INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:33 AM IST
| INDHOTEL 26DEC2024 860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 0.60
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.70 | 8.25 | 0.45 | 22.85 | 402 | 2 | 884 | |||
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| 11 Dec | 836.40 | 7.8 | -1.20 | 23.01 | 1,105 | 41 | 893 | |||
| 10 Dec | 838.55 | 9 | -0.30 | 23.04 | 1,019 | 92 | 852 | |||
| 9 Dec | 837.20 | 9.3 | 2.25 | 24.43 | 1,298 | 133 | 763 | |||
| 6 Dec | 826.65 | 7.05 | 0.80 | 23.55 | 900 | 60 | 632 | |||
| 5 Dec | 820.10 | 6.25 | 1.35 | 23.79 | 813 | -3 | 573 | |||
| 4 Dec | 810.90 | 4.9 | 0.20 | 24.48 | 666 | 17 | 575 | |||
| 3 Dec | 806.65 | 4.7 | -0.30 | 24.48 | 755 | 58 | 556 | |||
| 2 Dec | 801.05 | 5 | 0.25 | 26.22 | 800 | 144 | 497 | |||
| 29 Nov | 793.35 | 4.75 | 0.95 | 26.10 | 821 | 151 | 353 | |||
| 28 Nov | 778.55 | 3.8 | -1.30 | 27.35 | 387 | 29 | 242 | |||
| 27 Nov | 788.90 | 5.1 | -1.90 | 26.86 | 88 | 8 | 213 | |||
| 26 Nov | 796.75 | 7 | -0.75 | 27.34 | 229 | 17 | 212 | |||
| 25 Nov | 798.05 | 7.75 | -0.85 | 27.95 | 387 | 95 | 194 | |||
| 22 Nov | 799.05 | 8.6 | 1.10 | 27.85 | 195 | 24 | 123 | |||
| 21 Nov | 786.80 | 7.5 | 29.25 | 304 | 99 | 99 | ||||
For The Indian Hotels Co. Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 CE is 0.34
Historical price for 860 CE is as follows
On 12 Dec INDHOTEL was trading at 839.70. The strike last trading price was 8.25, which was 0.45 higher than the previous day. The implied volatity was 22.85, the open interest changed by 2 which increased total open position to 884
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 7.8, which was -1.20 lower than the previous day. The implied volatity was 23.01, the open interest changed by 41 which increased total open position to 893
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 9, which was -0.30 lower than the previous day. The implied volatity was 23.04, the open interest changed by 92 which increased total open position to 852
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 9.3, which was 2.25 higher than the previous day. The implied volatity was 24.43, the open interest changed by 133 which increased total open position to 763
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 7.05, which was 0.80 higher than the previous day. The implied volatity was 23.55, the open interest changed by 60 which increased total open position to 632
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 6.25, which was 1.35 higher than the previous day. The implied volatity was 23.79, the open interest changed by -3 which decreased total open position to 573
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 4.9, which was 0.20 higher than the previous day. The implied volatity was 24.48, the open interest changed by 17 which increased total open position to 575
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 4.7, which was -0.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by 58 which increased total open position to 556
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 5, which was 0.25 higher than the previous day. The implied volatity was 26.22, the open interest changed by 144 which increased total open position to 497
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 4.75, which was 0.95 higher than the previous day. The implied volatity was 26.10, the open interest changed by 151 which increased total open position to 353
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 3.8, which was -1.30 lower than the previous day. The implied volatity was 27.35, the open interest changed by 29 which increased total open position to 242
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 5.1, which was -1.90 lower than the previous day. The implied volatity was 26.86, the open interest changed by 8 which increased total open position to 213
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 7, which was -0.75 lower than the previous day. The implied volatity was 27.34, the open interest changed by 17 which increased total open position to 212
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 7.75, which was -0.85 lower than the previous day. The implied volatity was 27.95, the open interest changed by 95 which increased total open position to 194
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 8.6, which was 1.10 higher than the previous day. The implied volatity was 27.85, the open interest changed by 24 which increased total open position to 123
On 21 Nov INDHOTEL was trading at 786.80. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was 29.25, the open interest changed by 99 which increased total open position to 99
| INDHOTEL 26DEC2024 860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.65
Vega: 0.62
Theta: -0.39
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.70 | 26.6 | -1.85 | 25.13 | 71 | 12 | 82 |
| 11 Dec | 836.40 | 28.45 | -0.50 | 24.45 | 95 | 37 | 67 |
| 10 Dec | 838.55 | 28.95 | -1.05 | 26.66 | 22 | 2 | 32 |
| 9 Dec | 837.20 | 30 | -7.00 | 24.35 | 18 | 0 | 31 |
| 6 Dec | 826.65 | 37 | -16.65 | 22.43 | 47 | 21 | 31 |
| 5 Dec | 820.10 | 53.65 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 810.90 | 53.65 | 0.00 | 29.80 | 1 | 0 | 9 |
| 3 Dec | 806.65 | 53.65 | -5.70 | 25.69 | 5 | 1 | 8 |
| 2 Dec | 801.05 | 59.35 | -4.95 | 28.01 | 3 | 1 | 5 |
| 29 Nov | 793.35 | 64.3 | -83.40 | 26.72 | 6 | 2 | 2 |
| 28 Nov | 778.55 | 147.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 788.90 | 147.7 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 796.75 | 147.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 798.05 | 147.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 799.05 | 147.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 147.7 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 860 expiring on 26DEC2024
Delta for 860 PE is -0.65
Historical price for 860 PE is as follows
On 12 Dec INDHOTEL was trading at 839.70. The strike last trading price was 26.6, which was -1.85 lower than the previous day. The implied volatity was 25.13, the open interest changed by 12 which increased total open position to 82
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 28.45, which was -0.50 lower than the previous day. The implied volatity was 24.45, the open interest changed by 37 which increased total open position to 67
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 28.95, which was -1.05 lower than the previous day. The implied volatity was 26.66, the open interest changed by 2 which increased total open position to 32
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 30, which was -7.00 lower than the previous day. The implied volatity was 24.35, the open interest changed by 0 which decreased total open position to 31
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 37, which was -16.65 lower than the previous day. The implied volatity was 22.43, the open interest changed by 21 which increased total open position to 31
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 53.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 53.65, which was 0.00 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 9
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 53.65, which was -5.70 lower than the previous day. The implied volatity was 25.69, the open interest changed by 1 which increased total open position to 8
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 59.35, which was -4.95 lower than the previous day. The implied volatity was 28.01, the open interest changed by 1 which increased total open position to 5
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 64.3, which was -83.40 lower than the previous day. The implied volatity was 26.72, the open interest changed by 2 which increased total open position to 2
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 147.7, 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 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 147.7, 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 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 147.7, 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 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 147.7, 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 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 147.7, 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 147.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
