VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
| VOLTAS 26DEC2024 1600 CE | ||||||||||
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Delta: 0.93
Vega: 0.28
Theta: -1.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.50 | 88.6 | -65.40 | 27.97 | 32 | 8 | 93 | |||
| 19 Dec | 1738.25 | 154 | 0.00 | 0.00 | 0 | -6 | 0 | |||
| 18 Dec | 1757.00 | 154 | -16.55 | - | 15 | -4 | 87 | |||
| 17 Dec | 1769.65 | 170.55 | -51.40 | 30.58 | 2 | 0 | 90 | |||
| 16 Dec | 1808.10 | 221.95 | 46.95 | 63.91 | 4 | 0 | 90 | |||
| 13 Dec | 1807.50 | 175 | -26.00 | - | 10 | -3 | 96 | |||
| 12 Dec | 1787.65 | 201 | 0.00 | 0.00 | 0 | -3 | 0 | |||
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| 11 Dec | 1797.20 | 201 | 24.00 | 35.26 | 7 | -3 | 99 | |||
| 10 Dec | 1766.55 | 177 | 13.75 | 27.43 | 40 | -1 | 103 | |||
| 9 Dec | 1764.35 | 163.25 | 39.25 | - | 51 | -17 | 103 | |||
| 6 Dec | 1710.90 | 124 | 29.40 | 18.50 | 41 | -15 | 120 | |||
| 5 Dec | 1667.90 | 94.6 | -9.90 | 28.52 | 41 | 11 | 136 | |||
| 4 Dec | 1688.30 | 104.5 | -4.55 | 22.57 | 12 | 1 | 124 | |||
| 3 Dec | 1688.15 | 109.05 | -26.95 | 25.14 | 41 | 16 | 123 | |||
| 2 Dec | 1721.10 | 136 | 46.20 | 22.37 | 198 | 39 | 117 | |||
| 29 Nov | 1658.25 | 89.8 | 1.30 | 26.62 | 83 | 28 | 78 | |||
| 28 Nov | 1647.25 | 88.5 | -4.50 | 30.61 | 27 | 4 | 50 | |||
| 27 Nov | 1663.10 | 93 | -10.10 | 25.42 | 53 | 15 | 41 | |||
| 26 Nov | 1674.10 | 103.1 | 19.45 | 27.49 | 36 | -10 | 25 | |||
| 25 Nov | 1644.25 | 83.65 | -6.35 | 29.21 | 54 | 37 | 37 | |||
| 22 Nov | 1653.40 | 90 | -227.50 | 19.03 | 4 | 2 | 2 | |||
| 21 Nov | 1675.50 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 317.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 317.5 | 317.50 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1754.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1789.45 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 CE is 0.93
Historical price for 1600 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 88.6, which was -65.40 lower than the previous day. The implied volatity was 27.97, the open interest changed by 8 which increased total open position to 93
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 154, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 154, which was -16.55 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 87
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 170.55, which was -51.40 lower than the previous day. The implied volatity was 30.58, the open interest changed by 0 which decreased total open position to 90
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 221.95, which was 46.95 higher than the previous day. The implied volatity was 63.91, the open interest changed by 0 which decreased total open position to 90
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 175, which was -26.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 96
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 201, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 201, which was 24.00 higher than the previous day. The implied volatity was 35.26, the open interest changed by -3 which decreased total open position to 99
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 177, which was 13.75 higher than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 103
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 163.25, which was 39.25 higher than the previous day. The implied volatity was -, the open interest changed by -17 which decreased total open position to 103
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 124, which was 29.40 higher than the previous day. The implied volatity was 18.50, the open interest changed by -15 which decreased total open position to 120
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 94.6, which was -9.90 lower than the previous day. The implied volatity was 28.52, the open interest changed by 11 which increased total open position to 136
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 104.5, which was -4.55 lower than the previous day. The implied volatity was 22.57, the open interest changed by 1 which increased total open position to 124
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 109.05, which was -26.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 16 which increased total open position to 123
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 136, which was 46.20 higher than the previous day. The implied volatity was 22.37, the open interest changed by 39 which increased total open position to 117
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 89.8, which was 1.30 higher than the previous day. The implied volatity was 26.62, the open interest changed by 28 which increased total open position to 78
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 88.5, which was -4.50 lower than the previous day. The implied volatity was 30.61, the open interest changed by 4 which increased total open position to 50
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 93, which was -10.10 lower than the previous day. The implied volatity was 25.42, the open interest changed by 15 which increased total open position to 41
