INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 770 CE | ||||||||||
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Delta: 0.96
Vega: 0.15
Theta: -0.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 73 | 3.00 | 26.69 | 1 | 0 | 63 | |||
| 11 Dec | 836.40 | 70 | -0.55 | 19.32 | 7 | -4 | 64 | |||
| 10 Dec | 838.55 | 70.55 | -1.95 | - | 4 | 1 | 67 | |||
| 9 Dec | 837.20 | 72.5 | 11.00 | 34.53 | 6 | -2 | 67 | |||
| 6 Dec | 826.65 | 61.5 | 5.70 | 26.06 | 2 | 0 | 68 | |||
| 5 Dec | 820.10 | 55.8 | 6.80 | 22.62 | 7 | 2 | 67 | |||
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| 4 Dec | 810.90 | 49 | 4.00 | 25.83 | 22 | -4 | 64 | |||
| 3 Dec | 806.65 | 45 | 0.40 | 21.76 | 16 | 3 | 71 | |||
| 2 Dec | 801.05 | 44.6 | 5.05 | 27.53 | 95 | 14 | 68 | |||
| 29 Nov | 793.35 | 39.55 | 8.15 | 25.03 | 366 | -67 | 57 | |||
| 28 Nov | 778.55 | 31.4 | -7.10 | 24.99 | 314 | 94 | 125 | |||
| 27 Nov | 788.90 | 38.5 | -5.85 | 26.07 | 18 | -1 | 30 | |||
| 26 Nov | 796.75 | 44.35 | -1.50 | 26.62 | 33 | -4 | 31 | |||
| 25 Nov | 798.05 | 45.85 | -0.65 | 27.93 | 13 | 7 | 35 | |||
| 22 Nov | 799.05 | 46.5 | 7.50 | 27.45 | 17 | 0 | 28 | |||
| 21 Nov | 786.80 | 39 | 26.90 | 27.23 | 167 | 29 | 29 | |||
| 20 Nov | 754.00 | 12.1 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 19 Nov | 754.00 | 12.1 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 18 Nov | 737.20 | 12.1 | 0.00 | 2.91 | 0 | 0 | 0 | |||
| 14 Nov | 741.35 | 12.1 | 0.00 | 2.55 | 0 | 0 | 0 | |||
| 13 Nov | 714.15 | 12.1 | 0.00 | 4.87 | 0 | 0 | 0 | |||
| 12 Nov | 730.40 | 12.1 | 0.00 | 3.43 | 0 | 0 | 0 | |||
| 11 Nov | 729.75 | 12.1 | 3.43 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.96
Historical price for 770 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 73, which was 3.00 higher than the previous day. The implied volatity was 26.69, the open interest changed by 0 which decreased total open position to 63
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 70, which was -0.55 lower than the previous day. The implied volatity was 19.32, the open interest changed by -4 which decreased total open position to 64
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 70.55, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 67
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 72.5, which was 11.00 higher than the previous day. The implied volatity was 34.53, the open interest changed by -2 which decreased total open position to 67
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 61.5, which was 5.70 higher than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 68
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 55.8, which was 6.80 higher than the previous day. The implied volatity was 22.62, the open interest changed by 2 which increased total open position to 67
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 49, which was 4.00 higher than the previous day. The implied volatity was 25.83, the open interest changed by -4 which decreased total open position to 64
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 45, which was 0.40 higher than the previous day. The implied volatity was 21.76, the open interest changed by 3 which increased total open position to 71
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 44.6, which was 5.05 higher than the previous day. The implied volatity was 27.53, the open interest changed by 14 which increased total open position to 68
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 39.55, which was 8.15 higher than the previous day. The implied volatity was 25.03, the open interest changed by -67 which decreased total open position to 57
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 31.4, which was -7.10 lower than the previous day. The implied volatity was 24.99, the open interest changed by 94 which increased total open position to 125
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 38.5, which was -5.85 lower than the previous day. The implied volatity was 26.07, the open interest changed by -1 which decreased total open position to 30
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 44.35, which was -1.50 lower than the previous day. The implied volatity was 26.62, the open interest changed by -4 which decreased total open position to 31
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 45.85, which was -0.65 lower than the previous day. The implied volatity was 27.93, the open interest changed by 7 which increased total open position to 35
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 46.5, which was 7.50 higher than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 28
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 39, which was 26.90 higher than the previous day. The implied volatity was 27.23, the open interest changed by 29 which increased total open position to 29
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 4.87, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 26DEC2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.20
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 1.3 | -0.20 | 29.85 | 162 | -17 | 241 |
| 11 Dec | 836.40 | 1.5 | -0.25 | 29.30 | 192 | -8 | 257 |
