INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.28
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 2.25 | -1.25 | 26.55 | 2,922 | 292 | 1,576 | |||||||||
| 14 Sept | 777.70 | 3.65 | -0.2 | 22.49 | 539 | 14 | 799 | |||||||||
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| 17 Aug | 774.35 | 9.1 | -45.05 | 20.79 | 4 | 3 | 2 | |||||||||
For The Indian Hotels Co. Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.13
Historical price for 820 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 2.25, which was -1.25 lower than the previous day. The implied volatity was 26.55, the open interest changed by 292 which increased total open position to 1576
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 3.65, which was -0.2 lower than the previous day. The implied volatity was 22.49, the open interest changed by 14 which increased total open position to 799
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 9.1, which was -45.05 lower than the previous day. The implied volatity was 20.79, the open interest changed by 3 which increased total open position to 2
| INDHOTEL 30SEP2025 820 PE | |||||||
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Delta: -0.86
Vega: 0.30
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 44.95 | 5.65 | 27.48 | 7 | 1 | 41 |
| 14 Sept | 777.70 | 43.7 | -0.25 | 27.18 | 12 | 4 | 47 |
| 17 Aug | 774.35 | 78.05 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -0.86
Historical price for 820 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 44.95, which was 5.65 higher than the previous day. The implied volatity was 27.48, the open interest changed by 1 which increased total open position to 41
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 43.7, which was -0.25 lower than the previous day. The implied volatity was 27.18, the open interest changed by 4 which increased total open position to 47
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 78.05, 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
