VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1480 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Nov | 1737.85 | 168.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1694.70 | 168.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 1665.05 | 168.65 | -186.75 | - | 1 | 0.5 | 0.5 | |||
| 1 Nov | 1642.85 | 355.4 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1649.50 | 355.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1697.90 | 355.4 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1480 expiring on 28NOV2024
Delta for 1480 CE is 0.00
Historical price for 1480 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 168.65, which was 0.00 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 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 168.65, which was 0.00 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 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1695.95. The strike last trading price was 168.65, which was 0.00 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 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 168.65, which was 0.00 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1699.60. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1754.10. The strike last trading price was 168.65, which was 0.00 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 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1766.95. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1737.85. The strike last trading price was 168.65, which was 0.00 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 Nov VOLTAS was trading at 1694.70. The strike last trading price was 168.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 168.65, which was -186.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 355.4, 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 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 355.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 355.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1480 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.16
Theta: -0.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 1.45 | 0.35 | 50.64 | 3.5 | -1.5 | 42.5 |
| 20 Nov | 1686.75 | 1.1 | 0.00 | 42.79 | 15.5 | -2.5 | 45.5 |
| 19 Nov | 1686.75 | 1.1 | -0.20 | 42.79 | 15.5 | -1 | 45.5 |
| 18 Nov | 1695.95 | 1.3 | -0.35 | 43.43 | 9 | 3.5 | 45 |
| 14 Nov | 1708.60 | 1.65 | -0.95 | 40.49 | 27.5 | 5 | 41.5 |
| 13 Nov | 1685.40 | 2.6 | 1.40 | 39.77 | 19.5 | 0 | 36.5 |
| 12 Nov | 1699.60 | 1.2 | 0.00 | 34.19 | 0.5 | 0 | 36.5 |
| 11 Nov | 1754.10 | 1.2 | 0.00 | 0.00 | 0 | -1.5 | 0 |
| 8 Nov | 1766.00 | 1.2 | -0.60 | 37.38 | 7.5 | 0 | 38 |
| 7 Nov | 1766.95 | 1.8 | 0.15 | 40.98 | 9 | -0.5 | 40 |
| 6 Nov | 1737.85 | 1.65 | -2.50 | 36.04 | 36.5 | -11.5 | 44 |
| 5 Nov | 1694.70 | 4.15 | -2.00 | 36.07 | 113 | -34.5 | 55.5 |
| 4 Nov | 1665.05 | 6.15 | -3.25 | 36.12 | 228 | 44.5 | 90 |
| 1 Nov | 1642.85 | 9.4 | 2.70 | 35.95 | 53.5 | -32 | 40 |
| 31 Oct | 1649.50 | 6.7 | 1.15 | - | 209 | 54 | 73 |
| 30 Oct | 1697.90 | 5.55 | - | 25 | 18 | 18 | |
For Voltas Ltd - strike price 1480 expiring on 28NOV2024
Delta for 1480 PE is -0.03
Historical price for 1480 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 50.64, the open interest changed by -3 which decreased total open position to 85
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 42.79, the open interest changed by -5 which decreased total open position to 91
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.1, which was -0.20 lower than the previous day. The implied volatity was 42.79, the open interest changed by -2 which decreased total open position to 91
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 43.43, the open interest changed by 7 which increased total open position to 90
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 40.49, the open interest changed by 10 which increased total open position to 83
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 2.6, which was 1.40 higher than the previous day. The implied volatity was 39.77, the open interest changed by 0 which decreased total open position to 73
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 34.19, the open interest changed by 0 which decreased total open position to 73
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 1.2, which was -0.60 lower than the previous day. The implied volatity was 37.38, the open interest changed by 0 which decreased total open position to 76
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 1.8, which was 0.15 higher than the previous day. The implied volatity was 40.98, the open interest changed by -1 which decreased total open position to 80
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 1.65, which was -2.50 lower than the previous day. The implied volatity was 36.04, the open interest changed by -23 which decreased total open position to 88
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 4.15, which was -2.00 lower than the previous day. The implied volatity was 36.07, the open interest changed by -69 which decreased total open position to 111
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 6.15, which was -3.25 lower than the previous day. The implied volatity was 36.12, the open interest changed by 89 which increased total open position to 180
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 9.4, which was 2.70 higher than the previous day. The implied volatity was 35.95, the open interest changed by -64 which decreased total open position to 80
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 6.7, which was 1.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
