`
[--[65.84.65.76]--]
INDHOTEL
The Indian Hotels Co. Ltd

786.8 32.80 (4.35%)

Back to Option Chain


Historical option data for INDHOTEL

21 Nov 2024 04:12 PM IST
INDHOTEL 28NOV2024 810 CE
Delta: 0.26
Vega: 0.35
Theta: -0.82
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 786.80 5.05 4.05 30.80 7,814 572 726
20 Nov 754.00 1 0.00 30.11 503 35 157
19 Nov 754.00 1 0.20 30.11 503 38 157
18 Nov 737.20 0.8 -0.25 33.31 171 -7 120
14 Nov 741.35 1.05 0.45 28.08 33 3 127
13 Nov 714.15 0.6 -0.45 31.58 156 -15 126
12 Nov 730.40 1.05 -0.05 29.91 75 8 142
11 Nov 729.75 1.1 -0.75 29.08 791 71 127
8 Nov 732.90 1.85 1.85 29.28 101 57 57
7 Nov 683.80 0 0.00 0.00 0 0 0
6 Nov 684.65 0 0.00 0.00 0 0 0
4 Nov 666.55 0 0.00 0 0 0


For The Indian Hotels Co. Ltd - strike price 810 expiring on 28NOV2024

Delta for 810 CE is 0.26

Historical price for 810 CE is as follows

On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 5.05, which was 4.05 higher than the previous day. The implied volatity was 30.80, the open interest changed by 572 which increased total open position to 726


On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 30.11, the open interest changed by 35 which increased total open position to 157


On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 1, which was 0.20 higher than the previous day. The implied volatity was 30.11, the open interest changed by 38 which increased total open position to 157


On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 33.31, the open interest changed by -7 which decreased total open position to 120


On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 1.05, which was 0.45 higher than the previous day. The implied volatity was 28.08, the open interest changed by 3 which increased total open position to 127


On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 0.6, which was -0.45 lower than the previous day. The implied volatity was 31.58, the open interest changed by -15 which decreased total open position to 126


On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 8 which increased total open position to 142


On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 29.08, the open interest changed by 71 which increased total open position to 127


On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 1.85, which was 1.85 higher than the previous day. The implied volatity was 29.28, the open interest changed by 57 which increased total open position to 57


On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 0, 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 0, 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 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


INDHOTEL 28NOV2024 810 PE
Delta: -0.71
Vega: 0.38
Theta: -0.83
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
21 Nov 786.80 30.25 -26.25 36.85 74 20 22
20 Nov 754.00 56.5 0.00 31.61 2 2 0
19 Nov 754.00 56.5 -47.75 31.61 2 0 0
18 Nov 737.20 104.25 0.00 - 0 0 0
14 Nov 741.35 104.25 0.00 - 0 0 0
13 Nov 714.15 104.25 0.00 - 0 0 0
12 Nov 730.40 104.25 0.00 - 0 0 0
11 Nov 729.75 104.25 0.00 - 0 0 0
8 Nov 732.90 104.25 104.25 - 0 0 0
7 Nov 683.80 0 0.00 0.00 0 0 0
6 Nov 684.65 0 0.00 0.00 0 0 0
4 Nov 666.55 0 0.00 0 0 0


For The Indian Hotels Co. Ltd - strike price 810 expiring on 28NOV2024

Delta for 810 PE is -0.71

Historical price for 810 PE is as follows

On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 30.25, which was -26.25 lower than the previous day. The implied volatity was 36.85, the open interest changed by 20 which increased total open position to 22


On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 56.5, which was 0.00 lower than the previous day. The implied volatity was 31.61, the open interest changed by 2 which increased total open position to 0


On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 56.5, which was -47.75 lower than the previous day. The implied volatity was 31.61, 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 104.25, 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 104.25, 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 104.25, 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 104.25, 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 104.25, 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 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 104.25, which was 104.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 0, 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 0, 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 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0