INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 840 CE | ||||||||||
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Delta: 0.54
Vega: 0.66
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 16.25 | 0.75 | 22.67 | 971 | -45 | 1,042 | |||
| 11 Dec | 836.40 | 15.5 | -1.60 | 22.80 | 2,534 | 86 | 1,096 | |||
| 10 Dec | 838.55 | 17.1 | 0.00 | 22.75 | 1,838 | -3 | 1,013 | |||
| 9 Dec | 837.20 | 17.1 | 3.85 | 24.35 | 3,688 | 133 | 1,017 | |||
| 6 Dec | 826.65 | 13.25 | 1.70 | 23.39 | 1,444 | 86 | 886 | |||
| 5 Dec | 820.10 | 11.55 | 2.65 | 23.31 | 1,039 | 34 | 801 | |||
| 4 Dec | 810.90 | 8.9 | 0.40 | 23.72 | 1,189 | -27 | 769 | |||
| 3 Dec | 806.65 | 8.5 | -0.25 | 23.74 | 788 | 55 | 795 | |||
| 2 Dec | 801.05 | 8.75 | 0.60 | 25.67 | 1,316 | 35 | 742 | |||
| 29 Nov | 793.35 | 8.15 | 2.00 | 25.57 | 1,288 | 179 | 708 | |||
| 28 Nov | 778.55 | 6.15 | -2.45 | 26.32 | 739 | 165 | 529 | |||
| 27 Nov | 788.90 | 8.6 | -2.55 | 26.56 | 481 | 177 | 366 | |||
| 26 Nov | 796.75 | 11.15 | -1.50 | 26.87 | 455 | 9 | 191 | |||
| 25 Nov | 798.05 | 12.65 | -0.65 | 28.20 | 303 | 43 | 183 | |||
| 22 Nov | 799.05 | 13.3 | 2.00 | 27.67 | 230 | 2 | 142 | |||
| 21 Nov | 786.80 | 11.3 | 7.45 | 28.82 | 528 | 89 | 138 | |||
| 20 Nov | 754.00 | 3.85 | 0.00 | 26.72 | 81 | 49 | 50 | |||
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| 19 Nov | 754.00 | 3.85 | 26.72 | 81 | 50 | 50 | ||||
For The Indian Hotels Co. Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 CE is 0.54
Historical price for 840 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 16.25, which was 0.75 higher than the previous day. The implied volatity was 22.67, the open interest changed by -45 which decreased total open position to 1042
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 15.5, which was -1.60 lower than the previous day. The implied volatity was 22.80, the open interest changed by 86 which increased total open position to 1096
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 17.1, which was 0.00 lower than the previous day. The implied volatity was 22.75, the open interest changed by -3 which decreased total open position to 1013
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 17.1, which was 3.85 higher than the previous day. The implied volatity was 24.35, the open interest changed by 133 which increased total open position to 1017
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 13.25, which was 1.70 higher than the previous day. The implied volatity was 23.39, the open interest changed by 86 which increased total open position to 886
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 11.55, which was 2.65 higher than the previous day. The implied volatity was 23.31, the open interest changed by 34 which increased total open position to 801
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 8.9, which was 0.40 higher than the previous day. The implied volatity was 23.72, the open interest changed by -27 which decreased total open position to 769
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 8.5, which was -0.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 55 which increased total open position to 795
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 8.75, which was 0.60 higher than the previous day. The implied volatity was 25.67, the open interest changed by 35 which increased total open position to 742
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 8.15, which was 2.00 higher than the previous day. The implied volatity was 25.57, the open interest changed by 179 which increased total open position to 708
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 6.15, which was -2.45 lower than the previous day. The implied volatity was 26.32, the open interest changed by 165 which increased total open position to 529
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 8.6, which was -2.55 lower than the previous day. The implied volatity was 26.56, the open interest changed by 177 which increased total open position to 366
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 11.15, which was -1.50 lower than the previous day. The implied volatity was 26.87, the open interest changed by 9 which increased total open position to 191
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 12.65, which was -0.65 lower than the previous day. The implied volatity was 28.20, the open interest changed by 43 which increased total open position to 183
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 13.3, which was 2.00 higher than the previous day. The implied volatity was 27.67, the open interest changed by 2 which increased total open position to 142
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 11.3, which was 7.45 higher than the previous day. The implied volatity was 28.82, the open interest changed by 89 which increased total open position to 138
