VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1460 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 0.93
Theta: -1.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 15.9 | -18.75 | 33.98 | 3,777 | 277 | 1,640 | |||
| 12 Mar | 1445.45 | 35.35 | 11.95 | 33.85 | 6,043 | 393 | 1,365 | |||
| 11 Mar | 1406.10 | 25 | 3.55 | 35.45 | 1,410 | -12 | 972 | |||
| 10 Mar | 1397.75 | 20.2 | -3.4 | 35.55 | 3,130 | 205 | 986 | |||
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| 7 Mar | 1405.45 | 23 | -2.15 | 31.25 | 1,018 | -15 | 781 | |||
| 6 Mar | 1406.25 | 24.6 | 1.75 | 32.07 | 2,043 | -1 | 792 | |||
| 5 Mar | 1387.80 | 23.25 | -4.75 | 33.53 | 1,857 | 30 | 796 | |||
| 4 Mar | 1409.55 | 27.3 | 7.95 | 31.27 | 2,708 | 158 | 766 | |||
| 3 Mar | 1366.15 | 19.4 | 10.05 | 34.97 | 2,332 | 391 | 608 | |||
| 28 Feb | 1320.10 | 9.25 | -2.45 | 32.28 | 651 | 82 | 228 | |||
| 27 Feb | 1312.65 | 11.35 | 4.1 | 36.15 | 371 | 17 | 146 | |||
| 26 Feb | 1279.00 | 7.2 | -0.2 | 35.15 | 325 | 50 | 129 | |||
| 25 Feb | 1277.70 | 7.2 | -0.2 | 35.15 | 325 | 50 | 129 | |||
| 24 Feb | 1277.15 | 7.45 | -0.1 | 35.43 | 132 | 76 | 81 | |||
| 21 Feb | 1269.00 | 7.55 | -20.1 | 36.20 | 7 | 0 | 0 | |||
| 20 Feb | 1279.15 | 27.65 | 0 | 10.27 | 0 | 0 | 0 | |||
| 19 Feb | 1284.10 | 27.65 | 0 | 9.83 | 0 | 0 | 0 | |||
| 18 Feb | 1226.85 | 27.65 | 0 | 13.45 | 0 | 0 | 0 | |||
| 17 Feb | 1241.60 | 27.65 | 0 | 12.23 | 0 | 0 | 0 | |||
| 14 Feb | 1213.85 | 27.65 | 0 | 13.45 | 0 | 0 | 0 | |||
| 13 Feb | 1248.55 | 27.65 | 0 | 10.79 | 0 | 0 | 0 | |||
| 12 Feb | 1299.15 | 27.65 | 0 | 8.06 | 0 | 0 | 0 | |||
| 11 Feb | 1292.65 | 27.65 | 0 | 8.18 | 0 | 0 | 0 | |||
| 10 Feb | 1368.40 | 27.65 | 0 | 4.47 | 0 | 0 | 0 | |||
| 7 Feb | 1383.25 | 27.65 | 0 | 3.04 | 0 | 0 | 0 | |||
| 6 Feb | 1351.70 | 27.65 | 0 | 4.77 | 0 | 0 | 0 | |||
| 5 Feb | 1394.50 | 27.65 | 0 | 2.28 | 0 | 0 | 0 | |||
| 4 Feb | 1400.60 | 27.65 | 0 | 2.29 | 0 | 0 | 0 | |||
For Voltas Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 CE is 0.28
Historical price for 1460 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 15.9, which was -18.75 lower than the previous day. The implied volatity was 33.98, the open interest changed by 277 which increased total open position to 1640
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 35.35, which was 11.95 higher than the previous day. The implied volatity was 33.85, the open interest changed by 393 which increased total open position to 1365
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 25, which was 3.55 higher than the previous day. The implied volatity was 35.45, the open interest changed by -12 which decreased total open position to 972
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 20.2, which was -3.4 lower than the previous day. The implied volatity was 35.55, the open interest changed by 205 which increased total open position to 986
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 23, which was -2.15 lower than the previous day. The implied volatity was 31.25, the open interest changed by -15 which decreased total open position to 781
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 24.6, which was 1.75 higher than the previous day. The implied volatity was 32.07, the open interest changed by -1 which decreased total open position to 792
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 23.25, which was -4.75 lower than the previous day. The implied volatity was 33.53, the open interest changed by 30 which increased total open position to 796
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 27.3, which was 7.95 higher than the previous day. The implied volatity was 31.27, the open interest changed by 158 which increased total open position to 766
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 19.4, which was 10.05 higher than the previous day. The implied volatity was 34.97, the open interest changed by 391 which increased total open position to 608
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 9.25, which was -2.45 lower than the previous day. The implied volatity was 32.28, the open interest changed by 82 which increased total open position to 228
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 11.35, which was 4.1 higher than the previous day. The implied volatity was 36.15, the open interest changed by 17 which increased total open position to 146
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 7.2, which was -0.2 lower than the previous day. The implied volatity was 35.15, the open interest changed by 50 which increased total open position to 129
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 7.2, which was -0.2 lower than the previous day. The implied volatity was 35.15, the open interest changed by 50 which increased total open position to 129
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 7.45, which was -0.1 lower than the previous day. The implied volatity was 35.43, the open interest changed by 76 which increased total open position to 81
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 7.55, which was -20.1 lower than the previous day. The implied volatity was 36.20, the open interest changed by 0 which decreased total open position to 0
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 10.27, the open interest changed by 0 which decreased total open position to 0
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 27.65, which was 0 lower than the previous day. The implied volatity was 9.83, 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 27.65, which was 0 lower than the previous day. The implied volatity was 13.45, 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 27.65, which was 0 lower than the previous day. The implied volatity was 12.23, 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 27.65, which was 0 lower than the previous day. The implied volatity was 13.45, 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 27.65, which was 0 lower than the previous day. The implied volatity was 10.79, 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 27.65, which was 0 lower than the previous day. The implied volatity was 8.06, 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 27.65, which was 0 lower than the previous day. The implied volatity was 8.18, 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 27.65, which was 0 lower than the previous day. The implied volatity was 4.47, 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 27.65, which was 0 lower than the previous day. The implied volatity was 3.04, 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 27.65, which was 0 lower than the previous day. The implied volatity was 4.77, 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 27.65, which was 0 lower than the previous day. The implied volatity was 2.28, 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 27.65, which was 0 lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 27MAR2025 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.67
