INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
13 Mar 2025 04:12 PM IST
| INDHOTEL 27MAR2025 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.35
Vega: 0.54
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 750.45 | 9.5 | -1.3 | 28.17 | 2,730 | 229 | 639 | |||
| 12 Mar | 749.35 | 11 | -0.65 | 28.70 | 673 | -18 | 416 | |||
| 11 Mar | 749.05 | 12.4 | 3 | 30.32 | 582 | 0 | 436 | |||
| 10 Mar | 741.00 | 8.35 | -3.45 | 29.32 | 736 | 17 | 434 | |||
| 7 Mar | 744.30 | 11.5 | -1.85 | 29.75 | 462 | 37 | 417 | |||
| 6 Mar | 749.15 | 13.35 | -4.2 | 27.57 | 613 | 48 | 379 | |||
| 5 Mar | 757.20 | 17.7 | 10.55 | 28.46 | 1,011 | 6 | 327 | |||
| 4 Mar | 716.90 | 6.95 | -2.85 | 31.10 | 327 | 21 | 337 | |||
| 3 Mar | 726.75 | 9.75 | 2.75 | 32.01 | 394 | -28 | 313 | |||
| 28 Feb | 716.10 | 6.95 | -1.75 | 29.68 | 557 | 108 | 341 | |||
| 27 Feb | 724.35 | 8.3 | -1.9 | 29.20 | 199 | -6 | 233 | |||
| 26 Feb | 723.95 | 9.7 | -3.45 | 28.98 | 359 | 25 | 235 | |||
| 25 Feb | 724.65 | 9.7 | -3.45 | 28.98 | 359 | 21 | 235 | |||
| 24 Feb | 728.80 | 12.75 | -11.95 | 31.02 | 279 | 88 | 211 | |||
| 21 Feb | 757.55 | 25.2 | 0.2 | 31.25 | 235 | 64 | 123 | |||
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| 20 Feb | 761.00 | 24.45 | 6.2 | 26.10 | 75 | 54 | 58 | |||
| 19 Feb | 746.70 | 18.25 | -27.05 | 25.34 | 7 | 4 | 4 | |||
| 18 Feb | 721.95 | 45.3 | 0 | 5.11 | 0 | 0 | 0 | |||
| 17 Feb | 721.65 | 45.3 | 0 | 4.61 | 0 | 0 | 0 | |||
| 14 Feb | 710.20 | 45.3 | 0 | 5.70 | 0 | 0 | 0 | |||
| 13 Feb | 736.75 | 45.3 | 0 | 2.82 | 0 | 0 | 0 | |||
| 12 Feb | 731.20 | 45.3 | 0 | 3.09 | 0 | 0 | 0 | |||
| 11 Feb | 748.00 | 45.3 | 0 | 1.66 | 0 | 0 | 0 | |||
| 10 Feb | 776.70 | 45.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 791.80 | 45.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 790.10 | 45.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 815.90 | 45.3 | 0 | - | 0 | 0 | 0 | |||
For The Indian Hotels Co. Ltd - strike price 770 expiring on 27MAR2025
Delta for 770 CE is 0.35
Historical price for 770 CE is as follows
On 13 Mar INDHOTEL was trading at 750.45. The strike last trading price was 9.5, which was -1.3 lower than the previous day. The implied volatity was 28.17, the open interest changed by 229 which increased total open position to 639
On 12 Mar INDHOTEL was trading at 749.35. The strike last trading price was 11, which was -0.65 lower than the previous day. The implied volatity was 28.70, the open interest changed by -18 which decreased total open position to 416
On 11 Mar INDHOTEL was trading at 749.05. The strike last trading price was 12.4, which was 3 higher than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 436
On 10 Mar INDHOTEL was trading at 741.00. The strike last trading price was 8.35, which was -3.45 lower than the previous day. The implied volatity was 29.32, the open interest changed by 17 which increased total open position to 434
On 7 Mar INDHOTEL was trading at 744.30. The strike last trading price was 11.5, which was -1.85 lower than the previous day. The implied volatity was 29.75, the open interest changed by 37 which increased total open position to 417
On 6 Mar INDHOTEL was trading at 749.15. The strike last trading price was 13.35, which was -4.2 lower than the previous day. The implied volatity was 27.57, the open interest changed by 48 which increased total open position to 379
On 5 Mar INDHOTEL was trading at 757.20. The strike last trading price was 17.7, which was 10.55 higher than the previous day. The implied volatity was 28.46, the open interest changed by 6 which increased total open position to 327
On 4 Mar INDHOTEL was trading at 716.90. The strike last trading price was 6.95, which was -2.85 lower than the previous day. The implied volatity was 31.10, the open interest changed by 21 which increased total open position to 337
On 3 Mar INDHOTEL was trading at 726.75. The strike last trading price was 9.75, which was 2.75 higher than the previous day. The implied volatity was 32.01, the open interest changed by -28 which decreased total open position to 313
On 28 Feb INDHOTEL was trading at 716.10. The strike last trading price was 6.95, which was -1.75 lower than the previous day. The implied volatity was 29.68, the open interest changed by 108 which increased total open position to 341
On 27 Feb INDHOTEL was trading at 724.35. The strike last trading price was 8.3, which was -1.9 lower than the previous day. The implied volatity was 29.20, the open interest changed by -6 which decreased total open position to 233
