INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:03 AM IST
| INDHOTEL 26DEC2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.66
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 840.95 | 12.7 | 1.45 | 23.21 | 581 | 39 | 1,138 | |||
| 11 Dec | 836.40 | 11.25 | -1.40 | 23.03 | 2,617 | 342 | 1,105 | |||
| 10 Dec | 838.55 | 12.65 | -0.15 | 23.00 | 1,503 | -3 | 770 | |||
| 9 Dec | 837.20 | 12.8 | 3.15 | 24.43 | 2,576 | 31 | 773 | |||
| 6 Dec | 826.65 | 9.65 | 1.05 | 23.29 | 1,840 | 156 | 732 | |||
| 5 Dec | 820.10 | 8.6 | 1.85 | 23.59 | 1,178 | 36 | 573 | |||
| 4 Dec | 810.90 | 6.75 | 0.40 | 24.29 | 898 | 13 | 537 | |||
| 3 Dec | 806.65 | 6.35 | -0.35 | 24.11 | 924 | -12 | 524 | |||
| 2 Dec | 801.05 | 6.7 | 0.55 | 26.03 | 754 | 24 | 534 | |||
| 29 Nov | 793.35 | 6.15 | 1.35 | 25.67 | 957 | 129 | 508 | |||
| 28 Nov | 778.55 | 4.8 | -1.80 | 26.77 | 632 | 44 | 380 | |||
| 27 Nov | 788.90 | 6.6 | -2.20 | 26.62 | 522 | 102 | 335 | |||
| 26 Nov | 796.75 | 8.8 | -1.05 | 27.02 | 354 | 33 | 226 | |||
| 25 Nov | 798.05 | 9.85 | -0.70 | 27.91 | 446 | 211 | 215 | |||
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| 22 Nov | 799.05 | 10.55 | 1.35 | 27.52 | 200 | 106 | 110 | |||
| 21 Nov | 786.80 | 9.2 | 29.00 | 4 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 CE is 0.45
Historical price for 850 CE is as follows
On 12 Dec INDHOTEL was trading at 840.95. The strike last trading price was 12.7, which was 1.45 higher than the previous day. The implied volatity was 23.21, the open interest changed by 39 which increased total open position to 1138
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 11.25, which was -1.40 lower than the previous day. The implied volatity was 23.03, the open interest changed by 342 which increased total open position to 1105
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 12.65, which was -0.15 lower than the previous day. The implied volatity was 23.00, the open interest changed by -3 which decreased total open position to 770
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 12.8, which was 3.15 higher than the previous day. The implied volatity was 24.43, the open interest changed by 31 which increased total open position to 773
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 9.65, which was 1.05 higher than the previous day. The implied volatity was 23.29, the open interest changed by 156 which increased total open position to 732
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 8.6, which was 1.85 higher than the previous day. The implied volatity was 23.59, the open interest changed by 36 which increased total open position to 573
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 6.75, which was 0.40 higher than the previous day. The implied volatity was 24.29, the open interest changed by 13 which increased total open position to 537
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 6.35, which was -0.35 lower than the previous day. The implied volatity was 24.11, the open interest changed by -12 which decreased total open position to 524
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 6.7, which was 0.55 higher than the previous day. The implied volatity was 26.03, the open interest changed by 24 which increased total open position to 534
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 6.15, which was 1.35 higher than the previous day. The implied volatity was 25.67, the open interest changed by 129 which increased total open position to 508
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 4.8, which was -1.80 lower than the previous day. The implied volatity was 26.77, the open interest changed by 44 which increased total open position to 380
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 6.6, which was -2.20 lower than the previous day. The implied volatity was 26.62, the open interest changed by 102 which increased total open position to 335
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 8.8, which was -1.05 lower than the previous day. The implied volatity was 27.02, the open interest changed by 33 which increased total open position to 226
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 9.85, which was -0.70 lower than the previous day. The implied volatity was 27.91, the open interest changed by 211 which increased total open position to 215
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 10.55, which was 1.35 higher than the previous day. The implied volatity was 27.52, the open interest changed by 106 which increased total open position to 110
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was 29.00, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 26DEC2024 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.66
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 840.95 | 19.9 | -2.25 | 25.35 | 157 | 16 | 201 |
| 11 Dec | 836.40 | 22.15 | -0.70 | 24.67 | 557 | 111 | 185 |
| 10 Dec | 838.55 | 22.85 | -1.35 | 26.70 | 97 | 12 | 74 |
| 9 Dec | 837.20 | 24.2 | -5.90 | 25.28 | 163 | 25 | 61 |
| 6 Dec | 826.65 | 30.1 | -7.80 | 22.92 | 33 | 6 | 37 |
| 5 Dec | 820.10 | 37.9 | -7.00 | 28.41 | 21 | 7 | 31 |
| 4 Dec | 810.90 | 44.9 | -6.80 | 28.02 | 28 | 6 | 24 |
| 3 Dec | 806.65 | 51.7 | 0.20 | 34.50 | 2 | 0 | 16 |
| 2 Dec | 801.05 | 51.5 | -5.05 | 28.20 | 1 | 0 | 16 |
| 29 Nov | 793.35 | 56.55 | -9.95 | 27.45 | 4 | 1 | 16 |
| 28 Nov | 778.55 | 66.5 | 8.15 | 26.95 | 2 | 1 | 16 |
| 27 Nov | 788.90 | 58.35 | 3.35 | 24.97 | 7 | 1 | 14 |
| 26 Nov | 796.75 | 55 | -1.60 | 27.85 | 11 | 6 | 12 |
| 25 Nov | 798.05 | 56.6 | -110.45 | 29.73 | 11 | 6 | 6 |
| 22 Nov | 799.05 | 167.05 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 167.05 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -0.54
Historical price for 850 PE is as follows
On 12 Dec INDHOTEL was trading at 840.95. The strike last trading price was 19.9, which was -2.25 lower than the previous day. The implied volatity was 25.35, the open interest changed by 16 which increased total open position to 201
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 22.15, which was -0.70 lower than the previous day. The implied volatity was 24.67, the open interest changed by 111 which increased total open position to 185
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 22.85, which was -1.35 lower than the previous day. The implied volatity was 26.70, the open interest changed by 12 which increased total open position to 74
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 24.2, which was -5.90 lower than the previous day. The implied volatity was 25.28, the open interest changed by 25 which increased total open position to 61
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 30.1, which was -7.80 lower than the previous day. The implied volatity was 22.92, the open interest changed by 6 which increased total open position to 37
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 37.9, which was -7.00 lower than the previous day. The implied volatity was 28.41, the open interest changed by 7 which increased total open position to 31
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 44.9, which was -6.80 lower than the previous day. The implied volatity was 28.02, the open interest changed by 6 which increased total open position to 24
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 51.7, which was 0.20 higher than the previous day. The implied volatity was 34.50, the open interest changed by 0 which decreased total open position to 16
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 51.5, which was -5.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 16
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 56.55, which was -9.95 lower than the previous day. The implied volatity was 27.45, the open interest changed by 1 which increased total open position to 16
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 66.5, which was 8.15 higher than the previous day. The implied volatity was 26.95, the open interest changed by 1 which increased total open position to 16
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 58.35, which was 3.35 higher than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 14
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 55, which was -1.60 lower than the previous day. The implied volatity was 27.85, the open interest changed by 6 which increased total open position to 12
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 56.6, which was -110.45 lower than the previous day. The implied volatity was 29.73, the open interest changed by 6 which increased total open position to 6
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 167.05, 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 167.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
