INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.54
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 775.55 | 11.3 | -4.4 | 22.65 | 4,169 | 199 | 1,376 | |||||||||
| 14 Sept | 777.70 | 14.75 | 0.25 | 19.91 | 1,792 | 24 | 987 | |||||||||
| 17 Aug | 774.35 | 22.1 | -1.4 | 19.59 | 25 | 15 | 22 | |||||||||
For The Indian Hotels Co. Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.48
Historical price for 780 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 11.3, which was -4.4 lower than the previous day. The implied volatity was 22.65, the open interest changed by 199 which increased total open position to 1376
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 14.75, which was 0.25 higher than the previous day. The implied volatity was 19.91, the open interest changed by 24 which increased total open position to 987
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 22.1, which was -1.4 lower than the previous day. The implied volatity was 19.59, the open interest changed by 15 which increased total open position to 22
| INDHOTEL 30SEP2025 780 PE | |||||||
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Delta: -0.52
Vega: 0.54
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 14 | 2.3 | 23.59 | 1,690 | -40 | 1,052 |
| 14 Sept | 777.70 | 14.6 | -2.05 | 22.66 | 401 | 38 | 601 |
| 17 Aug | 774.35 | 24 | -32.35 | 22.21 | 1 | 1 | 0 |
For The Indian Hotels Co. Ltd - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.52
Historical price for 780 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 14, which was 2.3 higher than the previous day. The implied volatity was 23.59, the open interest changed by -40 which decreased total open position to 1052
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 14.6, which was -2.05 lower than the previous day. The implied volatity was 22.66, the open interest changed by 38 which increased total open position to 601
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 24, which was -32.35 lower than the previous day. The implied volatity was 22.21, the open interest changed by 1 which increased total open position to 0