On 26 Feb INDHOTEL was trading at 723.95. The strike last trading price was 9.7, which was -3.45 lower than the previous day. The implied volatity was 28.98, the open interest changed by 25 which increased total open position to 235
On 25 Feb INDHOTEL was trading at 724.65. The strike last trading price was 9.7, which was -3.45 lower than the previous day. The implied volatity was 28.98, the open interest changed by 21 which increased total open position to 235
On 24 Feb INDHOTEL was trading at 728.80. The strike last trading price was 12.75, which was -11.95 lower than the previous day. The implied volatity was 31.02, the open interest changed by 88 which increased total open position to 211
On 21 Feb INDHOTEL was trading at 757.55. The strike last trading price was 25.2, which was 0.2 higher than the previous day. The implied volatity was 31.25, the open interest changed by 64 which increased total open position to 123
On 20 Feb INDHOTEL was trading at 761.00. The strike last trading price was 24.45, which was 6.2 higher than the previous day. The implied volatity was 26.10, the open interest changed by 54 which increased total open position to 58
On 19 Feb INDHOTEL was trading at 746.70. The strike last trading price was 18.25, which was -27.05 lower than the previous day. The implied volatity was 25.34, the open interest changed by 4 which increased total open position to 4
On 18 Feb INDHOTEL was trading at 721.95. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 5.11, the open interest changed by 0 which decreased total open position to 0
On 17 Feb INDHOTEL was trading at 721.65. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 14 Feb INDHOTEL was trading at 710.20. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 5.70, the open interest changed by 0 which decreased total open position to 0
On 13 Feb INDHOTEL was trading at 736.75. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INDHOTEL was trading at 731.20. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INDHOTEL was trading at 748.00. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INDHOTEL was trading at 776.70. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb INDHOTEL was trading at 791.80. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INDHOTEL was trading at 790.10. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INDHOTEL was trading at 815.90. The strike last trading price was 45.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 27MAR2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.63
Vega: 0.55
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 750.45 | 28.35 | 0.35 | 31.27 | 422 | 38 | 111 |
| 12 Mar | 749.35 | 27.65 | -10.1 | 30.96 | 59 | -7 | 71 |
| 11 Mar | 749.05 | 38.05 | 0.3 | 0.00 | 0 | 3 | 0 |
| 10 Mar | 741.00 | 38.05 | 4.35 | 33.39 | 333 | 2 | 78 |
| 7 Mar | 744.30 | 34.2 | 1.35 | 29.61 | 7 | 2 | 76 |
| 6 Mar | 749.15 | 32.85 | 3.85 | 33.89 | 92 | 9 | 72 |
| 5 Mar | 757.20 | 29.05 | -26.35 | 33.71 | 54 | 4 | 63 |
| 4 Mar | 716.90 | 55.4 | -1.2 | 34.85 | 14 | 0 | 60 |
| 3 Mar | 726.75 | 56.6 | -5.45 | 44.23 | 8 | 3 | 59 |
| 28 Feb | 716.10 | 62.05 | 8.55 | 39.72 | 12 | 8 | 55 |
| 27 Feb | 724.35 | 53.5 | 4.8 | 32.33 | 6 | 0 | 47 |
| 26 Feb | 723.95 | 48.7 | 2.3 | 27.89 | 10 | 0 | 46 |
| 25 Feb | 724.65 | 48.7 | 2.3 | 27.89 | 10 | -1 | 46 |
| 24 Feb | 728.80 | 46.4 | 12.3 | 28.41 | 72 | -12 | 46 |
| 21 Feb | 757.55 | 34.1 | 1.85 | 32.60 | 99 | 54 | 58 |
| 20 Feb | 761.00 | 32.25 | -13.3 | 33.50 | 4 | 3 | 3 |
| 19 Feb | 746.70 | 45.55 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 721.95 | 45.55 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 721.65 | 45.55 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 710.20 | 45.55 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 736.75 | 45.55 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 731.20 | 45.55 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 748.00 | 45.55 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 776.70 | 45.55 | 0 | 1.88 | 0 | 0 | 0 |
| 7 Feb | 791.80 | 45.55 | 0 | 3.38 | 0 | 0 | 0 |
| 6 Feb | 790.10 | 45.55 | 0 | 3.02 | 0 | 0 | 0 |
| 5 Feb | 815.90 | 45.55 | 0 | 5.30 | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 770 expiring on 27MAR2025
Delta for 770 PE is -0.63
Historical price for 770 PE is as follows
On 13 Mar INDHOTEL was trading at 750.45. The strike last trading price was 28.35, which was 0.35 higher than the previous day. The implied volatity was 31.27, the open interest changed by 38 which increased total open position to 111
