VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:22 AM IST
| VOLTAS 26DEC2024 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 0.73
Theta: -1.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1791.50 | 125 | 0.00 | 30.87 | 4 | 0 | 250 | |||
| 11 Dec | 1797.20 | 125 | 26.00 | 21.59 | 43 | -28 | 251 | |||
| 10 Dec | 1766.55 | 99 | 3.30 | 19.83 | 7 | 1 | 279 | |||
| 9 Dec | 1764.35 | 95.7 | 31.25 | 21.35 | 419 | -122 | 277 | |||
| 6 Dec | 1710.90 | 64.45 | 24.55 | 24.76 | 1,970 | -291 | 409 | |||
| 5 Dec | 1667.90 | 39.9 | -9.45 | 25.18 | 1,212 | 285 | 703 | |||
| 4 Dec | 1688.30 | 49.35 | -4.75 | 23.97 | 688 | 69 | 418 | |||
| 3 Dec | 1688.15 | 54.1 | -20.15 | 25.67 | 690 | 49 | 349 | |||
| 2 Dec | 1721.10 | 74.25 | 33.60 | 24.57 | 1,276 | -62 | 300 | |||
| 29 Nov | 1658.25 | 40.65 | 0.55 | 25.11 | 483 | 57 | 361 | |||
| 28 Nov | 1647.25 | 40.1 | -5.50 | 27.36 | 598 | 134 | 303 | |||
| 27 Nov | 1663.10 | 45.6 | -10.20 | 25.61 | 309 | 63 | 164 | |||
| 26 Nov | 1674.10 | 55.8 | 10.60 | 28.26 | 301 | 8 | 101 | |||
| 25 Nov | 1644.25 | 45.2 | -0.70 | 30.47 | 263 | 89 | 89 | |||
| 22 Nov | 1653.40 | 45.9 | -212.55 | 22.60 | 5 | 2 | 2 | |||
| 21 Nov | 1675.50 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 258.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 258.45 | 258.45 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 1762.25 | 0 | 0.00 | - | 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 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1680 expiring on 26DEC2024
Delta for 1680 CE is 0.87
Historical price for 1680 CE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 125, which was 0.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 250
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 125, which was 26.00 higher than the previous day. The implied volatity was 21.59, the open interest changed by -28 which decreased total open position to 251
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 99, which was 3.30 higher than the previous day. The implied volatity was 19.83, the open interest changed by 1 which increased total open position to 279
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 95.7, which was 31.25 higher than the previous day. The implied volatity was 21.35, the open interest changed by -122 which decreased total open position to 277
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 64.45, which was 24.55 higher than the previous day. The implied volatity was 24.76, the open interest changed by -291 which decreased total open position to 409
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 39.9, which was -9.45 lower than the previous day. The implied volatity was 25.18, the open interest changed by 285 which increased total open position to 703
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 49.35, which was -4.75 lower than the previous day. The implied volatity was 23.97, the open interest changed by 69 which increased total open position to 418
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 54.1, which was -20.15 lower than the previous day. The implied volatity was 25.67, the open interest changed by 49 which increased total open position to 349
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 74.25, which was 33.60 higher than the previous day. The implied volatity was 24.57, the open interest changed by -62 which decreased total open position to 300
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 40.65, which was 0.55 higher than the previous day. The implied volatity was 25.11, the open interest changed by 57 which increased total open position to 361
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 40.1, which was -5.50 lower than the previous day. The implied volatity was 27.36, the open interest changed by 134 which increased total open position to 303
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 45.6, which was -10.20 lower than the previous day. The implied volatity was 25.61, the open interest changed by 63 which increased total open position to 164
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 55.8, which was 10.60 higher than the previous day. The implied volatity was 28.26, the open interest changed by 8 which increased total open position to 101
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 45.2, which was -0.70 lower than the previous day. The implied volatity was 30.47, the open interest changed by 89 which increased total open position to 89
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 45.9, which was -212.55 lower than the previous day. The implied volatity was 22.60, the open interest changed by 2 which increased total open position to 2
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 258.45, 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 258.45, 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 258.45, 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 258.45, 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 258.45, 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 258.45, 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 258.45, 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 258.45, which was 258.45 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VOLTAS was trading at 1845.65. 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 1 Oct VOLTAS was trading at 1854.55. 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 30 Sept VOLTAS was trading at 1845.10. 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.61
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1791.50 | 4.55 | -1.25 | 27.27 | 263 | -46 | 390 |
| 11 Dec | 1797.20 | 5.8 | -3.95 | 29.29 | 608 | -5 | 440 |
| 10 Dec | 1766.55 | 9.75 | -3.30 | 28.61 | 402 | -30 | 448 |
| 9 Dec | 1764.35 | 13.05 | -9.65 | 30.07 | 1,451 | -115 | 480 |
| 6 Dec | 1710.90 | 22.7 | -18.75 | 25.76 | 1,512 | -59 | 597 |
| 5 Dec | 1667.90 | 41.45 | 4.75 | 25.73 | 1,137 | 104 | 657 |
| 4 Dec | 1688.30 | 36.7 | 1.60 | 27.58 | 573 | 56 | 554 |
| 3 Dec | 1688.15 | 35.1 | 7.45 | 26.48 | 1,194 | 32 | 499 |
