Historical option data for VOLTAS
11 Jun 2026 04:12 PM IST
| VOLTAS 30-Jun-2026 (18d) 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 0.01
Theta: -0.93
Gamma: 0.00361
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 1277.30 | 17.6 | -3.65 (-17.18%) | 32.64 | 776 | 36 | 698 | |||||||||
| 10 Jun | 1290.00 | 21.5 | -6.55 (-23.35%) | 32.05 | 1,448 | 25 | 662 | |||||||||
| 9 Jun | 1304.40 | 27.1 | 6.25 (29.98%) | 32.55 | 1,363 | 42 | 638 | |||||||||
| 8 Jun | 1276.20 | 20.05 | -6.5 (-24.48%) | 35.41 | 2,501 | 156 | 591 | |||||||||
| 5 Jun | 1298.30 | 26.05 | -0.7 (-2.62%) | 29.45 | 1,090 | 37 | 434 | |||||||||
| 4 Jun | 1286.50 | 26.95 | 12.45 (85.86%) | 34.36 | 2,509 | 103 | 407 | |||||||||
| 3 Jun | 1235.00 | 14.5 | -1.35 (-8.52%) | 34.96 | 294 | 4 | 304 | |||||||||
| 2 Jun | 1240.40 | 15.85 | 3.65 (29.92%) | 34.29 | 218 | 18 | 301 | |||||||||
| 1 Jun | 1228.40 | 12.4 | -3.8 (-23.46%) | 33.21 | 269 | 23 | 282 | |||||||||
| 29 May | 1245.70 | 18 | -3.65 (-16.86%) | 31.41 | 223 | 33 | 259 | |||||||||
| 27 May | 1261.80 | 21.6 | -1.9 (-8.09%) | 30.6 | 235 | 28 | 225 | |||||||||
| 26 May | 1271.40 | 23.65 | -4 (-14.47%) | 31.34 | 163 | 37 | 196 | |||||||||
| 25 May | 1284.00 | 28.4 | 1.3 (4.80%) | 28.77 | 146 | 59 | 159 | |||||||||
| 22 May | 1268.10 | 27.6 | -3 (-9.80%) | 31.67 | 20 | 7 | 100 | |||||||||
| 21 May | 1273.50 | 30.1 | -6.9 (-18.65%) | 31.22 | 129 | 5 | 98 | |||||||||
| 20 May | 1295.80 | 37 | -2 (-5.13%) | 29.66 | 59 | 11 | 92 | |||||||||
| 19 May | 1302.60 | 38.55 | 11.55 (42.78%) | 29.58 | 172 | 23 | 82 | |||||||||
| 18 May | 1252.80 | 27.5 | 4.5 (19.57%) | 32.57 | 77 | 10 | 58 | |||||||||
| 15 May | 1230.70 | 23 | -25 (-52.08%) | 33.13 | 71 | 2 | 47 | |||||||||
| 14 May | 1293.50 | 48 | 5.55 (13.07%) | 34.81 | 21 | 11 | 45 | |||||||||
| 13 May | 1258.90 | 42.45 | -14.55 (-25.53%) | 0 | 12 | 0 | 24 | |||||||||
| 12 May | 1269.60 | 57 | 0 (0.00%) | 0 | 0 | 0 | 24 | |||||||||
| 11 May | 1306.50 | 57 | -7 (-10.94%) | 0 | 2 | 1 | 24 | |||||||||
| 8 May | 1324.80 | 64.95 | -17.55 (-21.27%) | 33.72 | 4 | 0 | 23 | |||||||||
| 7 May | 1363.90 | 83 | -12 (-12.63%) | 31.45 | 23 | 20 | 24 | |||||||||
| 6 May | 1379.60 | 95 | -2.7 (-2.76%) | 30.76 | 5 | 3 | 4 | |||||||||
| 5 May | 1375.90 | 97.7 | -115.25 (-54.12%) | 37.08 | 1 | 0 | 0 | |||||||||
| 4 May | 1454.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 1430.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1340 expiring on 30JUN2026
Delta for 1340 CE is 0.3
Historical price for 1340 CE is as follows
On 11 Jun VOLTAS was trading at 1277.30. The strike last trading price was 17.6, which was -3.65 lower than the previous day. The implied volatity was 32.64, the open interest changed by 36 which increased total open position to 698
On 10 Jun VOLTAS was trading at 1290.00. The strike last trading price was 21.5, which was -6.55 lower than the previous day. The implied volatity was 32.05, the open interest changed by 25 which increased total open position to 662
On 9 Jun VOLTAS was trading at 1304.40. The strike last trading price was 27.1, which was 6.25 higher than the previous day. The implied volatity was 32.55, the open interest changed by 42 which increased total open position to 638
On 8 Jun VOLTAS was trading at 1276.20. The strike last trading price was 20.05, which was -6.5 lower than the previous day. The implied volatity was 35.41, the open interest changed by 156 which increased total open position to 591
On 5 Jun VOLTAS was trading at 1298.30. The strike last trading price was 26.05, which was -0.7 lower than the previous day. The implied volatity was 29.45, the open interest changed by 37 which increased total open position to 434
On 4 Jun VOLTAS was trading at 1286.50. The strike last trading price was 26.95, which was 12.45 higher than the previous day. The implied volatity was 34.36, the open interest changed by 103 which increased total open position to 407
