VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:12 AM IST
| VOLTAS 26DEC2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1801.90 | 106.35 | 1.35 | - | 45 | -5 | 535 | |||
| 11 Dec | 1797.20 | 105 | 23.00 | 18.47 | 283 | -59 | 540 | |||
| 10 Dec | 1766.55 | 82 | 1.65 | 20.46 | 361 | -77 | 599 | |||
| 9 Dec | 1764.35 | 80.35 | 28.35 | 22.68 | 2,872 | -332 | 678 | |||
| 6 Dec | 1710.90 | 52 | 20.50 | 24.70 | 6,356 | -789 | 1,007 | |||
| 5 Dec | 1667.90 | 31.5 | -7.50 | 25.48 | 2,627 | 549 | 1,799 | |||
| 4 Dec | 1688.30 | 39 | -4.55 | 23.99 | 2,015 | 70 | 1,255 | |||
| 3 Dec | 1688.15 | 43.55 | -18.80 | 25.60 | 2,772 | 443 | 1,183 | |||
| 2 Dec | 1721.10 | 62.35 | 30.75 | 25.11 | 4,665 | -80 | 759 | |||
| 29 Nov | 1658.25 | 31.6 | -0.20 | 24.69 | 1,512 | -44 | 843 | |||
| 28 Nov | 1647.25 | 31.8 | -7.10 | 27.01 | 1,731 | 142 | 885 | |||
| 27 Nov | 1663.10 | 38.9 | -8.00 | 26.68 | 1,371 | 161 | 744 | |||
|
|
||||||||||
| 26 Nov | 1674.10 | 46.9 | 8.90 | 28.44 | 1,314 | 241 | 584 | |||
| 25 Nov | 1644.25 | 38 | -4.15 | 30.64 | 876 | 247 | 353 | |||
| 22 Nov | 1653.40 | 42.15 | 5.30 | 25.19 | 174 | 23 | 129 | |||
| 21 Nov | 1675.50 | 36.85 | 1.85 | 19.81 | 111 | 28 | 107 | |||
| 20 Nov | 1686.75 | 35 | 0.00 | 17.05 | 83 | 57 | 82 | |||
| 19 Nov | 1686.75 | 35 | -11.00 | 17.05 | 83 | 60 | 82 | |||
| 18 Nov | 1695.95 | 46 | -3.15 | 19.33 | 33 | 10 | 20 | |||
| 14 Nov | 1708.60 | 49.15 | -7.85 | 15.54 | 14 | 7 | 8 | |||
| 13 Nov | 1685.40 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 57 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 57 | 0.00 | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 CE is -
Historical price for 1700 CE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 106.35, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 535
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 105, which was 23.00 higher than the previous day. The implied volatity was 18.47, the open interest changed by -59 which decreased total open position to 540
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 82, which was 1.65 higher than the previous day. The implied volatity was 20.46, the open interest changed by -77 which decreased total open position to 599
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 80.35, which was 28.35 higher than the previous day. The implied volatity was 22.68, the open interest changed by -332 which decreased total open position to 678
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 52, which was 20.50 higher than the previous day. The implied volatity was 24.70, the open interest changed by -789 which decreased total open position to 1007
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 31.5, which was -7.50 lower than the previous day. The implied volatity was 25.48, the open interest changed by 549 which increased total open position to 1799
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 39, which was -4.55 lower than the previous day. The implied volatity was 23.99, the open interest changed by 70 which increased total open position to 1255
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 43.55, which was -18.80 lower than the previous day. The implied volatity was 25.60, the open interest changed by 443 which increased total open position to 1183
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 62.35, which was 30.75 higher than the previous day. The implied volatity was 25.11, the open interest changed by -80 which decreased total open position to 759
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 31.6, which was -0.20 lower than the previous day. The implied volatity was 24.69, the open interest changed by -44 which decreased total open position to 843
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 31.8, which was -7.10 lower than the previous day. The implied volatity was 27.01, the open interest changed by 142 which increased total open position to 885
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 38.9, which was -8.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 161 which increased total open position to 744
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 46.9, which was 8.90 higher than the previous day. The implied volatity was 28.44, the open interest changed by 241 which increased total open position to 584
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 38, which was -4.15 lower than the previous day. The implied volatity was 30.64, the open interest changed by 247 which increased total open position to 353
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 42.15, which was 5.30 higher than the previous day. The implied volatity was 25.19, the open interest changed by 23 which increased total open position to 129
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 36.85, which was 1.85 higher than the previous day. The implied volatity was 19.81, the open interest changed by 28 which increased total open position to 107
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 17.05, the open interest changed by 57 which increased total open position to 82
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 35, which was -11.00 lower than the previous day. The implied volatity was 17.05, the open interest changed by 60 which increased total open position to 82
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 46, which was -3.15 lower than the previous day. The implied volatity was 19.33, the open interest changed by 10 which increased total open position to 20
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 49.15, which was -7.85 lower than the previous day. The implied volatity was 15.54, the open interest changed by 7 which increased total open position to 8
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 57, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 57, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 26DEC2024 1700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.69
Theta: -0.59
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1801.90 | 5.45 | -1.95 | 26.73 | 842 | -101 | 1,112 |
