INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
27 Dec 2024 04:12 PM IST
| INDHOTEL 30JAN2025 860 CE | ||||||||||
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Delta: 0.57
Vega: 1.03
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 860.60 | 28.45 | -5.55 | 22.70 | 537 | 73 | 273 | |||
| 26 Dec | 868.30 | 34 | 2.45 | 23.00 | 745 | 46 | 200 | |||
| 24 Dec | 862.65 | 31.55 | -1.20 | 23.78 | 492 | 94 | 153 | |||
| 23 Dec | 859.40 | 32.75 | -7.20 | 26.01 | 213 | 27 | 58 | |||
| 20 Dec | 854.10 | 39.95 | -5.75 | 32.64 | 30 | 11 | 31 | |||
| 19 Dec | 880.05 | 45.7 | -4.65 | 23.75 | 5 | 0 | 21 | |||
| 18 Dec | 881.40 | 50.35 | 2.85 | 27.51 | 5 | 2 | 21 | |||
| 17 Dec | 880.05 | 47.5 | 9.50 | 26.20 | 41 | -3 | 19 | |||
| 16 Dec | 867.65 | 38 | 7.40 | 23.98 | 43 | 13 | 22 | |||
| 13 Dec | 855.60 | 30.6 | 22.80 | 22.26 | 13 | 9 | 9 | |||
| 12 Dec | 836.70 | 7.8 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 11 Dec | 836.40 | 7.8 | 0.00 | 1.28 | 0 | 0 | 0 | |||
| 10 Dec | 838.55 | 7.8 | 0.00 | 0.90 | 0 | 0 | 0 | |||
| 9 Dec | 837.20 | 7.8 | 0.00 | 1.23 | 0 | 0 | 0 | |||
| 6 Dec | 826.65 | 7.8 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 5 Dec | 820.10 | 7.8 | 0.00 | 2.41 | 0 | 0 | 0 | |||
| 4 Dec | 810.90 | 7.8 | 0.00 | 3.16 | 0 | 0 | 0 | |||
| 2 Dec | 801.05 | 7.8 | 7.80 | 3.87 | 0 | 0 | 0 | |||
| 28 Nov | 778.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 796.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 25 Nov | 798.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 799.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 786.80 | 0 | 0.00 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 860 expiring on 30JAN2025
Delta for 860 CE is 0.57
Historical price for 860 CE is as follows
On 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 28.45, which was -5.55 lower than the previous day. The implied volatity was 22.70, the open interest changed by 73 which increased total open position to 273
On 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 34, which was 2.45 higher than the previous day. The implied volatity was 23.00, the open interest changed by 46 which increased total open position to 200
On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 31.55, which was -1.20 lower than the previous day. The implied volatity was 23.78, the open interest changed by 94 which increased total open position to 153
On 23 Dec INDHOTEL was trading at 859.40. The strike last trading price was 32.75, which was -7.20 lower than the previous day. The implied volatity was 26.01, the open interest changed by 27 which increased total open position to 58
On 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 39.95, which was -5.75 lower than the previous day. The implied volatity was 32.64, the open interest changed by 11 which increased total open position to 31
On 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 45.7, which was -4.65 lower than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 21
On 18 Dec INDHOTEL was trading at 881.40. The strike last trading price was 50.35, which was 2.85 higher than the previous day. The implied volatity was 27.51, the open interest changed by 2 which increased total open position to 21
On 17 Dec INDHOTEL was trading at 880.05. The strike last trading price was 47.5, which was 9.50 higher than the previous day. The implied volatity was 26.20, the open interest changed by -3 which decreased total open position to 19
On 16 Dec INDHOTEL was trading at 867.65. The strike last trading price was 38, which was 7.40 higher than the previous day. The implied volatity was 23.98, the open interest changed by 13 which increased total open position to 22
On 13 Dec INDHOTEL was trading at 855.60. The strike last trading price was 30.6, which was 22.80 higher than the previous day. The implied volatity was 22.26, the open interest changed by 9 which increased total open position to 9
On 12 Dec INDHOTEL was trading at 836.70. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.36, the open interest changed by 0 which decreased total open position to 0
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 0.90, the open interest changed by 0 which decreased total open position to 0
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 3.16, the open interest changed by 0 which decreased total open position to 0
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 7.8, which was 7.80 higher than the previous day. The implied volatity was 3.87, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDHOTEL was trading at 778.55. 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 26 Nov INDHOTEL was trading at 796.75. 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 25 Nov INDHOTEL was trading at 798.05. 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 22 Nov INDHOTEL was trading at 799.05. 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 21 Nov INDHOTEL was trading at 786.80. 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 30JAN2025 860 PE | |||||||
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Delta: -0.43
Vega: 1.03
