VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1660 CE | ||||||||||
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Delta: 0.71
Vega: 0.80
Theta: -1.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 24.65 | -8.35 | 14.87 | 751 | 26 | 268.5 | |||
| 20 Nov | 1686.75 | 33 | 0.00 | 17.72 | 396.5 | -1 | 236 | |||
| 19 Nov | 1686.75 | 33 | -6.80 | 17.72 | 396.5 | -7.5 | 236 | |||
| 18 Nov | 1695.95 | 39.8 | -10.55 | 15.43 | 376.5 | -3.5 | 244 | |||
| 14 Nov | 1708.60 | 50.35 | 5.55 | - | 231 | 1.5 | 247.5 | |||
| 13 Nov | 1685.40 | 44.8 | -3.50 | 19.66 | 685.5 | -4.5 | 246 | |||
| 12 Nov | 1699.60 | 48.3 | -47.45 | 18.23 | 195 | 2.5 | 255 | |||
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| 11 Nov | 1754.10 | 95.75 | -7.50 | - | 7.5 | -1 | 253 | |||
| 8 Nov | 1766.00 | 103.25 | -12.90 | 15.29 | 15 | -1 | 254 | |||
| 7 Nov | 1766.95 | 116.15 | 19.20 | - | 98.5 | -7.5 | 257 | |||
| 6 Nov | 1737.85 | 96.95 | 28.50 | 23.86 | 207 | -37.5 | 264.5 | |||
| 5 Nov | 1694.70 | 68.45 | 9.95 | 27.57 | 1,633 | -101 | 302.5 | |||
| 4 Nov | 1665.05 | 58.5 | -1.50 | 30.13 | 1,943.5 | 44.5 | 402.5 | |||
| 1 Nov | 1642.85 | 60 | 4.75 | 34.89 | 316 | -16.5 | 360.5 | |||
| 31 Oct | 1649.50 | 55.25 | -30.60 | - | 1,717 | 347 | 377 | |||
| 30 Oct | 1697.90 | 85.85 | -163.75 | - | 109 | 31 | 31 | |||
| 29 Oct | 1770.60 | 249.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 249.6 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 249.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 249.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1757.20 | 249.6 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 CE is 0.71
Historical price for 1660 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 24.65, which was -8.35 lower than the previous day. The implied volatity was 14.87, the open interest changed by 52 which increased total open position to 537
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 33, which was 0.00 lower than the previous day. The implied volatity was 17.72, the open interest changed by -2 which decreased total open position to 472
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 33, which was -6.80 lower than the previous day. The implied volatity was 17.72, the open interest changed by -15 which decreased total open position to 472
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 39.8, which was -10.55 lower than the previous day. The implied volatity was 15.43, the open interest changed by -7 which decreased total open position to 488
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 50.35, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 495
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 44.8, which was -3.50 lower than the previous day. The implied volatity was 19.66, the open interest changed by -9 which decreased total open position to 492
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 48.3, which was -47.45 lower than the previous day. The implied volatity was 18.23, the open interest changed by 5 which increased total open position to 510
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 95.75, which was -7.50 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 506
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 103.25, which was -12.90 lower than the previous day. The implied volatity was 15.29, the open interest changed by -2 which decreased total open position to 508
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 116.15, which was 19.20 higher than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 514
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 96.95, which was 28.50 higher than the previous day. The implied volatity was 23.86, the open interest changed by -75 which decreased total open position to 529
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 68.45, which was 9.95 higher than the previous day. The implied volatity was 27.57, the open interest changed by -202 which decreased total open position to 605
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 58.5, which was -1.50 lower than the previous day. The implied volatity was 30.13, the open interest changed by 89 which increased total open position to 805
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 60, which was 4.75 higher than the previous day. The implied volatity was 34.89, the open interest changed by -33 which decreased total open position to 721
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 55.25, which was -30.60 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 85.85, which was -163.75 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 249.6, 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 249.6, 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 249.6, 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 249.6, 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 7 Oct VOLTAS was trading at 1757.20. The strike last trading price was 249.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.42
