VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:22 AM IST
| VOLTAS 26DEC2024 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1791.50 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1797.20 | 275 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1766.55 | 275 | 102.00 | 42.04 | 1 | 0 | 1 | |||
| 9 Dec | 1764.35 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1710.90 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1667.90 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1688.30 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Dec | 1688.15 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1721.10 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1658.25 | 173 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1647.25 | 173 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 1663.10 | 173 | 4.55 | - | 1 | 0 | 0 | |||
| 26 Nov | 1674.10 | 168.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1644.25 | 168.45 | 38.25 | 2 | 1 | 1 | ||||
For Voltas Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 CE is 0.00
Historical price for 1500 CE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 275, 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 Dec VOLTAS was trading at 1797.20. The strike last trading price was 275, 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 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 275, which was 102.00 higher than the previous day. The implied volatity was 42.04, the open interest changed by 0 which decreased total open position to 1
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 173, 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 Dec VOLTAS was trading at 1710.90. The strike last trading price was 173, 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 Dec VOLTAS was trading at 1667.90. The strike last trading price was 173, 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 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 173, 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 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 173, 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 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 173, 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 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 173, 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 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 173, which was 0.00 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 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 173, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 168.45, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 168.45, which was lower than the previous day. The implied volatity was 38.25, the open interest changed by 1 which increased total open position to 1
| VOLTAS 26DEC2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.14
Theta: -0.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1791.50 | 0.9 | -0.35 | 43.70 | 405 | 11 | 252 |
| 11 Dec | 1797.20 | 1.25 | -0.10 | 45.32 | 117 | -25 | 241 |
| 10 Dec | 1766.55 | 1.35 | -0.25 | 41.35 | 51 | -5 | 265 |
| 9 Dec | 1764.35 | 1.6 | -0.70 | 40.67 | 138 | -38 | 269 |
| 6 Dec | 1710.90 | 2.3 | -0.60 | 34.64 | 189 | 8 | 300 |
| 5 Dec | 1667.90 | 2.9 | -0.35 | 30.15 | 278 | 26 | 292 |
| 4 Dec | 1688.30 | 3.25 | 0.15 | 32.52 | 233 | -16 | 265 |
| 3 Dec | 1688.15 | 3.1 | -0.15 | 31.70 | 355 | 19 | 279 |
| 2 Dec | 1721.10 | 3.25 | -3.25 | 35.00 | 348 | 40 | 251 |
| 29 Nov | 1658.25 | 6.5 | -2.50 | 31.20 | 503 | 4 | 213 |
| 28 Nov | 1647.25 | 9 | -0.40 | 32.10 | 408 | 37 | 210 |
| 27 Nov | 1663.10 | 9.4 | -0.85 | 34.11 | 216 | 138 | 173 |
| 26 Nov | 1674.10 | 10.25 | -1.90 | 35.50 | 62 | 25 | 32 |
| 25 Nov | 1644.25 | 12.15 | 32.62 | 7 | 6 | 6 | |
For Voltas Ltd - strike price 1500 expiring on 26DEC2024
Delta for 1500 PE is -0.02
Historical price for 1500 PE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 43.70, the open interest changed by 11 which increased total open position to 252
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 45.32, the open interest changed by -25 which decreased total open position to 241
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 41.35, the open interest changed by -5 which decreased total open position to 265
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 1.6, which was -0.70 lower than the previous day. The implied volatity was 40.67, the open interest changed by -38 which decreased total open position to 269
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 2.3, which was -0.60 lower than the previous day. The implied volatity was 34.64, the open interest changed by 8 which increased total open position to 300
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 30.15, the open interest changed by 26 which increased total open position to 292
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 32.52, the open interest changed by -16 which decreased total open position to 265
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 3.1, which was -0.15 lower than the previous day. The implied volatity was 31.70, the open interest changed by 19 which increased total open position to 279
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 3.25, which was -3.25 lower than the previous day. The implied volatity was 35.00, the open interest changed by 40 which increased total open position to 251
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was 31.20, the open interest changed by 4 which increased total open position to 213
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 9, which was -0.40 lower than the previous day. The implied volatity was 32.10, the open interest changed by 37 which increased total open position to 210
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 9.4, which was -0.85 lower than the previous day. The implied volatity was 34.11, the open interest changed by 138 which increased total open position to 173
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 10.25, which was -1.90 lower than the previous day. The implied volatity was 35.50, the open interest changed by 25 which increased total open position to 32
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 12.15, which was lower than the previous day. The implied volatity was 32.62, the open interest changed by 6 which increased total open position to 6
