VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1600 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 | 63.65 | -8.60 | - | 73 | -1.5 | 55.5 | |||
| 20 Nov | 1686.75 | 72.25 | 0.00 | - | 36 | -8 | 56 | |||
| 19 Nov | 1686.75 | 72.25 | -12.10 | - | 36 | -9 | 56 | |||
| 18 Nov | 1695.95 | 84.35 | -10.95 | - | 28.5 | -5.5 | 66 | |||
| 14 Nov | 1708.60 | 95.3 | 6.50 | - | 24.5 | 3.5 | 71.5 | |||
| 13 Nov | 1685.40 | 88.8 | -1.55 | - | 82.5 | -1 | 68 | |||
| 12 Nov | 1699.60 | 90.35 | -62.65 | - | 67.5 | -1 | 70.5 | |||
| 11 Nov | 1754.10 | 153 | 2.55 | - | 45 | -13 | 72 | |||
| 8 Nov | 1766.00 | 150.45 | -17.00 | - | 10 | -3.5 | 88 | |||
| 7 Nov | 1766.95 | 167.45 | 20.80 | - | 27 | -9.5 | 92 | |||
| 6 Nov | 1737.85 | 146.65 | 35.65 | 17.50 | 43 | -10 | 101 | |||
| 5 Nov | 1694.70 | 111 | 14.30 | 27.56 | 146 | -10 | 111.5 | |||
| 4 Nov | 1665.05 | 96.7 | 10.75 | 30.45 | 183 | 28.5 | 121.5 | |||
| 1 Nov | 1642.85 | 85.95 | -6.00 | 30.81 | 29 | -10 | 93 | |||
| 31 Oct | 1649.50 | 91.95 | -39.05 | - | 235 | 58 | 103 | |||
| 30 Oct | 1697.90 | 131 | -51.00 | - | 75 | 43 | 44 | |||
| 29 Oct | 1770.60 | 182 | -80.65 | - | 1 | 0 | 0 | |||
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| 28 Oct | 1762.25 | 262.65 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 262.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 262.65 | 262.65 | - | 0 | 0 | 0 | |||
| 6 Sept | 1778.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 1783.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 1780.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1769.65 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 CE is -
Historical price for 1600 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 63.65, which was -8.60 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 111
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 72.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 112
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 72.25, which was -12.10 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 112
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 84.35, which was -10.95 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 132
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 95.3, which was 6.50 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 143
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 88.8, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 136
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 90.35, which was -62.65 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 141
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 153, which was 2.55 higher than the previous day. The implied volatity was -, the open interest changed by -26 which decreased total open position to 144
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 150.45, which was -17.00 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 176
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 167.45, which was 20.80 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 184
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 146.65, which was 35.65 higher than the previous day. The implied volatity was 17.50, the open interest changed by -20 which decreased total open position to 202
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 111, which was 14.30 higher than the previous day. The implied volatity was 27.56, the open interest changed by -20 which decreased total open position to 223
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 96.7, which was 10.75 higher than the previous day. The implied volatity was 30.45, the open interest changed by 57 which increased total open position to 243
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 85.95, which was -6.00 lower than the previous day. The implied volatity was 30.81, the open interest changed by -20 which decreased total open position to 186
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 91.95, which was -39.05 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 131, which was -51.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 182, which was -80.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 262.65, 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 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 262.65, 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 22 Oct VOLTAS was trading at 1794.65. The strike last trading price was 262.65, which was 262.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept VOLTAS was trading at 1778.65. The strike last trading price was 0, 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 5 Sept VOLTAS was trading at 1783.15. The strike last trading price was 0, 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 4 Sept VOLTAS was trading at 1780.25. The strike last trading price was 0, 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 2 Sept VOLTAS was trading at 1769.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1600 PE | |||||||
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Delta: -0.19
Vega: 0.62
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 9.75 | -3.40 | 39.99 | 900 | -77 | 461.5 |
| 20 Nov | 1686.75 | 13.15 | 0.00 | 41.53 | 955.5 | 32.5 | 544.5 |
| 19 Nov | 1686.75 | 13.15 | 3.35 | 41.53 | 955.5 | 38.5 | 544.5 |
