VOLTAS
Voltas Ltd
Historical option data for VOLTAS
18 Mar 2026 04:12 PM IST
| VOLTAS 30-MAR-2026 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 1.02
Theta: -1.5
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 18 Mar | 1422.60 | 35.75 | 0.9 | 30.47 | 2,841 | 62 | 666 | |||||||||
| 17 Mar | 1420.40 | 35.5 | -2 | 32.77 | 1,981 | 137 | 596 | |||||||||
| 16 Mar | 1406.40 | 34.8 | -12.5 | 35.34 | 2,251 | 7 | 461 | |||||||||
| 13 Mar | 1414.20 | 44.45 | -25.65 | 39.45 | 2,600 | 164 | 456 | |||||||||
| 12 Mar | 1449.40 | 68.4 | -13.5 | 38.62 | 564 | 45 | 295 | |||||||||
| 11 Mar | 1471.40 | 79.75 | 9.4 | 35.24 | 329 | 38 | 249 | |||||||||
| 10 Mar | 1448.90 | 74 | 6.95 | 37.97 | 321 | -21 | 216 | |||||||||
| 9 Mar | 1436.50 | 65 | -25.6 | 38.6 | 806 | 66 | 236 | |||||||||
| 6 Mar | 1478.40 | 90.6 | -1.5 | 32.69 | 69 | 9 | 173 | |||||||||
| 5 Mar | 1485.30 | 91.1 | 21.5 | 29.34 | 350 | 58 | 168 | |||||||||
| 4 Mar | 1438.90 | 68.85 | -37.3 | 38.48 | 191 | 81 | 108 | |||||||||
| 2 Mar | 1499.10 | 106.3 | -38.05 | 29.72 | 43 | 17 | 27 | |||||||||
| 27 Feb | 1561.30 | 143.65 | 13.65 | - | 23 | 0 | 10 | |||||||||
| 26 Feb | 1544.50 | 143.65 | 13.65 | 22.43 | 23 | 5 | 12 | |||||||||
| 25 Feb | 1522.40 | 130 | 7.4 | - | 0 | 0 | 7 | |||||||||
| 24 Feb | 1538.00 | 130 | 7.4 | - | 0 | 0 | 7 | |||||||||
|
|
||||||||||||||||
| 23 Feb | 1538.20 | 130 | 7.4 | 20.32 | 1 | 0 | 7 | |||||||||
| 20 Feb | 1546.90 | 122.6 | -15.4 | 16.03 | 1 | 0 | 6 | |||||||||
| 19 Feb | 1512.70 | 138 | 7.35 | - | 0 | 0 | 6 | |||||||||
| 18 Feb | 1543.40 | 138 | 7.35 | - | 0 | 0 | 6 | |||||||||
| 17 Feb | 1529.70 | 138 | 7.35 | 24.83 | 2 | 0 | 6 | |||||||||
| 16 Feb | 1530.60 | 130.65 | 60.65 | - | 0 | 0 | 6 | |||||||||
| 13 Feb | 1525.40 | 130.65 | 60.65 | - | 0 | 0 | 6 | |||||||||
| 12 Feb | 1535.80 | 130.65 | 60.65 | 15.12 | 2 | 1 | 5 | |||||||||
| 11 Feb | 1506.50 | 70 | 15 | - | 0 | 0 | 4 | |||||||||
| 10 Feb | 1475.60 | 70 | 15 | - | 0 | 0 | 4 | |||||||||
| 9 Feb | 1502.90 | 70 | 15 | 11.43 | 1 | 0 | 5 | |||||||||
| 6 Feb | 1435.00 | 55 | 33.5 | 16.25 | 1 | 0 | 5 | |||||||||
| 5 Feb | 1426.80 | 21.5 | -28.1 | - | 0 | 0 | 5 | |||||||||
| 4 Feb | 1419.50 | 21.5 | -28.1 | - | 0 | 0 | 5 | |||||||||
| 3 Feb | 1366.90 | 21.5 | -28.1 | - | 0 | 0 | 5 | |||||||||
| 2 Feb | 1326.80 | 21.5 | -28.1 | 23.23 | 17 | 5 | 5 | |||||||||
| 1 Feb | 1294.80 | 49.6 | 0 | 5.31 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1327.90 | 49.6 | 0 | 3.51 | 0 | 0 | 0 | |||||||||
| 29 Jan | 1349.10 | 49.6 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 28 Jan | 1372.90 | 49.6 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1420 expiring on 30MAR2026
Delta for 1420 CE is 0.55
Historical price for 1420 CE is as follows
On 18 Mar VOLTAS was trading at 1422.60. The strike last trading price was 35.75, which was 0.9 higher than the previous day. The implied volatity was 30.47, the open interest changed by 62 which increased total open position to 666
On 17 Mar VOLTAS was trading at 1420.40. The strike last trading price was 35.5, which was -2 lower than the previous day. The implied volatity was 32.77, the open interest changed by 137 which increased total open position to 596
On 16 Mar VOLTAS was trading at 1406.40. The strike last trading price was 34.8, which was -12.5 lower than the previous day. The implied volatity was 35.34, the open interest changed by 7 which increased total open position to 461
On 13 Mar VOLTAS was trading at 1414.20. The strike last trading price was 44.45, which was -25.65 lower than the previous day. The implied volatity was 39.45, the open interest changed by 164 which increased total open position to 456
