INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 740 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.27
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 775.55 | 39.25 | -6.25 | 24.38 | 84 | 15 | 77 | |||||||||
| 14 Sept | 777.70 | 42.6 | 1.1 | 16.32 | 15 | -2 | 60 | |||||||||
| 17 Aug | 774.35 | 93.35 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.88
Historical price for 740 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 39.25, which was -6.25 lower than the previous day. The implied volatity was 24.38, the open interest changed by 15 which increased total open position to 77
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 42.6, which was 1.1 higher than the previous day. The implied volatity was 16.32, the open interest changed by -2 which decreased total open position to 60
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 93.35, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.26
Theta: -0.25
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 1.75 | 0.1 | 23.71 | 1,069 | 229 | 783 |
| 14 Sept | 777.70 | 2.65 | -0.7 | 22.74 | 107 | -26 | 502 |
| 17 Aug | 774.35 | 8.9 | -1 | 22.23 | 89 | 12 | 87 |
For The Indian Hotels Co. Ltd - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.11
Historical price for 740 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 1.75, which was 0.1 higher than the previous day. The implied volatity was 23.71, the open interest changed by 229 which increased total open position to 783
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 22.74, the open interest changed by -26 which decreased total open position to 502
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 8.9, which was -1 lower than the previous day. The implied volatity was 22.23, the open interest changed by 12 which increased total open position to 87
