VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1300 CE | ||||||||||
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Delta: 0.92
Vega: 0.40
Theta: -0.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 104.85 | -46.65 | 27.81 | 88 | -2 | 666 | |||
| 12 Mar | 1445.45 | 151 | 26 | 26.97 | 107 | -30 | 669 | |||
| 11 Mar | 1406.10 | 125 | 16.35 | 37.03 | 80 | -4 | 700 | |||
| 10 Mar | 1397.75 | 107.1 | -8.85 | 32.64 | 88 | -15 | 704 | |||
| 7 Mar | 1405.45 | 115.35 | -4.2 | 21.32 | 103 | -13 | 719 | |||
| 6 Mar | 1406.25 | 119.55 | 12.75 | 30.98 | 114 | -26 | 732 | |||
| 5 Mar | 1387.80 | 108.05 | -9.2 | 29.05 | 369 | -43 | 758 | |||
| 4 Mar | 1409.55 | 116 | 25.95 | - | 919 | -165 | 811 | |||
| 3 Mar | 1366.15 | 90.3 | 36.9 | 30.70 | 6,796 | -1,024 | 981 | |||
| 28 Feb | 1320.10 | 54.6 | -9.65 | 25.88 | 7,602 | 582 | 2,035 | |||
| 27 Feb | 1312.65 | 61.25 | 17 | 35.28 | 6,228 | -31 | 1,453 | |||
| 26 Feb | 1279.00 | 44.75 | 1.6 | 33.89 | 4,267 | 383 | 1,484 | |||
| 25 Feb | 1277.70 | 44.75 | 1.6 | 33.89 | 4,267 | 383 | 1,484 | |||
| 24 Feb | 1277.15 | 43 | 2.8 | 33.19 | 2,257 | 214 | 1,104 | |||
| 21 Feb | 1269.00 | 37.5 | -7.8 | 32.40 | 831 | 106 | 889 | |||
| 20 Feb | 1279.15 | 44.95 | -1.75 | 31.93 | 959 | 251 | 782 | |||
| 19 Feb | 1284.10 | 47.75 | 17.55 | 31.38 | 855 | 26 | 532 | |||
| 18 Feb | 1226.85 | 28.5 | -5.35 | 34.29 | 524 | -16 | 506 | |||
| 17 Feb | 1241.60 | 33.25 | 4.5 | 31.80 | 212 | 41 | 523 | |||
| 14 Feb | 1213.85 | 28.45 | -13.75 | 34.95 | 462 | 62 | 476 | |||
| 13 Feb | 1248.55 | 41.25 | -21.7 | 33.82 | 390 | 243 | 414 | |||
| 12 Feb | 1299.15 | 62.95 | 0.8 | 31.34 | 72 | 34 | 170 | |||
| 11 Feb | 1292.65 | 63.4 | -44.6 | 32.46 | 141 | 119 | 130 | |||
| 10 Feb | 1368.40 | 108 | -9.45 | 32.78 | 1 | 0 | 11 | |||
| 7 Feb | 1383.25 | 117.45 | -1.55 | 26.13 | 2 | 1 | 12 | |||
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| 6 Feb | 1351.70 | 119 | -13.7 | 41.36 | 1 | 0 | 10 | |||
| 5 Feb | 1394.50 | 133 | 8 | 29.19 | 10 | 1 | 10 | |||
| 4 Feb | 1400.60 | 125 | -5.95 | 23.31 | 4 | 0 | 9 | |||
| 3 Feb | 1401.30 | 130.95 | 46.95 | 22.02 | 17 | -6 | 9 | |||
| 1 Feb | 1323.95 | 84 | 21 | 31.35 | 41 | 10 | 16 | |||
For Voltas Ltd - strike price 1300 expiring on 27MAR2025
Delta for 1300 CE is 0.92
Historical price for 1300 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 104.85, which was -46.65 lower than the previous day. The implied volatity was 27.81, the open interest changed by -2 which decreased total open position to 666
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 151, which was 26 higher than the previous day. The implied volatity was 26.97, the open interest changed by -30 which decreased total open position to 669
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 125, which was 16.35 higher than the previous day. The implied volatity was 37.03, the open interest changed by -4 which decreased total open position to 700
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 107.1, which was -8.85 lower than the previous day. The implied volatity was 32.64, the open interest changed by -15 which decreased total open position to 704
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 115.35, which was -4.2 lower than the previous day. The implied volatity was 21.32, the open interest changed by -13 which decreased total open position to 719
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 119.55, which was 12.75 higher than the previous day. The implied volatity was 30.98, the open interest changed by -26 which decreased total open position to 732
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 108.05, which was -9.2 lower than the previous day. The implied volatity was 29.05, the open interest changed by -43 which decreased total open position to 758
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 116, which was 25.95 higher than the previous day. The implied volatity was -, the open interest changed by -165 which decreased total open position to 811
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 90.3, which was 36.9 higher than the previous day. The implied volatity was 30.70, the open interest changed by -1024 which decreased total open position to 981
