VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1520 CE | ||||||||||
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Delta: 0.13
Vega: 0.58
Theta: -0.79
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 6.25 | -8.6 | 35.60 | 1,154 | 36 | 626 | |||
| 12 Mar | 1445.45 | 15.2 | 4.95 | 33.59 | 1,721 | 82 | 591 | |||
| 11 Mar | 1406.10 | 10.6 | 0.45 | 35.80 | 436 | 36 | 505 | |||
| 10 Mar | 1397.75 | 9.1 | -1.45 | 36.87 | 820 | 40 | 471 | |||
| 7 Mar | 1405.45 | 10.3 | -1.2 | 32.52 | 385 | -1 | 431 | |||
| 6 Mar | 1406.25 | 11.65 | 0.6 | 33.44 | 504 | 8 | 432 | |||
| 5 Mar | 1387.80 | 11.4 | -2.75 | 34.87 | 832 | 121 | 425 | |||
| 4 Mar | 1409.55 | 13.65 | 4 | 32.90 | 823 | 102 | 307 | |||
| 3 Mar | 1366.15 | 9.35 | 4.6 | 35.73 | 870 | 104 | 214 | |||
| 28 Feb | 1320.10 | 4.8 | -1.15 | 34.56 | 145 | 48 | 112 | |||
| 27 Feb | 1312.65 | 6.05 | 2.15 | 37.79 | 107 | 34 | 64 | |||
| 26 Feb | 1279.00 | 3.9 | 1.3 | 37.12 | 41 | 24 | 29 | |||
| 25 Feb | 1277.70 | 3.9 | 1.3 | 37.12 | 41 | 23 | 29 | |||
| 24 Feb | 1277.15 | 2.6 | -1.5 | 33.98 | 1 | 0 | 5 | |||
| 21 Feb | 1269.00 | 4.1 | -0.4 | 37.62 | 12 | -1 | 6 | |||
| 20 Feb | 1279.15 | 4.5 | -1.45 | 35.65 | 2 | 0 | 7 | |||
| 19 Feb | 1284.10 | 5.95 | 1.05 | 36.71 | 2 | 1 | 8 | |||
| 17 Feb | 1241.60 | 4.9 | -1 | 38.95 | 2 | -1 | 7 | |||
| 13 Feb | 1248.55 | 5.9 | -4.7 | 37.98 | 3 | 0 | 9 | |||
| 11 Feb | 1292.65 | 10.6 | -10.15 | 36.55 | 1 | 0 | 10 | |||
| 10 Feb | 1368.40 | 20.75 | -1.4 | 33.74 | 5 | 4 | 10 | |||
| 7 Feb | 1383.25 | 22.15 | -1.8 | 31.16 | 2 | 1 | 5 | |||
| 6 Feb | 1351.70 | 22.55 | -233.15 | 35.63 | 5 | 3 | 3 | |||
| 29 Jan | 1474.10 | 255.7 | 0 | 1.34 | 0 | 0 | 0 | |||
| 28 Jan | 1430.95 | 255.7 | 0 | 3.24 | 0 | 0 | 0 | |||
| 27 Jan | 1418.75 | 255.7 | 0 | 3.77 | 0 | 0 | 0 | |||
| 24 Jan | 1456.60 | 255.7 | 0 | 1.83 | 0 | 0 | 0 | |||
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| 23 Jan | 1497.65 | 255.7 | 0.00 | 0.98 | 0 | 0 | 0 | |||
| 22 Jan | 1487.05 | 255.7 | 0.00 | 0.35 | 0 | 0 | 0 | |||
| 21 Jan | 1504.35 | 255.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Jan | 1546.35 | 255.7 | 255.70 | - | 0 | 0 | 0 | |||
| 17 Jan | 1596.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Jan | 1587.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Jan | 1625.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Jan | 1637.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Jan | 1591.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Jan | 1663.50 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1520 expiring on 27MAR2025
Delta for 1520 CE is 0.13
Historical price for 1520 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 6.25, which was -8.6 lower than the previous day. The implied volatity was 35.60, the open interest changed by 36 which increased total open position to 626
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 15.2, which was 4.95 higher than the previous day. The implied volatity was 33.59, the open interest changed by 82 which increased total open position to 591
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 10.6, which was 0.45 higher than the previous day. The implied volatity was 35.80, the open interest changed by 36 which increased total open position to 505
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 9.1, which was -1.45 lower than the previous day. The implied volatity was 36.87, the open interest changed by 40 which increased total open position to 471
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 10.3, which was -1.2 lower than the previous day. The implied volatity was 32.52, the open interest changed by -1 which decreased total open position to 431
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 11.65, which was 0.6 higher than the previous day. The implied volatity was 33.44, the open interest changed by 8 which increased total open position to 432
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 11.4, which was -2.75 lower than the previous day. The implied volatity was 34.87, the open interest changed by 121 which increased total open position to 425
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 13.65, which was 4 higher than the previous day. The implied volatity was 32.90, the open interest changed by 102 which increased total open position to 307
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 9.35, which was 4.6 higher than the previous day. The implied volatity was 35.73, the open interest changed by 104 which increased total open position to 214
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 4.8, which was -1.15 lower than the previous day. The implied volatity was 34.56, the open interest changed by 48 which increased total open position to 112
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 6.05, which was 2.15 higher than the previous day. The implied volatity was 37.79, the open interest changed by 34 which increased total open position to 64
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 3.9, which was 1.3 higher than the previous day. The implied volatity was 37.12, the open interest changed by 24 which increased total open position to 29
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 3.9, which was 1.3 higher than the previous day. The implied volatity was 37.12, the open interest changed by 23 which increased total open position to 29
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 2.6, which was -1.5 lower than the previous day. The implied volatity was 33.98, the open interest changed by 0 which decreased total open position to 5
