INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.83
Vega: 0.34
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 30.2 | -6.5 | 22.40 | 187 | 11 | 138 | |||||||||
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| 14 Sept | 777.70 | 34.25 | 2.2 | 18.10 | 146 | 2 | 140 | |||||||||
| 17 Aug | 774.35 | 41.9 | 5.35 | 21.73 | 2 | 1 | 5 | |||||||||
For The Indian Hotels Co. Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.83
Historical price for 750 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 30.2, which was -6.5 lower than the previous day. The implied volatity was 22.40, the open interest changed by 11 which increased total open position to 138
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 34.25, which was 2.2 higher than the previous day. The implied volatity was 18.10, the open interest changed by 2 which increased total open position to 140
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 41.9, which was 5.35 higher than the previous day. The implied volatity was 21.73, the open interest changed by 1 which increased total open position to 5
| INDHOTEL 30SEP2025 750 PE | |||||||
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Delta: -0.18
Vega: 0.35
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 3.05 | 0.3 | 22.99 | 2,028 | 10 | 900 |
| 14 Sept | 777.70 | 4.2 | -0.9 | 22.33 | 479 | -7 | 589 |
| 17 Aug | 774.35 | 11.35 | -35.95 | 21.78 | 16 | 13 | 12 |
For The Indian Hotels Co. Ltd - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.18
Historical price for 750 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 3.05, which was 0.3 higher than the previous day. The implied volatity was 22.99, the open interest changed by 10 which increased total open position to 900
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 4.2, which was -0.9 lower than the previous day. The implied volatity was 22.33, the open interest changed by -7 which decreased total open position to 589
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 11.35, which was -35.95 lower than the previous day. The implied volatity was 21.78, the open interest changed by 13 which increased total open position to 12
