INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 830 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.22
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 775.55 | 1.55 | -0.75 | 27.75 | 1,018 | 39 | 953 | |||||||||
| 14 Sept | 777.70 | 2.45 | -0.2 | 22.96 | 244 | 12 | 436 | |||||||||
| 17 Aug | 774.35 | 18.8 | 0 | 4.69 | 0 | 0 | 0 | |||||||||
For The Indian Hotels Co. Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 CE is 0.09
Historical price for 830 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 27.75, the open interest changed by 39 which increased total open position to 953
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 2.45, which was -0.2 lower than the previous day. The implied volatity was 22.96, the open interest changed by 12 which increased total open position to 436
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0
| INDHOTEL 30SEP2025 830 PE | |||||||
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Delta: -0.90
Vega: 0.24
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 54.3 | 4.65 | 29.25 | 21 | -4 | 23 |
| 14 Sept | 777.70 | 55.95 | -0.05 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 774.35 | 99.6 | 0 | - | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 830 expiring on 30SEP2025
Delta for 830 PE is -0.90
Historical price for 830 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 54.3, which was 4.65 higher than the previous day. The implied volatity was 29.25, the open interest changed by -4 which decreased total open position to 23
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 55.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 99.6, 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
