VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.71
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 8.85 | -11.4 | 35.41 | 5,468 | 420 | 2,189 | |||
| 12 Mar | 1445.45 | 20.8 | 7.3 | 34.19 | 6,795 | -139 | 1,766 | |||
| 11 Mar | 1406.10 | 14.3 | 1.4 | 35.65 | 2,630 | 99 | 1,906 | |||
| 10 Mar | 1397.75 | 12.05 | -1.75 | 36.53 | 4,090 | -48 | 1,807 | |||
| 7 Mar | 1405.45 | 13.6 | -1.7 | 32.13 | 2,178 | 56 | 1,855 | |||
| 6 Mar | 1406.25 | 14.7 | 0.4 | 32.65 | 2,875 | 146 | 1,812 | |||
| 5 Mar | 1387.80 | 14.6 | -2.95 | 34.49 | 4,514 | -56 | 1,646 | |||
| 4 Mar | 1409.55 | 17.6 | 5.45 | 32.64 | 5,624 | 459 | 1,736 | |||
| 3 Mar | 1366.15 | 11.95 | 6.05 | 35.41 | 5,841 | 431 | 1,265 | |||
| 28 Feb | 1320.10 | 5.65 | -1.9 | 33.34 | 1,427 | 147 | 840 | |||
| 27 Feb | 1312.65 | 7.45 | 2.9 | 37.24 | 1,493 | 165 | 693 | |||
| 26 Feb | 1279.00 | 4.7 | -0.35 | 36.34 | 787 | 53 | 529 | |||
| 25 Feb | 1277.70 | 4.7 | -0.35 | 36.34 | 787 | 54 | 529 | |||
| 24 Feb | 1277.15 | 5 | -0.1 | 36.74 | 406 | 70 | 471 | |||
| 21 Feb | 1269.00 | 5.05 | -0.75 | 37.20 | 177 | 41 | 401 | |||
| 20 Feb | 1279.15 | 5.8 | -1.05 | 35.59 | 263 | -55 | 361 | |||
| 19 Feb | 1284.10 | 6.8 | 2.1 | 35.68 | 419 | 21 | 416 | |||
| 18 Feb | 1226.85 | 4.5 | -1.15 | 39.51 | 353 | -29 | 396 | |||
| 17 Feb | 1241.60 | 5.9 | 0.35 | 38.53 | 364 | 56 | 425 | |||
| 14 Feb | 1213.85 | 5.45 | -2.6 | 40.59 | 200 | 91 | 364 | |||
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| 13 Feb | 1248.55 | 7.65 | -4.5 | 38.39 | 196 | 96 | 271 | |||
| 12 Feb | 1299.15 | 11.9 | -0.3 | 35.41 | 24 | 3 | 175 | |||
| 11 Feb | 1292.65 | 12.2 | -12.05 | 35.85 | 142 | 33 | 171 | |||
| 10 Feb | 1368.40 | 24.25 | -1.75 | 34.04 | 41 | 5 | 137 | |||
| 7 Feb | 1383.25 | 26 | -2.6 | 30.05 | 47 | 12 | 129 | |||
| 6 Feb | 1351.70 | 28.65 | -5.35 | 36.83 | 100 | 74 | 117 | |||
| 5 Feb | 1394.50 | 33.95 | 2.45 | 31.58 | 26 | 6 | 43 | |||
| 4 Feb | 1400.60 | 31 | 0.95 | 29.81 | 56 | 34 | 36 | |||
For Voltas Ltd - strike price 1500 expiring on 27MAR2025
Delta for 1500 CE is 0.18
Historical price for 1500 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 8.85, which was -11.4 lower than the previous day. The implied volatity was 35.41, the open interest changed by 420 which increased total open position to 2189
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 20.8, which was 7.3 higher than the previous day. The implied volatity was 34.19, the open interest changed by -139 which decreased total open position to 1766
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 14.3, which was 1.4 higher than the previous day. The implied volatity was 35.65, the open interest changed by 99 which increased total open position to 1906
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 12.05, which was -1.75 lower than the previous day. The implied volatity was 36.53, the open interest changed by -48 which decreased total open position to 1807
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 13.6, which was -1.7 lower than the previous day. The implied volatity was 32.13, the open interest changed by 56 which increased total open position to 1855
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 14.7, which was 0.4 higher than the previous day. The implied volatity was 32.65, the open interest changed by 146 which increased total open position to 1812
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 14.6, which was -2.95 lower than the previous day. The implied volatity was 34.49, the open interest changed by -56 which decreased total open position to 1646
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 17.6, which was 5.45 higher than the previous day. The implied volatity was 32.64, the open interest changed by 459 which increased total open position to 1736
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 11.95, which was 6.05 higher than the previous day. The implied volatity was 35.41, the open interest changed by 431 which increased total open position to 1265
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 5.65, which was -1.9 lower than the previous day. The implied volatity was 33.34, the open interest changed by 147 which increased total open position to 840
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 7.45, which was 2.9 higher than the previous day. The implied volatity was 37.24, the open interest changed by 165 which increased total open position to 693
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 36.34, the open interest changed by 53 which increased total open position to 529
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 4.7, which was -0.35 lower than the previous day. The implied volatity was 36.34, the open interest changed by 54 which increased total open position to 529
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 5, which was -0.1 lower than the previous day. The implied volatity was 36.74, the open interest changed by 70 which increased total open position to 471
