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

781.2 6.10 (0.79%)

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Historical option data for INDHOTEL

24 Jan 2025 04:12 PM IST
INDHOTEL 30JAN2025 770 CE
Delta: 0.70
Vega: 0.35
Theta: -0.72
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 781.20 14.05 -0.35 19.90 1,396 -115 421
23 Jan 775.10 13.4 -0.85 22.97 4,117 -140 538
22 Jan 772.75 14.25 3.50 26.84 5,103 211 671
21 Jan 760.35 10.75 -21.50 29.72 1,961 305 458
20 Jan 793.00 32.25 -24.45 34.25 279 -20 158
17 Jan 813.35 56.7 7.00 42.26 36 -8 176
16 Jan 811.45 49.7 -1.60 29.51 22 -1 184
15 Jan 811.40 51.3 20.10 32.02 556 -96 185
14 Jan 781.40 31.2 12.90 33.83 2,399 126 283
13 Jan 756.10 18.3 -26.00 33.86 481 143 151
10 Jan 805.90 44.3 -36.70 26.73 3 0 8
9 Jan 822.85 81 0.00 0.00 0 0 0
8 Jan 834.90 81 0.00 0.00 0 0 0
7 Jan 852.15 81 0.00 0.00 0 1 0
6 Jan 844.25 81 -12.50 23.30 2 0 7
3 Jan 872.45 93.5 0.00 0.00 0 0 0
2 Jan 879.50 93.5 0.00 0.00 0 0 0
1 Jan 873.60 93.5 0.00 0.00 0 0 0
31 Dec 877.55 93.5 0.00 0.00 0 0 0
30 Dec 889.65 93.5 0.00 0.00 0 0 0
27 Dec 860.60 93.5 0.00 0.00 0 0 0
26 Dec 868.30 93.5 -6.50 - 3 0 7
24 Dec 862.65 100 42.05 17.70 7 6 6
23 Dec 859.40 57.95 0.00 - 0 0 0
20 Dec 854.10 57.95 0.00 - 0 0 0
19 Dec 880.05 57.95 0.00 - 0 0 0
18 Dec 881.40 57.95 0.00 - 0 0 0
17 Dec 880.05 57.95 0.00 - 0 0 0
16 Dec 867.65 57.95 0.00 - 0 0 0
13 Dec 855.60 57.95 0.00 - 0 0 0
12 Dec 836.70 57.95 0.00 - 0 0 0
11 Dec 836.40 57.95 0.00 - 0 0 0
10 Dec 838.55 57.95 0.00 - 0 0 0
9 Dec 837.20 57.95 0.00 - 0 0 0
6 Dec 826.65 57.95 0.00 - 0 0 0
5 Dec 820.10 57.95 - 0 0 0


For The Indian Hotels Co. Ltd - strike price 770 expiring on 30JAN2025

Delta for 770 CE is 0.70

Historical price for 770 CE is as follows

On 24 Jan INDHOTEL was trading at 781.20. The strike last trading price was 14.05, which was -0.35 lower than the previous day. The implied volatity was 19.90, the open interest changed by -115 which decreased total open position to 421


On 23 Jan INDHOTEL was trading at 775.10. The strike last trading price was 13.4, which was -0.85 lower than the previous day. The implied volatity was 22.97, the open interest changed by -140 which decreased total open position to 538


On 22 Jan INDHOTEL was trading at 772.75. The strike last trading price was 14.25, which was 3.50 higher than the previous day. The implied volatity was 26.84, the open interest changed by 211 which increased total open position to 671


On 21 Jan INDHOTEL was trading at 760.35. The strike last trading price was 10.75, which was -21.50 lower than the previous day. The implied volatity was 29.72, the open interest changed by 305 which increased total open position to 458


On 20 Jan INDHOTEL was trading at 793.00. The strike last trading price was 32.25, which was -24.45 lower than the previous day. The implied volatity was 34.25, the open interest changed by -20 which decreased total open position to 158


On 17 Jan INDHOTEL was trading at 813.35. The strike last trading price was 56.7, which was 7.00 higher than the previous day. The implied volatity was 42.26, the open interest changed by -8 which decreased total open position to 176


On 16 Jan INDHOTEL was trading at 811.45. The strike last trading price was 49.7, which was -1.60 lower than the previous day. The implied volatity was 29.51, the open interest changed by -1 which decreased total open position to 184


On 15 Jan INDHOTEL was trading at 811.40. The strike last trading price was 51.3, which was 20.10 higher than the previous day. The implied volatity was 32.02, the open interest changed by -96 which decreased total open position to 185


On 14 Jan INDHOTEL was trading at 781.40. The strike last trading price was 31.2, which was 12.90 higher than the previous day. The implied volatity was 33.83, the open interest changed by 126 which increased total open position to 283


On 13 Jan INDHOTEL was trading at 756.10. The strike last trading price was 18.3, which was -26.00 lower than the previous day. The implied volatity was 33.86, the open interest changed by 143 which increased total open position to 151


