VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
VOLTAS 27MAR2025 1320 CE | ||||||||||
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Delta: 0.85
Vega: 0.63
Theta: -0.99
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
13 Mar | 1402.55 | 88.8 | -43.45 | 30.57 | 54 | -10 | 603 | |||
12 Mar | 1445.45 | 132.25 | 28.4 | 28.82 | 39 | -3 | 612 | |||
11 Mar | 1406.10 | 105 | 12.75 | 32.26 | 31 | -4 | 616 | |||
10 Mar | 1397.75 | 91.5 | -8.4 | 33.50 | 94 | 18 | 619 | |||
7 Mar | 1405.45 | 100.8 | -1.4 | 27.92 | 77 | -9 | 601 | |||
6 Mar | 1406.25 | 101.65 | 11.25 | 29.49 | 127 | -20 | 611 | |||
5 Mar | 1387.80 | 91.45 | -10.9 | 28.70 | 341 | -56 | 630 | |||
4 Mar | 1409.55 | 101 | 24.25 | 20.82 | 908 | -198 | 686 | |||
3 Mar | 1366.15 | 77.85 | 33.5 | 32.29 | 4,909 | -866 | 887 | |||
28 Feb | 1320.10 | 44.3 | -9.25 | 26.70 | 6,641 | 677 | 1,782 | |||
27 Feb | 1312.65 | 53 | 16.75 | 36.60 | 5,608 | 396 | 1,105 | |||
26 Feb | 1279.00 | 36.55 | 0.95 | 33.94 | 2,032 | 478 | 706 | |||
25 Feb | 1277.70 | 36.55 | 0.95 | 33.94 | 2,032 | 475 | 706 | |||
24 Feb | 1277.15 | 34.45 | 3.15 | 32.85 | 524 | 189 | 230 | |||
21 Feb | 1269.00 | 30.7 | -6.2 | 32.68 | 29 | 1 | 41 | |||
20 Feb | 1279.15 | 36.9 | -2 | 32.02 | 32 | 17 | 41 | |||
19 Feb | 1284.10 | 39 | 14.65 | 31.26 | 32 | -8 | 24 | |||
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18 Feb | 1226.85 | 24 | -3.7 | 35.03 | 49 | 12 | 32 | |||
17 Feb | 1241.60 | 27.7 | -0.4 | 32.18 | 34 | 12 | 20 | |||
14 Feb | 1213.85 | 28.1 | -10.7 | 38.43 | 4 | 3 | 8 | |||
13 Feb | 1248.55 | 38.8 | -8.3 | 36.63 | 6 | 4 | 6 | |||
12 Feb | 1299.15 | 47.1 | -57.9 | 27.89 | 1 | 0 | 2 | |||
11 Feb | 1292.65 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||
10 Feb | 1368.40 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Feb | 1383.25 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||
6 Feb | 1351.70 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||
5 Feb | 1394.50 | 105 | 0 | 0.00 | 0 | 0 | 0 | |||
4 Feb | 1400.60 | 105 | 0 | 20.73 | 1 | 0 | 2 | |||
3 Feb | 1401.30 | 105 | 27 | 13.88 | 4 | -2 | 2 | |||
1 Feb | 1323.95 | 78 | 22.6 | 33.78 | 4 | 1 | 3 | |||
31 Jan | 1260.85 | 55.4 | -366.85 | 37.26 | 2 | 1 | 1 | |||
30 Jan | 1269.30 | 422.25 | 0 | 1.87 | 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 | |||
23 Jan | 1497.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
22 Jan | 1487.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
21 Jan | 1504.35 | 0 | 0.00 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1320 expiring on 27MAR2025
Delta for 1320 CE is 0.85
Historical price for 1320 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 88.8, which was -43.45 lower than the previous day. The implied volatity was 30.57, the open interest changed by -10 which decreased total open position to 603
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 132.25, which was 28.4 higher than the previous day. The implied volatity was 28.82, the open interest changed by -3 which decreased total open position to 612
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 105, which was 12.75 higher than the previous day. The implied volatity was 32.26, the open interest changed by -4 which decreased total open position to 616
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 91.5, which was -8.4 lower than the previous day. The implied volatity was 33.50, the open interest changed by 18 which increased total open position to 619
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 100.8, which was -1.4 lower than the previous day. The implied volatity was 27.92, the open interest changed by -9 which decreased total open position to 601
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 101.65, which was 11.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by -20 which decreased total open position to 611
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 91.45, which was -10.9 lower than the previous day. The implied volatity was 28.70, the open interest changed by -56 which decreased total open position to 630
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 101, which was 24.25 higher than the previous day. The implied volatity was 20.82, the open interest changed by -198 which decreased total open position to 686
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 77.85, which was 33.5 higher than the previous day. The implied volatity was 32.29, the open interest changed by -866 which decreased total open position to 887
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 44.3, which was -9.25 lower than the previous day. The implied volatity was 26.70, the open interest changed by 677 which increased total open position to 1782
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 53, which was 16.75 higher than the previous day. The implied volatity was 36.60, the open interest changed by 396 which increased total open position to 1105
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 36.55, which was 0.95 higher than the previous day. The implied volatity was 33.94, the open interest changed by 478 which increased total open position to 706
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 36.55, which was 0.95 higher than the previous day. The implied volatity was 33.94, the open interest changed by 475 which increased total open position to 706
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 34.45, which was 3.15 higher than the previous day. The implied volatity was 32.85, the open interest changed by 189 which increased total open position to 230
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 30.7, which was -6.2 lower than the previous day. The implied volatity was 32.68, the open interest changed by 1 which increased total open position to 41