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 5.05, which was -0.75 lower than the previous day. The implied volatity was 37.20, the open interest changed by 41 which increased total open position to 401
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 5.8, which was -1.05 lower than the previous day. The implied volatity was 35.59, the open interest changed by -55 which decreased total open position to 361
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 6.8, which was 2.1 higher than the previous day. The implied volatity was 35.68, the open interest changed by 21 which increased total open position to 416
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 4.5, which was -1.15 lower than the previous day. The implied volatity was 39.51, the open interest changed by -29 which decreased total open position to 396
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 5.9, which was 0.35 higher than the previous day. The implied volatity was 38.53, the open interest changed by 56 which increased total open position to 425
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 5.45, which was -2.6 lower than the previous day. The implied volatity was 40.59, the open interest changed by 91 which increased total open position to 364
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 7.65, which was -4.5 lower than the previous day. The implied volatity was 38.39, the open interest changed by 96 which increased total open position to 271
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 11.9, which was -0.3 lower than the previous day. The implied volatity was 35.41, the open interest changed by 3 which increased total open position to 175
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 12.2, which was -12.05 lower than the previous day. The implied volatity was 35.85, the open interest changed by 33 which increased total open position to 171
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 24.25, which was -1.75 lower than the previous day. The implied volatity was 34.04, the open interest changed by 5 which increased total open position to 137
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 26, which was -2.6 lower than the previous day. The implied volatity was 30.05, the open interest changed by 12 which increased total open position to 129
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 28.65, which was -5.35 lower than the previous day. The implied volatity was 36.83, the open interest changed by 74 which increased total open position to 117
On 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 33.95, which was 2.45 higher than the previous day. The implied volatity was 31.58, the open interest changed by 6 which increased total open position to 43
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 31, which was 0.95 higher than the previous day. The implied volatity was 29.81, the open interest changed by 34 which increased total open position to 36
| VOLTAS 27MAR2025 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.76
Vega: 0.86
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 114.5 | 41.4 | 46.24 | 80 | 18 | 452 |
| 12 Mar | 1445.45 | 72.9 | -21.2 | 37.28 | 146 | 16 | 436 |
| 11 Mar | 1406.10 | 94.1 | -23.6 | 34.40 | 39 | -9 | 426 |
| 10 Mar | 1397.75 | 117.5 | 9.45 | 43.63 | 53 | 1 | 434 |
| 7 Mar | 1405.45 | 107.05 | -0.45 | 40.27 | 31 | 3 | 433 |
| 6 Mar | 1406.25 | 108.2 | -18.55 | 39.69 | 74 | 14 | 429 |
| 5 Mar | 1387.80 | 122.8 | 7.05 | 43.86 | 205 | 99 | 414 |
| 4 Mar | 1409.55 | 117.8 | -32.75 | 48.44 | 136 | 13 | 314 |
| 3 Mar | 1366.15 | 150 | -50.7 | 49.88 | 171 | 56 | 300 |
| 28 Feb | 1320.10 | 201 | 15.6 | 62.52 | 33 | -1 | 244 |
| 27 Feb | 1312.65 | 188 | -28.75 | 39.91 | 101 | 51 | 245 |
| 26 Feb | 1279.00 | 218.1 | -1.9 | 43.47 | 67 | 48 | 194 |
| 25 Feb | 1277.70 | 218.1 | -1.9 | 43.47 | 67 | 48 | 194 |
| 24 Feb | 1277.15 | 219.9 | -13.1 | 41.53 | 30 | 27 | 144 |
| 21 Feb | 1269.00 | 233 | 14.7 | 40.17 | 50 | 49 | 116 |
| 20 Feb | 1279.15 | 220 | 0 | 41.58 | 24 | 13 | 66 |
| 19 Feb | 1284.10 | 220 | -68.5 | 46.46 | 45 | 16 | 53 |
| 18 Feb | 1226.85 | 288.5 | 33.5 | 64.06 | 23 | 19 | 35 |
| 17 Feb | 1241.60 | 255 | 18 | 49.35 | 3 | 0 | 13 |
| 14 Feb | 1213.85 | 237 | 0 | 0.00 | 0 | 4 | 0 |
| 13 Feb | 1248.55 | 237 | 33.75 | 29.03 | 4 | 2 | 11 |
| 12 Feb | 1299.15 | 203.25 | 93.25 | 42.44 | 5 | 2 | 6 |
| 11 Feb | 1292.65 | 110 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 1368.40 | 110 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Feb | 1383.25 | 110 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 110 | 0 | 0.00 | 0 | 1 | 0 |
| 5 Feb | 1394.50 | 110 | -16.45 | 28.54 | 1 | 0 | 3 |
| 4 Feb | 1400.60 | 126.45 | -108.45 | 36.68 | 3 | 0 | 0 |
For Voltas Ltd - strike price 1500 expiring on 27MAR2025
Delta for 1500 PE is -0.76
Historical price for 1500 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 114.5, which was 41.4 higher than the previous day. The implied volatity was 46.24, the open interest changed by 18 which increased total open position to 452