On 12 Mar VOLTAS was trading at 1449.40. The strike last trading price was 68.4, which was -13.5 lower than the previous day. The implied volatity was 38.62, the open interest changed by 45 which increased total open position to 295
On 11 Mar VOLTAS was trading at 1471.40. The strike last trading price was 79.75, which was 9.4 higher than the previous day. The implied volatity was 35.24, the open interest changed by 38 which increased total open position to 249
On 10 Mar VOLTAS was trading at 1448.90. The strike last trading price was 74, which was 6.95 higher than the previous day. The implied volatity was 37.97, the open interest changed by -21 which decreased total open position to 216
On 9 Mar VOLTAS was trading at 1436.50. The strike last trading price was 65, which was -25.6 lower than the previous day. The implied volatity was 38.6, the open interest changed by 66 which increased total open position to 236
On 6 Mar VOLTAS was trading at 1478.40. The strike last trading price was 90.6, which was -1.5 lower than the previous day. The implied volatity was 32.69, the open interest changed by 9 which increased total open position to 173
On 5 Mar VOLTAS was trading at 1485.30. The strike last trading price was 91.1, which was 21.5 higher than the previous day. The implied volatity was 29.34, the open interest changed by 58 which increased total open position to 168
On 4 Mar VOLTAS was trading at 1438.90. The strike last trading price was 68.85, which was -37.3 lower than the previous day. The implied volatity was 38.48, the open interest changed by 81 which increased total open position to 108
On 2 Mar VOLTAS was trading at 1499.10. The strike last trading price was 106.3, which was -38.05 lower than the previous day. The implied volatity was 29.72, the open interest changed by 17 which increased total open position to 27
On 27 Feb VOLTAS was trading at 1561.30. The strike last trading price was 143.65, which was 13.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 26 Feb VOLTAS was trading at 1544.50. The strike last trading price was 143.65, which was 13.65 higher than the previous day. The implied volatity was 22.43, the open interest changed by 5 which increased total open position to 12
On 25 Feb VOLTAS was trading at 1522.40. The strike last trading price was 130, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 24 Feb VOLTAS was trading at 1538.00. The strike last trading price was 130, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Feb VOLTAS was trading at 1538.20. The strike last trading price was 130, which was 7.4 higher than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 7
On 20 Feb VOLTAS was trading at 1546.90. The strike last trading price was 122.6, which was -15.4 lower than the previous day. The implied volatity was 16.03, the open interest changed by 0 which decreased total open position to 6
On 19 Feb VOLTAS was trading at 1512.70. The strike last trading price was 138, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 18 Feb VOLTAS was trading at 1543.40. The strike last trading price was 138, which was 7.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Feb VOLTAS was trading at 1529.70. The strike last trading price was 138, which was 7.35 higher than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 6
On 16 Feb VOLTAS was trading at 1530.60. The strike last trading price was 130.65, which was 60.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Feb VOLTAS was trading at 1525.40. The strike last trading price was 130.65, which was 60.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb VOLTAS was trading at 1535.80. The strike last trading price was 130.65, which was 60.65 higher than the previous day. The implied volatity was 15.12, the open interest changed by 1 which increased total open position to 5
