VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1580 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 | 78.7 | -13.30 | - | 10 | -3 | 18.5 | |||
| 20 Nov | 1686.75 | 92 | 0.00 | - | 16.5 | -3.5 | 20.5 | |||
| 19 Nov | 1686.75 | 92 | -8.80 | - | 16.5 | -4.5 | 20.5 | |||
| 18 Nov | 1695.95 | 100.8 | -10.90 | - | 19 | 9 | 24.5 | |||
| 14 Nov | 1708.60 | 111.7 | 11.65 | - | 4.5 | 2.5 | 15 | |||
| 13 Nov | 1685.40 | 100.05 | -8.75 | - | 18 | 2.5 | 13 | |||
| 12 Nov | 1699.60 | 108.8 | -30.05 | - | 17 | 5.5 | 12.5 | |||
| 11 Nov | 1754.10 | 138.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 1766.00 | 138.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 138.85 | 0.00 | 0.00 | 0 | 0.5 | 0 | |||
| 6 Nov | 1737.85 | 138.85 | 5.20 | - | 1 | 0 | 6.5 | |||
| 5 Nov | 1694.70 | 133.65 | 24.10 | 33.64 | 4 | 0.5 | 7 | |||
| 4 Nov | 1665.05 | 109.55 | 3.85 | 29.69 | 18 | 6.5 | 6.5 | |||
| 1 Nov | 1642.85 | 105.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 31 Oct | 1649.50 | 105.7 | -208.25 | - | 2 | 1 | 1 | |||
| 30 Oct | 1697.90 | 313.95 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1580 expiring on 28NOV2024
Delta for 1580 CE is -
Historical price for 1580 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 78.7, which was -13.30 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 37
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 92, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 41
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 92, which was -8.80 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 41
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 100.8, which was -10.90 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 49
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 111.7, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 30
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 100.05, which was -8.75 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 26
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 108.8, which was -30.05 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 25
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 138.85, 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 138.85, 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 138.85, 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 138.85, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 133.65, which was 24.10 higher than the previous day. The implied volatity was 33.64, the open interest changed by 1 which increased total open position to 14
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 109.55, which was 3.85 higher than the previous day. The implied volatity was 29.69, the open interest changed by 13 which increased total open position to 13
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 105.7, 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 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 105.7, which was -208.25 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 313.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1580 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.50
Theta: -1.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 6.55 | -2.45 | 40.47 | 436.5 | 0.5 | 445 |
| 20 Nov | 1686.75 | 9 | 0.00 | 41.21 | 464.5 | -9.5 | 448.5 |
| 19 Nov | 1686.75 | 9 | 2.35 | 41.21 | 464.5 | -5.5 | 448.5 |
| 18 Nov | 1695.95 | 6.65 | 0.60 | 37.70 | 410 | 8.5 | 457 |
| 14 Nov | 1708.60 | 6.05 | -1.90 | 33.91 | 842.5 | 273 | 448.5 |
| 13 Nov | 1685.40 | 7.95 | -1.05 | 31.89 | 648 | -82.5 | 179.5 |
| 12 Nov | 1699.60 | 9 | 5.55 | 33.34 | 397.5 | 68 | 262 |
| 11 Nov | 1754.10 | 3.45 | -0.90 | 32.98 | 184 | -1 | 194 |
| 8 Nov | 1766.00 | 4.35 | -0.40 | 32.67 | 165.5 | 22 | 195 |
| 7 Nov | 1766.95 | 4.75 | -0.90 | 34.98 | 176.5 | -3.5 | 173.5 |
| 6 Nov | 1737.85 | 5.65 | -8.20 | 31.25 | 159.5 | -9 | 177 |
| 5 Nov | 1694.70 | 13.85 | -6.15 | 32.86 | 308.5 | -23 | 186.5 |
| 4 Nov | 1665.05 | 20 | -9.30 | 32.99 | 553 | 58 | 212 |
| 1 Nov | 1642.85 | 29.3 | 6.30 | 34.24 | 13 | 1.5 | 153.5 |
| 31 Oct | 1649.50 | 23 | 6.35 | - | 230 | 152 | 152 |
| 30 Oct | 1697.90 | 16.65 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1580 expiring on 28NOV2024
Delta for 1580 PE is -0.13
Historical price for 1580 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 6.55, which was -2.45 lower than the previous day. The implied volatity was 40.47, the open interest changed by 1 which increased total open position to 890
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 41.21, the open interest changed by -19 which decreased total open position to 897
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 9, which was 2.35 higher than the previous day. The implied volatity was 41.21, the open interest changed by -11 which decreased total open position to 897
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 6.65, which was 0.60 higher than the previous day. The implied volatity was 37.70, the open interest changed by 17 which increased total open position to 914
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 6.05, which was -1.90 lower than the previous day. The implied volatity was 33.91, the open interest changed by 546 which increased total open position to 897
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 31.89, the open interest changed by -165 which decreased total open position to 359
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 9, which was 5.55 higher than the previous day. The implied volatity was 33.34, the open interest changed by 136 which increased total open position to 524
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 3.45, which was -0.90 lower than the previous day. The implied volatity was 32.98, the open interest changed by -2 which decreased total open position to 388
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 4.35, which was -0.40 lower than the previous day. The implied volatity was 32.67, the open interest changed by 44 which increased total open position to 390
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 4.75, which was -0.90 lower than the previous day. The implied volatity was 34.98, the open interest changed by -7 which decreased total open position to 347
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 5.65, which was -8.20 lower than the previous day. The implied volatity was 31.25, the open interest changed by -18 which decreased total open position to 354
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 13.85, which was -6.15 lower than the previous day. The implied volatity was 32.86, the open interest changed by -46 which decreased total open position to 373
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 20, which was -9.30 lower than the previous day. The implied volatity was 32.99, the open interest changed by 116 which increased total open position to 424
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 29.3, which was 6.30 higher than the previous day. The implied volatity was 34.24, the open interest changed by 3 which increased total open position to 307
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 23, which was 6.35 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 16.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
