VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.92
Theta: -1.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 15.9 | -9.20 | 18.12 | 1,160 | 49 | 328 | |||
| 20 Nov | 1686.75 | 25.1 | 0.00 | 21.86 | 955 | 31.5 | 276.5 | |||
| 19 Nov | 1686.75 | 25.1 | -4.85 | 21.86 | 955 | 29 | 276.5 | |||
| 18 Nov | 1695.95 | 29.95 | -8.90 | 12.96 | 593 | 59.5 | 229 | |||
| 14 Nov | 1708.60 | 38.85 | 4.35 | 14.53 | 591.5 | -3.5 | 169.5 | |||
| 13 Nov | 1685.40 | 34.5 | -3.50 | 21.12 | 1,096.5 | 55 | 173 | |||
| 12 Nov | 1699.60 | 38 | -42.05 | 20.29 | 188 | 9 | 121 | |||
| 11 Nov | 1754.10 | 80.05 | -2.95 | 15.42 | 33 | -9.5 | 112 | |||
| 8 Nov | 1766.00 | 83 | -16.25 | 11.89 | 40 | -9.5 | 123 | |||
| 7 Nov | 1766.95 | 99.25 | 16.70 | - | 134.5 | -22.5 | 133 | |||
| 6 Nov | 1737.85 | 82.55 | 25.45 | 24.54 | 321 | -33.5 | 157 | |||
| 5 Nov | 1694.70 | 57.1 | 8.10 | 27.76 | 1,514.5 | 4 | 189 | |||
| 4 Nov | 1665.05 | 49 | 5.00 | 30.37 | 863.5 | 45.5 | 186 | |||
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| 1 Nov | 1642.85 | 44 | -4.00 | 30.81 | 101 | 3.5 | 137.5 | |||
| 31 Oct | 1649.50 | 48 | -28.00 | - | 417 | 62 | 134 | |||
| 30 Oct | 1697.90 | 76 | -133.20 | - | 573 | 71 | 71 | |||
| 29 Oct | 1770.60 | 209.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 209.2 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 209.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 209.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1757.20 | 209.2 | 209.20 | - | 0 | 0 | 0 | |||
| 12 Sept | 1852.95 | 0 | 0.00 | - | 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 1680 expiring on 28NOV2024
Delta for 1680 CE is 0.49
Historical price for 1680 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 15.9, which was -9.20 lower than the previous day. The implied volatity was 18.12, the open interest changed by 98 which increased total open position to 656
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 25.1, which was 0.00 lower than the previous day. The implied volatity was 21.86, the open interest changed by 63 which increased total open position to 553
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 25.1, which was -4.85 lower than the previous day. The implied volatity was 21.86, the open interest changed by 58 which increased total open position to 553
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 29.95, which was -8.90 lower than the previous day. The implied volatity was 12.96, the open interest changed by 119 which increased total open position to 458
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 38.85, which was 4.35 higher than the previous day. The implied volatity was 14.53, the open interest changed by -7 which decreased total open position to 339
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 34.5, which was -3.50 lower than the previous day. The implied volatity was 21.12, the open interest changed by 110 which increased total open position to 346
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 38, which was -42.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 18 which increased total open position to 242
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 80.05, which was -2.95 lower than the previous day. The implied volatity was 15.42, the open interest changed by -19 which decreased total open position to 224
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 83, which was -16.25 lower than the previous day. The implied volatity was 11.89, the open interest changed by -19 which decreased total open position to 246
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 99.25, which was 16.70 higher than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 266
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 82.55, which was 25.45 higher than the previous day. The implied volatity was 24.54, the open interest changed by -67 which decreased total open position to 314
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 57.1, which was 8.10 higher than the previous day. The implied volatity was 27.76, the open interest changed by 8 which increased total open position to 378
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 49, which was 5.00 higher than the previous day. The implied volatity was 30.37, the open interest changed by 91 which increased total open position to 372
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 44, which was -4.00 lower than the previous day. The implied volatity was 30.81, the open interest changed by 7 which increased total open position to 275
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 48, which was -28.00 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 76, which was -133.20 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 209.2, 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 209.2, 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 209.2, 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 209.2, 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 209.2, which was 209.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept VOLTAS was trading at 1852.95. 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 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 1680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.93