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 860.60 | 20.5 | 1.55 | 23.74 | 678 | 38 | 330 |
| 26 Dec | 868.30 | 18.95 | -2.70 | 25.10 | 460 | 73 | 291 |
| 24 Dec | 862.65 | 21.65 | -4.40 | 24.50 | 418 | 68 | 221 |
| 23 Dec | 859.40 | 26.05 | -3.20 | 27.12 | 255 | 117 | 155 |
| 20 Dec | 854.10 | 29.25 | 8.95 | 27.94 | 88 | -13 | 37 |
| 19 Dec | 880.05 | 20.3 | 0.00 | 28.51 | 95 | -44 | 50 |
| 18 Dec | 881.40 | 20.3 | -0.20 | 28.30 | 26 | 0 | 94 |
| 17 Dec | 880.05 | 20.5 | -3.00 | 27.36 | 253 | 45 | 95 |
| 16 Dec | 867.65 | 23.5 | -6.50 | 25.97 | 57 | 48 | 49 |
| 13 Dec | 855.60 | 30 | -138.70 | 26.75 | 1 | 0 | 0 |
| 12 Dec | 836.70 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 836.40 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 838.55 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 837.20 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 826.65 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 820.10 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 810.90 | 168.7 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 801.05 | 168.7 | 168.70 | - | 0 | 0 | 0 |
| 28 Nov | 778.55 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 796.75 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 798.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 799.05 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 786.80 | 0 | 0.00 | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 860 expiring on 30JAN2025
Delta for 860 PE is -0.43
Historical price for 860 PE is as follows
On 27 Dec INDHOTEL was trading at 860.60. The strike last trading price was 20.5, which was 1.55 higher than the previous day. The implied volatity was 23.74, the open interest changed by 38 which increased total open position to 330
On 26 Dec INDHOTEL was trading at 868.30. The strike last trading price was 18.95, which was -2.70 lower than the previous day. The implied volatity was 25.10, the open interest changed by 73 which increased total open position to 291
On 24 Dec INDHOTEL was trading at 862.65. The strike last trading price was 21.65, which was -4.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by 68 which increased total open position to 221
On 23 Dec INDHOTEL was trading at 859.40. The strike last trading price was 26.05, which was -3.20 lower than the previous day. The implied volatity was 27.12, the open interest changed by 117 which increased total open position to 155
On 20 Dec INDHOTEL was trading at 854.10. The strike last trading price was 29.25, which was 8.95 higher than the previous day. The implied volatity was 27.94, the open interest changed by -13 which decreased total open position to 37
On 19 Dec INDHOTEL was trading at 880.05. The strike last trading price was 20.3, which was 0.00 lower than the previous day. The implied volatity was 28.51, the open interest changed by -44 which decreased total open position to 50
On 18 Dec INDHOTEL was trading at 881.40. The strike last trading price was 20.3, which was -0.20 lower than the previous day. The implied volatity was 28.30, the open interest changed by 0 which decreased total open position to 94
On 17 Dec INDHOTEL was trading at 880.05. The strike last trading price was 20.5, which was -3.00 lower than the previous day. The implied volatity was 27.36, the open interest changed by 45 which increased total open position to 95
On 16 Dec INDHOTEL was trading at 867.65. The strike last trading price was 23.5, which was -6.50 lower than the previous day. The implied volatity was 25.97, the open interest changed by 48 which increased total open position to 49
On 13 Dec INDHOTEL was trading at 855.60. The strike last trading price was 30, which was -138.70 lower than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 0
On 12 Dec INDHOTEL was trading at 836.70. The strike last trading price was 168.7, 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 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 168.7, 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 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 168.7, 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 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 168.7, 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 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 168.7, 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 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 168.7, 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 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 168.7, 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 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 168.7, which was 168.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov INDHOTEL was trading at 778.55. 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 26 Nov INDHOTEL was trading at 796.75. 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 25 Nov INDHOTEL was trading at 798.05. 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 22 Nov INDHOTEL was trading at 799.05. 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 21 Nov INDHOTEL was trading at 786.80. 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
