INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Nov 2024 04:12 PM IST
| INDHOTEL 28NOV2024 840 CE | ||||||||||
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Delta: 0.08
Vega: 0.17
Theta: -0.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 786.80 | 1.4 | 0.80 | 33.73 | 5,335 | 801 | 967 | |||
| 20 Nov | 754.00 | 0.6 | 0.00 | 37.62 | 211 | 65 | 161 | |||
| 19 Nov | 754.00 | 0.6 | 0.10 | 37.62 | 211 | 60 | 161 | |||
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| 18 Nov | 737.20 | 0.5 | -0.05 | 40.03 | 51 | 13 | 101 | |||
| 14 Nov | 741.35 | 0.55 | 0.15 | 32.91 | 19 | 8 | 90 | |||
| 13 Nov | 714.15 | 0.4 | -0.15 | 36.90 | 19 | -4 | 86 | |||
| 12 Nov | 730.40 | 0.55 | -0.15 | 33.98 | 59 | -7 | 91 | |||
| 11 Nov | 729.75 | 0.7 | 34.14 | 327 | 98 | 98 | ||||
For The Indian Hotels Co. Ltd - strike price 840 expiring on 28NOV2024
Delta for 840 CE is 0.08
Historical price for 840 CE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 1.4, which was 0.80 higher than the previous day. The implied volatity was 33.73, the open interest changed by 801 which increased total open position to 967
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 37.62, the open interest changed by 65 which increased total open position to 161
On 19 Nov INDHOTEL was trading at 754.00. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 37.62, the open interest changed by 60 which increased total open position to 161
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 40.03, the open interest changed by 13 which increased total open position to 101
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 32.91, the open interest changed by 8 which increased total open position to 90
On 13 Nov INDHOTEL was trading at 714.15. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 36.90, the open interest changed by -4 which decreased total open position to 86
On 12 Nov INDHOTEL was trading at 730.40. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 33.98, the open interest changed by -7 which decreased total open position to 91
On 11 Nov INDHOTEL was trading at 729.75. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was 34.14, the open interest changed by 98 which increased total open position to 98
| INDHOTEL 28NOV2024 840 PE | |||||||
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Delta: -0.86
Vega: 0.24
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 786.80 | 56.05 | -43.45 | 42.03 | 35 | 21 | 52 |
| 20 Nov | 754.00 | 99.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 754.00 | 99.5 | 0.00 | 0.00 | 0 | 31 | 0 |
| 18 Nov | 737.20 | 99.5 | -83.45 | - | 31 | 30 | 30 |
| 14 Nov | 741.35 | 182.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 714.15 | 182.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 730.40 | 182.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 729.75 | 182.95 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 840 expiring on 28NOV2024
Delta for 840 PE is -0.86
Historical price for 840 PE is as follows
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 56.05, which was -43.45 lower than the previous day. The implied volatity was 42.03, the open interest changed by 21 which increased total open position to 52
On 20 Nov INDHOTEL was trading at 754.00. The strike last trading price was 99.5, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 31 which increased total open position to 0
On 18 Nov INDHOTEL was trading at 737.20. The strike last trading price was 99.5, which was -83.45 lower than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 30
On 14 Nov INDHOTEL was trading at 741.35. The strike last trading price was 182.95, 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 182.95, 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 182.95, 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 182.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
