VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1280 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.75
Vega: 0.86
Theta: -2.57
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 154.55 | -6.4 | 75.77 | 5 | 0 | 203 | |||
| 12 Mar | 1445.45 | 160.95 | 27.7 | - | 3 | 0 | 205 | |||
| 11 Mar | 1406.10 | 133.25 | -0.9 | - | 5 | 4 | 205 | |||
| 10 Mar | 1397.75 | 133.75 | -0.4 | 0.00 | 0 | -10 | 0 | |||
| 7 Mar | 1405.45 | 133.75 | -1.7 | - | 23 | -8 | 203 | |||
| 6 Mar | 1406.25 | 134.7 | 14.55 | 25.39 | 28 | -2 | 210 | |||
| 5 Mar | 1387.80 | 120.6 | -15.55 | - | 23 | -3 | 212 | |||
| 4 Mar | 1409.55 | 136.05 | 30.95 | - | 139 | -62 | 218 | |||
| 3 Mar | 1366.15 | 105.15 | 40.45 | 29.87 | 576 | -8 | 282 | |||
| 28 Feb | 1320.10 | 64.55 | -11.1 | 23.14 | 1,134 | 85 | 285 | |||
| 27 Feb | 1312.65 | 73.35 | 19.6 | 35.80 | 1,091 | -200 | 200 | |||
| 26 Feb | 1279.00 | 55.05 | 2.7 | 34.44 | 1,372 | 125 | 396 | |||
| 25 Feb | 1277.70 | 55.05 | 2.7 | 34.44 | 1,372 | 121 | 396 | |||
| 24 Feb | 1277.15 | 52.3 | 4.3 | 33.19 | 811 | 181 | 271 | |||
| 21 Feb | 1269.00 | 45.65 | -10.1 | 32.25 | 122 | 13 | 85 | |||
| 20 Feb | 1279.15 | 54.7 | -2.3 | 32.14 | 91 | 49 | 71 | |||
| 19 Feb | 1284.10 | 58 | 22.05 | 31.67 | 47 | 9 | 22 | |||
| 18 Feb | 1226.85 | 35.25 | -7.35 | 34.48 | 25 | -1 | 8 | |||
| 17 Feb | 1241.60 | 42.15 | -34.2 | 32.38 | 6 | 4 | 7 | |||
| 14 Feb | 1213.85 | 76.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 1248.55 | 76.35 | 0 | 0.00 | 0 | 3 | 0 | |||
| 12 Feb | 1299.15 | 76.35 | -382.7 | 32.84 | 3 | 2 | 2 | |||
| 11 Feb | 1292.65 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 1368.40 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1383.25 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1351.70 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1394.50 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1400.60 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1401.30 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1323.95 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 1260.85 | 459.05 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 30 Jan | 1269.30 | 459.05 | 0 | - | 0 | 0 | 0 | |||
| 29 Jan | 1474.10 | 0 | 0 | - | 0 | 0 | 0 | |||
| 28 Jan | 1430.95 | 0 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 1418.75 | 0 | 0 | - | 0 | 0 | 0 | |||
| 24 Jan | 1456.60 | 0 | 0 | - | 0 | 0 | 0 | |||
For Voltas Ltd - strike price 1280 expiring on 27MAR2025
Delta for 1280 CE is 0.75
Historical price for 1280 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 154.55, which was -6.4 lower than the previous day. The implied volatity was 75.77, the open interest changed by 0 which decreased total open position to 203
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 160.95, which was 27.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 205
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 133.25, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 205
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 133.75, which was -0.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by -10 which decreased total open position to 0
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 133.75, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 203
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 134.7, which was 14.55 higher than the previous day. The implied volatity was 25.39, the open interest changed by -2 which decreased total open position to 210
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 120.6, which was -15.55 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 212
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 136.05, which was 30.95 higher than the previous day. The implied volatity was -, the open interest changed by -62 which decreased total open position to 218
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 105.15, which was 40.45 higher than the previous day. The implied volatity was 29.87, the open interest changed by -8 which decreased total open position to 282
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 64.55, which was -11.1 lower than the previous day. The implied volatity was 23.14, the open interest changed by 85 which increased total open position to 285
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 73.35, which was 19.6 higher than the previous day. The implied volatity was 35.80, the open interest changed by -200 which decreased total open position to 200
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 55.05, which was 2.7 higher than the previous day. The implied volatity was 34.44, the open interest changed by 125 which increased total open position to 396
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 55.05, which was 2.7 higher than the previous day. The implied volatity was 34.44, the open interest changed by 121 which increased total open position to 396
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 52.3, which was 4.3 higher than the previous day. The implied volatity was 33.19, the open interest changed by 181 which increased total open position to 271
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 45.65, which was -10.1 lower than the previous day. The implied volatity was 32.25, the open interest changed by 13 which increased total open position to 85
