VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1620 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 47.55 | -11.15 | - | 104 | 12 | 106.5 | |||
| 20 Nov | 1686.75 | 58.7 | 0.00 | - | 53.5 | 0.5 | 95 | |||
| 19 Nov | 1686.75 | 58.7 | -9.75 | - | 53.5 | 1 | 95 | |||
| 18 Nov | 1695.95 | 68.45 | -10.10 | - | 30.5 | 0.5 | 93 | |||
|
|
||||||||||
| 14 Nov | 1708.60 | 78.55 | 5.00 | - | 49 | 5.5 | 93 | |||
| 13 Nov | 1685.40 | 73.55 | -1.60 | 16.84 | 145 | 21 | 87.5 | |||
| 12 Nov | 1699.60 | 75.15 | -54.95 | - | 30.5 | 2 | 66.5 | |||
| 11 Nov | 1754.10 | 130.1 | -14.45 | - | 7.5 | 3 | 65 | |||
| 8 Nov | 1766.00 | 144.55 | -6.30 | 23.89 | 5 | -0.5 | 62.5 | |||
| 7 Nov | 1766.95 | 150.85 | 20.70 | - | 11.5 | 2.5 | 65 | |||
| 6 Nov | 1737.85 | 130.15 | 32.15 | 22.91 | 22 | -10 | 62 | |||
| 5 Nov | 1694.70 | 98 | 15.95 | 29.36 | 127.5 | 11 | 72.5 | |||
| 4 Nov | 1665.05 | 82.05 | 8.85 | 30.19 | 179.5 | 33 | 60.5 | |||
| 1 Nov | 1642.85 | 73.2 | -5.00 | 30.50 | 8.5 | -2 | 28 | |||
| 31 Oct | 1649.50 | 78.2 | -50.80 | - | 131 | 26 | 31 | |||
| 30 Oct | 1697.90 | 129 | -23.75 | - | 4 | 2 | 5 | |||
| 29 Oct | 1770.60 | 152.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 152.75 | -128.20 | - | 0 | 3 | 0 | |||
| 24 Oct | 1795.10 | 280.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 280.95 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 CE is -
Historical price for 1620 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 47.55, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 213
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 190
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 58.7, which was -9.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 190
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 68.45, which was -10.10 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 186
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 78.55, which was 5.00 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 186
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 73.55, which was -1.60 lower than the previous day. The implied volatity was 16.84, the open interest changed by 42 which increased total open position to 175
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 75.15, which was -54.95 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 133
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 130.1, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 130
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 144.55, which was -6.30 lower than the previous day. The implied volatity was 23.89, the open interest changed by -1 which decreased total open position to 125
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 150.85, which was 20.70 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 130
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 130.15, which was 32.15 higher than the previous day. The implied volatity was 22.91, the open interest changed by -20 which decreased total open position to 124
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 98, which was 15.95 higher than the previous day. The implied volatity was 29.36, the open interest changed by 22 which increased total open position to 145
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 82.05, which was 8.85 higher than the previous day. The implied volatity was 30.19, the open interest changed by 66 which increased total open position to 121
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 73.2, which was -5.00 lower than the previous day. The implied volatity was 30.50, the open interest changed by -4 which decreased total open position to 56
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 78.2, which was -50.80 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 129, which was -23.75 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 152.75, 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 152.75, which was -128.20 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 280.95, 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 22 Oct VOLTAS was trading at 1794.65. The strike last trading price was 280.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 0.75
Theta: -2.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 14.8 | -2.80 | 40.46 | 631.5 | 13 | 257 |
| 20 Nov | 1686.75 | 17.6 | 0.00 | 40.77 | 645.5 | -63 | 244.5 |
| 19 Nov | 1686.75 | 17.6 | 3.60 | 40.77 | 645.5 | -62.5 | 244.5 |
| 18 Nov | 1695.95 | 14 | 1.90 | 37.54 | 508.5 | 11 | 312 |
| 14 Nov | 1708.60 | 12.1 | -3.75 | 33.36 | 600.5 | 160 | 302 |
| 13 Nov | 1685.40 | 15.85 | -1.85 | 31.58 | 633 | -25 | 142 |
| 12 Nov | 1699.60 | 17.7 | 11.70 | 33.66 | 922.5 | -35 | 185.5 |
| 11 Nov | 1754.10 | 6 | -1.40 | 30.99 | 188.5 | 26 | 220.5 |
| 8 Nov | 1766.00 | 7.4 | -0.05 | 31.03 | 171 | -14 | 194.5 |
| 7 Nov | 1766.95 | 7.45 | -2.25 | 33.04 | 494 | 63.5 | 212 |
| 6 Nov | 1737.85 | 9.7 | -12.60 | 29.91 | 371 | 9.5 | 149.5 |
| 5 Nov | 1694.70 | 22.3 | -9.75 | 31.92 | 459.5 | 18 | 155.5 |
| 4 Nov | 1665.05 | 32.05 | -11.30 | 32.80 | 433 | 29 | 137.5 |
| 1 Nov | 1642.85 | 43.35 | 6.65 | 33.77 | 31.5 | -14 | 109 |
| 31 Oct | 1649.50 | 36.7 | 7.55 | - | 495 | 88 | 122 |
| 30 Oct | 1697.90 | 29.15 | 6.05 | - | 150 | 34 | 34 |
| 29 Oct | 1770.60 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 23.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1794.65 | 23.1 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1620 expiring on 28NOV2024
Delta for 1620 PE is -0.26
Historical price for 1620 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 14.8, which was -2.80 lower than the previous day. The implied volatity was 40.46, the open interest changed by 26 which increased total open position to 514
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 17.6, which was 0.00 lower than the previous day. The implied volatity was 40.77, the open interest changed by -126 which decreased total open position to 489
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 17.6, which was 3.60 higher than the previous day. The implied volatity was 40.77, the open interest changed by -125 which decreased total open position to 489
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 14, which was 1.90 higher than the previous day. The implied volatity was 37.54, the open interest changed by 22 which increased total open position to 624
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 12.1, which was -3.75 lower than the previous day. The implied volatity was 33.36, the open interest changed by 320 which increased total open position to 604
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 15.85, which was -1.85 lower than the previous day. The implied volatity was 31.58, the open interest changed by -50 which decreased total open position to 284
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 17.7, which was 11.70 higher than the previous day. The implied volatity was 33.66, the open interest changed by -70 which decreased total open position to 371
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 6, which was -1.40 lower than the previous day. The implied volatity was 30.99, the open interest changed by 52 which increased total open position to 441
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 7.4, which was -0.05 lower than the previous day. The implied volatity was 31.03, the open interest changed by -28 which decreased total open position to 389
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 7.45, which was -2.25 lower than the previous day. The implied volatity was 33.04, the open interest changed by 127 which increased total open position to 424
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 9.7, which was -12.60 lower than the previous day. The implied volatity was 29.91, the open interest changed by 19 which increased total open position to 299
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 22.3, which was -9.75 lower than the previous day. The implied volatity was 31.92, the open interest changed by 36 which increased total open position to 311
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 32.05, which was -11.30 lower than the previous day. The implied volatity was 32.80, the open interest changed by 58 which increased total open position to 275
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 43.35, which was 6.65 higher than the previous day. The implied volatity was 33.77, the open interest changed by -28 which decreased total open position to 218
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 36.7, which was 7.55 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 29.15, which was 6.05 higher 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 23.1, 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 23.1, 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 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 23.1, 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 22 Oct VOLTAS was trading at 1794.65. The strike last trading price was 23.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
