VOLTAS
Voltas Ltd
Historical option data for VOLTAS
13 Mar 2025 04:12 PM IST
| VOLTAS 27MAR2025 1540 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.49
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 1402.55 | 4.7 | -6.25 | 36.54 | 1,101 | 73 | 546 | |||
| 12 Mar | 1445.45 | 11.55 | 3.85 | 34.65 | 1,424 | 36 | 473 | |||
| 11 Mar | 1406.10 | 7.9 | 0.35 | 36.17 | 324 | -22 | 436 | |||
| 10 Mar | 1397.75 | 7 | -1 | 37.49 | 702 | 124 | 461 | |||
| 7 Mar | 1405.45 | 7.6 | -1.3 | 32.73 | 537 | 24 | 337 | |||
| 6 Mar | 1406.25 | 8.85 | 0.1 | 33.73 | 480 | 34 | 308 | |||
| 5 Mar | 1387.80 | 8.85 | -2.25 | 35.25 | 663 | 22 | 275 | |||
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| 4 Mar | 1409.55 | 10.85 | 3.1 | 33.55 | 1,327 | 122 | 247 | |||
| 3 Mar | 1366.15 | 7.7 | 3.9 | 36.63 | 542 | 68 | 122 | |||
| 28 Feb | 1320.10 | 3.65 | -1.15 | 34.82 | 54 | 27 | 54 | |||
| 27 Feb | 1312.65 | 5 | 2 | 38.50 | 16 | 5 | 27 | |||
| 26 Feb | 1279.00 | 3 | -1.35 | 37.28 | 46 | 17 | 22 | |||
| 25 Feb | 1277.70 | 3 | -1.35 | 37.28 | 46 | 17 | 22 | |||
| 24 Feb | 1277.15 | 4.35 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Feb | 1269.00 | 4.35 | 0 | 0.00 | 0 | 3 | 0 | |||
| 20 Feb | 1279.15 | 4.35 | -1.65 | 37.49 | 21 | 11 | 13 | |||
| 19 Feb | 1284.10 | 6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 1248.55 | 6 | -9.55 | 40.11 | 2 | 0 | 0 | |||
| 7 Feb | 1383.25 | 15.55 | 0 | 7.05 | 0 | 0 | 0 | |||
| 6 Feb | 1351.70 | 15.55 | 0 | 8.37 | 0 | 0 | 0 | |||
For Voltas Ltd - strike price 1540 expiring on 27MAR2025
Delta for 1540 CE is 0.10
Historical price for 1540 CE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 4.7, which was -6.25 lower than the previous day. The implied volatity was 36.54, the open interest changed by 73 which increased total open position to 546
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 11.55, which was 3.85 higher than the previous day. The implied volatity was 34.65, the open interest changed by 36 which increased total open position to 473
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 7.9, which was 0.35 higher than the previous day. The implied volatity was 36.17, the open interest changed by -22 which decreased total open position to 436
On 10 Mar VOLTAS was trading at 1397.75. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 37.49, the open interest changed by 124 which increased total open position to 461
On 7 Mar VOLTAS was trading at 1405.45. The strike last trading price was 7.6, which was -1.3 lower than the previous day. The implied volatity was 32.73, the open interest changed by 24 which increased total open position to 337
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 8.85, which was 0.1 higher than the previous day. The implied volatity was 33.73, the open interest changed by 34 which increased total open position to 308
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 8.85, which was -2.25 lower than the previous day. The implied volatity was 35.25, the open interest changed by 22 which increased total open position to 275
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 10.85, which was 3.1 higher than the previous day. The implied volatity was 33.55, the open interest changed by 122 which increased total open position to 247
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 7.7, which was 3.9 higher than the previous day. The implied volatity was 36.63, the open interest changed by 68 which increased total open position to 122
On 28 Feb VOLTAS was trading at 1320.10. The strike last trading price was 3.65, which was -1.15 lower than the previous day. The implied volatity was 34.82, the open interest changed by 27 which increased total open position to 54
On 27 Feb VOLTAS was trading at 1312.65. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 38.50, the open interest changed by 5 which increased total open position to 27
On 26 Feb VOLTAS was trading at 1279.00. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 37.28, the open interest changed by 17 which increased total open position to 22
On 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 37.28, the open interest changed by 17 which increased total open position to 22
On 24 Feb VOLTAS was trading at 1277.15. The strike last trading price was 4.35, 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 4.35, which was 0 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 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 4.35, which was -1.65 lower than the previous day. The implied volatity was 37.49, the open interest changed by 11 which increased total open position to 13