On 3 Jun VOLTAS was trading at 1235.00. The strike last trading price was 14.5, which was -1.35 lower than the previous day. The implied volatity was 34.96, the open interest changed by 4 which increased total open position to 304
On 2 Jun VOLTAS was trading at 1240.40. The strike last trading price was 15.85, which was 3.65 higher than the previous day. The implied volatity was 34.29, the open interest changed by 18 which increased total open position to 301
On 1 Jun VOLTAS was trading at 1228.40. The strike last trading price was 12.4, which was -3.8 lower than the previous day. The implied volatity was 33.21, the open interest changed by 23 which increased total open position to 282
On 29 May VOLTAS was trading at 1245.70. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 31.41, the open interest changed by 33 which increased total open position to 259
On 27 May VOLTAS was trading at 1261.80. The strike last trading price was 21.6, which was -1.9 lower than the previous day. The implied volatity was 30.6, the open interest changed by 28 which increased total open position to 225
On 26 May VOLTAS was trading at 1271.40. The strike last trading price was 23.65, which was -4 lower than the previous day. The implied volatity was 31.34, the open interest changed by 37 which increased total open position to 196
On 25 May VOLTAS was trading at 1284.00. The strike last trading price was 28.4, which was 1.3 higher than the previous day. The implied volatity was 28.77, the open interest changed by 59 which increased total open position to 159
On 22 May VOLTAS was trading at 1268.10. The strike last trading price was 27.6, which was -3 lower than the previous day. The implied volatity was 31.67, the open interest changed by 7 which increased total open position to 100
On 21 May VOLTAS was trading at 1273.50. The strike last trading price was 30.1, which was -6.9 lower than the previous day. The implied volatity was 31.22, the open interest changed by 5 which increased total open position to 98
On 20 May VOLTAS was trading at 1295.80. The strike last trading price was 37, which was -2 lower than the previous day. The implied volatity was 29.66, the open interest changed by 11 which increased total open position to 92
On 19 May VOLTAS was trading at 1302.60. The strike last trading price was 38.55, which was 11.55 higher than the previous day. The implied volatity was 29.58, the open interest changed by 23 which increased total open position to 82
On 18 May VOLTAS was trading at 1252.80. The strike last trading price was 27.5, which was 4.5 higher than the previous day. The implied volatity was 32.57, the open interest changed by 10 which increased total open position to 58
On 15 May VOLTAS was trading at 1230.70. The strike last trading price was 23, which was -25 lower than the previous day. The implied volatity was 33.13, the open interest changed by 2 which increased total open position to 47
On 14 May VOLTAS was trading at 1293.50. The strike last trading price was 48, which was 5.55 higher than the previous day. The implied volatity was 34.81, the open interest changed by 11 which increased total open position to 45
On 13 May VOLTAS was trading at 1258.90. The strike last trading price was 42.45, which was -14.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 24
On 12 May VOLTAS was trading at 1269.60. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 24
On 11 May VOLTAS was trading at 1306.50. The strike last trading price was 57, which was -7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 24
On 8 May VOLTAS was trading at 1324.80. The strike last trading price was 64.95, which was -17.55 lower than the previous day. The implied volatity was 33.72, the open interest changed by 0 which decreased total open position to 23
On 7 May VOLTAS was trading at 1363.90. The strike last trading price was 83, which was -12 lower than the previous day. The implied volatity was 31.45, the open interest changed by 20 which increased total open position to 24