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 103.1, which was 19.45 higher than the previous day. The implied volatity was 27.49, the open interest changed by -10 which decreased total open position to 25
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 83.65, which was -6.35 lower than the previous day. The implied volatity was 29.21, the open interest changed by 37 which increased total open position to 37
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 90, which was -227.50 lower than the previous day. The implied volatity was 19.03, the open interest changed by 2 which increased total open position to 2
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 317.5, 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 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 317.5, 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 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 317.5, 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 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 317.5, 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 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 317.5, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 317.5, 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 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 317.5, 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 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 317.5, which was 317.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct VOLTAS was trading at 1770.60. 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 28 Oct VOLTAS was trading at 1762.25. 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 25 Oct VOLTAS was trading at 1754.85. 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 24 Oct VOLTAS was trading at 1795.10. 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 11 Oct VOLTAS was trading at 1789.45. 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 26DEC2024 1600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.35
Theta: -0.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.50 | 2.85 | 1.25 | 31.21 | 677 | 7 | 535 |
| 19 Dec | 1738.25 | 1.6 | 0.05 | 37.51 | 73 | -26 | 528 |
| 18 Dec | 1757.00 | 1.55 | 0.30 | 36.62 | 255 | -88 | 555 |
| 17 Dec | 1769.65 | 1.25 | 0.10 | 35.34 | 431 | -32 | 646 |
| 16 Dec | 1808.10 | 1.15 | -0.05 | 39.13 | 257 | 23 | 678 |
| 13 Dec | 1807.50 | 1.2 | -0.80 | 35.26 | 499 | -41 | 683 |
| 12 Dec | 1787.65 | 2 | -0.45 | 33.25 | 291 | -26 | 724 |
| 11 Dec | 1797.20 | 2.45 | -1.00 | 35.60 | 680 | 58 | 752 |
| 10 Dec | 1766.55 | 3.45 | -1.15 | 33.36 | 418 | -91 | 694 |
| 9 Dec | 1764.35 | 4.6 | -2.60 | 33.90 | 1,110 | 146 | 788 |
| 6 Dec | 1710.90 | 7.2 | -6.45 | 28.31 | 1,624 | 26 | 647 |
| 5 Dec | 1667.90 | 13.65 | 1.05 | 26.78 | 954 | 71 | 620 |
| 4 Dec | 1688.30 | 12.6 | 0.40 | 28.59 | 590 | -36 | 550 |
| 3 Dec | 1688.15 | 12.2 | 1.95 | 27.92 | 1,018 | -13 | 591 |
| 2 Dec | 1721.10 | 10.25 | -10.95 | 30.45 | 1,207 | 59 | 616 |
| 29 Nov | 1658.25 | 21.2 | -5.00 | 27.43 | 846 | 23 | 559 |
| 28 Nov | 1647.25 | 26.2 | -2.10 | 27.97 | 944 | 233 | 537 |
| 27 Nov | 1663.10 | 28.3 | -2.80 | 31.85 | 290 | 38 | 305 |
| 26 Nov | 1674.10 | 31.1 | -6.95 | 34.54 | 428 | 119 | 267 |
| 25 Nov | 1644.25 | 38.05 | 6.05 | 32.01 | 374 | 114 | 148 |
| 22 Nov | 1653.40 | 32 | -8.00 | 32.39 | 339 | 48 | 82 |
| 21 Nov | 1675.50 | 40 | 1.00 | 38.20 | 46 | 7 | 35 |
| 20 Nov | 1686.75 | 39 | 0.00 | 37.57 | 20 | 16 | 25 |
| 19 Nov | 1686.75 | 39 | 14.65 | 37.57 | 20 | 13 | 25 |
| 18 Nov | 1695.95 | 24.35 | -7.65 | 30.44 | 1 | 0 | 11 |
| 14 Nov | 1708.60 | 32 | -3.00 | 35.46 | 1 | 0 | 11 |
| 13 Nov | 1685.40 | 35 | 2.55 | 33.82 | 2 | 1 | 11 |
| 12 Nov | 1699.60 | 32.45 | 17.55 | 33.00 | 8 | 7 | 9 |
| 11 Nov | 1754.10 | 14.9 | -16.20 | 29.59 | 2 | 1 | 1 |
| 29 Oct | 1770.60 | 31.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 31.1 | 31.10 | - | 0 | 0 | 0 |
| 25 Oct | 1754.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1789.45 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1600 expiring on 26DEC2024
Delta for 1600 PE is -0.09
Historical price for 1600 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 2.85, which was 1.25 higher than the previous day. The implied volatity was 31.21, the open interest changed by 7 which increased total open position to 535
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 37.51, the open interest changed by -26 which decreased total open position to 528
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 36.62, the open interest changed by -88 which decreased total open position to 555
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 35.34, the open interest changed by -32 which decreased total open position to 646
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 1.15, which was -0.05 lower than the previous day. The implied volatity was 39.13, the open interest changed by 23 which increased total open position to 678
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 1.2, which was -0.80 lower than the previous day. The implied volatity was 35.26, the open interest changed by -41 which decreased total open position to 683
