which was -11.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDHOTEL was trading at 691.25. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDHOTEL was trading at 667.00. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDHOTEL was trading at 658.65. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDHOTEL was trading at 656.10. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDHOTEL was trading at 679.00. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDHOTEL was trading at 686.70. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INDHOTEL was trading at 704.55. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INDHOTEL was trading at 712.60. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDHOTEL was trading at 705.20. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDHOTEL was trading at 708.55. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INDHOTEL was trading at 706.25. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct INDHOTEL was trading at 693.65. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDHOTEL was trading at 684.65. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept INDHOTEL was trading at 709.90. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept INDHOTEL was trading at 709.95. The strike last trading price was 16.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept INDHOTEL was trading at 711.65. The strike last trading price was 16.9, which was 16.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept INDHOTEL was trading at 714.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept INDHOTEL was trading at 702.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept INDHOTEL was trading at 690.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept INDHOTEL was trading at 681.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept INDHOTEL was trading at 692.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept INDHOTEL was trading at 690.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept INDHOTEL was trading at 689.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept INDHOTEL was trading at 700.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept INDHOTEL was trading at 684.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept INDHOTEL was trading at 695.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept INDHOTEL was trading at 665.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept INDHOTEL was trading at 670.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


INDHOTEL 28NOV2024 760 PE
Delta: -0.22
Vega: 0.32
Theta: -0.74
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 786.80 4.85 -12.50 34.01 7,001 1,014 1,455
20 Nov 754.00 17.35 0.00 29.15 2,748 384 445
19 Nov 754.00 17.35 -10.05 29.15 2,748 388 445
18 Nov 737.20 27.4 0.70 27.88 48 0 57
14 Nov 741.35 26.7 -18.55 28.71 42 -5 56
13 Nov 714.15 45.25 9.90 30.46 11 -6 62
12 Nov 730.40 35.35 0.10 28.61 29 -2 69
11 Nov 729.75 35.25 1.55 28.55 190 36 75
8 Nov 732.90 33.7 -54.30 26.90 111 38 39
7 Nov 683.80 88 0.00 0.00 0 0 0
6 Nov 684.65 88 0.00 0.00 0 0 0
5 Nov 668.00 88 0.00 0.00 0 1 0
4 Nov 666.55 88 -26.90 - 1 0 0
1 Nov 687.60 114.9 0.00 - 0 0 0
31 Oct 676.70 114.9 0.00 - 0 0 0
30 Oct 684.75 114.9 0.00 - 0 0 0
29 Oct 678.75 114.9 0.00 - 0 0 0
28 Oct 671.25 114.9 0.00 - 0 0 0
25 Oct 691.25 114.9 0.00 - 0 0 0
24 Oct 667.00 114.9 0.00 - 0 0 0
23 Oct 658.65 114.9 0.00 - 0 0 0
22 Oct 656.10 114.9 0.00 - 0 0 0
21 Oct 679.00 114.9 0.00 - 0 0 0
18 Oct 686.70 114.9 0.00 - 0 0 0
16 Oct 704.55 114.9 0.00 - 0 0 0
15 Oct 712.60 114.9 0.00 - 0 0 0
14 Oct 705.20 114.9 0.00 - 0 0 0
11 Oct 708.55 114.9 0.00 - 0 0 0
10 Oct 706.25 114.9 0.00 - 0 0 0
9 Oct 693.65 114.9 0.00 - 0 0 0
8 Oct 684.65 114.9 114.90 - 0 0 0
26 Sept 709.90 0 0.00 - 0 0 0
25 Sept 709.95 0 0.00 - 0 0 0
24 Sept 711.65 0 0.00 - 0 0 0
23 Sept 714.80 0 0.00 - 0 0 0
20 Sept 702.75 0 0.00 - 0 0 0
19 Sept 690.85 0 0.00 - 0 0 0
18 Sept 681.40 0 0.00 - 0 0 0
17 Sept 692.25 0 0.00 - 0 0 0
16 Sept 690.95 0 0.00 - 0 0 0
13 Sept 689.05 0 0.00 - 0 0 0
12 Sept 700.90 0 0.00 - 0 0 0
11 Sept 684.75 0 0.00 - 0 0 0
10 Sept 695.00 0 0.00 - 0 0 0
9 Sept 665.85 0 0.00 - 0 0 0
5 Sept 670.45 0 - 0 0 0


For The Indian Hotels Co. Ltd - strike price 760 expiring on 28NOV2024

Delta for 760 PE is -0.22

Historical price for 760 PE is as follows

On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 4.85, which was -12.50 lower than the previous day. The implied volatity was 34.01, the open interest changed by 1014 which increased total open position to 1455


On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 29.15, the open interest changed by 384 which increased total open position to 445


On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 17.35, which was -10.05 lower than the previous day. The implied volatity was 29.15, the open interest changed by 388 which increased total open position to 445


On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 27.4, which was 0.70 higher than the previous day. The implied volatity was 27.88, the open interest changed by 0 which decreased total open position to 57


On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 26.7, which was -18.55 lower than the previous day. The implied volatity was 28.71, the open interest changed by -5 which decreased total open position to 56


On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 45.25, which was 9.90 higher than the previous day. The implied volatity was 30.46, the open interest changed by -6 which decreased total open position to 62


On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 35.35, which was 0.10 higher than the previous day. The implied volatity was 28.61, the open interest changed by -2 which decreased total open position to 69


On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 35.25, which was 1.55 higher than the previous day. The implied volatity was 28.55, the open interest changed by 36 which increased total open position to 75


On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 33.7, which was -54.30 lower than the previous day. The implied volatity was 26.90, the open interest changed by 38 which increased total open position to 39


On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Nov INDHOTEL was trading at 684.65. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Nov INDHOTEL was trading at 668.00. The strike last trading price was 88, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 88, which was -26.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct INDHOTEL was trading at 676.70. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct INDHOTEL was trading at 684.75. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct INDHOTEL was trading at 678.75. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct INDHOTEL was trading at 671.25. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct INDHOTEL was trading at 691.25. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct INDHOTEL was trading at 667.00. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct INDHOTEL was trading at 658.65. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct INDHOTEL was trading at 656.10. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct INDHOTEL was trading at 679.00. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct INDHOTEL was trading at 686.70. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct INDHOTEL was trading at 704.55. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct INDHOTEL was trading at 712.60. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct INDHOTEL was trading at 705.20. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct INDHOTEL was trading at 708.55. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct INDHOTEL was trading at 706.25. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct INDHOTEL was trading at 693.65. The strike last trading price was 114.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct INDHOTEL was trading at 684.65. The strike last trading price was 114.9, which was 114.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept INDHOTEL was trading at 709.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept INDHOTEL was trading at 709.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept INDHOTEL was trading at 711.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept INDHOTEL was trading at 714.80. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept INDHOTEL was trading at 702.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept INDHOTEL was trading at 690.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept INDHOTEL was trading at 681.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept INDHOTEL was trading at 692.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept INDHOTEL was trading at 690.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept INDHOTEL was trading at 689.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept INDHOTEL was trading at 700.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept INDHOTEL was trading at 684.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept INDHOTEL was trading at 695.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept INDHOTEL was trading at 665.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept INDHOTEL was trading at 670.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to