INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 810 CE | ||||||||||
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Delta: 0.81
Vega: 0.45
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 839.10 | 36.6 | 2.05 | 23.49 | 54 | 11 | 231 | |||
| 11 Dec | 836.40 | 34.55 | -1.60 | 22.57 | 35 | -7 | 221 | |||
| 10 Dec | 838.55 | 36.15 | -0.50 | 21.56 | 34 | -10 | 228 | |||
| 9 Dec | 837.20 | 36.65 | 6.80 | 26.42 | 191 | -25 | 239 | |||
| 6 Dec | 826.65 | 29.85 | 4.30 | 24.69 | 348 | -55 | 264 | |||
| 5 Dec | 820.10 | 25.55 | 4.50 | 22.87 | 1,408 | -192 | 319 | |||
| 4 Dec | 810.90 | 21.05 | 1.75 | 24.00 | 2,424 | -68 | 513 | |||
| 3 Dec | 806.65 | 19.3 | -0.10 | 23.05 | 1,625 | 144 | 581 | |||
| 2 Dec | 801.05 | 19.4 | 2.10 | 25.81 | 1,366 | 136 | 433 | |||
| 29 Nov | 793.35 | 17.3 | 4.05 | 25.09 | 1,333 | 73 | 299 | |||
| 28 Nov | 778.55 | 13.25 | -4.05 | 25.72 | 436 | 88 | 228 | |||
| 27 Nov | 788.90 | 17.3 | -4.10 | 25.96 | 308 | 20 | 150 | |||
| 26 Nov | 796.75 | 21.4 | -1.05 | 26.49 | 559 | 36 | 130 | |||
| 25 Nov | 798.05 | 22.45 | -1.70 | 27.09 | 291 | 54 | 99 | |||
| 22 Nov | 799.05 | 24.15 | 3.65 | 27.61 | 91 | -9 | 36 | |||
| 21 Nov | 786.80 | 20.5 | 12.50 | 28.68 | 91 | 44 | 46 | |||
| 20 Nov | 754.00 | 8 | 0.00 | 26.07 | 4 | 2 | 3 | |||
| 19 Nov | 754.00 | 8 | 1.60 | 26.07 | 4 | 3 | 3 | |||
| 14 Nov | 741.35 | 6.4 | 6.30 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.81
Historical price for 810 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 36.6, which was 2.05 higher than the previous day. The implied volatity was 23.49, the open interest changed by 11 which increased total open position to 231
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 34.55, which was -1.60 lower than the previous day. The implied volatity was 22.57, the open interest changed by -7 which decreased total open position to 221
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 36.15, which was -0.50 lower than the previous day. The implied volatity was 21.56, the open interest changed by -10 which decreased total open position to 228
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 36.65, which was 6.80 higher than the previous day. The implied volatity was 26.42, the open interest changed by -25 which decreased total open position to 239
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 29.85, which was 4.30 higher than the previous day. The implied volatity was 24.69, the open interest changed by -55 which decreased total open position to 264
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 25.55, which was 4.50 higher than the previous day. The implied volatity was 22.87, the open interest changed by -192 which decreased total open position to 319
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 21.05, which was 1.75 higher than the previous day. The implied volatity was 24.00, the open interest changed by -68 which decreased total open position to 513
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 19.3, which was -0.10 lower than the previous day. The implied volatity was 23.05, the open interest changed by 144 which increased total open position to 581
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 19.4, which was 2.10 higher than the previous day. The implied volatity was 25.81, the open interest changed by 136 which increased total open position to 433
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 17.3, which was 4.05 higher than the previous day. The implied volatity was 25.09, the open interest changed by 73 which increased total open position to 299
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 13.25, which was -4.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by 88 which increased total open position to 228
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 17.3, which was -4.10 lower than the previous day. The implied volatity was 25.96, the open interest changed by 20 which increased total open position to 150
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 21.4, which was -1.05 lower than the previous day. The implied volatity was 26.49, the open interest changed by 36 which increased total open position to 130
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 22.45, which was -1.70 lower than the previous day. The implied volatity was 27.09, the open interest changed by 54 which increased total open position to 99
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 24.15, which was 3.65 higher than the previous day. The implied volatity was 27.61, the open interest changed by -9 which decreased total open position to 36
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 20.5, which was 12.50 higher than the previous day. The implied volatity was 28.68, the open interest changed by 44 which increased total open position to 46
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 26.07, the open interest changed by 2 which increased total open position to 3
