VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:02 PM IST
| VOLTAS 28NOV2024 1700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.84
Theta: -1.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 10.4 | -7.50 | 20.79 | 2,279.5 | -4.5 | 668.5 | |||
| 20 Nov | 1686.75 | 17.9 | 0.00 | 23.66 | 2,908 | -10.5 | 671.5 | |||
| 19 Nov | 1686.75 | 17.9 | -3.35 | 23.66 | 2,908 | -12 | 671.5 | |||
| 18 Nov | 1695.95 | 21.25 | -7.95 | 21.21 | 2,965.5 | 99.5 | 682 | |||
| 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 | |||
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| 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 0.33
Historical price for 1700 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 10.4, which was -7.50 lower than the previous day. The implied volatity was 20.79, the open interest changed by -9 which decreased total open position to 1337
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 17.9, which was 0.00 lower than the previous day. The implied volatity was 23.66, the open interest changed by -21 which decreased total open position to 1343
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 17.9, which was -3.35 lower than the previous day. The implied volatity was 23.66, the open interest changed by -24 which decreased total open position to 1343
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 21.25, which was -7.95 lower than the previous day. The implied volatity was 21.21, the open interest changed by 199 which increased total open position to 1364
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.56
Vega: 0.91
Theta: -2.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 57.95 | 1.90 | 49.69 | 769.5 | -37 | 422.5 |
| 20 Nov | 1686.75 | 56.05 | 0.00 | 45.15 | 1,724.5 | -54.5 | 461 |
| 19 Nov | 1686.75 | 56.05 | 6.90 | 45.15 | 1,724.5 | -53 | 461 |
| 18 Nov | 1695.95 | 49.15 | 7.10 | 45.90 | 1,403 | 105 | 513 |
| 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 -0.56
Historical price for 1700 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 57.95, which was 1.90 higher than the previous day. The implied volatity was 49.69, the open interest changed by -74 which decreased total open position to 845
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 56.05, which was 0.00 lower than the previous day. The implied volatity was 45.15, the open interest changed by -109 which decreased total open position to 922
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 56.05, which was 6.90 higher than the previous day. The implied volatity was 45.15, the open interest changed by -106 which decreased total open position to 922
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 49.15, which was 7.10 higher than the previous day. The implied volatity was 45.90, the open interest changed by 210 which increased total open position to 1026
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