On 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 6, 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 13 Feb VOLTAS was trading at 1248.55. The strike last trading price was 6, which was -9.55 lower than the previous day. The implied volatity was 40.11, 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 15.55, which was 0 lower than the previous day. The implied volatity was 7.05, 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 15.55, which was 0 lower than the previous day. The implied volatity was 8.37, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 27MAR2025 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 1402.55 | 117.8 | 13.15 | - | 2 | 0 | 18 |
| 12 Mar | 1445.45 | 104.65 | -37.95 | 39.73 | 10 | 5 | 19 |
| 11 Mar | 1406.10 | 142.1 | -0.5 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 1397.75 | 142.1 | -0.5 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 1405.45 | 142.1 | 3.85 | 44.11 | 17 | -1 | 13 |
| 6 Mar | 1406.25 | 138.25 | -14.05 | 38.21 | 10 | 2 | 13 |
| 5 Mar | 1387.80 | 152.3 | -1.2 | 41.87 | 13 | 8 | 10 |
| 4 Mar | 1409.55 | 153.5 | -66.5 | 53.88 | 1 | 0 | 1 |
| 3 Mar | 1366.15 | 220 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 1320.10 | 220 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Feb | 1312.65 | 220 | -49.15 | 31.04 | 1 | 0 | 0 |
| 26 Feb | 1279.00 | 269.15 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1277.70 | 269.15 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 1277.15 | 269.15 | 0 | - | 0 | 0 | 0 |
| 21 Feb | 1269.00 | 269.15 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 1279.15 | 269.15 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 1284.10 | 269.15 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1248.55 | 269.15 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1383.25 | 269.15 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1351.70 | 269.15 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1540 expiring on 27MAR2025
Delta for 1540 PE is -
Historical price for 1540 PE is as follows
On 13 Mar VOLTAS was trading at 1402.55. The strike last trading price was 117.8, which was 13.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 12 Mar VOLTAS was trading at 1445.45. The strike last trading price was 104.65, which was -37.95 lower than the previous day. The implied volatity was 39.73, the open interest changed by 5 which increased total open position to 19
On 11 Mar VOLTAS was trading at 1406.10. The strike last trading price was 142.1, which was -0.5 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 Mar VOLTAS was trading at 1397.75. The strike last trading price was 142.1, which was -0.5 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 Mar VOLTAS was trading at 1405.45. The strike last trading price was 142.1, which was 3.85 higher than the previous day. The implied volatity was 44.11, the open interest changed by -1 which decreased total open position to 13
On 6 Mar VOLTAS was trading at 1406.25. The strike last trading price was 138.25, which was -14.05 lower than the previous day. The implied volatity was 38.21, the open interest changed by 2 which increased total open position to 13
On 5 Mar VOLTAS was trading at 1387.80. The strike last trading price was 152.3, which was -1.2 lower than the previous day. The implied volatity was 41.87, the open interest changed by 8 which increased total open position to 10
On 4 Mar VOLTAS was trading at 1409.55. The strike last trading price was 153.5, which was -66.5 lower than the previous day. The implied volatity was 53.88, the open interest changed by 0 which decreased total open position to 1
On 3 Mar VOLTAS was trading at 1366.15. The strike last trading price was 220, 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 220, 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 220, which was -49.15 lower than the previous day. The implied volatity was 31.04, 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 269.15, 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 25 Feb VOLTAS was trading at 1277.70. The strike last trading price was 269.15, 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 Feb VOLTAS was trading at 1277.15. The strike last trading price was 269.15, 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 21 Feb VOLTAS was trading at 1269.00. The strike last trading price was 269.15, 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 20 Feb VOLTAS was trading at 1279.15. The strike last trading price was 269.15, 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 19 Feb VOLTAS was trading at 1284.10. The strike last trading price was 269.15, 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 269.15, 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 269.15, 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 269.15, 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
