INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Nov 2024 04:12 PM IST
| INDHOTEL 28NOV2024 770 CE | ||||||||||
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Delta: 0.73
Vega: 0.36
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 786.80 | 21.6 | 16.10 | 25.99 | 13,296 | -308 | 1,007 | |||
| 20 Nov | 754.00 | 5.5 | 0.00 | 25.26 | 6,312 | 309 | 1,317 | |||
| 19 Nov | 754.00 | 5.5 | 2.45 | 25.26 | 6,312 | 311 | 1,317 | |||
| 18 Nov | 737.20 | 3.05 | -1.45 | 26.91 | 1,933 | 284 | 1,007 | |||
| 14 Nov | 741.35 | 4.5 | 2.15 | 23.92 | 1,708 | 131 | 730 | |||
| 13 Nov | 714.15 | 2.35 | -1.20 | 28.01 | 1,244 | -175 | 599 | |||
| 12 Nov | 730.40 | 3.55 | -0.40 | 25.38 | 840 | -6 | 769 | |||
| 11 Nov | 729.75 | 3.95 | -1.55 | 25.29 | 2,677 | 106 | 777 | |||
| 8 Nov | 732.90 | 5.5 | 2.55 | 25.39 | 4,513 | 502 | 689 | |||
| 7 Nov | 683.80 | 2.95 | 0.90 | 34.94 | 529 | -15 | 187 | |||
| 6 Nov | 684.65 | 2.05 | 0.25 | 31.43 | 202 | -8 | 202 | |||
| 5 Nov | 668.00 | 1.8 | -0.65 | 35.65 | 307 | 104 | 209 | |||
| 4 Nov | 666.55 | 2.45 | -1.25 | 38.43 | 134 | 26 | 106 | |||
| 1 Nov | 687.60 | 3.7 | 0.20 | 32.86 | 34 | 6 | 82 | |||
| 31 Oct | 676.70 | 3.5 | -0.65 | - | 51 | 12 | 75 | |||
| 30 Oct | 684.75 | 4.15 | -0.45 | - | 76 | 18 | 63 | |||
| 29 Oct | 678.75 | 4.6 | 0.20 | - | 18 | 7 | 43 | |||
| 28 Oct | 671.25 | 4.4 | -6.60 | - | 26 | 7 | 35 | |||
| 25 Oct | 691.25 | 11 | 7.50 | - | 27 | 3 | 28 | |||
| 24 Oct | 667.00 | 3.5 | -0.15 | - | 3 | 0 | 26 | |||
| 23 Oct | 658.65 | 3.65 | 0.25 | - | 10 | 5 | 27 | |||
| 22 Oct | 656.10 | 3.4 | -2.50 | - | 21 | -9 | 22 | |||
| 21 Oct | 679.00 | 5.9 | 0.80 | - | 58 | 8 | 26 | |||
| 18 Oct | 686.70 | 5.1 | -2.30 | - | 8 | 1 | 21 | |||
| 16 Oct | 704.55 | 7.4 | -0.75 | - | 10 | -2 | 20 | |||
| 15 Oct | 712.60 | 8.15 | -0.10 | - | 8 | 7 | 21 | |||
| 14 Oct | 705.20 | 8.25 | 0.00 | - | 2 | 0 | 13 | |||
| 11 Oct | 708.55 | 8.25 | 0.70 | - | 1 | 0 | 14 | |||
| 10 Oct | 706.25 | 7.55 | -0.95 | - | 10 | 3 | 13 | |||
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| 9 Oct | 693.65 | 8.5 | 1.60 | - | 7 | 2 | 8 | |||
| 8 Oct | 684.65 | 6.9 | - | 5 | 4 | 5 | ||||
For The Indian Hotels Co. Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.73
Historical price for 770 CE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 21.6, which was 16.10 higher than the previous day. The implied volatity was 25.99, the open interest changed by -308 which decreased total open position to 1007
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 25.26, the open interest changed by 309 which increased total open position to 1317
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 5.5, which was 2.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 311 which increased total open position to 1317
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 3.05, which was -1.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 284 which increased total open position to 1007
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 4.5, which was 2.15 higher than the previous day. The implied volatity was 23.92, the open interest changed by 131 which increased total open position to 730
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 2.35, which was -1.20 lower than the previous day. The implied volatity was 28.01, the open interest changed by -175 which decreased total open position to 599
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 25.38, the open interest changed by -6 which decreased total open position to 769
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 3.95, which was -1.55 lower than the previous day. The implied volatity was 25.29, the open interest changed by 106 which increased total open position to 777
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 5.5, which was 2.55 higher than the previous day. The implied volatity was 25.39, the open interest changed by 502 which increased total open position to 689
On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 2.95, which was 0.90 higher than the previous day. The implied volatity was 34.94, the open interest changed by -15 which decreased total open position to 187
On 6 Nov INDHOTEL was trading at 684.65. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 31.43, the open interest changed by -8 which decreased total open position to 202
On 5 Nov INDHOTEL was trading at 668.00. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 35.65, the open interest changed by 104 which increased total open position to 209
On 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 2.45, which was -1.25 lower than the previous day. The implied volatity was 38.43, the open interest changed by 26 which increased total open position to 106
On 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 32.86, the open interest changed by 6 which increased total open position to 82