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 54.6, which was -9.65 lower than the previous day. The implied volatity was 25.88, the open interest changed by 582 which increased total open position to 2035
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 61.25, which was 17 higher than the previous day. The implied volatity was 35.28, the open interest changed by -31 which decreased total open position to 1453
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 44.75, which was 1.6 higher than the previous day. The implied volatity was 33.89, the open interest changed by 383 which increased total open position to 1484
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 44.75, which was 1.6 higher than the previous day. The implied volatity was 33.89, the open interest changed by 383 which increased total open position to 1484
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 43, which was 2.8 higher than the previous day. The implied volatity was 33.19, the open interest changed by 214 which increased total open position to 1104
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 37.5, which was -7.8 lower than the previous day. The implied volatity was 32.40, the open interest changed by 106 which increased total open position to 889
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 44.95, which was -1.75 lower than the previous day. The implied volatity was 31.93, the open interest changed by 251 which increased total open position to 782
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 47.75, which was 17.55 higher than the previous day. The implied volatity was 31.38, the open interest changed by 26 which increased total open position to 532
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 28.5, which was -5.35 lower than the previous day. The implied volatity was 34.29, the open interest changed by -16 which decreased total open position to 506
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 33.25, which was 4.5 higher than the previous day. The implied volatity was 31.80, the open interest changed by 41 which increased total open position to 523
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 28.45, which was -13.75 lower than the previous day. The implied volatity was 34.95, the open interest changed by 62 which increased total open position to 476
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 41.25, which was -21.7 lower than the previous day. The implied volatity was 33.82, the open interest changed by 243 which increased total open position to 414
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 62.95, which was 0.8 higher than the previous day. The implied volatity was 31.34, the open interest changed by 34 which increased total open position to 170
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 63.4, which was -44.6 lower than the previous day. The implied volatity was 32.46, the open interest changed by 119 which increased total open position to 130
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 108, which was -9.45 lower than the previous day. The implied volatity was 32.78, the open interest changed by 0 which decreased total open position to 11
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 117.45, which was -1.55 lower than the previous day. The implied volatity was 26.13, the open interest changed by 1 which increased total open position to 12
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 119, which was -13.7 lower than the previous day. The implied volatity was 41.36, the open interest changed by 0 which decreased total open position to 10
On 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 133, which was 8 higher than the previous day. The implied volatity was 29.19, the open interest changed by 1 which increased total open position to 10
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 125, which was -5.95 lower than the previous day. The implied volatity was 23.31, the open interest changed by 0 which decreased total open position to 9
On 3 Feb VOLTAS was trading at 1401.30. The strike last trading price was 130.95, which was 46.95 higher than the previous day. The implied volatity was 22.02, the open interest changed by -6 which decreased total open position to 9