| 10 Dec | 838.55 | 1.75 | -0.50 | 30.09 | 348 | 24 | 266 |
| 9 Dec | 837.20 | 2.25 | -0.80 | 30.11 | 649 | -51 | 243 |
| 6 Dec | 826.65 | 3.05 | -1.25 | 27.17 | 597 | -11 | 295 |
| 5 Dec | 820.10 | 4.3 | -1.70 | 27.86 | 510 | -25 | 303 |
| 4 Dec | 810.90 | 6 | -0.95 | 27.28 | 502 | 18 | 321 |
| 3 Dec | 806.65 | 6.95 | -2.05 | 27.41 | 563 | 35 | 300 |
| 2 Dec | 801.05 | 9 | -2.25 | 28.22 | 525 | 46 | 265 |
| 29 Nov | 793.35 | 11.25 | -5.35 | 27.54 | 603 | 79 | 223 |
| 28 Nov | 778.55 | 16.6 | 2.45 | 28.66 | 570 | 26 | 146 |
| 27 Nov | 788.90 | 14.15 | 0.50 | 28.90 | 129 | 28 | 120 |
| 26 Nov | 796.75 | 13.65 | 0.45 | 30.56 | 121 | 24 | 91 |
| 25 Nov | 798.05 | 13.2 | -1.35 | 29.58 | 66 | 29 | 68 |
| 22 Nov | 799.05 | 14.55 | -5.95 | 29.89 | 58 | 11 | 50 |
| 21 Nov | 786.80 | 20.5 | -76.35 | 31.97 | 85 | 39 | 39 |
| 20 Nov | 754.00 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 737.20 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 741.35 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 714.15 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 730.40 | 96.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 729.75 | 96.85 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -0.06
Historical price for 770 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 29.85, the open interest changed by -17 which decreased total open position to 241
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 29.30, the open interest changed by -8 which decreased total open position to 257
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 30.09, the open interest changed by 24 which increased total open position to 266
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 2.25, which was -0.80 lower than the previous day. The implied volatity was 30.11, the open interest changed by -51 which decreased total open position to 243
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 3.05, which was -1.25 lower than the previous day. The implied volatity was 27.17, the open interest changed by -11 which decreased total open position to 295
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 4.3, which was -1.70 lower than the previous day. The implied volatity was 27.86, the open interest changed by -25 which decreased total open position to 303
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 27.28, the open interest changed by 18 which increased total open position to 321
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 6.95, which was -2.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 35 which increased total open position to 300
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 9, which was -2.25 lower than the previous day. The implied volatity was 28.22, the open interest changed by 46 which increased total open position to 265
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 11.25, which was -5.35 lower than the previous day. The implied volatity was 27.54, the open interest changed by 79 which increased total open position to 223
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 16.6, which was 2.45 higher than the previous day. The implied volatity was 28.66, the open interest changed by 26 which increased total open position to 146
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 14.15, which was 0.50 higher than the previous day. The implied volatity was 28.90, the open interest changed by 28 which increased total open position to 120
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 13.65, which was 0.45 higher than the previous day. The implied volatity was 30.56, the open interest changed by 24 which increased total open position to 91
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 13.2, which was -1.35 lower than the previous day. The implied volatity was 29.58, the open interest changed by 29 which increased total open position to 68
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 14.55, which was -5.95 lower than the previous day. The implied volatity was 29.89, the open interest changed by 11 which increased total open position to 50
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 20.5, which was -76.35 lower than the previous day. The implied volatity was 31.97, the open interest changed by 39 which increased total open position to 39
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 96.85, 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 Nov INDHOTEL was trading at 754.00. The strike last trading price was 96.85, 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 Nov INDHOTEL was trading at 737.20. The strike last trading price was 96.85, 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 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 96.85, 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 Nov INDHOTEL was trading at 714.15. The strike last trading price was 96.85, 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 Nov INDHOTEL was trading at 730.40. The strike last trading price was 96.85, 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 Nov INDHOTEL was trading at 729.75. The strike last trading price was 96.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