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 8, which was 1.60 higher than the previous day. The implied volatity was 26.07, the open interest changed by 3 which increased total open position to 3
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was 6.30, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 26DEC2024 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.48
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 5.15 | -0.70 | 25.53 | 291 | 60 | 637 |
| 11 Dec | 836.40 | 5.85 | -0.55 | 25.22 | 606 | 24 | 578 |
| 10 Dec | 838.55 | 6.4 | -1.20 | 26.39 | 471 | 45 | 556 |
| 9 Dec | 837.20 | 7.6 | -2.75 | 26.36 | 808 | 53 | 510 |
| 6 Dec | 826.65 | 10.35 | -3.70 | 24.09 | 954 | 92 | 459 |
| 5 Dec | 820.10 | 14.05 | -4.60 | 26.02 | 1,141 | 62 | 369 |
| 4 Dec | 810.90 | 18.65 | -2.45 | 26.06 | 1,038 | 69 | 306 |
| 3 Dec | 806.65 | 21.1 | -3.15 | 27.01 | 599 | 75 | 234 |
| 2 Dec | 801.05 | 24.25 | -4.30 | 27.23 | 276 | 77 | 160 |
| 29 Nov | 793.35 | 28.55 | -9.70 | 27.05 | 173 | 23 | 82 |
| 28 Nov | 778.55 | 38.25 | 5.60 | 29.49 | 145 | 27 | 61 |
| 27 Nov | 788.90 | 32.65 | 1.75 | 28.54 | 42 | 2 | 39 |
| 26 Nov | 796.75 | 30.9 | -0.60 | 30.42 | 45 | 6 | 38 |
| 25 Nov | 798.05 | 31.5 | -0.30 | 30.70 | 76 | 30 | 30 |
| 22 Nov | 799.05 | 31.8 | -98.90 | 29.68 | 4 | 3 | 3 |
| 21 Nov | 786.80 | 130.7 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 754.00 | 130.7 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 130.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 741.35 | 130.7 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.21
Historical price for 810 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 5.15, which was -0.70 lower than the previous day. The implied volatity was 25.53, the open interest changed by 60 which increased total open position to 637
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 5.85, which was -0.55 lower than the previous day. The implied volatity was 25.22, the open interest changed by 24 which increased total open position to 578
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 6.4, which was -1.20 lower than the previous day. The implied volatity was 26.39, the open interest changed by 45 which increased total open position to 556
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 7.6, which was -2.75 lower than the previous day. The implied volatity was 26.36, the open interest changed by 53 which increased total open position to 510
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 10.35, which was -3.70 lower than the previous day. The implied volatity was 24.09, the open interest changed by 92 which increased total open position to 459
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 14.05, which was -4.60 lower than the previous day. The implied volatity was 26.02, the open interest changed by 62 which increased total open position to 369
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 18.65, which was -2.45 lower than the previous day. The implied volatity was 26.06, the open interest changed by 69 which increased total open position to 306
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 21.1, which was -3.15 lower than the previous day. The implied volatity was 27.01, the open interest changed by 75 which increased total open position to 234
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 24.25, which was -4.30 lower than the previous day. The implied volatity was 27.23, the open interest changed by 77 which increased total open position to 160
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 28.55, which was -9.70 lower than the previous day. The implied volatity was 27.05, the open interest changed by 23 which increased total open position to 82
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 38.25, which was 5.60 higher than the previous day. The implied volatity was 29.49, the open interest changed by 27 which increased total open position to 61
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 32.65, which was 1.75 higher than the previous day. The implied volatity was 28.54, the open interest changed by 2 which increased total open position to 39
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 30.9, which was -0.60 lower than the previous day. The implied volatity was 30.42, the open interest changed by 6 which increased total open position to 38
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 31.5, which was -0.30 lower than the previous day. The implied volatity was 30.70, the open interest changed by 30 which increased total open position to 30
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 31.8, which was -98.90 lower than the previous day. The implied volatity was 29.68, the open interest changed by 3 which increased total open position to 3
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 130.7, 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 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 130.7, 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 130.7, 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 130.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