On 1 Feb VOLTAS was trading at 1323.95. The strike last trading price was 84, which was 21 higher than the previous day. The implied volatity was 31.35, the open interest changed by 10 which increased total open position to 16
| VOLTAS 27MAR2025 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.66
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 9.55 | 4.5 | 40.37 | 1,471 | 136 | 1,344 |
| 12 Mar | 1445.45 | 5 | -4.9 | 41.14 | 1,561 | -57 | 1,208 |
| 11 Mar | 1406.10 | 9.25 | -4.1 | 40.87 | 1,394 | 79 | 1,265 |
| 10 Mar | 1397.75 | 13.8 | 2 | 41.66 | 1,474 | 25 | 1,188 |
| 7 Mar | 1405.45 | 11.4 | -1.3 | 38.54 | 1,139 | -103 | 1,163 |
| 6 Mar | 1406.25 | 12.75 | -5.75 | 39.01 | 1,063 | 95 | 1,270 |
| 5 Mar | 1387.80 | 17.65 | 0.35 | 40.85 | 1,931 | 69 | 1,177 |
| 4 Mar | 1409.55 | 17.3 | -11.75 | 43.14 | 3,136 | 131 | 1,117 |
| 3 Mar | 1366.15 | 29.25 | -22.9 | 44.31 | 5,254 | 49 | 952 |
| 28 Feb | 1320.10 | 49.35 | 5.15 | 45.13 | 3,738 | 174 | 912 |
| 27 Feb | 1312.65 | 45.95 | -14.5 | 38.55 | 3,331 | 353 | 738 |
| 26 Feb | 1279.00 | 62.15 | -1 | 38.71 | 835 | 139 | 394 |
| 25 Feb | 1277.70 | 62.15 | -1 | 38.71 | 835 | 148 | 394 |
| 24 Feb | 1277.15 | 63.85 | -4.9 | 38.15 | 517 | -12 | 245 |
| 21 Feb | 1269.00 | 68.75 | 7.3 | 34.59 | 396 | 81 | 256 |
| 20 Feb | 1279.15 | 67.5 | 6.8 | 38.88 | 91 | 31 | 175 |
| 19 Feb | 1284.10 | 62.7 | -31.5 | 37.23 | 46 | 20 | 143 |
| 18 Feb | 1226.85 | 98.1 | 6.1 | 38.21 | 21 | -5 | 124 |
| 17 Feb | 1241.60 | 92 | -13 | 42.18 | 6 | -2 | 130 |
| 14 Feb | 1213.85 | 105 | 20.9 | 36.36 | 26 | -9 | 131 |
| 13 Feb | 1248.55 | 83.55 | 16.3 | 36.93 | 35 | 2 | 140 |
| 12 Feb | 1299.15 | 67.25 | 7.5 | 42.01 | 37 | 15 | 139 |
| 11 Feb | 1292.65 | 59.75 | 19.4 | 36.35 | 114 | 16 | 124 |
| 10 Feb | 1368.40 | 40.35 | 3.6 | 39.45 | 14 | 1 | 109 |
| 7 Feb | 1383.25 | 36.75 | -8.05 | 40.19 | 89 | 54 | 109 |
| 6 Feb | 1351.70 | 44.8 | 13.9 | 38.68 | 59 | 39 | 54 |
| 5 Feb | 1394.50 | 30.9 | -4.7 | 37.93 | 8 | 1 | 15 |
| 4 Feb | 1400.60 | 35.6 | -0.8 | 40.29 | 6 | 2 | 14 |
| 3 Feb | 1401.30 | 36.1 | -32.8 | 41.46 | 24 | 11 | 12 |
| 1 Feb | 1323.95 | 68.9 | -23.35 | 43.68 | 1 | 0 | 0 |
For Voltas Ltd - strike price 1300 expiring on 27MAR2025
Delta for 1300 PE is -0.16
Historical price for 1300 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 9.55, which was 4.5 higher than the previous day. The implied volatity was 40.37, the open interest changed by 136 which increased total open position to 1344
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 5, which was -4.9 lower than the previous day. The implied volatity was 41.14, the open interest changed by -57 which decreased total open position to 1208
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 9.25, which was -4.1 lower than the previous day. The implied volatity was 40.87, the open interest changed by 79 which increased total open position to 1265
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 13.8, which was 2 higher than the previous day. The implied volatity was 41.66, the open interest changed by 25 which increased total open position to 1188
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 11.4, which was -1.3 lower than the previous day. The implied volatity was 38.54, the open interest changed by -103 which decreased total open position to 1163
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 12.75, which was -5.75 lower than the previous day. The implied volatity was 39.01, the open interest changed by 95 which increased total open position to 1270
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 17.65, which was 0.35 higher than the previous day. The implied volatity was 40.85, the open interest changed by 69 which increased total open position to 1177
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 17.3, which was -11.75 lower than the previous day. The implied volatity was 43.14, the open interest changed by 131 which increased total open position to 1117
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 29.25, which was -22.9 lower than the previous day. The implied volatity was 44.31, the open interest changed by 49 which increased total open position to 952
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 49.35, which was 5.15 higher than the previous day. The implied volatity was 45.13, the open interest changed by 174 which increased total open position to 912
