INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 0.62
Theta: -0.62
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 21.5 | 0.60 | 21.97 | 366 | 18 | 509 | |||
| 11 Dec | 836.40 | 20.9 | -1.65 | 22.78 | 475 | -27 | 490 | |||
| 10 Dec | 838.55 | 22.55 | 0.05 | 22.51 | 938 | 43 | 520 | |||
| 9 Dec | 837.20 | 22.5 | 4.80 | 24.57 | 2,165 | -66 | 480 | |||
| 6 Dec | 826.65 | 17.7 | 2.30 | 23.50 | 2,644 | 175 | 546 | |||
| 5 Dec | 820.10 | 15.4 | 3.10 | 23.21 | 1,639 | 68 | 370 | |||
| 4 Dec | 810.90 | 12.3 | 0.85 | 23.99 | 1,048 | 55 | 301 | |||
| 3 Dec | 806.65 | 11.45 | -0.05 | 23.64 | 710 | 28 | 252 | |||
| 2 Dec | 801.05 | 11.5 | 0.90 | 25.54 | 659 | 6 | 212 | |||
| 29 Nov | 793.35 | 10.6 | 2.60 | 25.40 | 839 | 46 | 208 | |||
| 28 Nov | 778.55 | 8 | -2.90 | 26.08 | 502 | 99 | 162 | |||
| 27 Nov | 788.90 | 10.9 | -3.10 | 26.27 | 90 | 31 | 63 | |||
| 26 Nov | 796.75 | 14 | -0.80 | 26.74 | 77 | 13 | 33 | |||
| 25 Nov | 798.05 | 14.8 | -1.55 | 27.15 | 44 | 18 | 18 | |||
|
|
||||||||||
| 22 Nov | 799.05 | 16.35 | 11.80 | 27.61 | 7 | 2 | 2 | |||
| 21 Nov | 786.80 | 4.55 | 4.55 | 4.16 | 0 | 0 | 0 | |||
| 20 Nov | 754.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 754.00 | 0 | 0.00 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.64
Historical price for 830 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 21.5, which was 0.60 higher than the previous day. The implied volatity was 21.97, the open interest changed by 18 which increased total open position to 509
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 20.9, which was -1.65 lower than the previous day. The implied volatity was 22.78, the open interest changed by -27 which decreased total open position to 490
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 22.55, which was 0.05 higher than the previous day. The implied volatity was 22.51, the open interest changed by 43 which increased total open position to 520
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 22.5, which was 4.80 higher than the previous day. The implied volatity was 24.57, the open interest changed by -66 which decreased total open position to 480
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 17.7, which was 2.30 higher than the previous day. The implied volatity was 23.50, the open interest changed by 175 which increased total open position to 546
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 15.4, which was 3.10 higher than the previous day. The implied volatity was 23.21, the open interest changed by 68 which increased total open position to 370
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 12.3, which was 0.85 higher than the previous day. The implied volatity was 23.99, the open interest changed by 55 which increased total open position to 301
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 11.45, which was -0.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by 28 which increased total open position to 252
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 11.5, which was 0.90 higher than the previous day. The implied volatity was 25.54, the open interest changed by 6 which increased total open position to 212
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 10.6, which was 2.60 higher than the previous day. The implied volatity was 25.40, the open interest changed by 46 which increased total open position to 208
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 8, which was -2.90 lower than the previous day. The implied volatity was 26.08, the open interest changed by 99 which increased total open position to 162
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 10.9, which was -3.10 lower than the previous day. The implied volatity was 26.27, the open interest changed by 31 which increased total open position to 63
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 14, which was -0.80 lower than the previous day. The implied volatity was 26.74, the open interest changed by 13 which increased total open position to 33
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 14.8, which was -1.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by 18 which increased total open position to 18
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 16.35, which was 11.80 higher than the previous day. The implied volatity was 27.61, the open interest changed by 2 which increased total open position to 2
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 4.55, which was 4.55 higher than the previous day. The implied volatity was 4.16, 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 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 19 Nov INDHOTEL was trading at 754.00. 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 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.63