| 18 Nov | 1695.95 | 9.8 | 1.30 | 37.62 | 625 | -23 | 510.5 |
| 14 Nov | 1708.60 | 8.5 | -3.20 | 33.44 | 725 | -21 | 533.5 |
| 13 Nov | 1685.40 | 11.7 | -0.90 | 32.09 | 940 | -58.5 | 554.5 |
| 12 Nov | 1699.60 | 12.6 | 8.05 | 33.27 | 1,118.5 | 208 | 618 |
| 11 Nov | 1754.10 | 4.55 | -1.00 | 31.98 | 307.5 | -5.5 | 410.5 |
| 8 Nov | 1766.00 | 5.55 | -0.25 | 31.65 | 270 | 12.5 | 417 |
| 7 Nov | 1766.95 | 5.8 | -1.60 | 33.78 | 515 | -16 | 403.5 |
| 6 Nov | 1737.85 | 7.4 | -10.60 | 30.55 | 609.5 | -33.5 | 419 |
| 5 Nov | 1694.70 | 18 | -7.50 | 32.65 | 1,057.5 | -96.5 | 460 |
| 4 Nov | 1665.05 | 25.5 | -9.50 | 32.88 | 1,272 | 6.5 | 558.5 |
| 1 Nov | 1642.85 | 35 | 5.75 | 33.49 | 154 | -4 | 559 |
| 31 Oct | 1649.50 | 29.25 | 6.85 | - | 2,767 | -24 | 561 |
| 30 Oct | 1697.90 | 22.4 | -0.60 | - | 5,012 | 256 | 583 |
| 29 Oct | 1770.60 | 23 | 3.95 | - | 459 | 289 | 327 |
| 28 Oct | 1762.25 | 19.05 | 2.85 | - | 62 | 38 | 38 |
| 24 Oct | 1795.10 | 16.2 | 2.95 | - | 2 | 1 | 3 |
| 22 Oct | 1794.65 | 13.25 | 13.25 | - | 2 | 1 | 2 |
| 6 Sept | 1778.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 1783.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 1780.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1769.65 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1600 expiring on 28NOV2024
Delta for 1600 PE is -0.19
Historical price for 1600 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 9.75, which was -3.40 lower than the previous day. The implied volatity was 39.99, the open interest changed by -154 which decreased total open position to 923
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 13.15, which was 0.00 lower than the previous day. The implied volatity was 41.53, the open interest changed by 65 which increased total open position to 1089
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 13.15, which was 3.35 higher than the previous day. The implied volatity was 41.53, the open interest changed by 77 which increased total open position to 1089
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 9.8, which was 1.30 higher than the previous day. The implied volatity was 37.62, the open interest changed by -46 which decreased total open position to 1021
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 8.5, which was -3.20 lower than the previous day. The implied volatity was 33.44, the open interest changed by -42 which decreased total open position to 1067
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 11.7, which was -0.90 lower than the previous day. The implied volatity was 32.09, the open interest changed by -117 which decreased total open position to 1109
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 12.6, which was 8.05 higher than the previous day. The implied volatity was 33.27, the open interest changed by 416 which increased total open position to 1236
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 4.55, which was -1.00 lower than the previous day. The implied volatity was 31.98, the open interest changed by -11 which decreased total open position to 821
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 5.55, which was -0.25 lower than the previous day. The implied volatity was 31.65, the open interest changed by 25 which increased total open position to 834
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 5.8, which was -1.60 lower than the previous day. The implied volatity was 33.78, the open interest changed by -32 which decreased total open position to 807
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 7.4, which was -10.60 lower than the previous day. The implied volatity was 30.55, the open interest changed by -67 which decreased total open position to 838
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 18, which was -7.50 lower than the previous day. The implied volatity was 32.65, the open interest changed by -193 which decreased total open position to 920
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 25.5, which was -9.50 lower than the previous day. The implied volatity was 32.88, the open interest changed by 13 which increased total open position to 1117
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 35, which was 5.75 higher than the previous day. The implied volatity was 33.49, the open interest changed by -8 which decreased total open position to 1118
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 29.25, which was 6.85 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 22.4, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 23, which was 3.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 19.05, which was 2.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 16.2, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct VOLTAS was trading at 1794.65. The strike last trading price was 13.25, which was 13.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept VOLTAS was trading at 1778.65. The strike last trading price was 0, 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 5 Sept VOLTAS was trading at 1783.15. The strike last trading price was 0, 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 4 Sept VOLTAS was trading at 1780.25. The strike last trading price was 0, 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 2 Sept VOLTAS was trading at 1769.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
