INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
24 Jan 2025 04:12 PM IST
INDHOTEL 30JAN2025 790 CE | ||||||||||
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Delta: 0.33
Vega: 0.36
Theta: -0.71
Gamma: 0.02
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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 | |||
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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 | |||||||
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Delta: -0.64
Vega: 0.37
Theta: -0.65
Gamma: 0.01
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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