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 54.7, which was -2.3 lower than the previous day. The implied volatity was 32.14, the open interest changed by 49 which increased total open position to 71
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 58, which was 22.05 higher than the previous day. The implied volatity was 31.67, the open interest changed by 9 which increased total open position to 22
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 35.25, which was -7.35 lower than the previous day. The implied volatity was 34.48, the open interest changed by -1 which decreased total open position to 8
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 42.15, which was -34.2 lower than the previous day. The implied volatity was 32.38, the open interest changed by 4 which increased total open position to 7
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 76.35, which was 0 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 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 76.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 76.35, which was -382.7 lower than the previous day. The implied volatity was 32.84, the open interest changed by 2 which increased total open position to 2
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 459.05, 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
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 459.05, 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
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 459.05, 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
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 459.05, 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
On 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 459.05, 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
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 459.05, 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
On 3 Feb VOLTAS was trading at 1401.30. The strike last trading price was 459.05, 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
On 1 Feb VOLTAS was trading at 1323.95. The strike last trading price was 459.05, 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
On 31 Jan VOLTAS was trading at 1260.85. The strike last trading price was 459.05, 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
On 30 Jan VOLTAS was trading at 1269.30. The strike last trading price was 459.05, 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
On 29 Jan VOLTAS was trading at 1474.10. The strike last trading price was 0, 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
On 28 Jan VOLTAS was trading at 1430.95. The strike last trading price was 0, 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
On 27 Jan VOLTAS was trading at 1418.75. The strike last trading price was 0, 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
On 24 Jan VOLTAS was trading at 1456.60. The strike last trading price was 0, 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
| VOLTAS 27MAR2025 1280 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.56
Theta: -0.78
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 7.15 | 3.3 | 41.62 | 432 | 22 | 443 |
| 12 Mar | 1445.45 | 3.8 | -3.7 | 42.61 | 481 | -71 | 422 |
| 11 Mar | 1406.10 | 7.35 | -2.7 | 42.56 | 379 | 29 | 492 |
| 10 Mar | 1397.75 | 10.5 | 1.6 | 42.43 | 316 | 39 | 450 |
| 7 Mar | 1405.45 | 8.8 | -1.1 | 39.52 | 365 | -19 | 411 |
| 6 Mar | 1406.25 | 9.8 | -4.8 | 39.76 | 315 | 67 | 436 |
| 5 Mar | 1387.80 | 14.05 | 0.35 | 41.71 | 627 | -33 | 373 |
| 4 Mar | 1409.55 | 13.55 | -9.85 | 43.51 | 1,038 | 4 | 405 |
| 3 Mar | 1366.15 | 23.45 | -19.7 | 44.12 | 2,123 | -22 | 418 |
| 28 Feb | 1320.10 | 40.95 | 4.85 | 45.10 | 1,966 | 48 | 443 |
| 27 Feb | 1312.65 | 37.5 | -12.5 | 38.69 | 1,166 | 5 | 395 |
| 26 Feb | 1279.00 | 50.85 | -1.55 | 38.07 | 867 | 188 | 389 |
| 25 Feb | 1277.70 | 50.85 | -1.55 | 38.07 | 867 | 187 | 389 |
| 24 Feb | 1277.15 | 53.4 | -6.2 | 38.22 | 390 | 185 | 201 |
| 21 Feb | 1269.00 | 62.5 | 10.9 | 37.93 | 24 | 6 | 17 |
| 20 Feb | 1279.15 | 51.6 | -22 | 35.41 | 15 | 9 | 10 |
| 19 Feb | 1284.10 | 73.6 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 1226.85 | 73.6 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 1241.60 | 73.6 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 1213.85 | 73.6 | 19.9 | 24.48 | 1 | 0 | 1 |
| 13 Feb | 1248.55 | 53.7 | 0 | 0.00 | 0 | 1 | 0 |
| 12 Feb | 1299.15 | 53.7 | 49.05 | 39.61 | 1 | 0 | 0 |
| 11 Feb | 1292.65 | 4.65 | 0 | 1.94 | 0 | 0 | 0 |
| 10 Feb | 1368.40 | 4.65 | 0 | 5.82 | 0 | 0 | 0 |
| 7 Feb | 1383.25 | 4.65 | 0 | 6.85 | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 4.65 | 0 | 5.12 | 0 | 0 | 0 |
| 5 Feb | 1394.50 | 4.65 | 0 | 7.34 | 0 | 0 | 0 |
| 4 Feb | 1400.60 | 4.65 | 0 | 7.25 | 0 | 0 | 0 |
| 3 Feb | 1401.30 | 4.65 | 0 | 7.57 | 0 | 0 | 0 |
| 1 Feb | 1323.95 | 4.65 | 0 | 3.33 | 0 | 0 | 0 |
| 31 Jan | 1260.85 | 4.65 | 0 | 0.08 | 0 | 0 | 0 |
| 30 Jan | 1269.30 | 4.65 | 0 | 0.66 | 0 | 0 | 0 |
| 29 Jan | 1474.10 | 0 | 0 | 9.93 | 0 | 0 | 0 |
| 28 Jan | 1430.95 | 0 | 0 | 8.30 | 0 | 0 | 0 |
| 27 Jan | 1418.75 | 0 | 0 | 7.76 | 0 | 0 | 0 |
| 24 Jan | 1456.60 | 0 | 0 | 9.11 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1280 expiring on 27MAR2025
Delta for 1280 PE is -0.12
