INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.03
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 775.55 | 77.3 | -10.7 | 25.40 | 6 | 1 | 13 | |||||||||
| 14 Sept | 777.70 | 78.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 774.35 | 118.9 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.99
Historical price for 700 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 77.3, which was -10.7 lower than the previous day. The implied volatity was 25.40, the open interest changed by 1 which increased total open position to 13
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 78.7, which was 0 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 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 118.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 30SEP2025 700 PE | |||||||
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Delta: -0.02
Vega: 0.07
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 0.3 | -0.1 | 29.81 | 82 | 12 | 332 |
| 14 Sept | 777.70 | 0.7 | 0 | 28.18 | 30 | -11 | 333 |
| 17 Aug | 774.35 | 3.25 | -0.25 | 24.45 | 56 | 0 | 91 |
For The Indian Hotels Co. Ltd - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.02
Historical price for 700 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 29.81, the open interest changed by 12 which increased total open position to 332
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 28.18, the open interest changed by -11 which decreased total open position to 333
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 0 which decreased total open position to 91