On 11 Feb VOLTAS was trading at 1506.50. The strike last trading price was 70, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Feb VOLTAS was trading at 1475.60. The strike last trading price was 70, which was 15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Feb VOLTAS was trading at 1502.90. The strike last trading price was 70, which was 15 higher than the previous day. The implied volatity was 11.43, the open interest changed by 0 which decreased total open position to 5
On 6 Feb VOLTAS was trading at 1435.00. The strike last trading price was 55, which was 33.5 higher than the previous day. The implied volatity was 16.25, the open interest changed by 0 which decreased total open position to 5
On 5 Feb VOLTAS was trading at 1426.80. The strike last trading price was 21.5, which was -28.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Feb VOLTAS was trading at 1419.50. The strike last trading price was 21.5, which was -28.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 3 Feb VOLTAS was trading at 1366.90. The strike last trading price was 21.5, which was -28.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb VOLTAS was trading at 1326.80. The strike last trading price was 21.5, which was -28.1 lower than the previous day. The implied volatity was 23.23, the open interest changed by 5 which increased total open position to 5
On 1 Feb VOLTAS was trading at 1294.80. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 5.31, the open interest changed by 0 which decreased total open position to 0
On 30 Jan VOLTAS was trading at 1327.90. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 3.51, the open interest changed by 0 which decreased total open position to 0
On 29 Jan VOLTAS was trading at 1349.10. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 28 Jan VOLTAS was trading at 1372.90. The strike last trading price was 49.6, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30MAR2026 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 1.02
Theta: -1.47
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 18 Mar | 1422.60 | 35.8 | -11 | 38.9 | 1,434 | 118 | 566 |
| 17 Mar | 1420.40 | 47.05 | -14.05 | 44.7 | 529 | 14 | 450 |
| 16 Mar | 1406.40 | 66.55 | -0.3 | 56.46 | 1,139 | -67 | 438 |
| 13 Mar | 1414.20 | 70.65 | 26.4 | 55.3 | 1,249 | -167 | 506 |
| 12 Mar | 1449.40 | 44.6 | 6.9 | 47.75 | 863 | -23 | 679 |
| 11 Mar | 1471.40 | 38.6 | -0.35 | 47.92 | 1,092 | -35 | 705 |
| 10 Mar | 1448.90 | 36.6 | -19.55 | 40.93 | 494 | -4 | 741 |
| 9 Mar | 1436.50 | 56.15 | 25.6 | 49.32 | 1,189 | 197 | 742 |
| 6 Mar | 1478.40 | 29.8 | 5.3 | 39.22 | 429 | -19 | 546 |
| 5 Mar | 1485.30 | 25.75 | -28.2 | 36.51 | 1,002 | -76 | 567 |
| 4 Mar | 1438.90 | 55.1 | 29.35 | 42.84 | 675 | 255 | 641 |
| 2 Mar | 1499.10 | 24.6 | 14.65 | 36.91 | 914 | 202 | 389 |
| 27 Feb | 1561.30 | 10.5 | -0.8 | 32.71 | 189 | -28 | 188 |
| 26 Feb | 1544.50 | 12.35 | -4.7 | 32.72 | 95 | 36 | 215 |
| 25 Feb | 1522.40 | 16.1 | -5.55 | 32.46 | 219 | 88 | 179 |
| 24 Feb | 1538.00 | 21.35 | 0.65 | 37.93 | 56 | 17 | 88 |
| 23 Feb | 1538.20 | 21 | 3.1 | 36.89 | 42 | 9 | 71 |
| 20 Feb | 1546.90 | 18.75 | -3.95 | 34.86 | 43 | -9 | 61 |
| 19 Feb | 1512.70 | 25.05 | 8 | 33.61 | 53 | 21 | 70 |
| 18 Feb | 1543.40 | 17.05 | -4.7 | 32.72 | 42 | 28 | 45 |
| 17 Feb | 1529.70 | 21.75 | -3.55 | - | 0 | 0 | 17 |
| 16 Feb | 1530.60 | 21.75 | -3.55 | - | 0 | 0 | 17 |
| 13 Feb | 1525.40 | 21.75 | -3.55 | - | 0 | 0 | 17 |
| 12 Feb | 1535.80 | 21.75 | -3.55 | 32.92 | 16 | 15 | 16 |
| 11 Feb | 1506.50 | 25.3 | -98.85 | - | 0 | 0 | 1 |
| 10 Feb | 1475.60 | 25.3 | -98.85 | 26.41 | 5 | 1 | 1 |
| 9 Feb | 1502.90 | 124.15 | 0 | 5.12 | 0 | 0 | 0 |
| 6 Feb | 1435.00 | 124.15 | 0 | 1.35 | 0 | 0 | 0 |
| 5 Feb | 1426.80 | 124.15 | 0 | 1.46 | 0 | 0 | 0 |
| 4 Feb | 1419.50 | 124.15 | 0 | 0.95 | 0 | 0 | 0 |
