INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 810 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.36
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 3.45 | -1.6 | 25.79 | 1,903 | 24 | 963 | |||||||||
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| 14 Sept | 777.70 | 5.1 | -0.25 | 21.53 | 728 | 9 | 523 | |||||||||
| 17 Aug | 774.35 | 23.8 | 0 | 2.87 | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 CE is 0.19
Historical price for 810 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 3.45, which was -1.6 lower than the previous day. The implied volatity was 25.79, the open interest changed by 24 which increased total open position to 963
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 5.1, which was -0.25 lower than the previous day. The implied volatity was 21.53, the open interest changed by 9 which increased total open position to 523
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 23.8, which was 0 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 30SEP2025 810 PE | |||||||
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Delta: -0.80
Vega: 0.37
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 36.4 | 5.4 | 27.11 | 66 | -3 | 78 |
| 14 Sept | 777.70 | 34.9 | -3.15 | 25.10 | 16 | -1 | 43 |
| 17 Aug | 774.35 | 84.85 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 810 expiring on 30SEP2025
Delta for 810 PE is -0.80
Historical price for 810 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 36.4, which was 5.4 higher than the previous day. The implied volatity was 27.11, the open interest changed by -3 which decreased total open position to 78
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 34.9, which was -3.15 lower than the previous day. The implied volatity was 25.10, the open interest changed by -1 which decreased total open position to 43
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 84.85, 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
