INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.52
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 16 | -5.65 | 22.33 | 2,332 | 166 | 594 | |||||||||
| 14 Sept | 777.70 | 19.9 | 0.4 | 19.06 | 352 | 1 | 360 | |||||||||
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| 17 Aug | 774.35 | 37.15 | 0 | - | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.61
Historical price for 770 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 16, which was -5.65 lower than the previous day. The implied volatity was 22.33, the open interest changed by 166 which increased total open position to 594
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 19.9, which was 0.4 higher than the previous day. The implied volatity was 19.06, the open interest changed by 1 which increased total open position to 360
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 37.15, 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 770 PE | |||||||
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Delta: -0.40
Vega: 0.52
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 9.1 | 1.6 | 23.32 | 3,594 | -16 | 791 |
| 14 Sept | 777.70 | 10.05 | -1.4 | 22.37 | 502 | 35 | 537 |
| 17 Aug | 774.35 | 19.5 | -22.95 | 22.40 | 11 | 8 | 9 |
For The Indian Hotels Co. Ltd - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.40
Historical price for 770 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 9.1, which was 1.6 higher than the previous day. The implied volatity was 23.32, the open interest changed by -16 which decreased total open position to 791
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 10.05, which was -1.4 lower than the previous day. The implied volatity was 22.37, the open interest changed by 35 which increased total open position to 537
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 19.5, which was -22.95 lower than the previous day. The implied volatity was 22.40, the open interest changed by 8 which increased total open position to 9