Historical price for 1280 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 7.15, which was 3.3 higher than the previous day. The implied volatity was 41.62, the open interest changed by 22 which increased total open position to 443
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 3.8, which was -3.7 lower than the previous day. The implied volatity was 42.61, the open interest changed by -71 which decreased total open position to 422
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 7.35, which was -2.7 lower than the previous day. The implied volatity was 42.56, the open interest changed by 29 which increased total open position to 492
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 10.5, which was 1.6 higher than the previous day. The implied volatity was 42.43, the open interest changed by 39 which increased total open position to 450
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 8.8, which was -1.1 lower than the previous day. The implied volatity was 39.52, the open interest changed by -19 which decreased total open position to 411
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 9.8, which was -4.8 lower than the previous day. The implied volatity was 39.76, the open interest changed by 67 which increased total open position to 436
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 14.05, which was 0.35 higher than the previous day. The implied volatity was 41.71, the open interest changed by -33 which decreased total open position to 373
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 13.55, which was -9.85 lower than the previous day. The implied volatity was 43.51, the open interest changed by 4 which increased total open position to 405
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 23.45, which was -19.7 lower than the previous day. The implied volatity was 44.12, the open interest changed by -22 which decreased total open position to 418
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 40.95, which was 4.85 higher than the previous day. The implied volatity was 45.10, the open interest changed by 48 which increased total open position to 443
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 37.5, which was -12.5 lower than the previous day. The implied volatity was 38.69, the open interest changed by 5 which increased total open position to 395
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 50.85, which was -1.55 lower than the previous day. The implied volatity was 38.07, the open interest changed by 188 which increased total open position to 389
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 50.85, which was -1.55 lower than the previous day. The implied volatity was 38.07, the open interest changed by 187 which increased total open position to 389
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 53.4, which was -6.2 lower than the previous day. The implied volatity was 38.22, the open interest changed by 185 which increased total open position to 201
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 62.5, which was 10.9 higher than the previous day. The implied volatity was 37.93, the open interest changed by 6 which increased total open position to 17
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 51.6, which was -22 lower than the previous day. The implied volatity was 35.41, the open interest changed by 9 which increased total open position to 10
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 73.6, which was 0 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 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 73.6, which was 0 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 Feb VOLTAS was trading at 1241.60. The strike last trading price was 73.6, which was 0 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 Feb VOLTAS was trading at 1213.85. The strike last trading price was 73.6, which was 19.9 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 1
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 53.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 53.7, which was 49.05 higher than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 0
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 6.85, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 7.34, the open interest changed by 0 which decreased total open position to 0
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 7.25, the open interest changed by 0 which decreased total open position to 0
On 3 Feb VOLTAS was trading at 1401.30. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 1 Feb VOLTAS was trading at 1323.95. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 3.33, the open interest changed by 0 which decreased total open position to 0
On 31 Jan VOLTAS was trading at 1260.85. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 30 Jan VOLTAS was trading at 1269.30. The strike last trading price was 4.65, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 29 Jan VOLTAS was trading at 1474.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.93, the open interest changed by 0 which decreased total open position to 0
On 28 Jan VOLTAS was trading at 1430.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0
On 27 Jan VOLTAS was trading at 1418.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
On 24 Jan VOLTAS was trading at 1456.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 9.11, the open interest changed by 0 which decreased total open position to 0