| 11 Dec | 1797.20 | 7.4 | -5.90 | 27.79 | 2,250 | -68 | 1,211 |
| 10 Dec | 1766.55 | 13.3 | -4.10 | 28.01 | 1,267 | -49 | 1,278 |
| 9 Dec | 1764.35 | 17.4 | -12.35 | 29.63 | 3,149 | 342 | 1,329 |
| 6 Dec | 1710.90 | 29.75 | -21.95 | 25.37 | 2,385 | 158 | 983 |
| 5 Dec | 1667.90 | 51.7 | 5.20 | 25.26 | 385 | 14 | 826 |
| 4 Dec | 1688.30 | 46.5 | 1.55 | 27.69 | 679 | 103 | 814 |
| 3 Dec | 1688.15 | 44.95 | 10.15 | 26.71 | 1,515 | 183 | 708 |
| 2 Dec | 1721.10 | 34.8 | -28.90 | 28.45 | 1,598 | 255 | 533 |
| 29 Nov | 1658.25 | 63.7 | -6.85 | 26.19 | 158 | 43 | 277 |
| 28 Nov | 1647.25 | 70.55 | -7.20 | 25.59 | 209 | 99 | 235 |
| 27 Nov | 1663.10 | 77.75 | 4.60 | 34.40 | 107 | 11 | 135 |
| 26 Nov | 1674.10 | 73.15 | -20.85 | 33.77 | 76 | 32 | 119 |
| 25 Nov | 1644.25 | 94 | 10.50 | 34.65 | 157 | 48 | 88 |
| 22 Nov | 1653.40 | 83.5 | -9.20 | 35.97 | 30 | 8 | 48 |
| 21 Nov | 1675.50 | 92.7 | 2.70 | 42.56 | 51 | 3 | 40 |
| 20 Nov | 1686.75 | 90 | 0.00 | 41.50 | 37 | 24 | 33 |
| 19 Nov | 1686.75 | 90 | 8.00 | 41.50 | 37 | 20 | 33 |
| 18 Nov | 1695.95 | 82 | 10.00 | 39.59 | 8 | 5 | 11 |
| 14 Nov | 1708.60 | 72 | -40.45 | 36.54 | 6 | 5 | 5 |
| 13 Nov | 1685.40 | 112.45 | 0.00 | 0.24 | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 112.45 | 0.00 | 0.55 | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 112.45 | 3.30 | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1700 expiring on 26DEC2024
Delta for 1700 PE is -0.11
Historical price for 1700 PE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 5.45, which was -1.95 lower than the previous day. The implied volatity was 26.73, the open interest changed by -101 which decreased total open position to 1112
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 7.4, which was -5.90 lower than the previous day. The implied volatity was 27.79, the open interest changed by -68 which decreased total open position to 1211
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 13.3, which was -4.10 lower than the previous day. The implied volatity was 28.01, the open interest changed by -49 which decreased total open position to 1278
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 17.4, which was -12.35 lower than the previous day. The implied volatity was 29.63, the open interest changed by 342 which increased total open position to 1329
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 29.75, which was -21.95 lower than the previous day. The implied volatity was 25.37, the open interest changed by 158 which increased total open position to 983
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 51.7, which was 5.20 higher than the previous day. The implied volatity was 25.26, the open interest changed by 14 which increased total open position to 826
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 46.5, which was 1.55 higher than the previous day. The implied volatity was 27.69, the open interest changed by 103 which increased total open position to 814
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 44.95, which was 10.15 higher than the previous day. The implied volatity was 26.71, the open interest changed by 183 which increased total open position to 708
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 34.8, which was -28.90 lower than the previous day. The implied volatity was 28.45, the open interest changed by 255 which increased total open position to 533
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 63.7, which was -6.85 lower than the previous day. The implied volatity was 26.19, the open interest changed by 43 which increased total open position to 277
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 70.55, which was -7.20 lower than the previous day. The implied volatity was 25.59, the open interest changed by 99 which increased total open position to 235
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 77.75, which was 4.60 higher than the previous day. The implied volatity was 34.40, the open interest changed by 11 which increased total open position to 135
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 73.15, which was -20.85 lower than the previous day. The implied volatity was 33.77, the open interest changed by 32 which increased total open position to 119
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 94, which was 10.50 higher than the previous day. The implied volatity was 34.65, the open interest changed by 48 which increased total open position to 88
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 83.5, which was -9.20 lower than the previous day. The implied volatity was 35.97, the open interest changed by 8 which increased total open position to 48
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 92.7, which was 2.70 higher than the previous day. The implied volatity was 42.56, the open interest changed by 3 which increased total open position to 40
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 90, which was 0.00 lower than the previous day. The implied volatity was 41.50, the open interest changed by 24 which increased total open position to 33
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 90, which was 8.00 higher than the previous day. The implied volatity was 41.50, the open interest changed by 20 which increased total open position to 33
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 82, which was 10.00 higher than the previous day. The implied volatity was 39.59, the open interest changed by 5 which increased total open position to 11
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 72, which was -40.45 lower than the previous day. The implied volatity was 36.54, the open interest changed by 5 which increased total open position to 5
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 112.45, which was 0.00 lower than the previous day. The implied volatity was 0.24, 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 112.45, which was 0.00 lower than the previous day. The implied volatity was 0.55, 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 112.45, which was lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