On 10 Jan INDHOTEL was trading at 805.90. The strike last trading price was 44.3, which was -36.70 lower than the previous day. The implied volatity was 26.73, the open interest changed by 0 which decreased total open position to 8


On 9 Jan INDHOTEL was trading at 822.85. The strike last trading price was 81, 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 8 Jan INDHOTEL was trading at 834.90. The strike last trading price was 81, 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 7 Jan INDHOTEL was trading at 852.15. The strike last trading price was 81, 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 6 Jan INDHOTEL was trading at 844.25. The strike last trading price was 81, which was -12.50 lower than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 7


On 3 Jan INDHOTEL was trading at 872.45. The strike last trading price was 93.5, 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 2 Jan INDHOTEL was trading at 879.50. The strike last trading price was 93.5, 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 1 Jan INDHOTEL was trading at 873.60. The strike last trading price was 93.5, 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 31 Dec INDHOTEL was trading at 877.55. The strike last trading price was 93.5, 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 30 Dec INDHOTEL was trading at 889.65. The strike last trading price was 93.5, 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 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 93.5, 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 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 93.5, which was -6.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 100, which was 42.05 higher than the previous day. The implied volatity was 17.70, the open interest changed by 6 which increased total open position to 6


On 23 Dec INDHOTEL was trading at 859.40. The strike last trading price was 57.95, 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 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 57.95, 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 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 57.95, 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 18 Dec INDHOTEL was trading at 881.40. The strike last trading price was 57.95, 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 17 Dec INDHOTEL was trading at 880.05. The strike last trading price was 57.95, 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 16 Dec INDHOTEL was trading at 867.65. The strike last trading price was 57.95, 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 13 Dec INDHOTEL was trading at 855.60. The strike last trading price was 57.95, 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 12 Dec INDHOTEL was trading at 836.70. The strike last trading price was 57.95, 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 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 57.95, 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 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 57.95, 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 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 57.95, 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 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 57.95, 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 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 57.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


INDHOTEL 30JAN2025 770 PE
Delta: -0.33
Vega: 0.36
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 781.20 5.3 -4.25 24.18 1,657 99 712
23 Jan 775.10 10.05 -1.05 30.62 1,994 108 616
22 Jan 772.75 11.1 -7.15 28.47 2,529 36 506
21 Jan 760.35 18.25 12.00 29.50 3,571 5 477
20 Jan 793.00 6.25 -1.55 29.89 3,940 137 475
17 Jan 813.35 7.8 -0.30 41.89 882 36 337
16 Jan 811.45 8.1 0.55 39.75 318 -36 301
15 Jan 811.40 7.55 -7.10 37.36 1,042 -44 339
14 Jan 781.40 14.65 -12.00 33.94 1,496 -35 382
13 Jan 756.10 26.65 19.15 33.90 1,544 288 418
10 Jan 805.90 7.5 3.25 29.18 514 -23 133
9 Jan 822.85 4.25 0.85 28.78 289 48 155
8 Jan 834.90 3.4 0.90 29.58 333 6 107
7 Jan 852.15 2.5 -2.05 31.57 157 -5 102
6 Jan 844.25 4.55 3.25 34.29 448 19 107
3 Jan 872.45 1.3 0.05 28.80 6 -1 88
2 Jan 879.50 1.25 -0.10 29.32 37 15 90
1 Jan 873.60 1.35 -0.25 29.00 9 -3 75
31 Dec 877.55 1.6 0.00 29.51 60 19 79
30 Dec 889.65 1.6 -0.45 30.30 68 26 56
27 Dec 860.60 2.05 0.15 26.86 205 6 15
26 Dec 868.30 1.9 -5.60 27.56 17 7 9
24 Dec 862.65 7.5 0.00 0.00 0 0 0
23 Dec 859.40 7.5 0.00 0.00 0 0 0
20 Dec 854.10 7.5 0.00 0.00 0 0 0
19 Dec 880.05 7.5 0.00 0.00 0 0 0
18 Dec 881.40 7.5 0.00 0.00 0 0 0
17 Dec 880.05 7.5 0.00 0.00 0 0 0
16 Dec 867.65 7.5 0.00 0.00 0 0 0
13 Dec 855.60 7.5 0.00 0.00 0 0 0
12 Dec 836.70 7.5 0.00 0.00 0 0 0
11 Dec 836.40 7.5 1.00 27.62 2 1 3
10 Dec 838.55 6.5 -33.25 26.44 2 0 0
9 Dec 837.20 39.75 0.00 6.81 0 0 0
6 Dec 826.65 39.75 0.00 5.89 0 0 0
5 Dec 820.10 39.75 5.40 0 0 0


For The Indian Hotels Co. Ltd - strike price 770 expiring on 30JAN2025

Delta for 770 PE is -0.33

Historical price for 770 PE is as follows

On 24 Jan INDHOTEL was trading at 781.20. The strike last trading price was 5.3, which was -4.25 lower than the previous day. The implied volatity was 24.18, the open interest changed by 99 which increased total open position to 712


