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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 790 CE
Delta: 0.33
Vega: 0.36
Theta: -0.71
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 781.20 4.5 -1.5 21.16 3,917 -169 750
23 Jan 775.10 5.45 -0.95 25.18 1,814 -15 917
22 Jan 772.75 6.4 1.15 27.93 3,369 32 933
21 Jan 760.35 5.25 -12.50 31.39 3,023 75 902
20 Jan 793.00 17.75 -24.10 29.87 7,041 558 832
17 Jan 813.35 41.85 4.35 41.16 271 -45 274
16 Jan 811.45 37.5 0.85 35.36 186 -40 317
15 Jan 811.40 36.65 16.65 32.43 1,413 -40 356
14 Jan 781.40 20 9.25 32.97 1,808 103 406
13 Jan 756.10 10.75 -19.75 33.18 992 275 304
10 Jan 805.90 30.5 -13.00 27.03 37 15 28
9 Jan 822.85 43.5 -21.00 25.73 2 0 12
8 Jan 834.90 64.5 0.00 0.00 0 0 0
7 Jan 852.15 64.5 0.00 0.00 0 0 0
6 Jan 844.25 64.5 -16.05 27.41 1 0 12
3 Jan 872.45 80.55 0.00 0.00 0 0 0
2 Jan 879.50 80.55 0.00 0.00 0 0 0
1 Jan 873.60 80.55 0.00 0.00 0 0 0
31 Dec 877.55 80.55 0.00 0.00 0 2 0
30 Dec 889.65 80.55 1.30 - 2 0 10
27 Dec 860.60 79.25 -2.10 18.53 1 0 11
26 Dec 868.30 81.35 6.35 - 10 9 11
24 Dec 862.65 75 0.00 0.00 0 0 0
23 Dec 859.40 75 0.00 0.00 0 1 0
20 Dec 854.10 75 26.00 - 1 0 1
19 Dec 880.05 49 0.00 0.00 0 0 0
18 Dec 881.40 49 0.00 0.00 0 0 0
17 Dec 880.05 49 0.00 0.00 0 0 0
16 Dec 867.65 49 0.00 0.00 0 0 0
13 Dec 855.60 49 0.00 0.00 0 0 0
12 Dec 836.70 49 0.00 0.00 0 0 0
11 Dec 836.40 49 0.00 0.00 0 0 0
10 Dec 838.55 49 0.00 0.00 0 0 0
9 Dec 837.20 49 0.00 0.00 0 0 0
6 Dec 826.65 49 0.00 0.00 0 0 0
5 Dec 820.10 49 2.00 18.17 1 0 1
4 Dec 810.90 47 -1.15 0.00 0 0 0
29 Nov 793.35 48.15 - 0 0 0


For The Indian Hotels Co. Ltd - strike price 790 expiring on 30JAN2025

Delta for 790 CE is 0.33

Historical price for 790 CE is as follows

On 24 Jan INDHOTEL was trading at 781.20. The strike last trading price was 4.5, which was -1.5 lower than the previous day. The implied volatity was 21.16, the open interest changed by -169 which decreased total open position to 750


On 23 Jan INDHOTEL was trading at 775.10. The strike last trading price was 5.45, which was -0.95 lower than the previous day. The implied volatity was 25.18, the open interest changed by -15 which decreased total open position to 917


On 22 Jan INDHOTEL was trading at 772.75. The strike last trading price was 6.4, which was 1.15 higher than the previous day. The implied volatity was 27.93, the open interest changed by 32 which increased total open position to 933


On 21 Jan INDHOTEL was trading at 760.35. The strike last trading price was 5.25, which was -12.50 lower than the previous day. The implied volatity was 31.39, the open interest changed by 75 which increased total open position to 902


On 20 Jan INDHOTEL was trading at 793.00. The strike last trading price was 17.75, which was -24.10 lower than the previous day. The implied volatity was 29.87, the open interest changed by 558 which increased total open position to 832


On 17 Jan INDHOTEL was trading at 813.35. The strike last trading price was 41.85, which was 4.35 higher than the previous day. The implied volatity was 41.16, the open interest changed by -45 which decreased total open position to 274


On 16 Jan INDHOTEL was trading at 811.45. The strike last trading price was 37.5, which was 0.85 higher than the previous day. The implied volatity was 35.36, the open interest changed by -40 which decreased total open position to 317


On 15 Jan INDHOTEL was trading at 811.40. The strike last trading price was 36.65, which was 16.65 higher than the previous day. The implied volatity was 32.43, the open interest changed by -40 which decreased total open position to 356


On 14 Jan INDHOTEL was trading at 781.40. The strike last trading price was 20, which was 9.25 higher than the previous day. The implied volatity was 32.97, the open interest changed by 103 which increased total open position to 406


On 13 Jan INDHOTEL was trading at 756.10. The strike last trading price was 10.75, which was -19.75 lower than the previous day. The implied volatity was 33.18, the open interest changed by 275 which increased total open position to 304