Theta: -0.46
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 10.9 | -1.05 | 24.99 | 379 | 20 | 778 |
| 11 Dec | 836.40 | 11.95 | -0.55 | 24.55 | 1,062 | -28 | 758 |
| 10 Dec | 838.55 | 12.5 | -1.35 | 25.86 | 1,503 | 139 | 783 |
| 9 Dec | 837.20 | 13.85 | -4.45 | 25.23 | 2,129 | 285 | 645 |
| 6 Dec | 826.65 | 18.3 | -5.30 | 23.22 | 1,278 | 303 | 356 |
| 5 Dec | 820.10 | 23.6 | -6.70 | 25.98 | 155 | 14 | 51 |
| 4 Dec | 810.90 | 30.3 | -2.20 | 26.80 | 50 | -2 | 38 |
| 3 Dec | 806.65 | 32.5 | -3.95 | 26.98 | 49 | 20 | 40 |
| 2 Dec | 801.05 | 36.45 | -5.55 | 27.38 | 1 | 0 | 19 |
| 29 Nov | 793.35 | 42 | -10.80 | 27.94 | 9 | 1 | 18 |
| 28 Nov | 778.55 | 52.8 | 6.45 | 30.37 | 11 | 5 | 16 |
| 27 Nov | 788.90 | 46.35 | 6.35 | 29.46 | 8 | 5 | 10 |
| 26 Nov | 796.75 | 40 | -2.35 | 27.03 | 7 | 3 | 4 |
| 25 Nov | 798.05 | 42.35 | -106.30 | 29.46 | 1 | 0 | 0 |
| 22 Nov | 799.05 | 148.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 148.65 | 148.65 | - | 0 | 0 | 0 |
| 20 Nov | 754.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 754.00 | 0 | 0.00 | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.37
Historical price for 830 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 10.9, which was -1.05 lower than the previous day. The implied volatity was 24.99, the open interest changed by 20 which increased total open position to 778
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 11.95, which was -0.55 lower than the previous day. The implied volatity was 24.55, the open interest changed by -28 which decreased total open position to 758
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 12.5, which was -1.35 lower than the previous day. The implied volatity was 25.86, the open interest changed by 139 which increased total open position to 783
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 13.85, which was -4.45 lower than the previous day. The implied volatity was 25.23, the open interest changed by 285 which increased total open position to 645
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 18.3, which was -5.30 lower than the previous day. The implied volatity was 23.22, the open interest changed by 303 which increased total open position to 356
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 23.6, which was -6.70 lower than the previous day. The implied volatity was 25.98, the open interest changed by 14 which increased total open position to 51
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 30.3, which was -2.20 lower than the previous day. The implied volatity was 26.80, the open interest changed by -2 which decreased total open position to 38
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 32.5, which was -3.95 lower than the previous day. The implied volatity was 26.98, the open interest changed by 20 which increased total open position to 40
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 36.45, which was -5.55 lower than the previous day. The implied volatity was 27.38, the open interest changed by 0 which decreased total open position to 19
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 42, which was -10.80 lower than the previous day. The implied volatity was 27.94, the open interest changed by 1 which increased total open position to 18
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 52.8, which was 6.45 higher than the previous day. The implied volatity was 30.37, the open interest changed by 5 which increased total open position to 16
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 46.35, which was 6.35 higher than the previous day. The implied volatity was 29.46, the open interest changed by 5 which increased total open position to 10
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 40, which was -2.35 lower than the previous day. The implied volatity was 27.03, the open interest changed by 3 which increased total open position to 4
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 42.35, which was -106.30 lower than the previous day. The implied volatity was 29.46, the open interest changed by 0 which decreased total open position to 0
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 148.65, 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 148.65, which was 148.65 higher 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 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 19 Nov INDHOTEL was trading at 754.00. 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
