INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 28OCT2025 780 CE | ||||||||||||||||
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Delta: 0.54
Vega: 1.01
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 24.5 | -3.5 | 22.58 | 351 | 71 | 198 | |||||||||
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| 14 Sept | 777.70 | 26 | 0.3 | 19.87 | 19 | 10 | 27 | |||||||||
For The Indian Hotels Co. Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 CE is 0.54
Historical price for 780 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 24.5, which was -3.5 lower than the previous day. The implied volatity was 22.58, the open interest changed by 71 which increased total open position to 198
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 26, which was 0.3 higher than the previous day. The implied volatity was 19.87, the open interest changed by 10 which increased total open position to 27
| INDHOTEL 28OCT2025 780 PE | |||||||
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Delta: -0.46
Vega: 1.01
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 21.7 | 1.7 | 23.16 | 72 | 27 | 132 |
| 14 Sept | 777.70 | 21 | -51 | 22.69 | 1 | 1 | 0 |
For The Indian Hotels Co. Ltd - strike price 780 expiring on 28OCT2025
Delta for 780 PE is -0.46
Historical price for 780 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 21.7, which was 1.7 higher than the previous day. The implied volatity was 23.16, the open interest changed by 27 which increased total open position to 132
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 21, which was -51 lower than the previous day. The implied volatity was 22.69, the open interest changed by 1 which increased total open position to 0