| 3 Feb | 1366.90 | 124.15 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1326.80 | 124.15 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1294.80 | 124.15 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1327.90 | 124.15 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1349.10 | 124.15 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1372.90 | 124.15 | 0 | 0 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1420 expiring on 30MAR2026
Delta for 1420 PE is -0.45
Historical price for 1420 PE is as follows
On 18 Mar VOLTAS was trading at 1422.60. The strike last trading price was 35.8, which was -11 lower than the previous day. The implied volatity was 38.9, the open interest changed by 118 which increased total open position to 566
On 17 Mar VOLTAS was trading at 1420.40. The strike last trading price was 47.05, which was -14.05 lower than the previous day. The implied volatity was 44.7, the open interest changed by 14 which increased total open position to 450
On 16 Mar VOLTAS was trading at 1406.40. The strike last trading price was 66.55, which was -0.3 lower than the previous day. The implied volatity was 56.46, the open interest changed by -67 which decreased total open position to 438
On 13 Mar VOLTAS was trading at 1414.20. The strike last trading price was 70.65, which was 26.4 higher than the previous day. The implied volatity was 55.3, the open interest changed by -167 which decreased total open position to 506
On 12 Mar VOLTAS was trading at 1449.40. The strike last trading price was 44.6, which was 6.9 higher than the previous day. The implied volatity was 47.75, the open interest changed by -23 which decreased total open position to 679
On 11 Mar VOLTAS was trading at 1471.40. The strike last trading price was 38.6, which was -0.35 lower than the previous day. The implied volatity was 47.92, the open interest changed by -35 which decreased total open position to 705
On 10 Mar VOLTAS was trading at 1448.90. The strike last trading price was 36.6, which was -19.55 lower than the previous day. The implied volatity was 40.93, the open interest changed by -4 which decreased total open position to 741
On 9 Mar VOLTAS was trading at 1436.50. The strike last trading price was 56.15, which was 25.6 higher than the previous day. The implied volatity was 49.32, the open interest changed by 197 which increased total open position to 742
On 6 Mar VOLTAS was trading at 1478.40. The strike last trading price was 29.8, which was 5.3 higher than the previous day. The implied volatity was 39.22, the open interest changed by -19 which decreased total open position to 546
On 5 Mar VOLTAS was trading at 1485.30. The strike last trading price was 25.75, which was -28.2 lower than the previous day. The implied volatity was 36.51, the open interest changed by -76 which decreased total open position to 567
On 4 Mar VOLTAS was trading at 1438.90. The strike last trading price was 55.1, which was 29.35 higher than the previous day. The implied volatity was 42.84, the open interest changed by 255 which increased total open position to 641
On 2 Mar VOLTAS was trading at 1499.10. The strike last trading price was 24.6, which was 14.65 higher than the previous day. The implied volatity was 36.91, the open interest changed by 202 which increased total open position to 389
On 27 Feb VOLTAS was trading at 1561.30. The strike last trading price was 10.5, which was -0.8 lower than the previous day. The implied volatity was 32.71, the open interest changed by -28 which decreased total open position to 188
On 26 Feb VOLTAS was trading at 1544.50. The strike last trading price was 12.35, which was -4.7 lower than the previous day. The implied volatity was 32.72, the open interest changed by 36 which increased total open position to 215
