INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:23 AM IST
| INDHOTEL 26DEC2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.24
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.25 | 43.4 | 0.90 | 18.66 | 1 | 0 | 518 | |||
| 11 Dec | 836.40 | 42.5 | -2.70 | 22.03 | 84 | -18 | 519 | |||
| 10 Dec | 838.55 | 45.2 | 1.35 | 23.49 | 118 | -21 | 536 | |||
| 9 Dec | 837.20 | 43.85 | 6.40 | 25.72 | 306 | -86 | 553 | |||
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| 6 Dec | 826.65 | 37.45 | 5.25 | 25.94 | 364 | -81 | 639 | |||
| 5 Dec | 820.10 | 32.2 | 5.50 | 23.10 | 839 | -199 | 716 | |||
| 4 Dec | 810.90 | 26.7 | 2.20 | 24.07 | 1,485 | -357 | 920 | |||
| 3 Dec | 806.65 | 24.5 | 0.15 | 22.80 | 2,290 | 94 | 1,282 | |||
| 2 Dec | 801.05 | 24.35 | 2.75 | 25.83 | 3,332 | -3 | 1,195 | |||
| 29 Nov | 793.35 | 21.6 | 4.85 | 24.87 | 4,744 | 326 | 1,196 | |||
| 28 Nov | 778.55 | 16.75 | -4.95 | 25.54 | 2,153 | 101 | 872 | |||
| 27 Nov | 788.90 | 21.7 | -4.25 | 26.11 | 917 | 82 | 775 | |||
| 26 Nov | 796.75 | 25.95 | -1.40 | 26.27 | 2,096 | 40 | 707 | |||
| 25 Nov | 798.05 | 27.35 | -0.85 | 27.24 | 1,508 | 41 | 666 | |||
| 22 Nov | 799.05 | 28.2 | 3.95 | 26.89 | 1,045 | -77 | 548 | |||
| 21 Nov | 786.80 | 24.25 | 14.15 | 28.30 | 2,748 | 428 | 617 | |||
| 20 Nov | 754.00 | 10.1 | 0.00 | 25.88 | 461 | 142 | 188 | |||
| 19 Nov | 754.00 | 10.1 | 3.30 | 25.88 | 461 | 141 | 188 | |||
| 18 Nov | 737.20 | 6.8 | -0.55 | 26.01 | 116 | -8 | 49 | |||
| 14 Nov | 741.35 | 7.35 | 3.10 | 24.11 | 76 | 45 | 57 | |||
| 13 Nov | 714.15 | 4.25 | -2.70 | 25.47 | 6 | 3 | 11 | |||
| 12 Nov | 730.40 | 6.95 | -0.05 | 26.27 | 7 | -2 | 9 | |||
| 11 Nov | 729.75 | 7 | 7.00 | 25.79 | 24 | 10 | 10 | |||
| 16 Oct | 704.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 712.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 705.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 708.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 706.25 | 0 | - | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 CE is 0.92
Historical price for 800 CE is as follows
On 12 Dec INDHOTEL was trading at 839.25. The strike last trading price was 43.4, which was 0.90 higher than the previous day. The implied volatity was 18.66, the open interest changed by 0 which decreased total open position to 518
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 42.5, which was -2.70 lower than the previous day. The implied volatity was 22.03, the open interest changed by -18 which decreased total open position to 519
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 45.2, which was 1.35 higher than the previous day. The implied volatity was 23.49, the open interest changed by -21 which decreased total open position to 536
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 43.85, which was 6.40 higher than the previous day. The implied volatity was 25.72, the open interest changed by -86 which decreased total open position to 553
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 37.45, which was 5.25 higher than the previous day. The implied volatity was 25.94, the open interest changed by -81 which decreased total open position to 639
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 32.2, which was 5.50 higher than the previous day. The implied volatity was 23.10, the open interest changed by -199 which decreased total open position to 716
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 26.7, which was 2.20 higher than the previous day. The implied volatity was 24.07, the open interest changed by -357 which decreased total open position to 920
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 24.5, which was 0.15 higher than the previous day. The implied volatity was 22.80, the open interest changed by 94 which increased total open position to 1282
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 24.35, which was 2.75 higher than the previous day. The implied volatity was 25.83, the open interest changed by -3 which decreased total open position to 1195
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 21.6, which was 4.85 higher than the previous day. The implied volatity was 24.87, the open interest changed by 326 which increased total open position to 1196
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 16.75, which was -4.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 101 which increased total open position to 872
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 21.7, which was -4.25 lower than the previous day. The implied volatity was 26.11, the open interest changed by 82 which increased total open position to 775
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 25.95, which was -1.40 lower than the previous day. The implied volatity was 26.27, the open interest changed by 40 which increased total open position to 707
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 27.35, which was -0.85 lower than the previous day. The implied volatity was 27.24, the open interest changed by 41 which increased total open position to 666
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 28.2, which was 3.95 higher than the previous day. The implied volatity was 26.89, the open interest changed by -77 which decreased total open position to 548
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 24.25, which was 14.15 higher than the previous day. The implied volatity was 28.30, the open interest changed by 428 which increased total open position to 617
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 10.1, which was 0.00 lower than the previous day. The implied volatity was 25.88, the open interest changed by 142 which increased total open position to 188
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 10.1, which was 3.30 higher than the previous day. The implied volatity was 25.88, the open interest changed by 141 which increased total open position to 188
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 6.8, which was -0.55 lower than the previous day. The implied volatity was 26.01, the open interest changed by -8 which decreased total open position to 49
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 7.35, which was 3.10 higher than the previous day. The implied volatity was 24.11, the open interest changed by 45 which increased total open position to 57
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 4.25, which was -2.70 lower than the previous day. The implied volatity was 25.47, the open interest changed by 3 which increased total open position to 11
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 6.95, which was -0.05 lower than the previous day. The implied volatity was 26.27, the open interest changed by -2 which decreased total open position to 9
