INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.92
Vega: 0.20
Theta: -0.43
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 775.55 | 48.65 | -6 | 26.49 | 14 | 1 | 22 | |||||||||
| 14 Sept | 777.70 | 51.65 | 2.2 | - | 7 | 4 | 20 | |||||||||
| 17 Aug | 774.35 | 40.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.92
Historical price for 730 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 48.65, which was -6 lower than the previous day. The implied volatity was 26.49, the open interest changed by 1 which increased total open position to 22
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 51.65, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 20
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 40.4, 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
| INDHOTEL 30SEP2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.18
Theta: -0.18
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 1 | -0.05 | 24.62 | 899 | 85 | 383 |
| 14 Sept | 777.70 | 1.65 | -0.55 | 23.27 | 73 | 15 | 271 |
| 17 Aug | 774.35 | 7.6 | 0 | 0.00 | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.07
Historical price for 730 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by 85 which increased total open position to 383
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 1.65, which was -0.55 lower than the previous day. The implied volatity was 23.27, the open interest changed by 15 which increased total open position to 271
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 7.6, 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