| 2 Dec | 1721.10 | 27.65 | -23.35 | 28.68 | 1,387 | 116 | 477 |
| 29 Nov | 1658.25 | 51 | -9.00 | 25.52 | 612 | 257 | 361 |
| 28 Nov | 1647.25 | 60 | -6.30 | 26.54 | 82 | 30 | 103 |
| 27 Nov | 1663.10 | 66.3 | 5.30 | 34.17 | 82 | 34 | 72 |
| 26 Nov | 1674.10 | 61 | -18.00 | 32.96 | 41 | -4 | 40 |
| 25 Nov | 1644.25 | 79 | 1.10 | 33.12 | 124 | 30 | 44 |
| 22 Nov | 1653.40 | 77.9 | 0.00 | 0.00 | 0 | 3 | 0 |
| 21 Nov | 1675.50 | 77.9 | 23.40 | 40.42 | 11 | 4 | 15 |
| 20 Nov | 1686.75 | 54.5 | 0.00 | 29.50 | 10 | 9 | 2 |
| 19 Nov | 1686.75 | 54.5 | -11.50 | 29.50 | 10 | 0 | 2 |
| 18 Nov | 1695.95 | 66 | 2.95 | 36.66 | 2 | 1 | 2 |
| 14 Nov | 1708.60 | 63.05 | 12.45 | 36.60 | 4 | 2 | 2 |
| 13 Nov | 1685.40 | 50.6 | 0.00 | 1.19 | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 50.6 | 0.00 | 1.48 | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 50.6 | 0.00 | 4.21 | 0 | 0 | 0 |
| 29 Oct | 1770.60 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 50.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1754.85 | 50.6 | 50.60 | - | 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 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1680 expiring on 26DEC2024
Delta for 1680 PE is -0.10
Historical price for 1680 PE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 4.55, which was -1.25 lower than the previous day. The implied volatity was 27.27, the open interest changed by -46 which decreased total open position to 390
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 5.8, which was -3.95 lower than the previous day. The implied volatity was 29.29, the open interest changed by -5 which decreased total open position to 440
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 9.75, which was -3.30 lower than the previous day. The implied volatity was 28.61, the open interest changed by -30 which decreased total open position to 448
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 13.05, which was -9.65 lower than the previous day. The implied volatity was 30.07, the open interest changed by -115 which decreased total open position to 480
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 22.7, which was -18.75 lower than the previous day. The implied volatity was 25.76, the open interest changed by -59 which decreased total open position to 597
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 41.45, which was 4.75 higher than the previous day. The implied volatity was 25.73, the open interest changed by 104 which increased total open position to 657
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 36.7, which was 1.60 higher than the previous day. The implied volatity was 27.58, the open interest changed by 56 which increased total open position to 554
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 35.1, which was 7.45 higher than the previous day. The implied volatity was 26.48, the open interest changed by 32 which increased total open position to 499
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 27.65, which was -23.35 lower than the previous day. The implied volatity was 28.68, the open interest changed by 116 which increased total open position to 477
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 51, which was -9.00 lower than the previous day. The implied volatity was 25.52, the open interest changed by 257 which increased total open position to 361
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 60, which was -6.30 lower than the previous day. The implied volatity was 26.54, the open interest changed by 30 which increased total open position to 103
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 66.3, which was 5.30 higher than the previous day. The implied volatity was 34.17, the open interest changed by 34 which increased total open position to 72
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 61, which was -18.00 lower than the previous day. The implied volatity was 32.96, the open interest changed by -4 which decreased total open position to 40
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 79, which was 1.10 higher than the previous day. The implied volatity was 33.12, the open interest changed by 30 which increased total open position to 44
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 77.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 77.9, which was 23.40 higher than the previous day. The implied volatity was 40.42, the open interest changed by 4 which increased total open position to 15
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 54.5, which was 0.00 lower than the previous day. The implied volatity was 29.50, the open interest changed by 9 which increased total open position to 2
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 54.5, which was -11.50 lower than the previous day. The implied volatity was 29.50, 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 66, which was 2.95 higher than the previous day. The implied volatity was 36.66, the open interest changed by 1 which increased total open position to 2
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 63.05, which was 12.45 higher than the previous day. The implied volatity was 36.60, the open interest changed by 2 which increased total open position to 2
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 50.6, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 50.6, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 50.6, which was 0.00 lower than the previous day. The implied volatity was 4.21, 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 50.6, 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 50.6, 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 25 Oct VOLTAS was trading at 1754.85. The strike last trading price was 50.6, which was 50.60 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VOLTAS was trading at 1845.65. 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 1 Oct VOLTAS was trading at 1854.55. 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 30 Sept VOLTAS was trading at 1845.10. 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
