INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
12 Dec 2024 10:33 AM IST
| INDHOTEL 26DEC2024 880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.44
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 839.70 | 3.85 | 0.25 | 23.62 | 286 | -17 | 565 | |||
| 11 Dec | 836.40 | 3.6 | -0.80 | 23.55 | 701 | 95 | 582 | |||
| 10 Dec | 838.55 | 4.4 | -0.40 | 23.66 | 595 | 48 | 488 | |||
| 9 Dec | 837.20 | 4.8 | 1.40 | 25.01 | 1,105 | 67 | 438 | |||
| 6 Dec | 826.65 | 3.4 | 0.05 | 23.67 | 803 | 18 | 370 | |||
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| 5 Dec | 820.10 | 3.35 | 0.80 | 24.67 | 762 | 40 | 354 | |||
| 4 Dec | 810.90 | 2.55 | -0.10 | 25.12 | 591 | 68 | 318 | |||
| 3 Dec | 806.65 | 2.65 | -0.15 | 25.59 | 347 | 28 | 252 | |||
| 2 Dec | 801.05 | 2.8 | 0.00 | 26.88 | 441 | 59 | 225 | |||
| 29 Nov | 793.35 | 2.8 | 0.45 | 26.92 | 903 | 64 | 163 | |||
| 28 Nov | 778.55 | 2.35 | -0.75 | 28.38 | 72 | -1 | 100 | |||
| 27 Nov | 788.90 | 3.1 | -1.00 | 27.62 | 105 | 37 | 112 | |||
| 26 Nov | 796.75 | 4.1 | -0.65 | 27.45 | 107 | 29 | 75 | |||
| 25 Nov | 798.05 | 4.75 | -5.70 | 28.21 | 76 | 46 | 46 | |||
| 22 Nov | 799.05 | 10.45 | 0.00 | 7.72 | 0 | 0 | 0 | |||
| 21 Nov | 786.80 | 10.45 | 9.37 | 0 | 0 | 0 | ||||
For The Indian Hotels Co. Ltd - strike price 880 expiring on 26DEC2024
Delta for 880 CE is 0.18
Historical price for 880 CE is as follows
On 12 Dec INDHOTEL was trading at 839.70. The strike last trading price was 3.85, which was 0.25 higher than the previous day. The implied volatity was 23.62, the open interest changed by -17 which decreased total open position to 565
On 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 3.6, which was -0.80 lower than the previous day. The implied volatity was 23.55, the open interest changed by 95 which increased total open position to 582
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 4.4, which was -0.40 lower than the previous day. The implied volatity was 23.66, the open interest changed by 48 which increased total open position to 488
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 4.8, which was 1.40 higher than the previous day. The implied volatity was 25.01, the open interest changed by 67 which increased total open position to 438
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 23.67, the open interest changed by 18 which increased total open position to 370
On 5 Dec INDHOTEL was trading at 820.10. The strike last trading price was 3.35, which was 0.80 higher than the previous day. The implied volatity was 24.67, the open interest changed by 40 which increased total open position to 354
On 4 Dec INDHOTEL was trading at 810.90. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was 25.12, the open interest changed by 68 which increased total open position to 318
On 3 Dec INDHOTEL was trading at 806.65. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 25.59, the open interest changed by 28 which increased total open position to 252
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 26.88, the open interest changed by 59 which increased total open position to 225
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 2.8, which was 0.45 higher than the previous day. The implied volatity was 26.92, the open interest changed by 64 which increased total open position to 163
On 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 100
On 27 Nov INDHOTEL was trading at 788.90. The strike last trading price was 3.1, which was -1.00 lower than the previous day. The implied volatity was 27.62, the open interest changed by 37 which increased total open position to 112
On 26 Nov INDHOTEL was trading at 796.75. The strike last trading price was 4.1, which was -0.65 lower than the previous day. The implied volatity was 27.45, the open interest changed by 29 which increased total open position to 75
On 25 Nov INDHOTEL was trading at 798.05. The strike last trading price was 4.75, which was -5.70 lower than the previous day. The implied volatity was 28.21, the open interest changed by 46 which increased total open position to 46
On 22 Nov INDHOTEL was trading at 799.05. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 7.72, 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 10.45, which was lower than the previous day. The implied volatity was 9.37, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 26DEC2024 880 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 839.70 | 43.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 836.40 | 43.5 | -1.20 | 24.03 | 5 | 0 | 6 |
| 10 Dec | 838.55 | 44.7 | -0.15 | 29.03 | 2 | 1 | 6 |
| 9 Dec | 837.20 | 44.85 | -31.95 | 23.76 | 4 | 2 | 4 |
| 6 Dec | 826.65 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 820.10 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 810.90 | 76.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 806.65 | 76.8 | 0.00 | 0.00 | 0 | 2 | 0 |
| 2 Dec | 801.05 | 76.8 | -87.85 | 28.78 | 3 | 2 | 2 |
| 29 Nov | 793.35 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 778.55 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 788.90 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 796.75 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 798.05 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 799.05 | 164.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 786.80 | 164.65 | - | 0 | 0 | 0 | |
For The Indian Hotels Co. Ltd - strike price 880 expiring on 26DEC2024
Delta for 880 PE is 0.00
Historical price for 880 PE is as follows
On 12 Dec INDHOTEL was trading at 839.70. The strike last trading price was 43.5, 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 11 Dec INDHOTEL was trading at 836.40. The strike last trading price was 43.5, which was -1.20 lower than the previous day. The implied volatity was 24.03, the open interest changed by 0 which decreased total open position to 6
On 10 Dec INDHOTEL was trading at 838.55. The strike last trading price was 44.7, which was -0.15 lower than the previous day. The implied volatity was 29.03, the open interest changed by 1 which increased total open position to 6
On 9 Dec INDHOTEL was trading at 837.20. The strike last trading price was 44.85, which was -31.95 lower than the previous day. The implied volatity was 23.76, the open interest changed by 2 which increased total open position to 4
On 6 Dec INDHOTEL was trading at 826.65. The strike last trading price was 76.8, 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 76.8, 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 76.8, 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 76.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 2 Dec INDHOTEL was trading at 801.05. The strike last trading price was 76.8, which was -87.85 lower than the previous day. The implied volatity was 28.78, the open interest changed by 2 which increased total open position to 2
On 29 Nov INDHOTEL was trading at 793.35. The strike last trading price was 164.65, 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 28 Nov INDHOTEL was trading at 778.55. The strike last trading price was 164.65, 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 164.65, 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 164.65, 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 164.65, 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 164.65, 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 164.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