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 26.72, the open interest changed by 49 which increased total open position to 50
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was 26.72, the open interest changed by 50 which increased total open position to 50
| INDHOTEL 26DEC2024 840 PE | |||||||
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Delta: -0.47
Vega: 0.66
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 15.25 | -1.25 | 24.97 | 456 | 27 | 457 |
| 11 Dec | 836.40 | 16.5 | -0.50 | 24.50 | 1,255 | 84 | 430 |
| 10 Dec | 838.55 | 17 | -1.50 | 25.93 | 783 | 52 | 348 |
| 9 Dec | 837.20 | 18.5 | -4.90 | 25.12 | 1,424 | 220 | 298 |
| 6 Dec | 826.65 | 23.4 | -6.60 | 22.58 | 211 | 25 | 79 |
| 5 Dec | 820.10 | 30 | -7.05 | 26.60 | 38 | -3 | 54 |
| 4 Dec | 810.90 | 37.05 | -3.80 | 27.03 | 1 | 0 | 58 |
| 3 Dec | 806.65 | 40.85 | -2.65 | 29.23 | 6 | 2 | 56 |
| 2 Dec | 801.05 | 43.5 | -9.35 | 27.47 | 9 | 6 | 54 |
| 29 Nov | 793.35 | 52.85 | -8.30 | 32.87 | 15 | 9 | 49 |
| 28 Nov | 778.55 | 61.15 | 8.15 | 31.46 | 32 | 5 | 41 |
| 27 Nov | 788.90 | 53 | 3.70 | 28.69 | 20 | 2 | 36 |
| 26 Nov | 796.75 | 49.3 | -1.15 | 29.95 | 4 | 1 | 35 |
| 25 Nov | 798.05 | 50.45 | -80.85 | 31.02 | 43 | 34 | 34 |
| 22 Nov | 799.05 | 131.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 131.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 754.00 | 131.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 754.00 | 131.3 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 840 expiring on 26DEC2024
Delta for 840 PE is -0.47
Historical price for 840 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 15.25, which was -1.25 lower than the previous day. The implied volatity was 24.97, the open interest changed by 27 which increased total open position to 457
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 16.5, which was -0.50 lower than the previous day. The implied volatity was 24.50, the open interest changed by 84 which increased total open position to 430
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 17, which was -1.50 lower than the previous day. The implied volatity was 25.93, the open interest changed by 52 which increased total open position to 348
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 18.5, which was -4.90 lower than the previous day. The implied volatity was 25.12, the open interest changed by 220 which increased total open position to 298
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 23.4, which was -6.60 lower than the previous day. The implied volatity was 22.58, the open interest changed by 25 which increased total open position to 79
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 30, which was -7.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -3 which decreased total open position to 54
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 37.05, which was -3.80 lower than the previous day. The implied volatity was 27.03, the open interest changed by 0 which decreased total open position to 58
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 40.85, which was -2.65 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 56
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 43.5, which was -9.35 lower than the previous day. The implied volatity was 27.47, the open interest changed by 6 which increased total open position to 54
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 52.85, which was -8.30 lower than the previous day. The implied volatity was 32.87, the open interest changed by 9 which increased total open position to 49
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 61.15, which was 8.15 higher than the previous day. The implied volatity was 31.46, the open interest changed by 5 which increased total open position to 41
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 53, which was 3.70 higher than the previous day. The implied volatity was 28.69, the open interest changed by 2 which increased total open position to 36
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 49.3, which was -1.15 lower than the previous day. The implied volatity was 29.95, the open interest changed by 1 which increased total open position to 35
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 50.45, which was -80.85 lower than the previous day. The implied volatity was 31.02, the open interest changed by 34 which increased total open position to 34
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 131.3, 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 131.3, 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 131.3, 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 131.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
