VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1340 CE | ||||||||||
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Delta: 0.76
Vega: 0.85
Theta: -1.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 76 | -42 | 34.47 | 38 | -3 | 258 | |||
| 12 Mar | 1445.45 | 118 | 29.1 | 36.59 | 43 | -20 | 263 | |||
| 11 Mar | 1406.10 | 91.5 | 15.85 | 35.70 | 61 | 3 | 284 | |||
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| 10 Mar | 1397.75 | 75.65 | -8.8 | 32.56 | 77 | -28 | 281 | |||
| 7 Mar | 1405.45 | 85.55 | -2.15 | 29.05 | 129 | 0 | 309 | |||
| 6 Mar | 1406.25 | 86.1 | 9.6 | 29.77 | 279 | -59 | 308 | |||
| 5 Mar | 1387.80 | 79 | -9.7 | 31.10 | 722 | -113 | 367 | |||
| 4 Mar | 1409.55 | 86.9 | 21.85 | 25.04 | 1,526 | -328 | 480 | |||
| 3 Mar | 1366.15 | 65.25 | 29.4 | 31.72 | 7,315 | 107 | 817 | |||
| 28 Feb | 1320.10 | 36.7 | -7.45 | 28.23 | 3,190 | 58 | 690 | |||
| 27 Feb | 1312.65 | 42.55 | 13.65 | 35.56 | 3,025 | 288 | 632 | |||
| 26 Feb | 1279.00 | 29.45 | 0.75 | 33.93 | 1,039 | 219 | 343 | |||
| 25 Feb | 1277.70 | 29.45 | 0.75 | 33.93 | 1,039 | 218 | 343 | |||
| 24 Feb | 1277.15 | 28.55 | 1.95 | 33.55 | 123 | 59 | 127 | |||
| 21 Feb | 1269.00 | 25.9 | -4.6 | 33.65 | 25 | 6 | 69 | |||
| 20 Feb | 1279.15 | 30.1 | -1.05 | 32.18 | 37 | 5 | 63 | |||
| 19 Feb | 1284.10 | 31 | 10.1 | 30.85 | 75 | 4 | 59 | |||
| 18 Feb | 1226.85 | 20.4 | -1.5 | 35.90 | 44 | 8 | 64 | |||
| 17 Feb | 1241.60 | 21.9 | 1.25 | 32.17 | 38 | 18 | 56 | |||
| 14 Feb | 1213.85 | 20.05 | -40.1 | 35.91 | 53 | 37 | 37 | |||
| 13 Feb | 1248.55 | 60.15 | 0 | 4.85 | 0 | 0 | 0 | |||
| 12 Feb | 1299.15 | 60.15 | 0 | 1.59 | 0 | 0 | 0 | |||
| 11 Feb | 1292.65 | 60.15 | 0 | 1.88 | 0 | 0 | 0 | |||
| 10 Feb | 1368.40 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 1383.25 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 1351.70 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 1394.50 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 1400.60 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 1401.30 | 60.15 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 1323.95 | 60.15 | 0 | 0.03 | 0 | 0 | 0 | |||
For Voltas Ltd - strike price 1340 expiring on 27MAR2025
Delta for 1340 CE is 0.76
Historical price for 1340 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 76, which was -42 lower than the previous day. The implied volatity was 34.47, the open interest changed by -3 which decreased total open position to 258
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 118, which was 29.1 higher than the previous day. The implied volatity was 36.59, the open interest changed by -20 which decreased total open position to 263
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 91.5, which was 15.85 higher than the previous day. The implied volatity was 35.70, the open interest changed by 3 which increased total open position to 284
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 75.65, which was -8.8 lower than the previous day. The implied volatity was 32.56, the open interest changed by -28 which decreased total open position to 281
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 85.55, which was -2.15 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 309
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 86.1, which was 9.6 higher than the previous day. The implied volatity was 29.77, the open interest changed by -59 which decreased total open position to 308
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 79, which was -9.7 lower than the previous day. The implied volatity was 31.10, the open interest changed by -113 which decreased total open position to 367
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 86.9, which was 21.85 higher than the previous day. The implied volatity was 25.04, the open interest changed by -328 which decreased total open position to 480
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 65.25, which was 29.4 higher than the previous day. The implied volatity was 31.72, the open interest changed by 107 which increased total open position to 817
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 36.7, which was -7.45 lower than the previous day. The implied volatity was 28.23, the open interest changed by 58 which increased total open position to 690
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 42.55, which was 13.65 higher than the previous day. The implied volatity was 35.56, the open interest changed by 288 which increased total open position to 632
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 29.45, which was 0.75 higher than the previous day. The implied volatity was 33.93, the open interest changed by 219 which increased total open position to 343
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 29.45, which was 0.75 higher than the previous day. The implied volatity was 33.93, the open interest changed by 218 which increased total open position to 343
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 28.55, which was 1.95 higher than the previous day. The implied volatity was 33.55, the open interest changed by 59 which increased total open position to 127
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 25.9, which was -4.6 lower than the previous day. The implied volatity was 33.65, the open interest changed by 6 which increased total open position to 69
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 30.1, which was -1.05 lower than the previous day. The implied volatity was 32.18, the open interest changed by 5 which increased total open position to 63
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 31, which was 10.1 higher than the previous day. The implied volatity was 30.85, the open interest changed by 4 which increased total open position to 59
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 20.4, which was -1.5 lower than the previous day. The implied volatity was 35.90, the open interest changed by 8 which increased total open position to 64
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 21.9, which was 1.25 higher than the previous day. The implied volatity was 32.17, the open interest changed by 18 which increased total open position to 56
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 20.05, which was -40.1 lower than the previous day. The implied volatity was 35.91, the open interest changed by 37 which increased total open position to 37
