VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1640 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 | 34.9 | -10.65 | - | 369.5 | 35.5 | 118.5 | |||
| 20 Nov | 1686.75 | 45.55 | 0.00 | 12.94 | 96.5 | -6.5 | 83 | |||
| 19 Nov | 1686.75 | 45.55 | -6.75 | 12.94 | 96.5 | -6.5 | 83 | |||
| 18 Nov | 1695.95 | 52.3 | -11.55 | - | 70.5 | 4 | 89.5 | |||
| 14 Nov | 1708.60 | 63.85 | 4.85 | - | 92.5 | -1 | 85.5 | |||
| 13 Nov | 1685.40 | 59 | -3.35 | 19.44 | 328 | -16 | 88.5 | |||
| 12 Nov | 1699.60 | 62.35 | -50.90 | 16.92 | 98.5 | -1.5 | 120 | |||
| 11 Nov | 1754.10 | 113.25 | -6.75 | - | 9.5 | -1 | 120.5 | |||
| 8 Nov | 1766.00 | 120 | -12.20 | - | 16.5 | -4 | 121.5 | |||
| 7 Nov | 1766.95 | 132.2 | 18.00 | - | 50.5 | -11 | 127 | |||
| 6 Nov | 1737.85 | 114.2 | 31.55 | 24.71 | 111.5 | -27.5 | 139 | |||
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| 5 Nov | 1694.70 | 82.65 | 13.80 | 28.41 | 383.5 | -16 | 167 | |||
| 4 Nov | 1665.05 | 68.85 | 5.85 | 29.65 | 1,294.5 | 6 | 182 | |||
| 1 Nov | 1642.85 | 63 | -4.85 | 31.00 | 97 | 3.5 | 176.5 | |||
| 31 Oct | 1649.50 | 67.85 | -167.10 | - | 839 | 172 | 172 | |||
| 30 Oct | 1697.90 | 234.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 234.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 234.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 234.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 234.95 | 234.95 | - | 0 | 0 | 0 | |||
| 11 Sept | 1828.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 1830.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 1817.95 | 0 | 0.00 | - | 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 | |||
| 3 Sept | 1810.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 1769.65 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 CE is -
Historical price for 1640 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 34.9, which was -10.65 lower than the previous day. The implied volatity was -, the open interest changed by 71 which increased total open position to 237
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 45.55, which was 0.00 lower than the previous day. The implied volatity was 12.94, the open interest changed by -13 which decreased total open position to 166
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 45.55, which was -6.75 lower than the previous day. The implied volatity was 12.94, the open interest changed by -13 which decreased total open position to 166
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 52.3, which was -11.55 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 179
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 63.85, which was 4.85 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 171
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 59, which was -3.35 lower than the previous day. The implied volatity was 19.44, the open interest changed by -32 which decreased total open position to 177
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 62.35, which was -50.90 lower than the previous day. The implied volatity was 16.92, the open interest changed by -3 which decreased total open position to 240
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 113.25, which was -6.75 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 241
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 120, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 243
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 132.2, which was 18.00 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 254
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 114.2, which was 31.55 higher than the previous day. The implied volatity was 24.71, the open interest changed by -55 which decreased total open position to 278
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 82.65, which was 13.80 higher than the previous day. The implied volatity was 28.41, the open interest changed by -32 which decreased total open position to 334
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 68.85, which was 5.85 higher than the previous day. The implied volatity was 29.65, the open interest changed by 12 which increased total open position to 364
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 63, which was -4.85 lower than the previous day. The implied volatity was 31.00, the open interest changed by 7 which increased total open position to 353
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 67.85, which was -167.10 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 234.95, 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 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 234.95, 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 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 234.95, 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 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 234.95, 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 234.95, which was 234.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept VOLTAS was trading at 1828.70. 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 10 Sept VOLTAS was trading at 1830.10. 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 9 Sept VOLTAS was trading at 1817.95. 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 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 3 Sept VOLTAS was trading at 1810.95. 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 1640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.84