On 6 May VOLTAS was trading at 1379.60. The strike last trading price was 95, which was -2.7 lower than the previous day. The implied volatity was 30.76, the open interest changed by 3 which increased total open position to 4
On 5 May VOLTAS was trading at 1375.90. The strike last trading price was 97.7, which was -115.25 lower than the previous day. The implied volatity was 37.08, the open interest changed by 0 which decreased total open position to 0
On 4 May VOLTAS was trading at 1454.20. 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 30 Apr VOLTAS was trading at 1430.40. 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 30-Jun-2026 (18d) 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 0.01
Theta: -0.81
Gamma: 0.00345
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 1277.30 | 75.25 | 3.55 (4.95%) | 34.85 | 31 | 7 | 230 |
| 10 Jun | 1290.00 | 70 | 8.85 (14.47%) | 36.11 | 188 | 37 | 227 |
| 9 Jun | 1304.40 | 62.5 | -21.75 (-25.82%) | 34.78 | 73 | 29 | 190 |
| 8 Jun | 1276.20 | 88.9 | 15.9 (21.78%) | 37.57 | 215 | 49 | 163 |
| 5 Jun | 1298.30 | 73.35 | -4.5 (-5.78%) | 38.18 | 125 | 24 | 115 |
| 4 Jun | 1286.50 | 76.5 | -27.4 (-26.37%) | 34.81 | 91 | 14 | 92 |
| 3 Jun | 1235.00 | 103.9 | 103.9 | - | 18 | 0 | 78 |
| 2 Jun | 1240.40 | 103.9 | 103.9 | - | 18 | 0 | 78 |
| 1 Jun | 1228.40 | 103.9 | 103.9 | - | 18 | 0 | 78 |
| 29 May | 1245.70 | 103.9 | 103.9 | - | 18 | 0 | 78 |
| 27 May | 1261.80 | 103.9 | 2.9 (2.87%) | 33.73 | 18 | 0 | 79 |
| 26 May | 1271.40 | 101 | 4 (4.12%) | 42.07 | 5 | 0 | 78 |
| 25 May | 1284.00 | 97 | -9.75 (-9.13%) | 43.62 | 114 | 46 | 78 |
| 22 May | 1268.10 | 106.75 | 106.75 (12.96%) | 41.25 | 14 | 0 | 32 |
| 21 May | 1273.50 | 106.75 | 12.25 (12.96%) | 41.25 | 14 | 7 | 31 |
| 20 May | 1295.80 | 94.5 | 2.5 (2.72%) | 43.33 | 11 | 10 | 23 |
| 19 May | 1302.60 | 92 | -37 (-28.68%) | 43.77 | 13 | 7 | 13 |
| 18 May | 1252.80 | 129 | 64 (98.46%) | 47.43 | 3 | 0 | 6 |
| 15 May | 1230.70 | 65 | 0 (0.00%) | - | 0 | 0 | 6 |
| 14 May | 1293.50 | 65 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 13 May | 1258.90 | 65 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 12 May | 1269.60 | 65 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 11 May | 1306.50 | 65 | 0 (0.00%) | 0 | 0 | 0 | 6 |
| 8 May | 1324.80 | 65 | 65 | - | 0 | 0 | 6 |
| 7 May | 1363.90 | 65 | 65 (-4.41%) | 42.67 | 0 | 0 | 6 |
| 6 May | 1379.60 | 65 | -3 (-4.41%) | 42.67 | 5 | 3 | 6 |
| 5 May | 1375.90 | 68 | 39.5 (138.60%) | 40.28 | 3 | 2 | 2 |
| 4 May | 1454.20 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 1430.40 | 0 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1340 expiring on 30JUN2026
Delta for 1340 PE is -0.69
Historical price for 1340 PE is as follows
On 11 Jun VOLTAS was trading at 1277.30. The strike last trading price was 75.25, which was 3.55 higher than the previous day. The implied volatity was 34.85, the open interest changed by 7 which increased total open position to 230
On 10 Jun VOLTAS was trading at 1290.00. The strike last trading price was 70, which was 8.85 higher than the previous day. The implied volatity was 36.11, the open interest changed by 37 which increased total open position to 227
On 9 Jun VOLTAS was trading at 1304.40. The strike last trading price was 62.5, which was -21.75 lower than the previous day. The implied volatity was 34.78, the open interest changed by 29 which increased total open position to 190
On 8 Jun VOLTAS was trading at 1276.20. The strike last trading price was 88.9, which was 15.9 higher than the previous day. The implied volatity was 37.57, the open interest changed by 49 which increased total open position to 163
On 5 Jun VOLTAS was trading at 1298.30. The strike last trading price was 73.35, which was -4.5 lower than the previous day. The implied volatity was 38.18, the open interest changed by 24 which increased total open position to 115
On 4 Jun VOLTAS was trading at 1286.50. The strike last trading price was 76.5, which was -27.4 lower than the previous day. The implied volatity was 34.81, the open interest changed by 14 which increased total open position to 92