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 43.65 | -1.05 | 46.18 | 1,066 | 13.5 | 371.5 |
| 20 Nov | 1686.75 | 44.7 | 0.00 | 44.47 | 1,097 | 1 | 376.5 |
| 19 Nov | 1686.75 | 44.7 | 7.70 | 44.47 | 1,097 | 19.5 | 376.5 |
| 18 Nov | 1695.95 | 37 | 5.15 | 43.35 | 751 | 11 | 356 |
| 14 Nov | 1708.60 | 31.85 | -6.15 | 34.76 | 942.5 | 51 | 373.5 |
| 13 Nov | 1685.40 | 38 | -1.75 | 31.88 | 1,404.5 | 22.5 | 323.5 |
| 12 Nov | 1699.60 | 39.75 | 24.10 | 34.13 | 1,239.5 | 66.5 | 302.5 |
| 11 Nov | 1754.10 | 15.65 | -2.05 | 29.91 | 389.5 | -21.5 | 236 |
| 8 Nov | 1766.00 | 17.7 | 1.50 | 30.04 | 331 | 77 | 258 |
| 7 Nov | 1766.95 | 16.2 | -5.15 | 31.54 | 573 | -43 | 180 |
| 6 Nov | 1737.85 | 21.35 | -23.40 | 28.42 | 619 | 66 | 226.5 |
| 5 Nov | 1694.70 | 44.75 | -13.85 | 32.10 | 641 | -14.5 | 160 |
| 4 Nov | 1665.05 | 58.6 | -16.90 | 32.72 | 357 | 95 | 174.5 |
| 1 Nov | 1642.85 | 75.5 | 10.25 | 35.01 | 12.5 | -4 | 79 |
| 31 Oct | 1649.50 | 65.25 | 14.95 | - | 388 | 34 | 83 |
| 30 Oct | 1697.90 | 50.3 | -20.25 | - | 110 | 48 | 48 |
| 29 Oct | 1770.60 | 70.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 70.55 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 70.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1794.65 | 70.55 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1757.20 | 70.55 | 70.55 | - | 0 | 0 | 0 |
| 12 Sept | 1852.95 | 0 | 0.00 | - | 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 1680 expiring on 28NOV2024
Delta for 1680 PE is -0.49
Historical price for 1680 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 43.65, which was -1.05 lower than the previous day. The implied volatity was 46.18, the open interest changed by 27 which increased total open position to 743
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 44.7, which was 0.00 lower than the previous day. The implied volatity was 44.47, the open interest changed by 2 which increased total open position to 753
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 44.7, which was 7.70 higher than the previous day. The implied volatity was 44.47, the open interest changed by 39 which increased total open position to 753
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 37, which was 5.15 higher than the previous day. The implied volatity was 43.35, the open interest changed by 22 which increased total open position to 712
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 31.85, which was -6.15 lower than the previous day. The implied volatity was 34.76, the open interest changed by 102 which increased total open position to 747
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 38, which was -1.75 lower than the previous day. The implied volatity was 31.88, the open interest changed by 45 which increased total open position to 647
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 39.75, which was 24.10 higher than the previous day. The implied volatity was 34.13, the open interest changed by 133 which increased total open position to 605
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 15.65, which was -2.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by -43 which decreased total open position to 472
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 17.7, which was 1.50 higher than the previous day. The implied volatity was 30.04, the open interest changed by 154 which increased total open position to 516
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 16.2, which was -5.15 lower than the previous day. The implied volatity was 31.54, the open interest changed by -86 which decreased total open position to 360
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 21.35, which was -23.40 lower than the previous day. The implied volatity was 28.42, the open interest changed by 132 which increased total open position to 453
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 44.75, which was -13.85 lower than the previous day. The implied volatity was 32.10, the open interest changed by -29 which decreased total open position to 320
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 58.6, which was -16.90 lower than the previous day. The implied volatity was 32.72, the open interest changed by 190 which increased total open position to 349
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 75.5, which was 10.25 higher than the previous day. The implied volatity was 35.01, the open interest changed by -8 which decreased total open position to 158
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 65.25, which was 14.95 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 50.3, which was -20.25 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 70.55, 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 70.55, 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 70.55, 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 70.55, 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 70.55, which was 70.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept VOLTAS was trading at 1852.95. 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 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
