INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.46
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 775.55 | 23.25 | -6.05 | 23.95 | 582 | 2 | 240 | |||||||||
| 14 Sept | 777.70 | 26.65 | 1.2 | 18.83 | 96 | 2 | 221 | |||||||||
| 17 Aug | 774.35 | 32.85 | -1.15 | 19.17 | 9 | 8 | 76 | |||||||||
For The Indian Hotels Co. Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.71
Historical price for 760 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 23.25, which was -6.05 lower than the previous day. The implied volatity was 23.95, the open interest changed by 2 which increased total open position to 240
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 26.65, which was 1.2 higher than the previous day. The implied volatity was 18.83, the open interest changed by 2 which increased total open position to 221
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 32.85, which was -1.15 lower than the previous day. The implied volatity was 19.17, the open interest changed by 8 which increased total open position to 76
| INDHOTEL 30SEP2025 760 PE | |||||||
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Delta: -0.28
Vega: 0.45
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 5.5 | 0.75 | 23.15 | 2,184 | 69 | 878 |
| 14 Sept | 777.70 | 6.45 | -1.3 | 21.96 | 289 | 1 | 625 |
| 17 Aug | 774.35 | 14.85 | -0.6 | 21.85 | 40 | 6 | 88 |
For The Indian Hotels Co. Ltd - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.28
Historical price for 760 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 5.5, which was 0.75 higher than the previous day. The implied volatity was 23.15, the open interest changed by 69 which increased total open position to 878
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 6.45, which was -1.3 lower than the previous day. The implied volatity was 21.96, the open interest changed by 1 which increased total open position to 625
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 14.85, which was -0.6 lower than the previous day. The implied volatity was 21.85, the open interest changed by 6 which increased total open position to 88