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 7, which was 7.00 higher than the previous day. The implied volatity was 25.79, the open interest changed by 10 which increased total open position to 10
On 16 Oct INDHOTEL was trading at 704.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| INDHOTEL 26DEC2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.39
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.25 | 3.5 | -0.50 | 26.15 | 359 | 20 | 1,503 |
| 11 Dec | 836.40 | 4 | -0.55 | 25.78 | 1,024 | 172 | 1,492 |
| 10 Dec | 838.55 | 4.55 | -0.80 | 27.03 | 984 | 24 | 1,321 |
| 9 Dec | 837.20 | 5.35 | -2.25 | 26.67 | 1,781 | 350 | 1,298 |
| 6 Dec | 826.65 | 7.6 | -3.10 | 24.62 | 1,162 | 158 | 960 |
| 5 Dec | 820.10 | 10.7 | -3.60 | 26.45 | 1,366 | 103 | 801 |
| 4 Dec | 810.90 | 14.3 | -2.05 | 26.13 | 1,190 | -55 | 696 |
| 3 Dec | 806.65 | 16.35 | -2.95 | 26.87 | 1,104 | 105 | 757 |
| 2 Dec | 801.05 | 19.3 | -3.70 | 27.31 | 1,329 | 61 | 650 |
| 29 Nov | 793.35 | 23 | -8.85 | 26.89 | 1,597 | 217 | 590 |
| 28 Nov | 778.55 | 31.85 | 4.55 | 29.19 | 547 | -22 | 377 |
| 27 Nov | 788.90 | 27.3 | 1.65 | 28.84 | 553 | -24 | 400 |
| 26 Nov | 796.75 | 25.65 | 0.30 | 30.35 | 1,001 | 77 | 422 |
| 25 Nov | 798.05 | 25.35 | -0.05 | 29.65 | 625 | 241 | 347 |
| 22 Nov | 799.05 | 25.4 | -10.10 | 28.41 | 340 | 176 | 282 |
| 21 Nov | 786.80 | 35.5 | -18.50 | 32.77 | 422 | 92 | 105 |
| 20 Nov | 754.00 | 54 | 0.00 | 30.09 | 13 | 11 | 3 |
| 19 Nov | 754.00 | 54 | -8.00 | 30.09 | 13 | 1 | 3 |
| 18 Nov | 737.20 | 62 | -38.60 | 25.24 | 2 | 1 | 1 |
| 14 Nov | 741.35 | 100.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 714.15 | 100.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 730.40 | 100.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 729.75 | 100.6 | 100.60 | - | 0 | 0 | 0 |
| 16 Oct | 704.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 712.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 705.20 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 708.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 706.25 | 0 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 800 expiring on 26DEC2024
Delta for 800 PE is -0.15
Historical price for 800 PE is as follows
On 12 Dec INDHOTEL was trading at 839.25. The strike last trading price was 3.5, which was -0.50 lower than the previous day. The implied volatity was 26.15, the open interest changed by 20 which increased total open position to 1503
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 4, which was -0.55 lower than the previous day. The implied volatity was 25.78, the open interest changed by 172 which increased total open position to 1492
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 4.55, which was -0.80 lower than the previous day. The implied volatity was 27.03, the open interest changed by 24 which increased total open position to 1321
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 5.35, which was -2.25 lower than the previous day. The implied volatity was 26.67, the open interest changed by 350 which increased total open position to 1298
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 7.6, which was -3.10 lower than the previous day. The implied volatity was 24.62, the open interest changed by 158 which increased total open position to 960
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 10.7, which was -3.60 lower than the previous day. The implied volatity was 26.45, the open interest changed by 103 which increased total open position to 801
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 14.3, which was -2.05 lower than the previous day. The implied volatity was 26.13, the open interest changed by -55 which decreased total open position to 696
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 16.35, which was -2.95 lower than the previous day. The implied volatity was 26.87, the open interest changed by 105 which increased total open position to 757
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 19.3, which was -3.70 lower than the previous day. The implied volatity was 27.31, the open interest changed by 61 which increased total open position to 650
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 23, which was -8.85 lower than the previous day. The implied volatity was 26.89, the open interest changed by 217 which increased total open position to 590
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 31.85, which was 4.55 higher than the previous day. The implied volatity was 29.19, the open interest changed by -22 which decreased total open position to 377
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 27.3, which was 1.65 higher than the previous day. The implied volatity was 28.84, the open interest changed by -24 which decreased total open position to 400
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 25.65, which was 0.30 higher than the previous day. The implied volatity was 30.35, the open interest changed by 77 which increased total open position to 422
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 25.35, which was -0.05 lower than the previous day. The implied volatity was 29.65, the open interest changed by 241 which increased total open position to 347
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 25.4, which was -10.10 lower than the previous day. The implied volatity was 28.41, the open interest changed by 176 which increased total open position to 282
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 35.5, which was -18.50 lower than the previous day. The implied volatity was 32.77, the open interest changed by 92 which increased total open position to 105
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 54, which was 0.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 11 which increased total open position to 3
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 54, which was -8.00 lower than the previous day. The implied volatity was 30.09, the open interest changed by 1 which increased total open position to 3
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 62, which was -38.60 lower than the previous day. The implied volatity was 25.24, the open interest changed by 1 which increased total open position to 1
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 100.6, 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 100.6, 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 100.6, 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 100.6, which was 100.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Oct INDHOTEL was trading at 704.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
