INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.36
Vega: 0.50
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 7.8 | -3.4 | 24.25 | 4,494 | -14 | 2,110 | |||||||||
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| 14 Sept | 777.70 | 10.4 | -0.3 | 20.21 | 820 | 81 | 592 | |||||||||
| 17 Aug | 774.35 | 18.05 | 6.55 | 20.01 | 1 | 0 | 1 | |||||||||
For The Indian Hotels Co. Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.36
Historical price for 790 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 7.8, which was -3.4 lower than the previous day. The implied volatity was 24.25, the open interest changed by -14 which decreased total open position to 2110
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 10.4, which was -0.3 lower than the previous day. The implied volatity was 20.21, the open interest changed by 81 which increased total open position to 592
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 18.05, which was 6.55 higher than the previous day. The implied volatity was 20.01, the open interest changed by 0 which decreased total open position to 1
| INDHOTEL 30SEP2025 790 PE | |||||||
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Delta: -0.63
Vega: 0.51
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 20.9 | 3.6 | 25.39 | 344 | -25 | 562 |
| 14 Sept | 777.70 | 20.55 | -1.45 | 23.51 | 106 | 7 | 185 |
| 17 Aug | 774.35 | 71.1 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 790 expiring on 30SEP2025
Delta for 790 PE is -0.63
Historical price for 790 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 20.9, which was 3.6 higher than the previous day. The implied volatity was 25.39, the open interest changed by -25 which decreased total open position to 562
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 20.55, which was -1.45 lower than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 185
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 71.1, 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
