INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:23 AM IST
| INDHOTEL 26DEC2024 820 CE | ||||||||||
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Delta: 0.74
Vega: 0.54
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.25 | 28.45 | 1.00 | 22.41 | 114 | -7 | 446 | |||
| 11 Dec | 836.40 | 27.45 | -1.05 | 23.01 | 230 | -39 | 455 | |||
| 10 Dec | 838.55 | 28.5 | 0.00 | 21.42 | 461 | -43 | 501 | |||
| 9 Dec | 837.20 | 28.5 | 5.25 | 24.38 | 888 | -88 | 545 | |||
| 6 Dec | 826.65 | 23.25 | 3.05 | 23.93 | 1,957 | -86 | 639 | |||
| 5 Dec | 820.10 | 20.2 | 4.00 | 23.25 | 3,099 | -83 | 725 | |||
| 4 Dec | 810.90 | 16.2 | 1.25 | 23.91 | 2,813 | 166 | 816 | |||
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| 3 Dec | 806.65 | 14.95 | 0.00 | 23.31 | 1,036 | 122 | 641 | |||
| 2 Dec | 801.05 | 14.95 | 1.45 | 25.50 | 1,334 | 38 | 515 | |||
| 29 Nov | 793.35 | 13.5 | 3.35 | 25.09 | 1,276 | 120 | 472 | |||
| 28 Nov | 778.55 | 10.15 | -3.70 | 25.63 | 719 | 109 | 353 | |||
| 27 Nov | 788.90 | 13.85 | -3.60 | 26.17 | 409 | 14 | 244 | |||
| 26 Nov | 796.75 | 17.45 | -1.10 | 26.67 | 570 | 30 | 231 | |||
| 25 Nov | 798.05 | 18.55 | -0.45 | 27.36 | 457 | 37 | 201 | |||
| 22 Nov | 799.05 | 19 | 2.00 | 26.59 | 222 | -9 | 155 | |||
| 21 Nov | 786.80 | 17 | 11.45 | 28.77 | 499 | 110 | 162 | |||
| 20 Nov | 754.00 | 5.55 | 0.00 | 25.09 | 81 | 43 | 53 | |||
| 19 Nov | 754.00 | 5.55 | 0.55 | 25.09 | 81 | 44 | 53 | |||
| 14 Nov | 741.35 | 5 | 25.53 | 12 | 9 | 9 | ||||
For The Indian Hotels Co. Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 CE is 0.74
Historical price for 820 CE is as follows
On 12 Dec INDHOTEL was trading at 839.25. The strike last trading price was 28.45, which was 1.00 higher than the previous day. The implied volatity was 22.41, the open interest changed by -7 which decreased total open position to 446
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 27.45, which was -1.05 lower than the previous day. The implied volatity was 23.01, the open interest changed by -39 which decreased total open position to 455
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 28.5, which was 0.00 lower than the previous day. The implied volatity was 21.42, the open interest changed by -43 which decreased total open position to 501
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 28.5, which was 5.25 higher than the previous day. The implied volatity was 24.38, the open interest changed by -88 which decreased total open position to 545
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 23.25, which was 3.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by -86 which decreased total open position to 639
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 20.2, which was 4.00 higher than the previous day. The implied volatity was 23.25, the open interest changed by -83 which decreased total open position to 725
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 16.2, which was 1.25 higher than the previous day. The implied volatity was 23.91, the open interest changed by 166 which increased total open position to 816
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 14.95, which was 0.00 lower than the previous day. The implied volatity was 23.31, the open interest changed by 122 which increased total open position to 641
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 14.95, which was 1.45 higher than the previous day. The implied volatity was 25.50, the open interest changed by 38 which increased total open position to 515
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 13.5, which was 3.35 higher than the previous day. The implied volatity was 25.09, the open interest changed by 120 which increased total open position to 472
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 10.15, which was -3.70 lower than the previous day. The implied volatity was 25.63, the open interest changed by 109 which increased total open position to 353
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 13.85, which was -3.60 lower than the previous day. The implied volatity was 26.17, the open interest changed by 14 which increased total open position to 244
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 17.45, which was -1.10 lower than the previous day. The implied volatity was 26.67, the open interest changed by 30 which increased total open position to 231
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 18.55, which was -0.45 lower than the previous day. The implied volatity was 27.36, the open interest changed by 37 which increased total open position to 201
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 19, which was 2.00 higher than the previous day. The implied volatity was 26.59, the open interest changed by -9 which decreased total open position to 155
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 17, which was 11.45 higher than the previous day. The implied volatity was 28.77, the open interest changed by 110 which increased total open position to 162
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 25.09, the open interest changed by 43 which increased total open position to 53
