INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Nov 2024 04:12 PM IST
| INDHOTEL 28NOV2024 820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.29
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 786.80 | 3.3 | 2.50 | 31.69 | 9,081 | 834 | 1,130 | |||
| 20 Nov | 754.00 | 0.8 | 0.00 | 32.47 | 373 | -11 | 296 | |||
| 19 Nov | 754.00 | 0.8 | 0.15 | 32.47 | 373 | -11 | 296 | |||
| 18 Nov | 737.20 | 0.65 | -0.15 | 35.38 | 201 | -33 | 310 | |||
| 14 Nov | 741.35 | 0.8 | 0.30 | 29.50 | 212 | 33 | 343 | |||
| 13 Nov | 714.15 | 0.5 | -0.35 | 33.20 | 397 | -152 | 310 | |||
| 12 Nov | 730.40 | 0.85 | -0.05 | 31.37 | 257 | -16 | 555 | |||
| 11 Nov | 729.75 | 0.9 | -0.50 | 30.58 | 1,769 | 155 | 572 | |||
| 8 Nov | 732.90 | 1.4 | 0.50 | 30.06 | 2,112 | 403 | 419 | |||
| 7 Nov | 683.80 | 0.9 | 0.45 | 38.45 | 40 | -3 | 15 | |||
| 6 Nov | 684.65 | 0.45 | -0.40 | 33.82 | 23 | 3 | 8 | |||
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| 4 Nov | 666.55 | 0.85 | 41.51 | 5 | 3 | 3 | ||||
For The Indian Hotels Co. Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 CE is 0.18
Historical price for 820 CE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 3.3, which was 2.50 higher than the previous day. The implied volatity was 31.69, the open interest changed by 834 which increased total open position to 1130
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 32.47, the open interest changed by -11 which decreased total open position to 296
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 32.47, the open interest changed by -11 which decreased total open position to 296
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.38, the open interest changed by -33 which decreased total open position to 310
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 0.8, which was 0.30 higher than the previous day. The implied volatity was 29.50, the open interest changed by 33 which increased total open position to 343
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 33.20, the open interest changed by -152 which decreased total open position to 310
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by -16 which decreased total open position to 555
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 0.9, which was -0.50 lower than the previous day. The implied volatity was 30.58, the open interest changed by 155 which increased total open position to 572
On 8 Nov INDHOTEL was trading at 732.90. The strike last trading price was 1.4, which was 0.50 higher than the previous day. The implied volatity was 30.06, the open interest changed by 403 which increased total open position to 419
On 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 0.9, which was 0.45 higher than the previous day. The implied volatity was 38.45, the open interest changed by -3 which decreased total open position to 15
On 6 Nov INDHOTEL was trading at 684.65. The strike last trading price was 0.45, which was -0.40 lower than the previous day. The implied volatity was 33.82, the open interest changed by 3 which increased total open position to 8
On 4 Nov INDHOTEL was trading at 666.55. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was 41.51, the open interest changed by 3 which increased total open position to 3
| INDHOTEL 28NOV2024 820 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.77
Vega: 0.33
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 786.80 | 38.35 | -126.80 | 38.41 | 8 | 4 | 4 |
| 20 Nov | 754.00 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 737.20 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 741.35 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 714.15 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 730.40 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 729.75 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 732.90 | 165.15 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 683.80 | 165.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 684.65 | 165.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 666.55 | 165.15 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 820 expiring on 28NOV2024
Delta for 820 PE is -0.77
Historical price for 820 PE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 38.35, which was -126.80 lower than the previous day. The implied volatity was 38.41, the open interest changed by 4 which increased total open position to 4
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 165.15, 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 165.15, 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 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 165.15, 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 165.15, 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 165.15, 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 165.15, 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 165.15, 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 165.15, 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 7 Nov INDHOTEL was trading at 683.80. The strike last trading price was 165.15, 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 165.15, 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 165.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
