VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 98.2 | -10.50 | - | 7.5 | 1.5 | 5 | |||
| 20 Nov | 1686.75 | 108.7 | 0.00 | - | 10.5 | -2 | 4 | |||
| 19 Nov | 1686.75 | 108.7 | -9.30 | - | 10.5 | -1.5 | 4 | |||
| 18 Nov | 1695.95 | 118 | -26.80 | - | 4.5 | -0.5 | 4 | |||
| 14 Nov | 1708.60 | 144.8 | 29.10 | - | 0.5 | 0 | 4.5 | |||
| 13 Nov | 1685.40 | 115.7 | -44.00 | - | 4 | 0.5 | 4 | |||
| 12 Nov | 1699.60 | 159.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 159.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 159.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 159.7 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 1737.85 | 159.7 | 19.75 | - | 1 | 0 | 3 | |||
| 5 Nov | 1694.70 | 139.95 | 14.40 | 19.13 | 4.5 | -1 | 2 | |||
| 4 Nov | 1665.05 | 125.55 | -166.40 | 29.97 | 9 | 2.5 | 2.5 | |||
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| 1 Nov | 1642.85 | 291.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1649.50 | 291.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1697.90 | 291.95 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1560 expiring on 28NOV2024
Delta for 1560 CE is -
Historical price for 1560 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 98.2, which was -10.50 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 10
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 108.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 8
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 108.7, which was -9.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 8
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 118, which was -26.80 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 8
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 144.8, which was 29.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 115.7, which was -44.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 159.7, 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 159.7, 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 159.7, 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 159.7, 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 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 159.7, which was 19.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 139.95, which was 14.40 higher than the previous day. The implied volatity was 19.13, the open interest changed by -2 which decreased total open position to 4
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 125.55, which was -166.40 lower than the previous day. The implied volatity was 29.97, the open interest changed by 5 which increased total open position to 5
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 291.95, 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 291.95, 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 291.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1560 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.40
Theta: -1.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 4.65 | -1.65 | 41.90 | 310.5 | 4.5 | 197 |
| 20 Nov | 1686.75 | 6.3 | 0.00 | 41.66 | 243 | 7.5 | 192.5 |
| 19 Nov | 1686.75 | 6.3 | 1.90 | 41.66 | 243 | 7.5 | 192.5 |
| 18 Nov | 1695.95 | 4.4 | 0.05 | 37.86 | 128 | -18.5 | 184.5 |
| 14 Nov | 1708.60 | 4.35 | -2.00 | 34.63 | 308 | -3.5 | 203 |
| 13 Nov | 1685.40 | 6.35 | -0.55 | 33.55 | 456 | 41.5 | 215 |
| 12 Nov | 1699.60 | 6.9 | 4.00 | 34.36 | 186 | 7 | 173 |
| 11 Nov | 1754.10 | 2.9 | -0.55 | 34.73 | 9 | 0 | 165.5 |
| 8 Nov | 1766.00 | 3.45 | -0.40 | 33.78 | 43 | 2 | 165.5 |
| 7 Nov | 1766.95 | 3.85 | -0.60 | 36.08 | 317.5 | -19.5 | 168.5 |
| 6 Nov | 1737.85 | 4.45 | -6.45 | 32.33 | 322.5 | -43 | 215.5 |
| 5 Nov | 1694.70 | 10.9 | -5.15 | 33.49 | 500 | -2 | 258 |
| 4 Nov | 1665.05 | 16.05 | -6.80 | 33.64 | 554.5 | 76 | 266.5 |
| 1 Nov | 1642.85 | 22.85 | 4.35 | 33.88 | 25.5 | -4 | 190 |
| 31 Oct | 1649.50 | 18.5 | 3.05 | - | 513 | 27 | 191 |
| 30 Oct | 1697.90 | 15.45 | - | 446 | 165 | 165 | |
For Voltas Ltd - strike price 1560 expiring on 28NOV2024
Delta for 1560 PE is -0.10
Historical price for 1560 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 4.65, which was -1.65 lower than the previous day. The implied volatity was 41.90, the open interest changed by 9 which increased total open position to 394
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 6.3, which was 0.00 lower than the previous day. The implied volatity was 41.66, the open interest changed by 15 which increased total open position to 385
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 6.3, which was 1.90 higher than the previous day. The implied volatity was 41.66, the open interest changed by 15 which increased total open position to 385
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 4.4, which was 0.05 higher than the previous day. The implied volatity was 37.86, the open interest changed by -37 which decreased total open position to 369
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 4.35, which was -2.00 lower than the previous day. The implied volatity was 34.63, the open interest changed by -7 which decreased total open position to 406
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 6.35, which was -0.55 lower than the previous day. The implied volatity was 33.55, the open interest changed by 83 which increased total open position to 430
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 6.9, which was 4.00 higher than the previous day. The implied volatity was 34.36, the open interest changed by 14 which increased total open position to 346
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 2.9, which was -0.55 lower than the previous day. The implied volatity was 34.73, the open interest changed by 0 which decreased total open position to 331
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 33.78, the open interest changed by 4 which increased total open position to 331
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 3.85, which was -0.60 lower than the previous day. The implied volatity was 36.08, the open interest changed by -39 which decreased total open position to 337
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 4.45, which was -6.45 lower than the previous day. The implied volatity was 32.33, the open interest changed by -86 which decreased total open position to 431
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 10.9, which was -5.15 lower than the previous day. The implied volatity was 33.49, the open interest changed by -4 which decreased total open position to 516
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 16.05, which was -6.80 lower than the previous day. The implied volatity was 33.64, the open interest changed by 152 which increased total open position to 533
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 22.85, which was 4.35 higher than the previous day. The implied volatity was 33.88, the open interest changed by -8 which decreased total open position to 380
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 18.5, which was 3.05 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 15.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