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 25.09, the open interest changed by 44 which increased total open position to 53
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 25.53, the open interest changed by 9 which increased total open position to 9
| INDHOTEL 26DEC2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0.56
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.25 | 7.4 | -1.05 | 24.89 | 330 | 16 | 845 |
| 11 Dec | 836.40 | 8.45 | -0.60 | 24.81 | 981 | 135 | 830 |
| 10 Dec | 838.55 | 9.05 | -1.35 | 26.09 | 968 | -33 | 695 |
| 9 Dec | 837.20 | 10.4 | -3.40 | 25.86 | 1,546 | 123 | 728 |
| 6 Dec | 826.65 | 13.8 | -4.75 | 23.50 | 1,460 | 200 | 592 |
| 5 Dec | 820.10 | 18.55 | -5.20 | 26.15 | 1,408 | 172 | 393 |
| 4 Dec | 810.90 | 23.75 | -2.90 | 25.97 | 473 | 11 | 220 |
| 3 Dec | 806.65 | 26.65 | -3.00 | 27.25 | 237 | 86 | 208 |
| 2 Dec | 801.05 | 29.65 | -4.95 | 26.84 | 109 | 41 | 121 |
| 29 Nov | 793.35 | 34.6 | -10.75 | 27.02 | 143 | 38 | 79 |
| 28 Nov | 778.55 | 45.35 | 6.20 | 30.01 | 53 | -7 | 41 |
| 27 Nov | 788.90 | 39.15 | 2.60 | 28.89 | 56 | 10 | 48 |
| 26 Nov | 796.75 | 36.55 | 1.15 | 30.32 | 58 | 15 | 38 |
| 25 Nov | 798.05 | 35.4 | -80.20 | 28.71 | 43 | 21 | 21 |
| 22 Nov | 799.05 | 115.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 115.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 754.00 | 115.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 115.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 741.35 | 115.6 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 820 expiring on 26DEC2024
Delta for 820 PE is -0.28
Historical price for 820 PE is as follows
On 12 Dec INDHOTEL was trading at 839.25. The strike last trading price was 7.4, which was -1.05 lower than the previous day. The implied volatity was 24.89, the open interest changed by 16 which increased total open position to 845
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 8.45, which was -0.60 lower than the previous day. The implied volatity was 24.81, the open interest changed by 135 which increased total open position to 830
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 9.05, which was -1.35 lower than the previous day. The implied volatity was 26.09, the open interest changed by -33 which decreased total open position to 695
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 10.4, which was -3.40 lower than the previous day. The implied volatity was 25.86, the open interest changed by 123 which increased total open position to 728
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 13.8, which was -4.75 lower than the previous day. The implied volatity was 23.50, the open interest changed by 200 which increased total open position to 592
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 18.55, which was -5.20 lower than the previous day. The implied volatity was 26.15, the open interest changed by 172 which increased total open position to 393
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 23.75, which was -2.90 lower than the previous day. The implied volatity was 25.97, the open interest changed by 11 which increased total open position to 220
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 26.65, which was -3.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by 86 which increased total open position to 208
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 29.65, which was -4.95 lower than the previous day. The implied volatity was 26.84, the open interest changed by 41 which increased total open position to 121
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 34.6, which was -10.75 lower than the previous day. The implied volatity was 27.02, the open interest changed by 38 which increased total open position to 79
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 45.35, which was 6.20 higher than the previous day. The implied volatity was 30.01, the open interest changed by -7 which decreased total open position to 41
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 39.15, which was 2.60 higher than the previous day. The implied volatity was 28.89, the open interest changed by 10 which increased total open position to 48
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 36.55, which was 1.15 higher than the previous day. The implied volatity was 30.32, the open interest changed by 15 which increased total open position to 38
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 35.4, which was -80.20 lower than the previous day. The implied volatity was 28.71, the open interest changed by 21 which increased total open position to 21
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 115.6, 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 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 115.6, 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 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 115.6, 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 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 115.6, 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 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 115.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
