VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:12 AM IST
| VOLTAS 26DEC2024 1540 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 | |||
| 12 Dec | 1801.90 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1797.20 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1766.55 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1764.35 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1710.90 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1667.90 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1688.30 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1688.15 | 137.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1721.10 | 137.8 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 1658.25 | 137.8 | -30.35 | 27.56 | 3 | 1 | 1 | |||
| 28 Nov | 1647.25 | 168.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1663.10 | 168.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 26 Nov | 1674.10 | 168.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1644.25 | 168.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1653.40 | 168.15 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 CE is 0.00
Historical price for 1540 CE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 137.8, 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 137.8, 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 137.8, 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 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 137.8, 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 137.8, 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 137.8, 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 137.8, 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 137.8, 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 137.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 137.8, which was -30.35 lower than the previous day. The implied volatity was 27.56, the open interest changed by 1 which increased total open position to 1
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 168.15, 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 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 168.15, 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 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 168.15, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 168.15, 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 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 168.15, 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 26DEC2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.19
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1801.90 | 1.3 | 0.25 | 41.63 | 16 | 0 | 160 |
| 11 Dec | 1797.20 | 1.05 | -0.80 | 38.65 | 5 | 0 | 160 |
| 10 Dec | 1766.55 | 1.85 | -0.55 | 37.85 | 84 | -31 | 161 |
| 9 Dec | 1764.35 | 2.4 | -0.80 | 37.91 | 135 | -20 | 193 |
| 6 Dec | 1710.90 | 3.2 | -2.00 | 31.29 | 248 | -10 | 218 |
| 5 Dec | 1667.90 | 5.2 | -0.05 | 28.30 | 379 | 54 | 234 |
| 4 Dec | 1688.30 | 5.25 | -0.05 | 30.32 | 190 | -9 | 181 |
| 3 Dec | 1688.15 | 5.3 | 0.20 | 29.97 | 288 | 32 | 187 |
| 2 Dec | 1721.10 | 5.1 | -5.25 | 33.07 | 474 | -47 | 153 |
| 29 Nov | 1658.25 | 10.35 | -3.05 | 29.46 | 514 | 30 | 206 |
| 28 Nov | 1647.25 | 13.4 | -1.60 | 29.98 | 217 | 35 | 177 |
| 27 Nov | 1663.10 | 15 | -1.20 | 33.22 | 178 | 36 | 141 |
| 26 Nov | 1674.10 | 16.2 | -4.80 | 34.84 | 119 | 6 | 109 |
| 25 Nov | 1644.25 | 21 | 5.10 | 33.10 | 133 | 91 | 91 |
| 22 Nov | 1653.40 | 15.9 | 32.04 | 378 | 20 | 20 | |
For Voltas Ltd - strike price 1540 expiring on 26DEC2024
Delta for 1540 PE is -0.02
Historical price for 1540 PE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 41.63, the open interest changed by 0 which decreased total open position to 160
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 1.05, which was -0.80 lower than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 160
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 37.85, the open interest changed by -31 which decreased total open position to 161
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 37.91, the open interest changed by -20 which decreased total open position to 193
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 3.2, which was -2.00 lower than the previous day. The implied volatity was 31.29, the open interest changed by -10 which decreased total open position to 218
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 5.2, which was -0.05 lower than the previous day. The implied volatity was 28.30, the open interest changed by 54 which increased total open position to 234
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 5.25, which was -0.05 lower than the previous day. The implied volatity was 30.32, the open interest changed by -9 which decreased total open position to 181
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 5.3, which was 0.20 higher than the previous day. The implied volatity was 29.97, the open interest changed by 32 which increased total open position to 187
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 5.1, which was -5.25 lower than the previous day. The implied volatity was 33.07, the open interest changed by -47 which decreased total open position to 153
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 10.35, which was -3.05 lower than the previous day. The implied volatity was 29.46, the open interest changed by 30 which increased total open position to 206
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 13.4, which was -1.60 lower than the previous day. The implied volatity was 29.98, the open interest changed by 35 which increased total open position to 177
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 15, which was -1.20 lower than the previous day. The implied volatity was 33.22, the open interest changed by 36 which increased total open position to 141
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 16.2, which was -4.80 lower than the previous day. The implied volatity was 34.84, the open interest changed by 6 which increased total open position to 109
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 21, which was 5.10 higher than the previous day. The implied volatity was 33.10, the open interest changed by 91 which increased total open position to 91
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 15.9, which was lower than the previous day. The implied volatity was 32.04, the open interest changed by 20 which increased total open position to 20