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 60.15, which was 0 lower than the previous day. The implied volatity was 4.85, 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 60.15, which was 0 lower than the previous day. The implied volatity was 1.59, 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 60.15, which was 0 lower than the previous day. The implied volatity was 1.88, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, 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 60.15, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 27MAR2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 0.90
Theta: -1.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 18.7 | 9.7 | 40.15 | 1,058 | 133 | 863 |
| 12 Mar | 1445.45 | 9 | -8.35 | 38.96 | 1,292 | 6 | 730 |
| 11 Mar | 1406.10 | 16.1 | -6.95 | 39.07 | 767 | 27 | 723 |
| 10 Mar | 1397.75 | 23.9 | 3.65 | 41.01 | 1,003 | 71 | 695 |
| 7 Mar | 1405.45 | 19.6 | -1.25 | 37.43 | 585 | -82 | 624 |
| 6 Mar | 1406.25 | 21.4 | -8.25 | 37.95 | 640 | -28 | 707 |
| 5 Mar | 1387.80 | 28.5 | 1.1 | 40.19 | 1,318 | -22 | 726 |
| 4 Mar | 1409.55 | 27.25 | -16.55 | 42.47 | 2,058 | 173 | 748 |
| 3 Mar | 1366.15 | 43.95 | -29.7 | 43.76 | 5,237 | 389 | 579 |
| 28 Feb | 1320.10 | 71.45 | 7.15 | 46.81 | 354 | 129 | 191 |
| 27 Feb | 1312.65 | 67.15 | -16.4 | 38.91 | 356 | 5 | 62 |
| 26 Feb | 1279.00 | 83.9 | -4.45 | 37.12 | 145 | 14 | 53 |
| 25 Feb | 1277.70 | 83.9 | -4.45 | 37.12 | 145 | 10 | 53 |
| 24 Feb | 1277.15 | 89.25 | 3.15 | 38.93 | 65 | 37 | 41 |
| 21 Feb | 1269.00 | 86.1 | 0 | 0.00 | 0 | 4 | 0 |
| 20 Feb | 1279.15 | 86.1 | -29.85 | 35.39 | 5 | 3 | 3 |
| 19 Feb | 1284.10 | 115.95 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 1226.85 | 115.95 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 1241.60 | 115.95 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 1213.85 | 115.95 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.55 | 115.95 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1299.15 | 115.95 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1292.65 | 115.95 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1368.40 | 115.95 | 0 | 2.36 | 0 | 0 | 0 |
| 7 Feb | 1383.25 | 115.95 | 0 | 3.60 | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 115.95 | 0 | 1.74 | 0 | 0 | 0 |
| 5 Feb | 1394.50 | 115.95 | 0 | 4.21 | 0 | 0 | 0 |
| 4 Feb | 1400.60 | 115.95 | 0 | 4.14 | 0 | 0 | 0 |
| 3 Feb | 1401.30 | 115.95 | 0 | 4.52 | 0 | 0 | 0 |
| 1 Feb | 1323.95 | 115.95 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1340 expiring on 27MAR2025
Delta for 1340 PE is -0.27
Historical price for 1340 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 18.7, which was 9.7 higher than the previous day. The implied volatity was 40.15, the open interest changed by 133 which increased total open position to 863
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 9, which was -8.35 lower than the previous day. The implied volatity was 38.96, the open interest changed by 6 which increased total open position to 730
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 16.1, which was -6.95 lower than the previous day. The implied volatity was 39.07, the open interest changed by 27 which increased total open position to 723
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 23.9, which was 3.65 higher than the previous day. The implied volatity was 41.01, the open interest changed by 71 which increased total open position to 695
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 19.6, which was -1.25 lower than the previous day. The implied volatity was 37.43, the open interest changed by -82 which decreased total open position to 624
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 21.4, which was -8.25 lower than the previous day. The implied volatity was 37.95, the open interest changed by -28 which decreased total open position to 707
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 28.5, which was 1.1 higher than the previous day. The implied volatity was 40.19, the open interest changed by -22 which decreased total open position to 726
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 27.25, which was -16.55 lower than the previous day. The implied volatity was 42.47, the open interest changed by 173 which increased total open position to 748
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 43.95, which was -29.7 lower than the previous day. The implied volatity was 43.76, the open interest changed by 389 which increased total open position to 579
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 71.45, which was 7.15 higher than the previous day. The implied volatity was 46.81, the open interest changed by 129 which increased total open position to 191
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 67.15, which was -16.4 lower than the previous day. The implied volatity was 38.91, the open interest changed by 5 which increased total open position to 62
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 83.9, which was -4.45 lower than the previous day. The implied volatity was 37.12, the open interest changed by 14 which increased total open position to 53
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 83.9, which was -4.45 lower than the previous day. The implied volatity was 37.12, the open interest changed by 10 which increased total open position to 53
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 89.25, which was 3.15 higher than the previous day. The implied volatity was 38.93, the open interest changed by 37 which increased total open position to 41
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 86.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 86.1, which was -29.85 lower than the previous day. The implied volatity was 35.39, the open interest changed by 3 which increased total open position to 3
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, 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 115.95, which was 0 lower than the previous day. The implied volatity was 2.36, 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 115.95, which was 0 lower than the previous day. The implied volatity was 3.60, 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 115.95, which was 0 lower than the previous day. The implied volatity was 1.74, 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 115.95, which was 0 lower than the previous day. The implied volatity was 4.21, 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 115.95, which was 0 lower than the previous day. The implied volatity was 4.14, 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 115.95, which was 0 lower than the previous day. The implied volatity was 4.52, 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 115.95, 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
