INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Nov 2024 04:12 PM IST
| INDHOTEL 28NOV2024 800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 0.41
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 786.80 | 7.75 | 6.40 | 30.30 | 21,771 | 808 | 1,754 | |||
| 20 Nov | 754.00 | 1.35 | 0.00 | 28.03 | 2,853 | -70 | 947 | |||
| 19 Nov | 754.00 | 1.35 | 0.35 | 28.03 | 2,853 | -69 | 947 | |||
| 18 Nov | 737.20 | 1 | -0.35 | 31.16 | 1,576 | 241 | 1,014 | |||
| 14 Nov | 741.35 | 1.35 | 0.50 | 26.40 | 1,092 | 67 | 765 | |||
| 13 Nov | 714.15 | 0.85 | -0.55 | 30.79 | 1,459 | -549 | 698 | |||
| 12 Nov | 730.40 | 1.4 | -0.10 | 28.80 | 790 | -76 | 1,250 | |||
| 11 Nov | 729.75 | 1.5 | -0.85 | 28.15 | 4,786 | -33 | 1,327 | |||
| 8 Nov | 732.90 | 2.35 | 1.05 | 28.14 | 7,764 | 1,196 | 1,366 | |||
| 7 Nov | 683.80 | 1.3 | 0.40 | 36.34 | 283 | 27 | 172 | |||
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| 6 Nov | 684.65 | 0.9 | 0.15 | 33.39 | 68 | -15 | 145 | |||
| 5 Nov | 668.00 | 0.75 | -0.45 | 36.59 | 138 | 12 | 161 | |||
| 4 Nov | 666.55 | 1.2 | -0.60 | 39.77 | 268 | 79 | 149 | |||
| 1 Nov | 687.60 | 1.8 | 0.00 | 34.33 | 46 | 32 | 69 | |||
| 31 Oct | 676.70 | 1.8 | -0.05 | - | 37 | 16 | 36 | |||
| 30 Oct | 684.75 | 1.85 | -0.80 | - | 28 | 5 | 19 | |||
| 29 Oct | 678.75 | 2.65 | -0.10 | - | 16 | 6 | 13 | |||
| 28 Oct | 671.25 | 2.75 | -1.50 | - | 12 | -1 | 6 | |||
| 25 Oct | 691.25 | 4.25 | -6.25 | - | 11 | 6 | 7 | |||
| 26 Sept | 709.90 | 10.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Sept | 709.95 | 10.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Sept | 711.65 | 10.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Sept | 714.80 | 10.5 | 10.50 | - | 0 | 0 | 0 | |||
| 20 Sept | 702.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 700.90 | 0 | - | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 800 expiring on 28NOV2024
Delta for 800 CE is 0.36
Historical price for 800 CE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 7.75, which was 6.40 higher than the previous day. The implied volatity was 30.30, the open interest changed by 808 which increased total open position to 1754
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by -70 which decreased total open position to 947
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 28.03, the open interest changed by -69 which decreased total open position to 947
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 31.16, the open interest changed by 241 which increased total open position to 1014
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was 26.40, the open interest changed by 67 which increased total open position to 765
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 30.79, the open interest changed by -549 which decreased total open position to 698
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 1.4, which was -0.10 lower than the previous day. The implied volatity was 28.80, the open interest changed by -76 which decreased total open position to 1250
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 1.5, which was -0.85 lower than the previous day. The implied volatity was 28.15, the open interest changed by -33 which decreased total open position to 1327
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 2.35, which was 1.05 higher than the previous day. The implied volatity was 28.14, the open interest changed by 1196 which increased total open position to 1366
On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 36.34, the open interest changed by 27 which increased total open position to 172
On 6 Nov INDHOTEL was trading at 684.65. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 33.39, the open interest changed by -15 which decreased total open position to 145
On 5 Nov INDHOTEL was trading at 668.00. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 36.59, the open interest changed by 12 which increased total open position to 161
On 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 39.77, the open interest changed by 79 which increased total open position to 149
On 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 34.33, the open interest changed by 32 which increased total open position to 69
On 31 Oct INDHOTEL was trading at 676.70. The strike last trading price was 1.8, which was -0.05 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 1.85, which was -0.80 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 2.65, 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 28 Oct INDHOTEL was trading at 671.25. The strike last trading price was 2.75, which was -1.50 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 4.25, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept INDHOTEL was trading at 709.90. The strike last trading price was 10.5, 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 Sept INDHOTEL was trading at 709.95. The strike last trading price was 10.5, 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 Sept INDHOTEL was trading at 711.65. The strike last trading price was 10.5, 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 Sept INDHOTEL was trading at 714.80. The strike last trading price was 10.5, which was 10.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept INDHOTEL was trading at 702.75. 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 12 Sept INDHOTEL was trading at 700.90. 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 28NOV2024 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.41