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 36.9, which was -2 lower than the previous day. The implied volatity was 32.02, the open interest changed by 17 which increased total open position to 41
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 39, which was 14.65 higher than the previous day. The implied volatity was 31.26, the open interest changed by -8 which decreased total open position to 24
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 24, which was -3.7 lower than the previous day. The implied volatity was 35.03, the open interest changed by 12 which increased total open position to 32
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 27.7, which was -0.4 lower than the previous day. The implied volatity was 32.18, the open interest changed by 12 which increased total open position to 20
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 28.1, which was -10.7 lower than the previous day. The implied volatity was 38.43, the open interest changed by 3 which increased total open position to 8
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 38.8, which was -8.3 lower than the previous day. The implied volatity was 36.63, the open interest changed by 4 which increased total open position to 6
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 47.1, which was -57.9 lower than the previous day. The implied volatity was 27.89, the open interest changed by 0 which decreased total open position to 2
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 105, 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 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 105, 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 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 105, 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 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 105, 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 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 105, 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 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 105, which was 0 lower than the previous day. The implied volatity was 20.73, the open interest changed by 0 which decreased total open position to 2
On 3 Feb VOLTAS was trading at 1401.30. The strike last trading price was 105, which was 27 higher than the previous day. The implied volatity was 13.88, the open interest changed by -2 which decreased total open position to 2
On 1 Feb VOLTAS was trading at 1323.95. The strike last trading price was 78, which was 22.6 higher than the previous day. The implied volatity was 33.78, the open interest changed by 1 which increased total open position to 3
On 31 Jan VOLTAS was trading at 1260.85. The strike last trading price was 55.4, which was -366.85 lower than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 1
On 30 Jan VOLTAS was trading at 1269.30. The strike last trading price was 422.25, which was 0 lower than the previous day. The implied volatity was 1.87, 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
On 23 Jan VOLTAS was trading at 1497.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan VOLTAS was trading at 1487.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan VOLTAS was trading at 1504.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
VOLTAS 27MAR2025 1320 PE | |||||||
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Delta: -0.21
Vega: 0.79
Theta: -1.05
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
13 Mar | 1402.55 | 13.55 | 6.85 | 40.25 | 669 | 102 | 875 |
12 Mar | 1445.45 | 6.6 | -6.25 | 39.82 | 423 | -53 | 775 |
11 Mar | 1406.10 | 12 | -5.3 | 39.62 | 914 | 27 | 828 |
10 Mar | 1397.75 | 18 | 2.5 | 40.99 | 475 | 37 | 802 |
7 Mar | 1405.45 | 15.25 | -0.9 | 38.20 | 544 | 29 | 765 |
6 Mar | 1406.25 | 16.5 | -7.25 | 38.35 | 423 | 19 | 737 |
5 Mar | 1387.80 | 22.85 | 1.15 | 40.75 | 825 | 33 | 725 |
4 Mar | 1409.55 | 21.7 | -14.3 | 42.67 | 1,591 | -17 | 693 |
3 Mar | 1366.15 | 35.85 | -26.35 | 43.66 | 2,966 | 80 | 709 |
28 Feb | 1320.10 | 60 | 6.45 | 46.05 | 1,637 | 345 | 630 |
27 Feb | 1312.65 | 55.45 | -16.45 | 38.36 | 941 | 236 | 285 |
26 Feb | 1279.00 | 71.1 | -5.85 | 36.96 | 204 | 5 | 49 |
25 Feb | 1277.70 | 71.1 | -5.85 | 36.96 | 204 | 5 | 49 |
24 Feb | 1277.15 | 75.8 | -1.4 | 38.37 | 72 | 34 | 44 |
21 Feb | 1269.00 | 77.2 | 0 | 31.82 | 1 | 0 | 9 |
20 Feb | 1279.15 | 77.2 | 70.1 | 37.75 | 9 | 6 | 6 |
19 Feb | 1284.10 | 7.1 | 0 | - | 0 | 0 | 0 |
18 Feb | 1226.85 | 7.1 | 0 | - | 0 | 0 | 0 |
17 Feb | 1241.60 | 7.1 | 0 | - | 0 | 0 | 0 |
14 Feb | 1213.85 | 7.1 | 0 | - | 0 | 0 | 0 |
13 Feb | 1248.55 | 7.1 | 0 | - | 0 | 0 | 0 |
12 Feb | 1299.15 | 7.1 | 0 | - | 0 | 0 | 0 |
11 Feb | 1292.65 | 7.1 | 0 | - | 0 | 0 | 0 |
10 Feb | 1368.40 | 7.1 | 0 | 3.53 | 0 | 0 | 0 |
7 Feb | 1383.25 | 7.1 | 0 | 4.70 | 0 | 0 | 0 |
6 Feb | 1351.70 | 7.1 | 0 | 2.88 | 0 | 0 | 0 |
5 Feb | 1394.50 | 7.1 | 0 | 5.27 | 0 | 0 | 0 |
4 Feb | 1400.60 | 7.1 | 0 | 5.19 | 0 | 0 | 0 |
3 Feb | 1401.30 | 7.1 | 0 | 5.55 | 0 | 0 | 0 |
1 Feb | 1323.95 | 7.1 | 0 | 1.16 | 0 | 0 | 0 |
31 Jan | 1260.85 | 7.1 | 0 | - | 0 | 0 | 0 |
30 Jan | 1269.30 | 7.1 | 0 | - | 0 | 0 | 0 |
29 Jan | 1474.10 | 0 | 0 | 8.17 | 0 | 0 | 0 |
28 Jan | 1430.95 | 0 | 0 | 6.44 | 0 | 0 | 0 |
27 Jan | 1418.75 | 0 | 0 | 5.88 | 0 | 0 | 0 |
24 Jan | 1456.60 | 0 | 0 | 7.37 | 0 | 0 | 0 |
23 Jan | 1497.65 | 0 | 0.00 | 9.03 | 0 | 0 | 0 |
22 Jan | 1487.05 | 0 | 0.00 | 8.35 | 0 | 0 | 0 |
21 Jan | 1504.35 | 0 | 0.00 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1320 expiring on 27MAR2025
Delta for 1320 PE is -0.21
Historical price for 1320 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 13.55, which was 6.85 higher than the previous day. The implied volatity was 40.25, the open interest changed by 102 which increased total open position to 875