On 31 Oct INDHOTEL was trading at 676.70. The strike last trading price was 3.5, which was -0.65 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 4.15, which was -0.45 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 4.6, which was 0.20 higher 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 4.4, which was -6.60 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 11, which was 7.50 higher 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 3.5, which was -0.15 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 3.65, which was 0.25 higher 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 3.4, which was -2.50 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 5.9, which was 0.80 higher 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 5.1, which was -2.30 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 7.4, which was -0.75 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 8.15, which was -0.10 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 8.25, 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 8.25, which was 0.70 higher 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 7.55, which was -0.95 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 8.5, which was 1.60 higher 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 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDHOTEL 28NOV2024 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.38
Theta: -0.83
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 786.80 | 7.2 | -16.25 | 32.79 | 6,339 | 863 | 902 |
| 20 Nov | 754.00 | 23.45 | 0.00 | 28.50 | 157 | 33 | 39 |
| 19 Nov | 754.00 | 23.45 | -11.10 | 28.50 | 157 | 33 | 39 |
| 18 Nov | 737.20 | 34.55 | 0.00 | 0.00 | 0 | 3 | 0 |
| 14 Nov | 741.35 | 34.55 | -7.75 | 30.34 | 10 | 3 | 6 |
| 13 Nov | 714.15 | 42.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 12 Nov | 730.40 | 42.3 | -1.75 | 26.67 | 3 | 0 | 2 |
| 11 Nov | 729.75 | 44.05 | -30.35 | 30.95 | 3 | 1 | 1 |
| 8 Nov | 732.90 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 683.80 | 74.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 684.65 | 74.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 668.00 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 666.55 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 687.60 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 676.70 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 684.75 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 678.75 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 671.25 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 691.25 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 667.00 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 658.65 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 656.10 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 679.00 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 686.70 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 704.55 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 712.60 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 705.20 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 708.55 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 706.25 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 693.65 | 74.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 684.65 | 74.4 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 770 expiring on 28NOV2024
Delta for 770 PE is -0.31
Historical price for 770 PE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 7.2, which was -16.25 lower than the previous day. The implied volatity was 32.79, the open interest changed by 863 which increased total open position to 902
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 23.45, which was 0.00 lower than the previous day. The implied volatity was 28.50, the open interest changed by 33 which increased total open position to 39
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 23.45, which was -11.10 lower than the previous day. The implied volatity was 28.50, the open interest changed by 33 which increased total open position to 39
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 34.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 34.55, which was -7.75 lower than the previous day. The implied volatity was 30.34, the open interest changed by 3 which increased total open position to 6
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 42.3, 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 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 42.3, which was -1.75 lower than the previous day. The implied volatity was 26.67, 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 44.05, which was -30.35 lower than the previous day. The implied volatity was 30.95, the open interest changed by 1 which increased total open position to 1
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 74.4, 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 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 74.4, 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 74.4, 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 74.4, 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 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 74.4, 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 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, 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 74.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