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 45.95, which was -14.5 lower than the previous day. The implied volatity was 38.55, the open interest changed by 353 which increased total open position to 738
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 62.15, which was -1 lower than the previous day. The implied volatity was 38.71, the open interest changed by 139 which increased total open position to 394
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 62.15, which was -1 lower than the previous day. The implied volatity was 38.71, the open interest changed by 148 which increased total open position to 394
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 63.85, which was -4.9 lower than the previous day. The implied volatity was 38.15, the open interest changed by -12 which decreased total open position to 245
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 68.75, which was 7.3 higher than the previous day. The implied volatity was 34.59, the open interest changed by 81 which increased total open position to 256
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 67.5, which was 6.8 higher than the previous day. The implied volatity was 38.88, the open interest changed by 31 which increased total open position to 175
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 62.7, which was -31.5 lower than the previous day. The implied volatity was 37.23, the open interest changed by 20 which increased total open position to 143
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 98.1, which was 6.1 higher than the previous day. The implied volatity was 38.21, the open interest changed by -5 which decreased total open position to 124
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 92, which was -13 lower than the previous day. The implied volatity was 42.18, the open interest changed by -2 which decreased total open position to 130
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 105, which was 20.9 higher than the previous day. The implied volatity was 36.36, the open interest changed by -9 which decreased total open position to 131
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 83.55, which was 16.3 higher than the previous day. The implied volatity was 36.93, the open interest changed by 2 which increased total open position to 140
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 67.25, which was 7.5 higher than the previous day. The implied volatity was 42.01, the open interest changed by 15 which increased total open position to 139
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 59.75, which was 19.4 higher than the previous day. The implied volatity was 36.35, the open interest changed by 16 which increased total open position to 124
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 40.35, which was 3.6 higher than the previous day. The implied volatity was 39.45, the open interest changed by 1 which increased total open position to 109
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 36.75, which was -8.05 lower than the previous day. The implied volatity was 40.19, the open interest changed by 54 which increased total open position to 109
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 44.8, which was 13.9 higher than the previous day. The implied volatity was 38.68, the open interest changed by 39 which increased total open position to 54
On 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 30.9, which was -4.7 lower than the previous day. The implied volatity was 37.93, the open interest changed by 1 which increased total open position to 15
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 35.6, which was -0.8 lower than the previous day. The implied volatity was 40.29, the open interest changed by 2 which increased total open position to 14
On 3 Feb VOLTAS was trading at 1401.30. The strike last trading price was 36.1, which was -32.8 lower than the previous day. The implied volatity was 41.46, the open interest changed by 11 which increased total open position to 12
On 1 Feb VOLTAS was trading at 1323.95. The strike last trading price was 68.9, which was -23.35 lower than the previous day. The implied volatity was 43.68, the open interest changed by 0 which decreased total open position to 0