On 3 Jun VOLTAS was trading at 1235.00. The strike last trading price was 103.9, which was 103.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 2 Jun VOLTAS was trading at 1240.40. The strike last trading price was 103.9, which was 103.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 1 Jun VOLTAS was trading at 1228.40. The strike last trading price was 103.9, which was 103.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 29 May VOLTAS was trading at 1245.70. The strike last trading price was 103.9, which was 103.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 27 May VOLTAS was trading at 1261.80. The strike last trading price was 103.9, which was 2.9 higher than the previous day. The implied volatity was 33.73, the open interest changed by 0 which decreased total open position to 79
On 26 May VOLTAS was trading at 1271.40. The strike last trading price was 101, which was 4 higher than the previous day. The implied volatity was 42.07, the open interest changed by 0 which decreased total open position to 78
On 25 May VOLTAS was trading at 1284.00. The strike last trading price was 97, which was -9.75 lower than the previous day. The implied volatity was 43.62, the open interest changed by 46 which increased total open position to 78
On 22 May VOLTAS was trading at 1268.10. The strike last trading price was 106.75, which was 106.75 higher than the previous day. The implied volatity was 41.25, the open interest changed by 0 which decreased total open position to 32
On 21 May VOLTAS was trading at 1273.50. The strike last trading price was 106.75, which was 12.25 higher than the previous day. The implied volatity was 41.25, the open interest changed by 7 which increased total open position to 31
On 20 May VOLTAS was trading at 1295.80. The strike last trading price was 94.5, which was 2.5 higher than the previous day. The implied volatity was 43.33, the open interest changed by 10 which increased total open position to 23
On 19 May VOLTAS was trading at 1302.60. The strike last trading price was 92, which was -37 lower than the previous day. The implied volatity was 43.77, the open interest changed by 7 which increased total open position to 13
On 18 May VOLTAS was trading at 1252.80. The strike last trading price was 129, which was 64 higher than the previous day. The implied volatity was 47.43, the open interest changed by 0 which decreased total open position to 6
On 15 May VOLTAS was trading at 1230.70. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 14 May VOLTAS was trading at 1293.50. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 13 May VOLTAS was trading at 1258.90. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 12 May VOLTAS was trading at 1269.60. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 11 May VOLTAS was trading at 1306.50. The strike last trading price was 65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 6
On 8 May VOLTAS was trading at 1324.80. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 May VOLTAS was trading at 1363.90. The strike last trading price was 65, which was 65 higher than the previous day. The implied volatity was 42.67, the open interest changed by 0 which decreased total open position to 6
On 6 May VOLTAS was trading at 1379.60. The strike last trading price was 65, which was -3 lower than the previous day. The implied volatity was 42.67, the open interest changed by 3 which increased total open position to 6
On 5 May VOLTAS was trading at 1375.90. The strike last trading price was 68, which was 39.5 higher than the previous day. The implied volatity was 40.28, the open interest changed by 2 which increased total open position to 2
On 4 May VOLTAS was trading at 1454.20. 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 30 Apr VOLTAS was trading at 1430.40. 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
