INDHOTEL
The Indian Hotels Co. Ltd
Historical option data for INDHOTEL
21 Sep 2025 04:13 PM IST
INDHOTEL 30SEP2025 850 CE | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.05
Vega: 0.13
Theta: -0.20
Gamma: 0.00
|
||||||||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 775.55 | 0.8 | -0.5 | 30.40 | 1,600 | -488 | 394 | |||||||||
|
||||||||||||||||
14 Sept | 777.70 | 1.5 | 0 | 25.76 | 181 | 34 | 795 |
For The Indian Hotels Co. Ltd - strike price 850 expiring on 30SEP2025
Delta for 850 CE is 0.05
Historical price for 850 CE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 0.8, which was -0.5 lower than the previous day. The implied volatity was 30.40, the open interest changed by -488 which decreased total open position to 394
On 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 1.5, which was 0 lower than the previous day. The implied volatity was 25.76, the open interest changed by 34 which increased total open position to 795
INDHOTEL 30SEP2025 850 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 775.55 | 71.55 | -0.3 | 0.00 | 0 | 0 | 0 |
14 Sept | 777.70 | 71.55 | -0.3 | 0.00 | 0 | 0 | 0 |
For The Indian Hotels Co. Ltd - strike price 850 expiring on 30SEP2025
Delta for 850 PE is 0.00
Historical price for 850 PE is as follows
On 21 Sept INDHOTEL was trading at 775.55. The strike last trading price was 71.55, which was -0.3 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 14 Sept INDHOTEL was trading at 777.70. The strike last trading price was 71.55, which was -0.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0