Theta: -0.85
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 786.80 | 22.2 | -26.95 | 33.80 | 1,078 | 136 | 142 |
| 20 Nov | 754.00 | 49.15 | 0.00 | 33.70 | 6 | 1 | 7 |
| 19 Nov | 754.00 | 49.15 | -16.50 | 33.70 | 6 | 2 | 7 |
| 18 Nov | 737.20 | 65.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 741.35 | 65.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 714.15 | 65.65 | 0.00 | 0.00 | 0 | -1 | 0 |
| 12 Nov | 730.40 | 65.65 | -4.00 | - | 1 | 0 | 6 |
| 11 Nov | 729.75 | 69.65 | 1.65 | 31.19 | 8 | -3 | 7 |
| 8 Nov | 732.90 | 68 | -62.00 | 31.03 | 25 | 7 | 10 |
| 7 Nov | 683.80 | 130 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 684.65 | 130 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 668.00 | 130 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 666.55 | 130 | 8.00 | 28.90 | 1 | 0 | 2 |
| 1 Nov | 687.60 | 122 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 676.70 | 122 | -25.80 | - | 2 | 1 | 1 |
| 30 Oct | 684.75 | 147.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 678.75 | 147.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 671.25 | 147.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 691.25 | 147.8 | 147.80 | - | 0 | 0 | 0 |
| 26 Sept | 709.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Sept | 709.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Sept | 711.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Sept | 714.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Sept | 702.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 700.90 | 0 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 800 expiring on 28NOV2024
Delta for 800 PE is -0.63
Historical price for 800 PE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 22.2, which was -26.95 lower than the previous day. The implied volatity was 33.80, the open interest changed by 136 which increased total open position to 142
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 49.15, which was 0.00 lower than the previous day. The implied volatity was 33.70, the open interest changed by 1 which increased total open position to 7
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 49.15, which was -16.50 lower than the previous day. The implied volatity was 33.70, the open interest changed by 2 which increased total open position to 7
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 65.65, 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 65.65, 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 65.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 65.65, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 69.65, which was 1.65 higher than the previous day. The implied volatity was 31.19, the open interest changed by -3 which decreased total open position to 7
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 68, which was -62.00 lower than the previous day. The implied volatity was 31.03, the open interest changed by 7 which increased total open position to 10
On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 130, 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 130, 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 130, 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 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 130, which was 8.00 higher than the previous day. The implied volatity was 28.90, the open interest changed by 0 which decreased total open position to 2
On 1 Nov INDHOTEL was trading at 687.60. The strike last trading price was 122, 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 31 Oct INDHOTEL was trading at 676.70. The strike last trading price was 122, which was -25.80 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 147.8, 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 147.8, 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 147.8, 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 147.8, which was 147.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept INDHOTEL was trading at 709.90. 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 25 Sept INDHOTEL was trading at 709.95. 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 24 Sept INDHOTEL was trading at 711.65. 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 23 Sept INDHOTEL was trading at 714.80. 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 20 Sept INDHOTEL was trading at 702.75. 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 12 Sept INDHOTEL was trading at 700.90. 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