On 10 Jan INDHOTEL was trading at 805.90. The strike last trading price was 30.5, which was -13.00 lower than the previous day. The implied volatity was 27.03, the open interest changed by 15 which increased total open position to 28


On 9 Jan INDHOTEL was trading at 822.85. The strike last trading price was 43.5, which was -21.00 lower than the previous day. The implied volatity was 25.73, the open interest changed by 0 which decreased total open position to 12


On 8 Jan INDHOTEL was trading at 834.90. The strike last trading price was 64.5, 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 7 Jan INDHOTEL was trading at 852.15. The strike last trading price was 64.5, 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 6 Jan INDHOTEL was trading at 844.25. The strike last trading price was 64.5, which was -16.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 12


On 3 Jan INDHOTEL was trading at 872.45. The strike last trading price was 80.55, 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 80.55, 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 80.55, 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 80.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 30 Dec INDHOTEL was trading at 889.65. The strike last trading price was 80.55, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 79.25, which was -2.10 lower than the previous day. The implied volatity was 18.53, the open interest changed by 0 which decreased total open position to 11


On 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 81.35, which was 6.35 higher than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 11


On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 75, 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 75, 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 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 75, which was 26.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 49, 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 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 49, 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 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 49, 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 Dec INDHOTEL was trading at 826.65. The strike last trading price was 49, 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 Dec INDHOTEL was trading at 820.10. The strike last trading price was 49, which was 2.00 higher than the previous day. The implied volatity was 18.17, the open interest changed by 0 which decreased total open position to 1


On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 47, which was -1.15 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 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 48.15, 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 790 PE
Delta: -0.64
Vega: 0.37
Theta: -0.65
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 781.20 15.75 -4.9 25.37 1,187 39 729
23 Jan 775.10 22 -1.10 33.08 400 -34 689
22 Jan 772.75 23.1 -9.40 29.47 316 7 723
21 Jan 760.35 32.5 19.20 30.57 1,396 -212 717
20 Jan 793.00 13.3 0.65 29.32 7,894 492 939
17 Jan 813.35 12.65 -1.25 40.44 1,102 192 449
16 Jan 811.45 13.9 1.25 39.64 327 21 258
15 Jan 811.40 12.65 -10.90 36.30 1,390 65 239
14 Jan 781.40 23.55 -15.65 33.36 362 -29 175
13 Jan 756.10 39.2 26.10 33.55 1,086 75 206
10 Jan 805.90 13.1 5.45 28.27 808 -28 129
9 Jan 822.85 7.65 1.80 27.56 481 9 156
8 Jan 834.90 5.85 1.55 27.95 480 16 146
7 Jan 852.15 4.3 -3.20 30.21 268 10 130
6 Jan 844.25 7.5 5.55 33.41 724 20 122
3 Jan 872.45 1.95 0.10 26.40 15 -4 95
2 Jan 879.50 1.85 -0.55 26.99 82 -10 100
1 Jan 873.60 2.4 -0.30 27.90 31 4 110
31 Dec 877.55 2.7 -0.15 28.24 187 33 107
30 Dec 889.65 2.85 -0.65 29.59 254 -6 73
27 Dec 860.60 3.5 0.30 25.72 178 32 79
26 Dec 868.30 3.2 -1.10 26.45 67 13 43
24 Dec 862.65 4.3 -1.95 26.57 37 16 29
23 Dec 859.40 6.25 0.90 28.91 18 10 13
20 Dec 854.10 5.35 0.20 26.11 3 -1 3
19 Dec 880.05 5.15 0.00 0.00 0 0 0
18 Dec 881.40 5.15 0.00 0.00 0 -2 0
17 Dec 880.05 5.15 -5.05 29.29 5 -1 5
16 Dec 867.65 10.2 0.00 0.00 0 0 0
13 Dec 855.60 10.2 0.00 0.00 0 0 0
12 Dec 836.70 10.2 0.00 0.00 0 0 0
11 Dec 836.40 10.2 0.00 0.00 0 3 0
10 Dec 838.55 10.2 -1.00 26.06 6 3 6
9 Dec 837.20 11.2 -2.50 26.15 2 0 1
6 Dec 826.65 13.7 -36.00 25.52 1 0 0
5 Dec 820.10 49.7 0.00 3.69 0 0 0
4 Dec 810.90 49.7 0.00 2.83 0 0 0
29 Nov 793.35 49.7 1.88 0 0 0


For The Indian Hotels Co. Ltd - strike price 790 expiring on 30JAN2025

Delta for 790 PE is -0.64

Historical price for 790 PE is as follows

On 24 Jan INDHOTEL was trading at 781.20. The strike last trading price was 15.75, which was -4.9 lower than the previous day. The implied volatity was 25.37, the open interest changed by 39 which increased total open position to 729


On 23 Jan INDHOTEL was trading at 775.10. The strike last trading price was 22, which was -1.10 lower than the previous day. The implied volatity was 33.08, the open interest changed by -34 which decreased total open position to 689


On 22 Jan INDHOTEL was trading at 772.75. The strike last trading price was 23.1, which was -9.40 lower than the previous day. The implied volatity was 29.47, the open interest changed by 7 which increased total open position to 723


