INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 790 CE | ||||||||||
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Delta: 0.92
Vega: 0.25
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 53.8 | 2.25 | 23.74 | 2 | 0 | 326 | |||
| 11 Dec | 836.40 | 51.55 | -0.75 | 22.85 | 23 | 5 | 329 | |||
| 10 Dec | 838.55 | 52.3 | 1.25 | 15.03 | 13 | 1 | 324 | |||
| 9 Dec | 837.20 | 51.05 | 6.05 | 22.84 | 10 | -4 | 323 | |||
| 6 Dec | 826.65 | 45 | 5.65 | 26.18 | 26 | 2 | 327 | |||
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| 5 Dec | 820.10 | 39.35 | 6.15 | 22.89 | 101 | 5 | 325 | |||
| 4 Dec | 810.90 | 33.2 | 2.70 | 24.21 | 154 | 1 | 320 | |||
| 3 Dec | 806.65 | 30.5 | 0.70 | 22.46 | 395 | 25 | 323 | |||
| 2 Dec | 801.05 | 29.8 | 2.80 | 25.54 | 637 | -31 | 295 | |||
| 29 Nov | 793.35 | 27 | 6.30 | 25.08 | 2,240 | 80 | 325 | |||
| 28 Nov | 778.55 | 20.7 | -5.90 | 25.11 | 957 | 119 | 246 | |||
| 27 Nov | 788.90 | 26.6 | -4.70 | 26.07 | 276 | 42 | 126 | |||
| 26 Nov | 796.75 | 31.3 | -0.85 | 26.21 | 331 | 23 | 85 | |||
| 25 Nov | 798.05 | 32.15 | -1.90 | 26.60 | 232 | 32 | 63 | |||
| 22 Nov | 799.05 | 34.05 | 5.20 | 27.42 | 171 | 26 | 57 | |||
| 21 Nov | 786.80 | 28.85 | 16.65 | 28.23 | 119 | 26 | 29 | |||
| 20 Nov | 754.00 | 12.2 | 0.00 | 25.16 | 3 | 2 | 2 | |||
| 19 Nov | 754.00 | 12.2 | 4.20 | 25.16 | 3 | 1 | 2 | |||
| 18 Nov | 737.20 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 741.35 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 714.15 | 8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 730.40 | 8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 729.75 | 8 | 24.50 | 2 | 1 | 1 | ||||
For The Indian Hotels Co. Ltd - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.92
Historical price for 790 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 53.8, which was 2.25 higher than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 326
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 51.55, which was -0.75 lower than the previous day. The implied volatity was 22.85, the open interest changed by 5 which increased total open position to 329
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 52.3, which was 1.25 higher than the previous day. The implied volatity was 15.03, the open interest changed by 1 which increased total open position to 324
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 51.05, which was 6.05 higher than the previous day. The implied volatity was 22.84, the open interest changed by -4 which decreased total open position to 323
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 45, which was 5.65 higher than the previous day. The implied volatity was 26.18, the open interest changed by 2 which increased total open position to 327
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 39.35, which was 6.15 higher than the previous day. The implied volatity was 22.89, the open interest changed by 5 which increased total open position to 325
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 33.2, which was 2.70 higher than the previous day. The implied volatity was 24.21, the open interest changed by 1 which increased total open position to 320
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 30.5, which was 0.70 higher than the previous day. The implied volatity was 22.46, the open interest changed by 25 which increased total open position to 323
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 29.8, which was 2.80 higher than the previous day. The implied volatity was 25.54, the open interest changed by -31 which decreased total open position to 295
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 27, which was 6.30 higher than the previous day. The implied volatity was 25.08, the open interest changed by 80 which increased total open position to 325
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 20.7, which was -5.90 lower than the previous day. The implied volatity was 25.11, the open interest changed by 119 which increased total open position to 246
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 26.6, which was -4.70 lower than the previous day. The implied volatity was 26.07, the open interest changed by 42 which increased total open position to 126
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 31.3, which was -0.85 lower than the previous day. The implied volatity was 26.21, the open interest changed by 23 which increased total open position to 85
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 32.15, which was -1.90 lower than the previous day. The implied volatity was 26.60, the open interest changed by 32 which increased total open position to 63
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 34.05, which was 5.20 higher than the previous day. The implied volatity was 27.42, the open interest changed by 26 which increased total open position to 57
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 28.85, which was 16.65 higher than the previous day. The implied volatity was 28.23, the open interest changed by 26 which increased total open position to 29
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 12.2, which was 0.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by 2 which increased total open position to 2
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 12.2, which was 4.20 higher than the previous day. The implied volatity was 25.16, the open interest changed by 1 which increased total open position to 2
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 8, 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 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 8, 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 Nov INDHOTEL was trading at 714.15. The strike last trading price was 8, 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 Nov INDHOTEL was trading at 730.40. The strike last trading price was 8, 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 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 8, which was lower than the previous day. The implied volatity was 24.50, the open interest changed by 1 which increased total open position to 1