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 6.6, which was -6.25 lower than the previous day. The implied volatity was 39.82, the open interest changed by -53 which decreased total open position to 775
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 12, which was -5.3 lower than the previous day. The implied volatity was 39.62, the open interest changed by 27 which increased total open position to 828
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 18, which was 2.5 higher than the previous day. The implied volatity was 40.99, the open interest changed by 37 which increased total open position to 802
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 15.25, which was -0.9 lower than the previous day. The implied volatity was 38.20, the open interest changed by 29 which increased total open position to 765
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 16.5, which was -7.25 lower than the previous day. The implied volatity was 38.35, the open interest changed by 19 which increased total open position to 737
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 22.85, which was 1.15 higher than the previous day. The implied volatity was 40.75, the open interest changed by 33 which increased total open position to 725
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 21.7, which was -14.3 lower than the previous day. The implied volatity was 42.67, the open interest changed by -17 which decreased total open position to 693
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 35.85, which was -26.35 lower than the previous day. The implied volatity was 43.66, the open interest changed by 80 which increased total open position to 709
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 60, which was 6.45 higher than the previous day. The implied volatity was 46.05, the open interest changed by 345 which increased total open position to 630
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 55.45, which was -16.45 lower than the previous day. The implied volatity was 38.36, the open interest changed by 236 which increased total open position to 285
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 71.1, which was -5.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by 5 which increased total open position to 49
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 71.1, which was -5.85 lower than the previous day. The implied volatity was 36.96, the open interest changed by 5 which increased total open position to 49
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 75.8, which was -1.4 lower than the previous day. The implied volatity was 38.37, the open interest changed by 34 which increased total open position to 44
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 77.2, which was 0 lower than the previous day. The implied volatity was 31.82, the open interest changed by 0 which decreased total open position to 9
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 77.2, which was 70.1 higher than the previous day. The implied volatity was 37.75, the open interest changed by 6 which increased total open position to 6
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 7.1, 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 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 7.1, 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 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 7.1, 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 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 7.1, 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 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 7.1, 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 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 7.1, 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 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 7.1, 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 7.1, which was 0 lower than the previous day. The implied volatity was 3.53, 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 7.1, which was 0 lower than the previous day. The implied volatity was 4.70, 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 7.1, which was 0 lower than the previous day. The implied volatity was 2.88, 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 7.1, which was 0 lower than the previous day. The implied volatity was 5.27, 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 7.1, which was 0 lower than the previous day. The implied volatity was 5.19, 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 7.1, which was 0 lower than the previous day. The implied volatity was 5.55, 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 7.1, which was 0 lower than the previous day. The implied volatity was 1.16, 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 7.1, 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 7.1, 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 8.17, 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 6.44, 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 5.88, 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 7.37, the open interest changed by 0 which decreased total open position to 0
On 23 Jan VOLTAS was trading at 1497.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 9.03, the open interest changed by 0 which decreased total open position to 0
On 22 Jan VOLTAS was trading at 1487.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 8.35, the open interest changed by 0 which decreased total open position to 0
On 21 Jan VOLTAS was trading at 1504.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0