VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
| VOLTAS 26DEC2024 1640 CE | ||||||||||
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Delta: 0.84
Vega: 0.52
Theta: -1.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.50 | 50.85 | -110.75 | 22.20 | 29 | -1 | 73 | |||
| 19 Dec | 1738.25 | 161.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1757.00 | 161.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1769.65 | 161.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1808.10 | 161.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1807.50 | 161.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1787.65 | 161.6 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 11 Dec | 1797.20 | 161.6 | 22.60 | - | 3 | -2 | 75 | |||
| 10 Dec | 1766.55 | 139 | 6.00 | 26.44 | 4 | 1 | 77 | |||
| 9 Dec | 1764.35 | 133 | 42.50 | 23.51 | 15 | -2 | 75 | |||
| 6 Dec | 1710.90 | 90.5 | 27.55 | 21.85 | 99 | -18 | 79 | |||
| 5 Dec | 1667.90 | 62.95 | -11.85 | 25.60 | 76 | 9 | 97 | |||
| 4 Dec | 1688.30 | 74.8 | -5.55 | 23.96 | 27 | 5 | 87 | |||
| 3 Dec | 1688.15 | 80.35 | -23.65 | 26.43 | 49 | 2 | 82 | |||
| 2 Dec | 1721.10 | 104 | 42.20 | 24.77 | 319 | -36 | 81 | |||
| 29 Nov | 1658.25 | 61.8 | 1.80 | 25.34 | 365 | 21 | 117 | |||
| 28 Nov | 1647.25 | 60 | -10.70 | 27.82 | 252 | 86 | 97 | |||
| 27 Nov | 1663.10 | 70.7 | 12.70 | 27.76 | 27 | 8 | 9 | |||
| 26 Nov | 1674.10 | 58 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 1644.25 | 58 | -229.10 | 27.62 | 1 | 0 | 0 | |||
| 22 Nov | 1653.40 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 287.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 287.1 | 287.10 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1809.60 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1640 expiring on 26DEC2024
Delta for 1640 CE is 0.84
Historical price for 1640 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 50.85, which was -110.75 lower than the previous day. The implied volatity was 22.20, the open interest changed by -1 which decreased total open position to 73
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 161.6, 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 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 161.6, 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 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 161.6, 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 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 161.6, 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 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 161.6, 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 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 161.6, 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 161.6, which was 22.60 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 75
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 139, which was 6.00 higher than the previous day. The implied volatity was 26.44, the open interest changed by 1 which increased total open position to 77
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 133, which was 42.50 higher than the previous day. The implied volatity was 23.51, the open interest changed by -2 which decreased total open position to 75
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 90.5, which was 27.55 higher than the previous day. The implied volatity was 21.85, the open interest changed by -18 which decreased total open position to 79
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 62.95, which was -11.85 lower than the previous day. The implied volatity was 25.60, the open interest changed by 9 which increased total open position to 97
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 74.8, which was -5.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by 5 which increased total open position to 87
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 80.35, which was -23.65 lower than the previous day. The implied volatity was 26.43, the open interest changed by 2 which increased total open position to 82
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 104, which was 42.20 higher than the previous day. The implied volatity was 24.77, the open interest changed by -36 which decreased total open position to 81
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 61.8, which was 1.80 higher than the previous day. The implied volatity was 25.34, the open interest changed by 21 which increased total open position to 117
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 60, which was -10.70 lower than the previous day. The implied volatity was 27.82, the open interest changed by 86 which increased total open position to 97
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 70.7, which was 12.70 higher than the previous day. The implied volatity was 27.76, the open interest changed by 8 which increased total open position to 9
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 58, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 58, which was -229.10 lower than the previous day. The implied volatity was 27.62, the open interest changed by 0 which decreased total open position to 0
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 287.1, 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 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 287.1, 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 287.1, 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 287.1, 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 287.1, 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 287.1, 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 287.1, 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 287.1, 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 287.1, which was 287.10 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VOLTAS was trading at 1809.60. 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 1640 PE | |||||||
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Delta: -0.18
Vega: 0.58
Theta: -1.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.50 | 5.5 | 3.50 | 24.93 | 823 | 10 | 247 |
| 19 Dec | 1738.25 | 2 | -0.15 | 30.21 | 87 | -6 | 238 |
| 18 Dec | 1757.00 | 2.15 | 0.25 | 30.64 | 216 | -25 | 246 |
| 17 Dec | 1769.65 | 1.9 | 0.55 | 30.50 | 87 | -30 | 280 |
| 16 Dec | 1808.10 | 1.35 | -0.35 | 33.43 | 87 | -6 | 310 |
| 13 Dec | 1807.50 | 1.7 | -1.30 | 31.35 | 529 | -60 | 315 |
| 12 Dec | 1787.65 | 3 | -0.60 | 29.61 | 434 | -29 | 379 |
| 11 Dec | 1797.20 | 3.6 | -1.90 | 32.21 | 681 | 0 | 401 |
| 10 Dec | 1766.55 | 5.5 | -1.85 | 30.55 | 418 | -20 | 401 |
| 9 Dec | 1764.35 | 7.35 | -5.15 | 31.40 | 1,261 | 32 | 421 |
| 6 Dec | 1710.90 | 12.5 | -12.00 | 26.53 | 907 | 31 | 388 |
| 5 Dec | 1667.90 | 24.5 | 2.50 | 26.05 | 580 | -60 | 363 |
| 4 Dec | 1688.30 | 22 | 1.15 | 27.88 | 337 | 30 | 421 |