On 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 4.1, which was -0.4 lower than the previous day. The implied volatity was 37.62, the open interest changed by -1 which decreased total open position to 6
On 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 4.5, which was -1.45 lower than the previous day. The implied volatity was 35.65, the open interest changed by 0 which decreased total open position to 7
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 5.95, which was 1.05 higher than the previous day. The implied volatity was 36.71, the open interest changed by 1 which increased total open position to 8
On 17 Feb VOLTAS was trading at 1241.60. The strike last trading price was 4.9, which was -1 lower than the previous day. The implied volatity was 38.95, the open interest changed by -1 which decreased total open position to 7
On 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 5.9, which was -4.7 lower than the previous day. The implied volatity was 37.98, the open interest changed by 0 which decreased total open position to 9
On 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 10.6, which was -10.15 lower than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 10
On 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 20.75, which was -1.4 lower than the previous day. The implied volatity was 33.74, the open interest changed by 4 which increased total open position to 10
On 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 22.15, which was -1.8 lower than the previous day. The implied volatity was 31.16, the open interest changed by 1 which increased total open position to 5
On 6 Feb VOLTAS was trading at 1351.70. The strike last trading price was 22.55, which was -233.15 lower than the previous day. The implied volatity was 35.63, the open interest changed by 3 which increased total open position to 3
On 29 Jan VOLTAS was trading at 1474.10. The strike last trading price was 255.7, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0
On 28 Jan VOLTAS was trading at 1430.95. The strike last trading price was 255.7, which was 0 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0
On 27 Jan VOLTAS was trading at 1418.75. The strike last trading price was 255.7, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
On 24 Jan VOLTAS was trading at 1456.60. The strike last trading price was 255.7, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 23 Jan VOLTAS was trading at 1497.65. The strike last trading price was 255.7, which was 0.00 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 22 Jan VOLTAS was trading at 1487.05. The strike last trading price was 255.7, which was 0.00 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
On 21 Jan VOLTAS was trading at 1504.35. The strike last trading price was 255.7, 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 20 Jan VOLTAS was trading at 1546.35. The strike last trading price was 255.7, which was 255.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Jan VOLTAS was trading at 1596.95. The strike last trading price was 0, 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 16 Jan VOLTAS was trading at 1587.60. The strike last trading price was 0, 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 15 Jan VOLTAS was trading at 1625.15. The strike last trading price was 0, 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 14 Jan VOLTAS was trading at 1637.65. The strike last trading price was 0, 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 13 Jan VOLTAS was trading at 1591.90. The strike last trading price was 0, 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 10 Jan VOLTAS was trading at 1663.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 27MAR2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.98
Vega: 0.15
Theta: 0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 117.5 | 26.5 | 20.35 | 41 | 10 | 84 |
| 12 Mar | 1445.45 | 91 | -32 | 42.11 | 25 | 1 | 72 |
| 11 Mar | 1406.10 | 123 | -7 | 48.70 | 8 | 3 | 68 |
| 10 Mar | 1397.75 | 130 | 4.35 | 39.44 | 13 | 4 | 64 |
| 7 Mar | 1405.45 | 125.65 | -17.25 | 43.43 | 15 | 4 | 60 |
| 6 Mar | 1406.25 | 140.1 | -2.8 | 0.00 | 0 | 53 | 0 |
| 5 Mar | 1387.80 | 140.1 | 9.9 | 45.67 | 72 | 52 | 55 |
| 4 Mar | 1409.55 | 130.2 | -105.8 | 46.95 | 7 | 1 | 2 |
| 3 Mar | 1366.15 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1320.10 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 1312.65 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Feb | 1279.00 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Feb | 1277.70 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Feb | 1277.15 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Feb | 1269.00 | 236 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 1279.15 | 236 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Feb | 1284.10 | 236 | 199.05 | 48.00 | 3 | 0 | 0 |
| 17 Feb | 1241.60 | 36.95 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.55 | 36.95 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1292.65 | 36.95 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1368.40 | 36.95 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1383.25 | 36.95 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 36.95 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1474.10 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1430.95 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1418.75 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Jan | 1456.60 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 1497.65 | 0 | 0.00 | 0.28 | 0 | 0 | 0 |