On 12 Mar INDHOTEL was trading at 749.35. The strike last trading price was 27.65, which was -10.1 lower than the previous day. The implied volatity was 30.96, the open interest changed by -7 which decreased total open position to 71
On 11 Mar INDHOTEL was trading at 749.05. The strike last trading price was 38.05, which was 0.3 higher than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 10 Mar INDHOTEL was trading at 741.00. The strike last trading price was 38.05, which was 4.35 higher than the previous day. The implied volatity was 33.39, the open interest changed by 2 which increased total open position to 78
On 7 Mar INDHOTEL was trading at 744.30. The strike last trading price was 34.2, which was 1.35 higher than the previous day. The implied volatity was 29.61, the open interest changed by 2 which increased total open position to 76
On 6 Mar INDHOTEL was trading at 749.15. The strike last trading price was 32.85, which was 3.85 higher than the previous day. The implied volatity was 33.89, the open interest changed by 9 which increased total open position to 72
On 5 Mar INDHOTEL was trading at 757.20. The strike last trading price was 29.05, which was -26.35 lower than the previous day. The implied volatity was 33.71, the open interest changed by 4 which increased total open position to 63
On 4 Mar INDHOTEL was trading at 716.90. The strike last trading price was 55.4, which was -1.2 lower than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 60
On 3 Mar INDHOTEL was trading at 726.75. The strike last trading price was 56.6, which was -5.45 lower than the previous day. The implied volatity was 44.23, the open interest changed by 3 which increased total open position to 59
On 28 Feb INDHOTEL was trading at 716.10. The strike last trading price was 62.05, which was 8.55 higher than the previous day. The implied volatity was 39.72, the open interest changed by 8 which increased total open position to 55
On 27 Feb INDHOTEL was trading at 724.35. The strike last trading price was 53.5, which was 4.8 higher than the previous day. The implied volatity was 32.33, the open interest changed by 0 which decreased total open position to 47
On 26 Feb INDHOTEL was trading at 723.95. The strike last trading price was 48.7, which was 2.3 higher than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 46
On 25 Feb INDHOTEL was trading at 724.65. The strike last trading price was 48.7, which was 2.3 higher than the previous day. The implied volatity was 27.89, the open interest changed by -1 which decreased total open position to 46
On 24 Feb INDHOTEL was trading at 728.80. The strike last trading price was 46.4, which was 12.3 higher than the previous day. The implied volatity was 28.41, the open interest changed by -12 which decreased total open position to 46
On 21 Feb INDHOTEL was trading at 757.55. The strike last trading price was 34.1, which was 1.85 higher than the previous day. The implied volatity was 32.60, the open interest changed by 54 which increased total open position to 58
On 20 Feb INDHOTEL was trading at 761.00. The strike last trading price was 32.25, which was -13.3 lower than the previous day. The implied volatity was 33.50, the open interest changed by 3 which increased total open position to 3
On 19 Feb INDHOTEL was trading at 746.70. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb INDHOTEL was trading at 721.95. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb INDHOTEL was trading at 721.65. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb INDHOTEL was trading at 710.20. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb INDHOTEL was trading at 736.75. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb INDHOTEL was trading at 731.20. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb INDHOTEL was trading at 748.00. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb INDHOTEL was trading at 776.70. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0
On 7 Feb INDHOTEL was trading at 791.80. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
On 6 Feb INDHOTEL was trading at 790.10. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 3.02, the open interest changed by 0 which decreased total open position to 0
On 5 Feb INDHOTEL was trading at 815.90. The strike last trading price was 45.55, which was 0 lower than the previous day. The implied volatity was 5.30, the open interest changed by 0 which decreased total open position to 0
