INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.26
Vega: 0.44
Theta: -0.56
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 775.55 | 5.35 | -2.5 | 25.29 | 6,226 | 139 | 4,114 | |||||||||
| 14 Sept | 777.70 | 7.5 | -0.1 | 21.14 | 1,415 | -198 | 2,394 | |||||||||
| 17 Aug | 774.35 | 14 | -1.05 | 19.81 | 206 | 25 | 149 | |||||||||
For The Indian Hotels Co. Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.26
Historical price for 800 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 5.35, which was -2.5 lower than the previous day. The implied volatity was 25.29, the open interest changed by 139 which increased total open position to 4114
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 7.5, which was -0.1 lower than the previous day. The implied volatity was 21.14, the open interest changed by -198 which decreased total open position to 2394
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 14, which was -1.05 lower than the previous day. The implied volatity was 19.81, the open interest changed by 25 which increased total open position to 149
| INDHOTEL 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 0.44
Theta: -0.34
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 27.75 | 4.05 | 25.08 | 264 | -34 | 589 |
| 14 Sept | 777.70 | 27.2 | -2.9 | 24.06 | 81 | 12 | 370 |
| 17 Aug | 774.35 | 35.5 | -7 | 22.39 | 6 | 5 | 8 |
For The Indian Hotels Co. Ltd - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.74
Historical price for 800 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 27.75, which was 4.05 higher than the previous day. The implied volatity was 25.08, the open interest changed by -34 which decreased total open position to 589
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 27.2, which was -2.9 lower than the previous day. The implied volatity was 24.06, the open interest changed by 12 which increased total open position to 370
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 35.5, which was -7 lower than the previous day. The implied volatity was 22.39, the open interest changed by 5 which increased total open position to 8