Vega: 0.99
Theta: -1.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 81 | 33 | 42.13 | 322 | -31 | 173 |
| 12 Mar | 1445.45 | 47.9 | -25.1 | 36.92 | 615 | 111 | 203 |
| 11 Mar | 1406.10 | 73 | -11.7 | 41.59 | 100 | 16 | 92 |
| 10 Mar | 1397.75 | 86.3 | 8.75 | 41.92 | 271 | -1 | 80 |
| 7 Mar | 1405.45 | 76.85 | -1.5 | 38.39 | 3 | -1 | 81 |
| 6 Mar | 1406.25 | 78 | -18 | 37.88 | 63 | 16 | 83 |
| 5 Mar | 1387.80 | 96 | 8.35 | 45.02 | 103 | 23 | 66 |
| 4 Mar | 1409.55 | 88 | -28.05 | 45.80 | 29 | 19 | 41 |
| 3 Mar | 1366.15 | 116.05 | -56.7 | 46.19 | 12 | 6 | 22 |
| 28 Feb | 1320.10 | 172.75 | -7.25 | 63.99 | 1 | 15 | 15 |
| 27 Feb | 1312.65 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 1279.00 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 1277.70 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 1277.15 | 180 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 1269.00 | 180 | 0 | 0.00 | 0 | 1 | 0 |
| 20 Feb | 1279.15 | 180 | -60 | 35.47 | 1 | 0 | 14 |
| 19 Feb | 1284.10 | 240 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 1226.85 | 240 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 1241.60 | 240 | 0 | 0.00 | 0 | 4 | 0 |
| 14 Feb | 1213.85 | 240 | 115 | 37.80 | 4 | 0 | 10 |
| 13 Feb | 1248.55 | 125 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 1299.15 | 125 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 1292.65 | 125 | 0 | 0.00 | 0 | 10 | 0 |
| 10 Feb | 1368.40 | 125 | -77.15 | 41.83 | 10 | 8 | 8 |
| 7 Feb | 1383.25 | 202.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 202.15 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1394.50 | 202.15 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1400.60 | 202.15 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1460 expiring on 27MAR2025
Delta for 1460 PE is -0.67
Historical price for 1460 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 81, which was 33 higher than the previous day. The implied volatity was 42.13, the open interest changed by -31 which decreased total open position to 173
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 47.9, which was -25.1 lower than the previous day. The implied volatity was 36.92, the open interest changed by 111 which increased total open position to 203
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 73, which was -11.7 lower than the previous day. The implied volatity was 41.59, the open interest changed by 16 which increased total open position to 92
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 86.3, which was 8.75 higher than the previous day. The implied volatity was 41.92, the open interest changed by -1 which decreased total open position to 80
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 76.85, which was -1.5 lower than the previous day. The implied volatity was 38.39, the open interest changed by -1 which decreased total open position to 81
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 78, which was -18 lower than the previous day. The implied volatity was 37.88, the open interest changed by 16 which increased total open position to 83
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 96, which was 8.35 higher than the previous day. The implied volatity was 45.02, the open interest changed by 23 which increased total open position to 66
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 88, which was -28.05 lower than the previous day. The implied volatity was 45.80, the open interest changed by 19 which increased total open position to 41
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 116.05, which was -56.7 lower than the previous day. The implied volatity was 46.19, the open interest changed by 6 which increased total open position to 22
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 172.75, which was -7.25 lower than the previous day. The implied volatity was 63.99, the open interest changed by 15 which increased total open position to 15
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 180, 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 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 180, 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 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 180, 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 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 180, 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 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 180, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 180, which was -60 lower than the previous day. The implied volatity was 35.47, the open interest changed by 0 which decreased total open position to 14
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 240, 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 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 240, 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 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 240, 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 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 240, which was 115 higher than the previous day. The implied volatity was 37.80, the open interest changed by 0 which decreased total open position to 10
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 125, 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 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 125, 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 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 125, which was -77.15 lower than the previous day. The implied volatity was 41.83, the open interest changed by 8 which increased total open position to 8
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 202.15, 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 202.15, 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 202.15, 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 202.15, 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
