VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:12 AM IST
| VOLTAS 26DEC2024 1660 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1801.90 | 143.2 | 1.20 | - | 3 | 0 | 305 | |||
| 11 Dec | 1797.20 | 142 | 26.05 | - | 35 | -15 | 312 | |||
| 10 Dec | 1766.55 | 115.95 | 3.50 | - | 10 | -5 | 326 | |||
| 9 Dec | 1764.35 | 112.45 | 34.15 | 19.20 | 419 | -237 | 332 | |||
| 6 Dec | 1710.90 | 78.3 | 27.80 | 24.76 | 861 | -48 | 576 | |||
| 5 Dec | 1667.90 | 50.5 | -9.90 | 25.28 | 568 | 47 | 624 | |||
| 4 Dec | 1688.30 | 60.4 | -5.60 | 23.36 | 155 | 3 | 577 | |||
| 3 Dec | 1688.15 | 66 | -22.00 | 25.67 | 331 | 3 | 575 | |||
| 2 Dec | 1721.10 | 88 | 37.65 | 24.28 | 1,406 | -287 | 572 | |||
| 29 Nov | 1658.25 | 50.35 | 0.05 | 25.12 | 2,243 | 442 | 859 | |||
| 28 Nov | 1647.25 | 50.3 | -5.20 | 28.07 | 694 | 214 | 413 | |||
| 27 Nov | 1663.10 | 55.5 | -10.50 | 25.56 | 591 | 76 | 197 | |||
| 26 Nov | 1674.10 | 66 | 10.00 | 28.15 | 518 | 78 | 121 | |||
| 25 Nov | 1644.25 | 56 | -6.00 | 31.65 | 76 | 43 | 43 | |||
| 22 Nov | 1653.40 | 62 | -36.70 | 25.50 | 46 | 18 | 18 | |||
| 21 Nov | 1675.50 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 98.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 1754.10 | 98.7 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1660 expiring on 26DEC2024
Delta for 1660 CE is -
Historical price for 1660 CE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 143.2, which was 1.20 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 305
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 142, which was 26.05 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 312
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 115.95, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 326
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 112.45, which was 34.15 higher than the previous day. The implied volatity was 19.20, the open interest changed by -237 which decreased total open position to 332
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 78.3, which was 27.80 higher than the previous day. The implied volatity was 24.76, the open interest changed by -48 which decreased total open position to 576
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 50.5, which was -9.90 lower than the previous day. The implied volatity was 25.28, the open interest changed by 47 which increased total open position to 624
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 60.4, which was -5.60 lower than the previous day. The implied volatity was 23.36, the open interest changed by 3 which increased total open position to 577
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 66, which was -22.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by 3 which increased total open position to 575
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 88, which was 37.65 higher than the previous day. The implied volatity was 24.28, the open interest changed by -287 which decreased total open position to 572
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 50.35, which was 0.05 higher than the previous day. The implied volatity was 25.12, the open interest changed by 442 which increased total open position to 859
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 50.3, which was -5.20 lower than the previous day. The implied volatity was 28.07, the open interest changed by 214 which increased total open position to 413
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 55.5, which was -10.50 lower than the previous day. The implied volatity was 25.56, the open interest changed by 76 which increased total open position to 197
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 66, which was 10.00 higher than the previous day. The implied volatity was 28.15, the open interest changed by 78 which increased total open position to 121
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 56, which was -6.00 lower than the previous day. The implied volatity was 31.65, the open interest changed by 43 which increased total open position to 43
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 62, which was -36.70 lower than the previous day. The implied volatity was 25.50, the open interest changed by 18 which increased total open position to 18
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 98.7, 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 98.7, 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 98.7, 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 98.7, 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 98.7, 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 98.7, 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 98.7, 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 98.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 26DEC2024 1660 PE | |||||||
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Delta: -0.07
Vega: 0.46
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1801.90 | 3.1 | -1.35 | 29.43 | 121 | -17 | 490 |
| 11 Dec | 1797.20 | 4.45 | -2.80 | 30.57 | 1,041 | -73 | 513 |
| 10 Dec | 1766.55 | 7.25 | -2.45 | 29.47 | 594 | 32 | 584 |
| 9 Dec | 1764.35 | 9.7 | -7.20 | 30.58 | 1,729 | -85 | 550 |
| 6 Dec | 1710.90 | 16.9 | -15.05 | 26.06 | 1,938 | -17 | 632 |
| 5 Dec | 1667.90 | 31.95 | 3.95 | 25.72 | 918 | 40 | 650 |
| 4 Dec | 1688.30 | 28 | 1.00 | 27.28 | 360 | -17 | 617 |