Theta: -2.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 21.7 | -1.50 | 41.27 | 936.5 | 43 | 369.5 |
| 20 Nov | 1686.75 | 23.2 | 0.00 | 40.02 | 618.5 | 5 | 328.5 |
| 19 Nov | 1686.75 | 23.2 | 3.90 | 40.02 | 618.5 | 7 | 328.5 |
| 18 Nov | 1695.95 | 19.3 | 2.70 | 37.33 | 685.5 | -31.5 | 321.5 |
| 14 Nov | 1708.60 | 16.6 | -4.40 | 33.14 | 578.5 | 10.5 | 359 |
| 13 Nov | 1685.40 | 21 | -1.90 | 30.99 | 1,043.5 | 59 | 351.5 |
| 12 Nov | 1699.60 | 22.9 | 14.60 | 33.11 | 1,128.5 | -10.5 | 295 |
| 11 Nov | 1754.10 | 8.3 | -1.55 | 30.50 | 392.5 | 51.5 | 307 |
| 8 Nov | 1766.00 | 9.85 | 0.30 | 30.49 | 312.5 | 23.5 | 260 |
| 7 Nov | 1766.95 | 9.55 | -3.20 | 32.32 | 603 | 22.5 | 235 |
| 6 Nov | 1737.85 | 12.75 | -15.20 | 29.40 | 480.5 | -37.5 | 218 |
| 5 Nov | 1694.70 | 27.95 | -11.60 | 31.51 | 530 | -11 | 256.5 |
| 4 Nov | 1665.05 | 39.55 | -11.85 | 32.88 | 781.5 | 93 | 266 |
| 1 Nov | 1642.85 | 51.4 | 7.40 | 33.29 | 57 | 7 | 173 |
| 31 Oct | 1649.50 | 44 | 9.50 | - | 1,441 | 107 | 167 |
| 30 Oct | 1697.90 | 34.5 | -22.55 | - | 192 | 61 | 61 |
| 29 Oct | 1770.60 | 57.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 57.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 57.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1794.65 | 57.05 | 57.05 | - | 0 | 0 | 0 |
| 11 Sept | 1828.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 1830.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 1817.95 | 0 | 0.00 | - | 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 |
| 3 Sept | 1810.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 1769.65 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1640 expiring on 28NOV2024
Delta for 1640 PE is -0.33
Historical price for 1640 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 21.7, which was -1.50 lower than the previous day. The implied volatity was 41.27, the open interest changed by 86 which increased total open position to 739
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 23.2, which was 0.00 lower than the previous day. The implied volatity was 40.02, the open interest changed by 10 which increased total open position to 657
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 23.2, which was 3.90 higher than the previous day. The implied volatity was 40.02, the open interest changed by 14 which increased total open position to 657
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 19.3, which was 2.70 higher than the previous day. The implied volatity was 37.33, the open interest changed by -63 which decreased total open position to 643
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 16.6, which was -4.40 lower than the previous day. The implied volatity was 33.14, the open interest changed by 21 which increased total open position to 718
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 21, which was -1.90 lower than the previous day. The implied volatity was 30.99, the open interest changed by 118 which increased total open position to 703
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 22.9, which was 14.60 higher than the previous day. The implied volatity was 33.11, the open interest changed by -21 which decreased total open position to 590
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 8.3, which was -1.55 lower than the previous day. The implied volatity was 30.50, the open interest changed by 103 which increased total open position to 614
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 9.85, which was 0.30 higher than the previous day. The implied volatity was 30.49, the open interest changed by 47 which increased total open position to 520
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 9.55, which was -3.20 lower than the previous day. The implied volatity was 32.32, the open interest changed by 45 which increased total open position to 470
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 12.75, which was -15.20 lower than the previous day. The implied volatity was 29.40, the open interest changed by -75 which decreased total open position to 436
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 27.95, which was -11.60 lower than the previous day. The implied volatity was 31.51, the open interest changed by -22 which decreased total open position to 513
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 39.55, which was -11.85 lower than the previous day. The implied volatity was 32.88, the open interest changed by 186 which increased total open position to 532
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 51.4, which was 7.40 higher than the previous day. The implied volatity was 33.29, the open interest changed by 14 which increased total open position to 346
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 44, which was 9.50 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 34.5, which was -22.55 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 57.05, 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 57.05, 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 57.05, 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 57.05, which was 57.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept VOLTAS was trading at 1828.70. 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 10 Sept VOLTAS was trading at 1830.10. 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 9 Sept VOLTAS was trading at 1817.95. 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 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 3 Sept VOLTAS was trading at 1810.95. 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