On 25 Feb VOLTAS was trading at 1522.40. The strike last trading price was 16.1, which was -5.55 lower than the previous day. The implied volatity was 32.46, the open interest changed by 88 which increased total open position to 179
On 24 Feb VOLTAS was trading at 1538.00. The strike last trading price was 21.35, which was 0.65 higher than the previous day. The implied volatity was 37.93, the open interest changed by 17 which increased total open position to 88
On 23 Feb VOLTAS was trading at 1538.20. The strike last trading price was 21, which was 3.1 higher than the previous day. The implied volatity was 36.89, the open interest changed by 9 which increased total open position to 71
On 20 Feb VOLTAS was trading at 1546.90. The strike last trading price was 18.75, which was -3.95 lower than the previous day. The implied volatity was 34.86, the open interest changed by -9 which decreased total open position to 61
On 19 Feb VOLTAS was trading at 1512.70. The strike last trading price was 25.05, which was 8 higher than the previous day. The implied volatity was 33.61, the open interest changed by 21 which increased total open position to 70
On 18 Feb VOLTAS was trading at 1543.40. The strike last trading price was 17.05, which was -4.7 lower than the previous day. The implied volatity was 32.72, the open interest changed by 28 which increased total open position to 45
On 17 Feb VOLTAS was trading at 1529.70. The strike last trading price was 21.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Feb VOLTAS was trading at 1530.60. The strike last trading price was 21.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 13 Feb VOLTAS was trading at 1525.40. The strike last trading price was 21.75, which was -3.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 12 Feb VOLTAS was trading at 1535.80. The strike last trading price was 21.75, which was -3.55 lower than the previous day. The implied volatity was 32.92, the open interest changed by 15 which increased total open position to 16
On 11 Feb VOLTAS was trading at 1506.50. The strike last trading price was 25.3, which was -98.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Feb VOLTAS was trading at 1475.60. The strike last trading price was 25.3, which was -98.85 lower than the previous day. The implied volatity was 26.41, the open interest changed by 1 which increased total open position to 1
On 9 Feb VOLTAS was trading at 1502.90. The strike last trading price was 124.15, 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 6 Feb VOLTAS was trading at 1435.00. The strike last trading price was 124.15, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 5 Feb VOLTAS was trading at 1426.80. The strike last trading price was 124.15, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 4 Feb VOLTAS was trading at 1419.50. The strike last trading price was 124.15, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 3 Feb VOLTAS was trading at 1366.90. The strike last trading price was 124.15, 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 2 Feb VOLTAS was trading at 1326.80. The strike last trading price was 124.15, 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 1294.80. The strike last trading price was 124.15, 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 30 Jan VOLTAS was trading at 1327.90. The strike last trading price was 124.15, 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 29 Jan VOLTAS was trading at 1349.10. The strike last trading price was 124.15, 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 28 Jan VOLTAS was trading at 1372.90. The strike last trading price was 124.15, 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 0
