VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 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 | |||
| 21 Nov | 1675.50 | 132.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 132.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 132.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 132.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 132.5 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Nov | 1685.40 | 132.5 | -16.65 | - | 1 | 0 | 4.5 | |||
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| 12 Nov | 1699.60 | 149.15 | 7.40 | - | 4 | 0.5 | 6 | |||
| 11 Nov | 1754.10 | 141.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 141.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 141.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 1737.85 | 141.75 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 5 Nov | 1694.70 | 141.75 | -5.40 | - | 3.5 | 0 | 5 | |||
| 4 Nov | 1665.05 | 147.15 | 10.50 | 35.11 | 8 | 4.5 | 4.5 | |||
| 1 Nov | 1642.85 | 136.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 1649.50 | 136.65 | -211.80 | - | 4 | 2 | 2 | |||
| 30 Oct | 1697.90 | 348.45 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 CE is 0.00
Historical price for 1540 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 132.5, 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 132.5, 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 132.5, 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 132.5, 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 132.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 132.5, which was -16.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 149.15, which was 7.40 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 12
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 141.75, 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 141.75, 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 141.75, 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 141.75, which was 0.00 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 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 141.75, which was -5.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 147.15, which was 10.50 higher than the previous day. The implied volatity was 35.11, the open interest changed by 9 which increased total open position to 9
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 136.65, 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 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 136.65, which was -211.80 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 348.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1540 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.07
Vega: 0.32
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 3.3 | -1.00 | 43.38 | 174 | 17 | 148.5 |
| 20 Nov | 1686.75 | 4.3 | 0.00 | 42.08 | 53 | 0 | 132 |
| 19 Nov | 1686.75 | 4.3 | 1.20 | 42.08 | 53 | 0.5 | 132 |
| 18 Nov | 1695.95 | 3.1 | -0.45 | 38.84 | 55.5 | 6 | 133 |
| 14 Nov | 1708.60 | 3.55 | -1.20 | 36.47 | 166.5 | -17.5 | 127.5 |
| 13 Nov | 1685.40 | 4.75 | -0.45 | 34.56 | 240 | 28 | 153.5 |
| 12 Nov | 1699.60 | 5.2 | 3.10 | 35.26 | 213 | -15 | 125.5 |
| 11 Nov | 1754.10 | 2.1 | -0.45 | 35.39 | 54 | 25 | 140.5 |
| 8 Nov | 1766.00 | 2.55 | -0.60 | 34.40 | 23 | 1 | 115.5 |
| 7 Nov | 1766.95 | 3.15 | -0.30 | 37.25 | 168 | 20.5 | 122.5 |
| 6 Nov | 1737.85 | 3.45 | -4.90 | 33.08 | 105 | 14.5 | 102.5 |
| 5 Nov | 1694.70 | 8.35 | -4.10 | 33.92 | 241 | 2.5 | 87.5 |
| 4 Nov | 1665.05 | 12.45 | -6.55 | 33.95 | 383 | 60 | 84 |
| 1 Nov | 1642.85 | 19 | 4.60 | 34.78 | 35.5 | -4 | 24 |
| 31 Oct | 1649.50 | 14.4 | 2.75 | - | 136 | 28 | 28 |
| 30 Oct | 1697.90 | 11.65 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1540 expiring on 28NOV2024
Delta for 1540 PE is -0.07
Historical price for 1540 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 3.3, which was -1.00 lower than the previous day. The implied volatity was 43.38, the open interest changed by 34 which increased total open position to 297
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 4.3, which was 0.00 lower than the previous day. The implied volatity was 42.08, the open interest changed by 0 which decreased total open position to 264
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 4.3, which was 1.20 higher than the previous day. The implied volatity was 42.08, the open interest changed by 1 which increased total open position to 264
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 38.84, the open interest changed by 12 which increased total open position to 266
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 3.55, which was -1.20 lower than the previous day. The implied volatity was 36.47, the open interest changed by -35 which decreased total open position to 255
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 34.56, the open interest changed by 56 which increased total open position to 307
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 5.2, which was 3.10 higher than the previous day. The implied volatity was 35.26, the open interest changed by -30 which decreased total open position to 251
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 2.1, which was -0.45 lower than the previous day. The implied volatity was 35.39, the open interest changed by 50 which increased total open position to 281
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 2.55, which was -0.60 lower than the previous day. The implied volatity was 34.40, the open interest changed by 2 which increased total open position to 231
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 3.15, which was -0.30 lower than the previous day. The implied volatity was 37.25, the open interest changed by 41 which increased total open position to 245
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 3.45, which was -4.90 lower than the previous day. The implied volatity was 33.08, the open interest changed by 29 which increased total open position to 205
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 8.35, which was -4.10 lower than the previous day. The implied volatity was 33.92, the open interest changed by 5 which increased total open position to 175
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 12.45, which was -6.55 lower than the previous day. The implied volatity was 33.95, the open interest changed by 120 which increased total open position to 168
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 19, which was 4.60 higher than the previous day. The implied volatity was 34.78, the open interest changed by -8 which decreased total open position to 48
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 14.4, which was 2.75 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 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