| INDHOTEL 26DEC2024 790 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.31
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 2.4 | -0.40 | 27.02 | 183 | 38 | 772 |
| 11 Dec | 836.40 | 2.8 | -0.35 | 26.70 | 617 | 52 | 738 |
| 10 Dec | 838.55 | 3.15 | -0.80 | 27.58 | 495 | 60 | 689 |
| 9 Dec | 837.20 | 3.95 | -1.60 | 27.67 | 1,000 | 66 | 630 |
| 6 Dec | 826.65 | 5.55 | -2.35 | 25.29 | 522 | -27 | 565 |
| 5 Dec | 820.10 | 7.9 | -3.05 | 26.71 | 619 | 58 | 594 |
| 4 Dec | 810.90 | 10.95 | -1.45 | 26.58 | 759 | 84 | 531 |
| 3 Dec | 806.65 | 12.4 | -2.90 | 26.83 | 664 | 109 | 449 |
| 2 Dec | 801.05 | 15.3 | -3.20 | 27.71 | 682 | 65 | 349 |
| 29 Nov | 793.35 | 18.5 | -7.20 | 27.18 | 1,108 | 125 | 284 |
| 28 Nov | 778.55 | 25.7 | 3.50 | 28.51 | 569 | -42 | 160 |
| 27 Nov | 788.90 | 22.2 | 1.55 | 28.74 | 468 | 10 | 201 |
| 26 Nov | 796.75 | 20.65 | -0.30 | 29.92 | 706 | 74 | 199 |
| 25 Nov | 798.05 | 20.95 | -0.55 | 29.87 | 336 | 124 | 124 |
| 22 Nov | 799.05 | 21.5 | -91.90 | 29.15 | 118 | 81 | 81 |
| 21 Nov | 786.80 | 113.4 | 0.00 | 0.42 | 0 | 0 | 0 |
| 20 Nov | 754.00 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 737.20 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 741.35 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 714.15 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 730.40 | 113.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 729.75 | 113.4 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.11
Historical price for 790 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 2.4, which was -0.40 lower than the previous day. The implied volatity was 27.02, the open interest changed by 38 which increased total open position to 772
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 2.8, which was -0.35 lower than the previous day. The implied volatity was 26.70, the open interest changed by 52 which increased total open position to 738
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 3.15, which was -0.80 lower than the previous day. The implied volatity was 27.58, the open interest changed by 60 which increased total open position to 689
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 3.95, which was -1.60 lower than the previous day. The implied volatity was 27.67, the open interest changed by 66 which increased total open position to 630
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 5.55, which was -2.35 lower than the previous day. The implied volatity was 25.29, the open interest changed by -27 which decreased total open position to 565
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 7.9, which was -3.05 lower than the previous day. The implied volatity was 26.71, the open interest changed by 58 which increased total open position to 594
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 10.95, which was -1.45 lower than the previous day. The implied volatity was 26.58, the open interest changed by 84 which increased total open position to 531
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 12.4, which was -2.90 lower than the previous day. The implied volatity was 26.83, the open interest changed by 109 which increased total open position to 449
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 15.3, which was -3.20 lower than the previous day. The implied volatity was 27.71, the open interest changed by 65 which increased total open position to 349
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 18.5, which was -7.20 lower than the previous day. The implied volatity was 27.18, the open interest changed by 125 which increased total open position to 284
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 25.7, which was 3.50 higher than the previous day. The implied volatity was 28.51, the open interest changed by -42 which decreased total open position to 160
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 22.2, which was 1.55 higher than the previous day. The implied volatity was 28.74, the open interest changed by 10 which increased total open position to 201
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 20.65, which was -0.30 lower than the previous day. The implied volatity was 29.92, the open interest changed by 74 which increased total open position to 199
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 20.95, which was -0.55 lower than the previous day. The implied volatity was 29.87, the open interest changed by 124 which increased total open position to 124
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 21.5, which was -91.90 lower than the previous day. The implied volatity was 29.15, the open interest changed by 81 which increased total open position to 81
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 113.4, which was 0.00 lower than the previous day. The implied volatity was 0.42, the open interest changed by 0 which decreased total open position to 0
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 113.4, 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 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 113.4, 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 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 113.4, 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 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 113.4, 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 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 113.4, 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 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 113.4, 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 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 113.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