| 3 Dec | 1688.15 | 27 | 5.10 | 26.46 | 1,579 | -40 | 643 |
| 2 Dec | 1721.10 | 21.9 | -20.20 | 29.09 | 1,328 | 42 | 685 |
| 29 Nov | 1658.25 | 42.1 | -11.45 | 26.23 | 1,078 | 216 | 640 |
| 28 Nov | 1647.25 | 53.55 | -0.40 | 29.02 | 706 | 187 | 429 |
| 27 Nov | 1663.10 | 53.95 | 0.95 | 32.92 | 394 | 77 | 243 |
| 26 Nov | 1674.10 | 53 | -12.00 | 33.81 | 392 | 108 | 166 |
| 25 Nov | 1644.25 | 65 | 7.35 | 31.67 | 81 | 56 | 60 |
| 22 Nov | 1653.40 | 57.65 | -2.35 | 33.37 | 16 | 9 | 13 |
| 21 Nov | 1675.50 | 60 | 10.00 | 36.31 | 1 | 0 | 3 |
| 20 Nov | 1686.75 | 50 | 0.00 | 31.65 | 1 | 1 | 2 |
| 19 Nov | 1686.75 | 50 | 5.00 | 31.65 | 1 | 0 | 2 |
| 18 Nov | 1695.95 | 45 | -45.75 | 30.79 | 2 | 0 | 0 |
| 14 Nov | 1708.60 | 90.75 | 0.00 | 3.17 | 0 | 0 | 0 |
| 13 Nov | 1685.40 | 90.75 | 0.00 | 2.17 | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 90.75 | 0.00 | 2.45 | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 90.75 | 4.78 | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1660 expiring on 26DEC2024
Delta for 1660 PE is -0.07
Historical price for 1660 PE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 3.1, which was -1.35 lower than the previous day. The implied volatity was 29.43, the open interest changed by -17 which decreased total open position to 490
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 4.45, which was -2.80 lower than the previous day. The implied volatity was 30.57, the open interest changed by -73 which decreased total open position to 513
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 7.25, which was -2.45 lower than the previous day. The implied volatity was 29.47, the open interest changed by 32 which increased total open position to 584
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 9.7, which was -7.20 lower than the previous day. The implied volatity was 30.58, the open interest changed by -85 which decreased total open position to 550
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 16.9, which was -15.05 lower than the previous day. The implied volatity was 26.06, the open interest changed by -17 which decreased total open position to 632
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 31.95, which was 3.95 higher than the previous day. The implied volatity was 25.72, the open interest changed by 40 which increased total open position to 650
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 28, which was 1.00 higher than the previous day. The implied volatity was 27.28, the open interest changed by -17 which decreased total open position to 617
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 27, which was 5.10 higher than the previous day. The implied volatity was 26.46, the open interest changed by -40 which decreased total open position to 643
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 21.9, which was -20.20 lower than the previous day. The implied volatity was 29.09, the open interest changed by 42 which increased total open position to 685
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 42.1, which was -11.45 lower than the previous day. The implied volatity was 26.23, the open interest changed by 216 which increased total open position to 640
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 53.55, which was -0.40 lower than the previous day. The implied volatity was 29.02, the open interest changed by 187 which increased total open position to 429
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 53.95, which was 0.95 higher than the previous day. The implied volatity was 32.92, the open interest changed by 77 which increased total open position to 243
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 53, which was -12.00 lower than the previous day. The implied volatity was 33.81, the open interest changed by 108 which increased total open position to 166
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 65, which was 7.35 higher than the previous day. The implied volatity was 31.67, the open interest changed by 56 which increased total open position to 60
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 57.65, which was -2.35 lower than the previous day. The implied volatity was 33.37, the open interest changed by 9 which increased total open position to 13
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 60, which was 10.00 higher than the previous day. The implied volatity was 36.31, the open interest changed by 0 which decreased total open position to 3
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 50, which was 0.00 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 2
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 50, which was 5.00 higher than the previous day. The implied volatity was 31.65, the open interest changed by 0 which decreased total open position to 2
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 45, which was -45.75 lower than the previous day. The implied volatity was 30.79, 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 90.75, which was 0.00 lower than the previous day. The implied volatity was 3.17, 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 90.75, which was 0.00 lower than the previous day. The implied volatity was 2.17, 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 90.75, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 90.75, which was lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0
