VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1520 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 | 197.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 197.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 197.55 | 0.00 | 0.00 | 0 | -0.5 | 0 | |||
| 18 Nov | 1695.95 | 197.55 | 17.00 | 78.24 | 0.5 | 0 | 5 | |||
| 14 Nov | 1708.60 | 180.55 | 5.10 | - | 1.5 | -0.5 | 5 | |||
| 13 Nov | 1685.40 | 175.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 175.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 175.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 175.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 175.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1737.85 | 175.45 | 0.00 | 0.00 | 0 | 3 | 0 | |||
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| 5 Nov | 1694.70 | 175.45 | 39.20 | - | 8.5 | 3 | 5.5 | |||
| 4 Nov | 1665.05 | 136.25 | -186.70 | - | 3.5 | 1.5 | 1.5 | |||
| 1 Nov | 1642.85 | 322.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1649.50 | 322.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1697.90 | 322.95 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 CE is 0.00
Historical price for 1520 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 197.55, 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 197.55, 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 197.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 197.55, which was 17.00 higher than the previous day. The implied volatity was 78.24, the open interest changed by 0 which decreased total open position to 10
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 180.55, which was 5.10 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 10
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 175.45, 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 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 175.45, 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 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 175.45, 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 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 175.45, 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 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 175.45, 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 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 175.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 175.45, which was 39.20 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 11
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 136.25, which was -186.70 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 322.95, 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 322.95, 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 322.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.25
Theta: -0.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 2.45 | -0.55 | 45.32 | 78.5 | -16 | 43.5 |
| 20 Nov | 1686.75 | 3 | 0.00 | 42.92 | 60.5 | 16 | 60 |
| 19 Nov | 1686.75 | 3 | 0.55 | 42.92 | 60.5 | 16.5 | 60 |
| 18 Nov | 1695.95 | 2.45 | 0.05 | 40.84 | 6.5 | -3.5 | 42.5 |
| 14 Nov | 1708.60 | 2.4 | -1.05 | 36.78 | 31 | 0.5 | 45 |
| 13 Nov | 1685.40 | 3.45 | -0.55 | 35.36 | 39.5 | 4 | 45 |
| 12 Nov | 1699.60 | 4 | 1.85 | 36.38 | 43.5 | 0 | 43.5 |
| 11 Nov | 1754.10 | 2.15 | -0.25 | 38.56 | 1 | 0 | 44 |
| 8 Nov | 1766.00 | 2.4 | -0.50 | 36.67 | 67.5 | -25.5 | 44.5 |
| 7 Nov | 1766.95 | 2.9 | 0.05 | 39.29 | 12 | -2.5 | 70 |
| 6 Nov | 1737.85 | 2.85 | -3.90 | 34.52 | 115 | -30.5 | 73 |
| 5 Nov | 1694.70 | 6.75 | -3.10 | 34.96 | 186.5 | -11.5 | 104.5 |
| 4 Nov | 1665.05 | 9.85 | -4.75 | 34.62 | 274 | -4.5 | 116 |
| 1 Nov | 1642.85 | 14.6 | 2.30 | 34.66 | 7 | 0.5 | 117.5 |
| 31 Oct | 1649.50 | 12.3 | 2.80 | - | 265 | 39 | 116 |
| 30 Oct | 1697.90 | 9.5 | - | 240 | 82 | 82 | |
For Voltas Ltd - strike price 1520 expiring on 28NOV2024
Delta for 1520 PE is -0.05
Historical price for 1520 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 45.32, the open interest changed by -32 which decreased total open position to 87
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 3, which was 0.00 lower than the previous day. The implied volatity was 42.92, the open interest changed by 32 which increased total open position to 120
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 3, which was 0.55 higher than the previous day. The implied volatity was 42.92, the open interest changed by 33 which increased total open position to 120
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 40.84, the open interest changed by -7 which decreased total open position to 85
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 36.78, the open interest changed by 1 which increased total open position to 90
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 3.45, which was -0.55 lower than the previous day. The implied volatity was 35.36, the open interest changed by 8 which increased total open position to 90
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 4, which was 1.85 higher than the previous day. The implied volatity was 36.38, the open interest changed by 0 which decreased total open position to 87
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 2.15, which was -0.25 lower than the previous day. The implied volatity was 38.56, the open interest changed by 0 which decreased total open position to 88
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 36.67, the open interest changed by -51 which decreased total open position to 89
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 2.9, which was 0.05 higher than the previous day. The implied volatity was 39.29, the open interest changed by -5 which decreased total open position to 140
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 2.85, which was -3.90 lower than the previous day. The implied volatity was 34.52, the open interest changed by -61 which decreased total open position to 146
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 6.75, which was -3.10 lower than the previous day. The implied volatity was 34.96, the open interest changed by -23 which decreased total open position to 209
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 9.85, which was -4.75 lower than the previous day. The implied volatity was 34.62, the open interest changed by -9 which decreased total open position to 232
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 14.6, which was 2.30 higher than the previous day. The implied volatity was 34.66, the open interest changed by 1 which increased total open position to 235
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 12.3, which was 2.80 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 9.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