On 23 Jan INDHOTEL was trading at 775.10. The strike last trading price was 10.05, which was -1.05 lower than the previous day. The implied volatity was 30.62, the open interest changed by 108 which increased total open position to 616


On 22 Jan INDHOTEL was trading at 772.75. The strike last trading price was 11.1, which was -7.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 36 which increased total open position to 506


On 21 Jan INDHOTEL was trading at 760.35. The strike last trading price was 18.25, which was 12.00 higher than the previous day. The implied volatity was 29.50, the open interest changed by 5 which increased total open position to 477


On 20 Jan INDHOTEL was trading at 793.00. The strike last trading price was 6.25, which was -1.55 lower than the previous day. The implied volatity was 29.89, the open interest changed by 137 which increased total open position to 475


On 17 Jan INDHOTEL was trading at 813.35. The strike last trading price was 7.8, which was -0.30 lower than the previous day. The implied volatity was 41.89, the open interest changed by 36 which increased total open position to 337


On 16 Jan INDHOTEL was trading at 811.45. The strike last trading price was 8.1, which was 0.55 higher than the previous day. The implied volatity was 39.75, the open interest changed by -36 which decreased total open position to 301


On 15 Jan INDHOTEL was trading at 811.40. The strike last trading price was 7.55, which was -7.10 lower than the previous day. The implied volatity was 37.36, the open interest changed by -44 which decreased total open position to 339


On 14 Jan INDHOTEL was trading at 781.40. The strike last trading price was 14.65, which was -12.00 lower than the previous day. The implied volatity was 33.94, the open interest changed by -35 which decreased total open position to 382


On 13 Jan INDHOTEL was trading at 756.10. The strike last trading price was 26.65, which was 19.15 higher than the previous day. The implied volatity was 33.90, the open interest changed by 288 which increased total open position to 418


On 10 Jan INDHOTEL was trading at 805.90. The strike last trading price was 7.5, which was 3.25 higher than the previous day. The implied volatity was 29.18, the open interest changed by -23 which decreased total open position to 133


On 9 Jan INDHOTEL was trading at 822.85. The strike last trading price was 4.25, which was 0.85 higher than the previous day. The implied volatity was 28.78, the open interest changed by 48 which increased total open position to 155


On 8 Jan INDHOTEL was trading at 834.90. The strike last trading price was 3.4, which was 0.90 higher than the previous day. The implied volatity was 29.58, the open interest changed by 6 which increased total open position to 107


On 7 Jan INDHOTEL was trading at 852.15. The strike last trading price was 2.5, which was -2.05 lower than the previous day. The implied volatity was 31.57, the open interest changed by -5 which decreased total open position to 102


On 6 Jan INDHOTEL was trading at 844.25. The strike last trading price was 4.55, which was 3.25 higher than the previous day. The implied volatity was 34.29, the open interest changed by 19 which increased total open position to 107


On 3 Jan INDHOTEL was trading at 872.45. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 28.80, the open interest changed by -1 which decreased total open position to 88


On 2 Jan INDHOTEL was trading at 879.50. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 29.32, the open interest changed by 15 which increased total open position to 90


On 1 Jan INDHOTEL was trading at 873.60. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 29.00, the open interest changed by -3 which decreased total open position to 75


On 31 Dec INDHOTEL was trading at 877.55. The strike last trading price was 1.6, which was 0.00 lower than the previous day. The implied volatity was 29.51, the open interest changed by 19 which increased total open position to 79


On 30 Dec INDHOTEL was trading at 889.65. The strike last trading price was 1.6, which was -0.45 lower than the previous day. The implied volatity was 30.30, the open interest changed by 26 which increased total open position to 56


On 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 2.05, which was 0.15 higher than the previous day. The implied volatity was 26.86, the open interest changed by 6 which increased total open position to 15


On 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 1.9, which was -5.60 lower than the previous day. The implied volatity was 27.56, the open interest changed by 7 which increased total open position to 9


On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 7.5, 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 23 Dec INDHOTEL was trading at 859.40. The strike last trading price was 7.5, 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 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 7.5, 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 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 7.5, 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 18 Dec INDHOTEL was trading at 881.40. The strike last trading price was 7.5, 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 17 Dec INDHOTEL was trading at 880.05. The strike last trading price was 7.5, 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 16 Dec INDHOTEL was trading at 867.65. The strike last trading price was 7.5, 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 13 Dec INDHOTEL was trading at 855.60. The strike last trading price was 7.5, 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 12 Dec INDHOTEL was trading at 836.70. The strike last trading price was 7.5, 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 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 7.5, which was 1.00 higher than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 3


On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 6.5, which was -33.25 lower than the previous day. The implied volatity was 26.44, the open interest changed by 0 which decreased total open position to 0


On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 39.75, which was 0.00 lower than the previous day. The implied volatity was 6.81, the open interest changed by 0 which decreased total open position to 0


On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 39.75, which was 0.00 lower than the previous day. The implied volatity was 5.89, the open interest changed by 0 which decreased total open position to 0


On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 39.75, which was lower than the previous day. The implied volatity was 5.40, the open interest changed by 0 which decreased total open position to 0