VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1500 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 | 186.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 186.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 186.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 186.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 186.45 | -53.55 | - | 0.5 | 0 | 25.5 | |||
| 13 Nov | 1685.40 | 240 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 240 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 240 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 240 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 7 Nov | 1766.95 | 240 | 45.00 | - | 1 | 0.5 | 25 | |||
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| 6 Nov | 1737.85 | 195 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 5 Nov | 1694.70 | 195 | 16.70 | - | 5.5 | 4 | 24.5 | |||
| 4 Nov | 1665.05 | 178.3 | 18.30 | 31.50 | 27 | 5 | 20 | |||
| 1 Nov | 1642.85 | 160 | -9.30 | 28.07 | 0.5 | 0 | 15 | |||
| 31 Oct | 1649.50 | 169.3 | -80.70 | - | 14 | 12 | 15 | |||
| 30 Oct | 1697.90 | 250 | - | 3 | 1 | 1 | ||||
For Voltas Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 CE is 0.00
Historical price for 1500 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 186.45, 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 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 186.45, 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 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 186.45, 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 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 186.45, 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 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 186.45, which was -53.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 240, 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 240, 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 240, 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 240, 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 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 240, which was 45.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 50
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 195, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 195, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 49
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 178.3, which was 18.30 higher than the previous day. The implied volatity was 31.50, the open interest changed by 10 which increased total open position to 40
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 160, which was -9.30 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 30
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 169.3, which was -80.70 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 250, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.22
Theta: -0.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 2.1 | -0.15 | 48.58 | 153 | 47 | 224.5 |
| 20 Nov | 1686.75 | 2.25 | 0.00 | 44.51 | 199 | 0 | 178.5 |
| 19 Nov | 1686.75 | 2.25 | 0.60 | 44.51 | 199 | 1 | 178.5 |
| 18 Nov | 1695.95 | 1.65 | -0.05 | 41.52 | 39 | -6 | 177.5 |
| 14 Nov | 1708.60 | 1.7 | -1.25 | 37.55 | 209 | -21.5 | 183.5 |
| 13 Nov | 1685.40 | 2.95 | -0.10 | 37.48 | 209 | -17.5 | 205 |
| 12 Nov | 1699.60 | 3.05 | 1.40 | 37.44 | 164.5 | 38 | 224.5 |
| 11 Nov | 1754.10 | 1.65 | -0.10 | 39.40 | 78.5 | -14 | 190 |
| 8 Nov | 1766.00 | 1.75 | -0.60 | 37.18 | 31 | -16 | 206 |
| 7 Nov | 1766.95 | 2.35 | 0.30 | 40.34 | 198.5 | 34 | 230 |
| 6 Nov | 1737.85 | 2.05 | -3.10 | 34.80 | 230.5 | -2 | 196.5 |
| 5 Nov | 1694.70 | 5.15 | -2.85 | 35.49 | 285.5 | -24 | 199 |
| 4 Nov | 1665.05 | 8 | -4.40 | 35.63 | 519 | -4 | 223 |
| 1 Nov | 1642.85 | 12.4 | 2.90 | 35.95 | 39.5 | 4 | 226 |
| 31 Oct | 1649.50 | 9.5 | 2.50 | - | 742 | 185 | 221 |
| 30 Oct | 1697.90 | 7 | - | 46 | 30 | 30 | |
For Voltas Ltd - strike price 1500 expiring on 28NOV2024
Delta for 1500 PE is -0.04
Historical price for 1500 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 48.58, the open interest changed by 94 which increased total open position to 449
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 44.51, the open interest changed by 0 which decreased total open position to 357
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 2.25, which was 0.60 higher than the previous day. The implied volatity was 44.51, the open interest changed by 2 which increased total open position to 357
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 41.52, the open interest changed by -12 which decreased total open position to 355
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 1.7, which was -1.25 lower than the previous day. The implied volatity was 37.55, the open interest changed by -43 which decreased total open position to 367
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 2.95, which was -0.10 lower than the previous day. The implied volatity was 37.48, the open interest changed by -35 which decreased total open position to 410
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 3.05, which was 1.40 higher than the previous day. The implied volatity was 37.44, the open interest changed by 76 which increased total open position to 449
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 1.65, which was -0.10 lower than the previous day. The implied volatity was 39.40, the open interest changed by -28 which decreased total open position to 380
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 37.18, the open interest changed by -32 which decreased total open position to 412
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 2.35, which was 0.30 higher than the previous day. The implied volatity was 40.34, the open interest changed by 68 which increased total open position to 460
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 2.05, which was -3.10 lower than the previous day. The implied volatity was 34.80, the open interest changed by -4 which decreased total open position to 393
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 5.15, which was -2.85 lower than the previous day. The implied volatity was 35.49, the open interest changed by -48 which decreased total open position to 398
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 8, which was -4.40 lower than the previous day. The implied volatity was 35.63, the open interest changed by -8 which decreased total open position to 446
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 12.4, which was 2.90 higher than the previous day. The implied volatity was 35.95, the open interest changed by 8 which increased total open position to 452
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 9.5, which was 2.50 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 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
