INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:13 AM IST
| INDHOTEL 26DEC2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.53
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.10 | 5.6 | 0.20 | 23.25 | 234 | -24 | 420 | |||
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| 11 Dec | 836.40 | 5.4 | -0.95 | 23.35 | 727 | 78 | 445 | |||
| 10 Dec | 838.55 | 6.35 | -0.25 | 23.34 | 662 | 63 | 368 | |||
| 9 Dec | 837.20 | 6.6 | 1.80 | 24.48 | 817 | 101 | 306 | |||
| 6 Dec | 826.65 | 4.8 | 0.25 | 23.32 | 648 | 19 | 207 | |||
| 5 Dec | 820.10 | 4.55 | 1.05 | 24.14 | 793 | -3 | 187 | |||
| 4 Dec | 810.90 | 3.5 | 0.00 | 24.69 | 549 | 52 | 191 | |||
| 3 Dec | 806.65 | 3.5 | -0.20 | 24.97 | 487 | 40 | 139 | |||
| 2 Dec | 801.05 | 3.7 | 0.00 | 26.43 | 271 | 41 | 99 | |||
| 29 Nov | 793.35 | 3.7 | 0.75 | 26.61 | 186 | 47 | 60 | |||
| 28 Nov | 778.55 | 2.95 | -0.95 | 27.78 | 46 | 4 | 14 | |||
| 27 Nov | 788.90 | 3.9 | -1.40 | 27.07 | 15 | 5 | 10 | |||
| 26 Nov | 796.75 | 5.3 | 3.05 | 27.25 | 6 | 4 | 4 | |||
| 25 Nov | 798.05 | 2.25 | 0.00 | 7.25 | 0 | 0 | 0 | |||
| 22 Nov | 799.05 | 2.25 | 0.00 | 6.90 | 0 | 0 | 0 | |||
| 21 Nov | 786.80 | 2.25 | 7.91 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 CE is 0.25
Historical price for 870 CE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 5.6, which was 0.20 higher than the previous day. The implied volatity was 23.25, the open interest changed by -24 which decreased total open position to 420
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 5.4, which was -0.95 lower than the previous day. The implied volatity was 23.35, the open interest changed by 78 which increased total open position to 445
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 6.35, which was -0.25 lower than the previous day. The implied volatity was 23.34, the open interest changed by 63 which increased total open position to 368
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 6.6, which was 1.80 higher than the previous day. The implied volatity was 24.48, the open interest changed by 101 which increased total open position to 306
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was 23.32, the open interest changed by 19 which increased total open position to 207
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 4.55, which was 1.05 higher than the previous day. The implied volatity was 24.14, the open interest changed by -3 which decreased total open position to 187
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 24.69, the open interest changed by 52 which increased total open position to 191
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 3.5, which was -0.20 lower than the previous day. The implied volatity was 24.97, the open interest changed by 40 which increased total open position to 139
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 26.43, the open interest changed by 41 which increased total open position to 99
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 3.7, which was 0.75 higher than the previous day. The implied volatity was 26.61, the open interest changed by 47 which increased total open position to 60
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 2.95, which was -0.95 lower than the previous day. The implied volatity was 27.78, the open interest changed by 4 which increased total open position to 14
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 3.9, which was -1.40 lower than the previous day. The implied volatity was 27.07, the open interest changed by 5 which increased total open position to 10
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 5.3, which was 3.05 higher than the previous day. The implied volatity was 27.25, the open interest changed by 4 which increased total open position to 4
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 7.25, 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 2.25, which was 0.00 lower than the previous day. The implied volatity was 6.90, 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 2.25, which was lower than the previous day. The implied volatity was 7.91, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 26DEC2024 870 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.73
Vega: 0.55
Theta: -0.30
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.10 | 34 | -2.85 | 25.18 | 23 | 14 | 20 |
| 11 Dec | 836.40 | 36.85 | -3.50 | 26.52 | 15 | 2 | 4 |
| 10 Dec | 838.55 | 40.35 | 3.30 | 33.88 | 1 | 0 | 1 |
| 9 Dec | 837.20 | 37.05 | -35.90 | 24.03 | 1 | 0 | 1 |
| 6 Dec | 826.65 | 72.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 820.10 | 72.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 810.90 | 72.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 806.65 | 72.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 801.05 | 72.95 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 793.35 | 72.95 | -112.90 | 26.85 | 1 | 0 | 0 |
| 28 Nov | 778.55 | 185.85 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 788.90 | 185.85 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 796.75 | 185.85 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 798.05 | 185.85 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 799.05 | 185.85 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 185.85 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -0.73
Historical price for 870 PE is as follows
On 12 Dec INDHOTEL was trading at 839.10. The strike last trading price was 34, which was -2.85 lower than the previous day. The implied volatity was 25.18, the open interest changed by 14 which increased total open position to 20
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 36.85, which was -3.50 lower than the previous day. The implied volatity was 26.52, the open interest changed by 2 which increased total open position to 4
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 40.35, which was 3.30 higher than the previous day. The implied volatity was 33.88, the open interest changed by 0 which decreased total open position to 1
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 37.05, which was -35.90 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 1
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 72.95, 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 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 72.95, 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 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 72.95, 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 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 72.95, 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 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 72.95, 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 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 72.95, which was -112.90 lower than the previous day. The implied volatity was 26.85, 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 185.85, 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 185.85, 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 185.85, 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 185.85, 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 185.85, 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 185.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