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 33.25, the open interest changed by -26 which decreased total open position to 724
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 2.45, which was -1.00 lower than the previous day. The implied volatity was 35.60, the open interest changed by 58 which increased total open position to 752
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 3.45, which was -1.15 lower than the previous day. The implied volatity was 33.36, the open interest changed by -91 which decreased total open position to 694
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 4.6, which was -2.60 lower than the previous day. The implied volatity was 33.90, the open interest changed by 146 which increased total open position to 788
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 7.2, which was -6.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 26 which increased total open position to 647
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 13.65, which was 1.05 higher than the previous day. The implied volatity was 26.78, the open interest changed by 71 which increased total open position to 620
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 12.6, which was 0.40 higher than the previous day. The implied volatity was 28.59, the open interest changed by -36 which decreased total open position to 550
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 12.2, which was 1.95 higher than the previous day. The implied volatity was 27.92, the open interest changed by -13 which decreased total open position to 591
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 10.25, which was -10.95 lower than the previous day. The implied volatity was 30.45, the open interest changed by 59 which increased total open position to 616
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 21.2, which was -5.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by 23 which increased total open position to 559
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 26.2, which was -2.10 lower than the previous day. The implied volatity was 27.97, the open interest changed by 233 which increased total open position to 537
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 28.3, which was -2.80 lower than the previous day. The implied volatity was 31.85, the open interest changed by 38 which increased total open position to 305
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 31.1, which was -6.95 lower than the previous day. The implied volatity was 34.54, the open interest changed by 119 which increased total open position to 267
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 38.05, which was 6.05 higher than the previous day. The implied volatity was 32.01, the open interest changed by 114 which increased total open position to 148
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 32, which was -8.00 lower than the previous day. The implied volatity was 32.39, the open interest changed by 48 which increased total open position to 82
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 40, which was 1.00 higher than the previous day. The implied volatity was 38.20, the open interest changed by 7 which increased total open position to 35
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 37.57, the open interest changed by 16 which increased total open position to 25
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 39, which was 14.65 higher than the previous day. The implied volatity was 37.57, the open interest changed by 13 which increased total open position to 25
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 24.35, which was -7.65 lower than the previous day. The implied volatity was 30.44, the open interest changed by 0 which decreased total open position to 11
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 32, which was -3.00 lower than the previous day. The implied volatity was 35.46, the open interest changed by 0 which decreased total open position to 11
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 35, which was 2.55 higher than the previous day. The implied volatity was 33.82, the open interest changed by 1 which increased total open position to 11
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 32.45, which was 17.55 higher than the previous day. The implied volatity was 33.00, the open interest changed by 7 which increased total open position to 9
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 14.9, which was -16.20 lower than the previous day. The implied volatity was 29.59, the open interest changed by 1 which increased total open position to 1
On 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 31.1, 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 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 31.1, which was 31.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VOLTAS was trading at 1754.85. 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 24 Oct VOLTAS was trading at 1795.10. 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 11 Oct VOLTAS was trading at 1789.45. 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
