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[--[65.84.65.76]--]
VOLTAS
Voltas Ltd

1708.6 23.20 (1.38%)

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Historical option data for VOLTAS

14 Nov 2024 04:12 PM IST
VOLTAS 28NOV2024 1700 CE
Delta: 0.59
Vega: 1.30
Theta: -1.07
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1708.60 29.2 2.15 17.32 3,892 -22 583.5
13 Nov 1685.40 27.05 -2.10 22.93 2,189 69.5 610
12 Nov 1699.60 29.15 -36.65 21.53 2,224 128.5 541.5
11 Nov 1754.10 65.8 -3.00 18.74 115 -18.5 412.5
8 Nov 1766.00 68.8 -14.20 16.76 280 -23.5 429
7 Nov 1766.95 83 13.55 12.63 915 -47 475.5
6 Nov 1737.85 69.45 21.95 25.05 1,843.5 -277.5 546
5 Nov 1694.70 47.5 7.10 28.18 3,615 -94 823.5
4 Nov 1665.05 40.4 3.25 30.42 2,529 131 909.5
1 Nov 1642.85 37.15 -2.85 31.33 335.5 -20 783
31 Oct 1649.50 40 -25.90 - 3,058 390 809
30 Oct 1697.90 65.9 -71.20 - 4,210 396 421
29 Oct 1770.60 137.1 12.10 - 51 15 26
28 Oct 1762.25 125 15.90 - 11 6 10
25 Oct 1754.85 109.1 -22.90 - 7 3 4
24 Oct 1795.10 132 0.00 - 0 0 0
23 Oct 1795.65 132 0.00 - 0 1 0
22 Oct 1794.65 132 -88.20 - 1 0 0
21 Oct 1813.95 220.2 0.00 - 0 0 0
18 Oct 1865.30 220.2 0.00 - 0 0 0
17 Oct 1834.60 220.2 0.00 - 0 0 0
16 Oct 1881.30 220.2 0.00 - 0 0 0
11 Oct 1789.45 220.2 0.00 - 0 0 0
8 Oct 1800.90 220.2 0.00 - 0 0 0
7 Oct 1757.20 220.2 - 0 0 0


For Voltas Ltd - strike price 1700 expiring on 28NOV2024

Delta for 1700 CE is 0.59

Historical price for 1700 CE is as follows

On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 29.2, which was 2.15 higher than the previous day. The implied volatity was 17.32, the open interest changed by -44 which decreased total open position to 1167


On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 27.05, which was -2.10 lower than the previous day. The implied volatity was 22.93, the open interest changed by 139 which increased total open position to 1220


On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 29.15, which was -36.65 lower than the previous day. The implied volatity was 21.53, the open interest changed by 257 which increased total open position to 1083


On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 65.8, which was -3.00 lower than the previous day. The implied volatity was 18.74, the open interest changed by -37 which decreased total open position to 825


On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 68.8, which was -14.20 lower than the previous day. The implied volatity was 16.76, the open interest changed by -47 which decreased total open position to 858


On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 83, which was 13.55 higher than the previous day. The implied volatity was 12.63, the open interest changed by -94 which decreased total open position to 951


On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 69.45, which was 21.95 higher than the previous day. The implied volatity was 25.05, the open interest changed by -555 which decreased total open position to 1092


On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 47.5, which was 7.10 higher than the previous day. The implied volatity was 28.18, the open interest changed by -188 which decreased total open position to 1647


On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 40.4, which was 3.25 higher than the previous day. The implied volatity was 30.42, the open interest changed by 262 which increased total open position to 1819


On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 37.15, which was -2.85 lower than the previous day. The implied volatity was 31.33, the open interest changed by -40 which decreased total open position to 1566


On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 40, which was -25.90 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 65.9, which was -71.20 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 137.1, which was 12.10 higher 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 125, which was 15.90 higher 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 109.1, which was -22.90 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 132, 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 23 Oct VOLTAS was trading at 1795.65. The strike last trading price was 132, 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 132, which was -88.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct VOLTAS was trading at 1813.95. The strike last trading price was 220.2, 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 18 Oct VOLTAS was trading at 1865.30. The strike last trading price was 220.2, 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 17 Oct VOLTAS was trading at 1834.60. The strike last trading price was 220.2, 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 16 Oct VOLTAS was trading at 1881.30. The strike last trading price was 220.2, 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 11 Oct VOLTAS was trading at 1789.45. The strike last trading price was 220.2, 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 8 Oct VOLTAS was trading at 1800.90. The strike last trading price was 220.2, 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 220.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