On 21 Jan INDHOTEL was trading at 760.35. The strike last trading price was 32.5, which was 19.20 higher than the previous day. The implied volatity was 30.57, the open interest changed by -212 which decreased total open position to 717


On 20 Jan INDHOTEL was trading at 793.00. The strike last trading price was 13.3, which was 0.65 higher than the previous day. The implied volatity was 29.32, the open interest changed by 492 which increased total open position to 939


On 17 Jan INDHOTEL was trading at 813.35. The strike last trading price was 12.65, which was -1.25 lower than the previous day. The implied volatity was 40.44, the open interest changed by 192 which increased total open position to 449


On 16 Jan INDHOTEL was trading at 811.45. The strike last trading price was 13.9, which was 1.25 higher than the previous day. The implied volatity was 39.64, the open interest changed by 21 which increased total open position to 258


On 15 Jan INDHOTEL was trading at 811.40. The strike last trading price was 12.65, which was -10.90 lower than the previous day. The implied volatity was 36.30, the open interest changed by 65 which increased total open position to 239


On 14 Jan INDHOTEL was trading at 781.40. The strike last trading price was 23.55, which was -15.65 lower than the previous day. The implied volatity was 33.36, the open interest changed by -29 which decreased total open position to 175


On 13 Jan INDHOTEL was trading at 756.10. The strike last trading price was 39.2, which was 26.10 higher than the previous day. The implied volatity was 33.55, the open interest changed by 75 which increased total open position to 206


On 10 Jan INDHOTEL was trading at 805.90. The strike last trading price was 13.1, which was 5.45 higher than the previous day. The implied volatity was 28.27, the open interest changed by -28 which decreased total open position to 129


On 9 Jan INDHOTEL was trading at 822.85. The strike last trading price was 7.65, which was 1.80 higher than the previous day. The implied volatity was 27.56, the open interest changed by 9 which increased total open position to 156


On 8 Jan INDHOTEL was trading at 834.90. The strike last trading price was 5.85, which was 1.55 higher than the previous day. The implied volatity was 27.95, the open interest changed by 16 which increased total open position to 146


On 7 Jan INDHOTEL was trading at 852.15. The strike last trading price was 4.3, which was -3.20 lower than the previous day. The implied volatity was 30.21, the open interest changed by 10 which increased total open position to 130


On 6 Jan INDHOTEL was trading at 844.25. The strike last trading price was 7.5, which was 5.55 higher than the previous day. The implied volatity was 33.41, the open interest changed by 20 which increased total open position to 122


On 3 Jan INDHOTEL was trading at 872.45. The strike last trading price was 1.95, which was 0.10 higher than the previous day. The implied volatity was 26.40, the open interest changed by -4 which decreased total open position to 95


On 2 Jan INDHOTEL was trading at 879.50. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by -10 which decreased total open position to 100


On 1 Jan INDHOTEL was trading at 873.60. The strike last trading price was 2.4, which was -0.30 lower than the previous day. The implied volatity was 27.90, the open interest changed by 4 which increased total open position to 110


On 31 Dec INDHOTEL was trading at 877.55. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 28.24, the open interest changed by 33 which increased total open position to 107


On 30 Dec INDHOTEL was trading at 889.65. The strike last trading price was 2.85, which was -0.65 lower than the previous day. The implied volatity was 29.59, the open interest changed by -6 which decreased total open position to 73


On 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 3.5, which was 0.30 higher than the previous day. The implied volatity was 25.72, the open interest changed by 32 which increased total open position to 79


On 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 3.2, which was -1.10 lower than the previous day. The implied volatity was 26.45, the open interest changed by 13 which increased total open position to 43


On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 4.3, which was -1.95 lower than the previous day. The implied volatity was 26.57, the open interest changed by 16 which increased total open position to 29


On 23 Dec INDHOTEL was trading at 859.40. The strike last trading price was 6.25, which was 0.90 higher than the previous day. The implied volatity was 28.91, the open interest changed by 10 which increased total open position to 13


On 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 5.35, which was 0.20 higher than the previous day. The implied volatity was 26.11, the open interest changed by -1 which decreased total open position to 3


On 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 5.15, 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 5.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 17 Dec INDHOTEL was trading at 880.05. The strike last trading price was 5.15, which was -5.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by -1 which decreased total open position to 5


On 16 Dec INDHOTEL was trading at 867.65. The strike last trading price was 10.2, 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 10.2, 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 10.2, 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 10.2, 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 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 10.2, which was -1.00 lower than the previous day. The implied volatity was 26.06, the open interest changed by 3 which increased total open position to 6


On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 11.2, which was -2.50 lower than the previous day. The implied volatity was 26.15, the open interest changed by 0 which decreased total open position to 1


On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 13.7, which was -36.00 lower than the previous day. The implied volatity was 25.52, 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 49.7, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0


On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 49.7, which was 0.00 lower than the previous day. The implied volatity was 2.83, the open interest changed by 0 which decreased total open position to 0


On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 49.7, which was lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0