Vega: 0.90
Theta: -2.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 31.55 | -2.00 | 43.45 | 886.5 | 62 | 388.5 |
| 20 Nov | 1686.75 | 33.55 | 0.00 | 42.66 | 850.5 | -21.5 | 327 |
| 19 Nov | 1686.75 | 33.55 | 6.55 | 42.66 | 850.5 | -21 | 327 |
| 18 Nov | 1695.95 | 27 | 3.75 | 41.42 | 873 | -8 | 348.5 |
| 14 Nov | 1708.60 | 23.25 | -4.30 | 33.75 | 679 | 72.5 | 357.5 |
| 13 Nov | 1685.40 | 27.55 | -2.80 | 30.51 | 1,236 | 34 | 284 |
| 12 Nov | 1699.60 | 30.35 | 18.65 | 33.41 | 743.5 | -0.5 | 262.5 |
| 11 Nov | 1754.10 | 11.7 | -2.05 | 30.39 | 342 | 19.5 | 265.5 |
| 8 Nov | 1766.00 | 13.75 | 1.25 | 30.65 | 300.5 | 17.5 | 247 |
| 7 Nov | 1766.95 | 12.5 | -4.00 | 31.92 | 612.5 | 20.5 | 230.5 |
| 6 Nov | 1737.85 | 16.5 | -19.45 | 28.84 | 466 | -32.5 | 210 |
| 5 Nov | 1694.70 | 35.95 | -12.85 | 31.93 | 623 | 37.5 | 265 |
| 4 Nov | 1665.05 | 48.8 | -13.05 | 32.85 | 511 | 37 | 227.5 |
| 1 Nov | 1642.85 | 61.85 | 7.90 | 33.55 | 93 | 4.5 | 189.5 |
| 31 Oct | 1649.50 | 53.95 | 14.10 | - | 1,390 | 17 | 184 |
| 30 Oct | 1697.90 | 39.85 | 8.55 | - | 674 | 167 | 167 |
| 29 Oct | 1770.60 | 31.3 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 31.3 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 31.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1794.65 | 31.3 | 31.30 | - | 0 | 0 | 0 |
| 7 Oct | 1757.20 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1660 expiring on 28NOV2024
Delta for 1660 PE is -0.42
Historical price for 1660 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 31.55, which was -2.00 lower than the previous day. The implied volatity was 43.45, the open interest changed by 124 which increased total open position to 777
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 33.55, which was 0.00 lower than the previous day. The implied volatity was 42.66, the open interest changed by -43 which decreased total open position to 654
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 33.55, which was 6.55 higher than the previous day. The implied volatity was 42.66, the open interest changed by -42 which decreased total open position to 654
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 27, which was 3.75 higher than the previous day. The implied volatity was 41.42, the open interest changed by -16 which decreased total open position to 697
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 23.25, which was -4.30 lower than the previous day. The implied volatity was 33.75, the open interest changed by 145 which increased total open position to 715
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 27.55, which was -2.80 lower than the previous day. The implied volatity was 30.51, the open interest changed by 68 which increased total open position to 568
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 30.35, which was 18.65 higher than the previous day. The implied volatity was 33.41, the open interest changed by -1 which decreased total open position to 525
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 11.7, which was -2.05 lower than the previous day. The implied volatity was 30.39, the open interest changed by 39 which increased total open position to 531
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 13.75, which was 1.25 higher than the previous day. The implied volatity was 30.65, the open interest changed by 35 which increased total open position to 494
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 12.5, which was -4.00 lower than the previous day. The implied volatity was 31.92, the open interest changed by 41 which increased total open position to 461
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 16.5, which was -19.45 lower than the previous day. The implied volatity was 28.84, the open interest changed by -65 which decreased total open position to 420
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 35.95, which was -12.85 lower than the previous day. The implied volatity was 31.93, the open interest changed by 75 which increased total open position to 530
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 48.8, which was -13.05 lower than the previous day. The implied volatity was 32.85, the open interest changed by 74 which increased total open position to 455
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 61.85, which was 7.90 higher than the previous day. The implied volatity was 33.55, the open interest changed by 9 which increased total open position to 379
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 53.95, which was 14.10 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 39.85, which was 8.55 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 31.3, 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 31.3, 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 31.3, 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 31.3, which was 31.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VOLTAS was trading at 1757.20. 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