VOLTAS 28NOV2024 1700 PE
Delta: -0.45
Vega: 1.32
Theta: -1.47
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1708.60 42.05 -8.15 35.85 1,195.5 29.5 408
13 Nov 1685.40 50.2 -0.65 33.40 966 -117 379
12 Nov 1699.60 50.85 29.30 35.09 2,349 -7 497
11 Nov 1754.10 21.55 -1.75 30.14 657.5 -53 504.5
8 Nov 1766.00 23.3 1.95 29.97 639 -0.5 559
7 Nov 1766.95 21.35 -6.35 31.77 1,432.5 144.5 559.5
6 Nov 1737.85 27.7 -26.30 28.28 989.5 84 416
5 Nov 1694.70 54 -16.65 31.84 536.5 15.5 332.5
4 Nov 1665.05 70.65 -15.30 33.26 275.5 -11.5 314.5
1 Nov 1642.85 85.95 9.90 34.12 33 -9 326
31 Oct 1649.50 76.05 17.80 - 838 -62 335
30 Oct 1697.90 58.25 7.25 - 4,908 196 401
29 Oct 1770.60 51 4.00 - 601 105 204
28 Oct 1762.25 47 -2.90 - 145 13 97
25 Oct 1754.85 49.9 14.75 - 69 1 84
24 Oct 1795.10 35.15 2.15 - 64 5 83
23 Oct 1795.65 33 1.70 - 37 5 79
22 Oct 1794.65 31.3 5.65 - 27 7 74
21 Oct 1813.95 25.65 8.75 - 32 16 66
18 Oct 1865.30 16.9 -3.25 - 11 3 50
17 Oct 1834.60 20.15 7.15 - 26 7 48
16 Oct 1881.30 13 -27.30 - 58 39 40
11 Oct 1789.45 40.3 4.10 - 1 0 1
8 Oct 1800.90 36.2 -5.20 - 2 1 1
7 Oct 1757.20 41.4 - 0 0 0


For Voltas Ltd - strike price 1700 expiring on 28NOV2024

Delta for 1700 PE is -0.45

Historical price for 1700 PE is as follows

On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 42.05, which was -8.15 lower than the previous day. The implied volatity was 35.85, the open interest changed by 59 which increased total open position to 816


On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 50.2, which was -0.65 lower than the previous day. The implied volatity was 33.40, the open interest changed by -234 which decreased total open position to 758


On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 50.85, which was 29.30 higher than the previous day. The implied volatity was 35.09, the open interest changed by -14 which decreased total open position to 994


On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 21.55, which was -1.75 lower than the previous day. The implied volatity was 30.14, the open interest changed by -106 which decreased total open position to 1009


On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 23.3, which was 1.95 higher than the previous day. The implied volatity was 29.97, the open interest changed by -1 which decreased total open position to 1118


On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 21.35, which was -6.35 lower than the previous day. The implied volatity was 31.77, the open interest changed by 289 which increased total open position to 1119


On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 27.7, which was -26.30 lower than the previous day. The implied volatity was 28.28, the open interest changed by 168 which increased total open position to 832


On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 54, which was -16.65 lower than the previous day. The implied volatity was 31.84, the open interest changed by 31 which increased total open position to 665


On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 70.65, which was -15.30 lower than the previous day. The implied volatity was 33.26, the open interest changed by -23 which decreased total open position to 629


On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 85.95, which was 9.90 higher than the previous day. The implied volatity was 34.12, the open interest changed by -18 which decreased total open position to 652


On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 76.05, which was 17.80 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 58.25, which was 7.25 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 51, which was 4.00 higher 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 47, which was -2.90 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 49.9, which was 14.75 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 35.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct VOLTAS was trading at 1795.65. The strike last trading price was 33, which was 1.70 higher 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 5.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct VOLTAS was trading at 1813.95. The strike last trading price was 25.65, which was 8.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct VOLTAS was trading at 1865.30. The strike last trading price was 16.9, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct VOLTAS was trading at 1834.60. The strike last trading price was 20.15, which was 7.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct VOLTAS was trading at 1881.30. The strike last trading price was 13, which was -27.30 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 40.3, which was 4.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct VOLTAS was trading at 1800.90. The strike last trading price was 36.2, which was -5.20 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 41.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to