| 22 Jan | 1487.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Jan | 1504.35 | 0 | 0.00 | 0.60 | 0 | 0 | 0 |
| 20 Jan | 1546.35 | 0 | 0.00 | 2.32 | 0 | 0 | 0 |
| 17 Jan | 1596.95 | 0 | 0.00 | 4.13 | 0 | 0 | 0 |
| 16 Jan | 1587.60 | 0 | 0.00 | 3.69 | 0 | 0 | 0 |
| 15 Jan | 1625.15 | 0 | 0.00 | 5.07 | 0 | 0 | 0 |
| 14 Jan | 1637.65 | 0 | 0.00 | 5.36 | 0 | 0 | 0 |
| 13 Jan | 1591.90 | 0 | 0.00 | 3.61 | 0 | 0 | 0 |
| 10 Jan | 1663.50 | 0 | 6.03 | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1520 expiring on 27MAR2025
Delta for 1520 PE is -0.98
Historical price for 1520 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 117.5, which was 26.5 higher than the previous day. The implied volatity was 20.35, the open interest changed by 10 which increased total open position to 84
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 91, which was -32 lower than the previous day. The implied volatity was 42.11, the open interest changed by 1 which increased total open position to 72
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 123, which was -7 lower than the previous day. The implied volatity was 48.70, the open interest changed by 3 which increased total open position to 68
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 130, which was 4.35 higher than the previous day. The implied volatity was 39.44, the open interest changed by 4 which increased total open position to 64
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 125.65, which was -17.25 lower than the previous day. The implied volatity was 43.43, the open interest changed by 4 which increased total open position to 60
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 140.1, which was -2.8 lower than the previous day. The implied volatity was 0.00, the open interest changed by 53 which increased total open position to 0
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 140.1, which was 9.9 higher than the previous day. The implied volatity was 45.67, the open interest changed by 52 which increased total open position to 55
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 130.2, which was -105.8 lower than the previous day. The implied volatity was 46.95, the open interest changed by 1 which increased total open position to 2
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 236, 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 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 236, 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 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 236, 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 236, 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 236, 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 236, 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 236, 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 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 236, 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 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 236, which was 199.05 higher than the previous day. The implied volatity was 48.00, 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 36.95, 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 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 36.95, 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 11 Feb VOLTAS was trading at 1292.65. The strike last trading price was 36.95, 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 10 Feb VOLTAS was trading at 1368.40. The strike last trading price was 36.95, 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 7 Feb VOLTAS was trading at 1383.25. The strike last trading price was 36.95, 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 36.95, 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 29 Jan VOLTAS was trading at 1474.10. The strike last trading price was 0, 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 28 Jan VOLTAS was trading at 1430.95. The strike last trading price was 0, 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 27 Jan VOLTAS was trading at 1418.75. The strike last trading price was 0, 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 24 Jan VOLTAS was trading at 1456.60. The strike last trading price was 0, 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 23 Jan VOLTAS was trading at 1497.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 22 Jan VOLTAS was trading at 1487.05. The strike last trading price was 0, 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 21 Jan VOLTAS was trading at 1504.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 20 Jan VOLTAS was trading at 1546.35. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.32, the open interest changed by 0 which decreased total open position to 0
On 17 Jan VOLTAS was trading at 1596.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
On 16 Jan VOLTAS was trading at 1587.60. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 15 Jan VOLTAS was trading at 1625.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 14 Jan VOLTAS was trading at 1637.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
On 13 Jan VOLTAS was trading at 1591.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
On 10 Jan VOLTAS was trading at 1663.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 6.03, the open interest changed by 0 which decreased total open position to 0
