INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
| INDHOTEL 30SEP2025 840 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.17
Theta: -0.23
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 775.55 | 1.05 | -0.6 | 28.76 | 1,008 | -14 | 721 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 777.70 | 1.85 | -0.2 | 24.20 | 173 | 5 | 459 | |||||||||
| 17 Aug | 774.35 | 5.5 | -0.25 | 21.21 | 47 | 11 | 77 | |||||||||
For The Indian Hotels Co. Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.06
Historical price for 840 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 1.05, which was -0.6 lower than the previous day. The implied volatity was 28.76, the open interest changed by -14 which decreased total open position to 721
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 24.20, the open interest changed by 5 which increased total open position to 459
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 5.5, which was -0.25 lower than the previous day. The implied volatity was 21.21, the open interest changed by 11 which increased total open position to 77
| INDHOTEL 30SEP2025 840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.18
Theta: -0.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 775.55 | 63.55 | 6.1 | 29.50 | 12 | -2 | 174 |
| 14 Sept | 777.70 | 61.5 | -1.95 | 29.87 | 5 | 3 | 188 |
| 17 Aug | 774.35 | 65.75 | -4.25 | 23.84 | 1 | -1 | 2 |
For The Indian Hotels Co. Ltd - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -0.93
Historical price for 840 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 63.55, which was 6.1 higher than the previous day. The implied volatity was 29.50, the open interest changed by -2 which decreased total open position to 174
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 61.5, which was -1.95 lower than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 188
On 17 Aug INDHOTEL was trading at 774.35. The strike last trading price was 65.75, which was -4.25 lower than the previous day. The implied volatity was 23.84, the open interest changed by -1 which decreased total open position to 2