| 3 Dec | 1688.15 | 20.85 | 4.05 | 26.85 | 866 | 60 | 396 |
| 2 Dec | 1721.10 | 16.8 | -17.05 | 29.24 | 1,067 | 29 | 338 |
| 29 Nov | 1658.25 | 33.85 | -5.00 | 26.59 | 638 | 98 | 310 |
| 28 Nov | 1647.25 | 38.85 | -2.95 | 26.25 | 408 | 79 | 212 |
| 27 Nov | 1663.10 | 41.8 | -4.65 | 31.16 | 242 | 71 | 134 |
| 26 Nov | 1674.10 | 46.45 | -12.50 | 34.97 | 125 | 29 | 57 |
| 25 Nov | 1644.25 | 58.95 | 10.60 | 33.88 | 43 | 23 | 28 |
| 22 Nov | 1653.40 | 48.35 | -11.65 | 33.16 | 32 | 5 | 10 |
| 21 Nov | 1675.50 | 60 | 14.00 | 40.70 | 1 | 0 | 4 |
| 20 Nov | 1686.75 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 1695.95 | 46 | -4.00 | 35.13 | 2 | -1 | 3 |
| 14 Nov | 1708.60 | 50 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 1685.40 | 50 | 20.00 | 34.31 | 1 | 0 | 4 |
| 12 Nov | 1699.60 | 30 | 2.00 | 25.45 | 3 | 0 | 1 |
| 11 Nov | 1754.10 | 28 | -12.00 | 0.00 | 0 | 0 | 0 |
| 29 Oct | 1770.60 | 40 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 40 | 40.00 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1809.60 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1640 expiring on 26DEC2024
Delta for 1640 PE is -0.18
Historical price for 1640 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 5.5, which was 3.50 higher than the previous day. The implied volatity was 24.93, the open interest changed by 10 which increased total open position to 247
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 30.21, the open interest changed by -6 which decreased total open position to 238
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 2.15, which was 0.25 higher than the previous day. The implied volatity was 30.64, the open interest changed by -25 which decreased total open position to 246
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 1.9, which was 0.55 higher than the previous day. The implied volatity was 30.50, the open interest changed by -30 which decreased total open position to 280
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 33.43, the open interest changed by -6 which decreased total open position to 310
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 1.7, which was -1.30 lower than the previous day. The implied volatity was 31.35, the open interest changed by -60 which decreased total open position to 315
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 3, which was -0.60 lower than the previous day. The implied volatity was 29.61, the open interest changed by -29 which decreased total open position to 379
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 3.6, which was -1.90 lower than the previous day. The implied volatity was 32.21, the open interest changed by 0 which decreased total open position to 401
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 5.5, which was -1.85 lower than the previous day. The implied volatity was 30.55, the open interest changed by -20 which decreased total open position to 401
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 7.35, which was -5.15 lower than the previous day. The implied volatity was 31.40, the open interest changed by 32 which increased total open position to 421
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 12.5, which was -12.00 lower than the previous day. The implied volatity was 26.53, the open interest changed by 31 which increased total open position to 388
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 24.5, which was 2.50 higher than the previous day. The implied volatity was 26.05, the open interest changed by -60 which decreased total open position to 363
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 22, which was 1.15 higher than the previous day. The implied volatity was 27.88, the open interest changed by 30 which increased total open position to 421
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 20.85, which was 4.05 higher than the previous day. The implied volatity was 26.85, the open interest changed by 60 which increased total open position to 396
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 16.8, which was -17.05 lower than the previous day. The implied volatity was 29.24, the open interest changed by 29 which increased total open position to 338
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 33.85, which was -5.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 98 which increased total open position to 310
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 38.85, which was -2.95 lower than the previous day. The implied volatity was 26.25, the open interest changed by 79 which increased total open position to 212
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 41.8, which was -4.65 lower than the previous day. The implied volatity was 31.16, the open interest changed by 71 which increased total open position to 134
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 46.45, which was -12.50 lower than the previous day. The implied volatity was 34.97, the open interest changed by 29 which increased total open position to 57
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 58.95, which was 10.60 higher than the previous day. The implied volatity was 33.88, the open interest changed by 23 which increased total open position to 28
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 48.35, which was -11.65 lower than the previous day. The implied volatity was 33.16, the open interest changed by 5 which increased total open position to 10
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 60, which was 14.00 higher than the previous day. The implied volatity was 40.70, the open interest changed by 0 which decreased total open position to 4
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 46, 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 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 46, 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 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 46, which was -4.00 lower than the previous day. The implied volatity was 35.13, the open interest changed by -1 which decreased total open position to 3
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 50, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 50, which was 20.00 higher than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 4
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 30, which was 2.00 higher than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 1
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 28, which was -12.00 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 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 40, 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 40, which was 40.00 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VOLTAS was trading at 1809.60. 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