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 72.9, which was -21.2 lower than the previous day. The implied volatity was 37.28, the open interest changed by 16 which increased total open position to 436
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 94.1, which was -23.6 lower than the previous day. The implied volatity was 34.40, the open interest changed by -9 which decreased total open position to 426
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 117.5, which was 9.45 higher than the previous day. The implied volatity was 43.63, the open interest changed by 1 which increased total open position to 434
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 107.05, which was -0.45 lower than the previous day. The implied volatity was 40.27, the open interest changed by 3 which increased total open position to 433
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 108.2, which was -18.55 lower than the previous day. The implied volatity was 39.69, the open interest changed by 14 which increased total open position to 429
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 122.8, which was 7.05 higher than the previous day. The implied volatity was 43.86, the open interest changed by 99 which increased total open position to 414
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 117.8, which was -32.75 lower than the previous day. The implied volatity was 48.44, the open interest changed by 13 which increased total open position to 314
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 150, which was -50.7 lower than the previous day. The implied volatity was 49.88, the open interest changed by 56 which increased total open position to 300
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 201, which was 15.6 higher than the previous day. The implied volatity was 62.52, the open interest changed by -1 which decreased total open position to 244
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 188, which was -28.75 lower than the previous day. The implied volatity was 39.91, the open interest changed by 51 which increased total open position to 245
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 218.1, which was -1.9 lower than the previous day. The implied volatity was 43.47, the open interest changed by 48 which increased total open position to 194
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 218.1, which was -1.9 lower than the previous day. The implied volatity was 43.47, the open interest changed by 48 which increased total open position to 194
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 219.9, which was -13.1 lower than the previous day. The implied volatity was 41.53, the open interest changed by 27 which increased total open position to 144
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 233, which was 14.7 higher than the previous day. The implied volatity was 40.17, the open interest changed by 49 which increased total open position to 116
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was 41.58, the open interest changed by 13 which increased total open position to 66
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 220, which was -68.5 lower than the previous day. The implied volatity was 46.46, the open interest changed by 16 which increased total open position to 53
On 18 Feb VOLTAS was trading at 1226.85. The strike last trading price was 288.5, which was 33.5 higher than the previous day. The implied volatity was 64.06, the open interest changed by 19 which increased total open position to 35
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 255, which was 18 higher than the previous day. The implied volatity was 49.35, the open interest changed by 0 which decreased total open position to 13
On 14 Feb VOLTAS was trading at 1213.85. The strike last trading price was 237, 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 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 237, which was 33.75 higher than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 11
On 12 Feb VOLTAS was trading at 1299.15. The strike last trading price was 203.25, which was 93.25 higher than the previous day. The implied volatity was 42.44, the open interest changed by 2 which increased total open position to 6
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 110, 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 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 110, 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 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 110, 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 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 110, 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 5 Feb VOLTAS was trading at 1394.50. The strike last trading price was 110, which was -16.45 lower than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 3
On 4 Feb VOLTAS was trading at 1400.60. The strike last trading price was 126.45, which was -108.45 lower than the previous day. The implied volatity was 36.68, the open interest changed by 0 which decreased total open position to 0
