VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
VOLTAS 26DEC2024 1720 CE | ||||||||||
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Delta: 0.24
Vega: 0.68
Theta: -1.31
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
20 Dec | 1686.50 | 6.5 | -32.15 | 21.28 | 1,448 | 261 | 340 | |||
19 Dec | 1738.25 | 38.65 | -10.30 | 23.44 | 149 | -2 | 79 | |||
18 Dec | 1757.00 | 48.95 | -14.45 | 25.79 | 74 | -27 | 83 | |||
17 Dec | 1769.65 | 63.4 | -39.60 | 29.49 | 17 | -5 | 110 | |||
16 Dec | 1808.10 | 103 | 2.45 | 36.32 | 24 | -10 | 115 | |||
13 Dec | 1807.50 | 100.55 | 17.05 | 22.53 | 128 | -14 | 124 | |||
12 Dec | 1787.65 | 83.5 | -4.65 | 30.45 | 33 | -13 | 139 | |||
11 Dec | 1797.20 | 88.15 | 21.15 | 20.60 | 152 | -61 | 154 | |||
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10 Dec | 1766.55 | 67 | -0.55 | 21.42 | 140 | -32 | 217 | |||
9 Dec | 1764.35 | 67.55 | 27.10 | 24.45 | 1,590 | -257 | 249 | |||
6 Dec | 1710.90 | 40.45 | 16.20 | 24.22 | 3,023 | -96 | 515 | |||
5 Dec | 1667.90 | 24.25 | -6.25 | 25.58 | 872 | 96 | 610 | |||
4 Dec | 1688.30 | 30.5 | -4.40 | 24.19 | 799 | 34 | 513 | |||
3 Dec | 1688.15 | 34.9 | -16.75 | 25.81 | 1,600 | 80 | 478 | |||
2 Dec | 1721.10 | 51.65 | 26.90 | 25.48 | 2,455 | 232 | 406 | |||
29 Nov | 1658.25 | 24.75 | -1.25 | 24.76 | 482 | 102 | 174 | |||
28 Nov | 1647.25 | 26 | -5.75 | 27.43 | 137 | 11 | 71 | |||
27 Nov | 1663.10 | 31.75 | -6.30 | 26.88 | 73 | 32 | 59 | |||
26 Nov | 1674.10 | 38.05 | 5.55 | 28.04 | 38 | 0 | 27 | |||
25 Nov | 1644.25 | 32.5 | 0.85 | 31.25 | 94 | 26 | 28 | |||
22 Nov | 1653.40 | 31.65 | -2.95 | 23.82 | 12 | 9 | 11 | |||
21 Nov | 1675.50 | 34.6 | -3.40 | 22.78 | 1 | 0 | 1 | |||
20 Nov | 1686.75 | 38 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Nov | 1686.75 | 38 | 0.00 | 0.00 | 0 | 0 | 0 | |||
18 Nov | 1695.95 | 38 | -12.25 | 20.02 | 5 | 1 | 2 | |||
14 Nov | 1708.60 | 50.25 | 0.00 | 0.00 | 0 | 1 | 0 | |||
13 Nov | 1685.40 | 50.25 | -24.35 | 23.58 | 2 | 1 | 1 | |||
12 Nov | 1699.60 | 74.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
11 Nov | 1754.10 | 74.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
7 Nov | 1766.95 | 74.6 | 74.60 | - | 2 | 1 | 1 | |||
29 Oct | 1770.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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 1720 expiring on 26DEC2024
Delta for 1720 CE is 0.24
Historical price for 1720 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 6.5, which was -32.15 lower than the previous day. The implied volatity was 21.28, the open interest changed by 261 which increased total open position to 340
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 38.65, which was -10.30 lower than the previous day. The implied volatity was 23.44, the open interest changed by -2 which decreased total open position to 79
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 48.95, which was -14.45 lower than the previous day. The implied volatity was 25.79, the open interest changed by -27 which decreased total open position to 83
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 63.4, which was -39.60 lower than the previous day. The implied volatity was 29.49, the open interest changed by -5 which decreased total open position to 110
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 103, which was 2.45 higher than the previous day. The implied volatity was 36.32, the open interest changed by -10 which decreased total open position to 115
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 100.55, which was 17.05 higher than the previous day. The implied volatity was 22.53, the open interest changed by -14 which decreased total open position to 124
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 83.5, which was -4.65 lower than the previous day. The implied volatity was 30.45, the open interest changed by -13 which decreased total open position to 139
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 88.15, which was 21.15 higher than the previous day. The implied volatity was 20.60, the open interest changed by -61 which decreased total open position to 154
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 67, which was -0.55 lower than the previous day. The implied volatity was 21.42, the open interest changed by -32 which decreased total open position to 217
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 67.55, which was 27.10 higher than the previous day. The implied volatity was 24.45, the open interest changed by -257 which decreased total open position to 249
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 40.45, which was 16.20 higher than the previous day. The implied volatity was 24.22, the open interest changed by -96 which decreased total open position to 515
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 24.25, which was -6.25 lower than the previous day. The implied volatity was 25.58, the open interest changed by 96 which increased total open position to 610
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 30.5, which was -4.40 lower than the previous day. The implied volatity was 24.19, the open interest changed by 34 which increased total open position to 513
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 34.9, which was -16.75 lower than the previous day. The implied volatity was 25.81, the open interest changed by 80 which increased total open position to 478
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 51.65, which was 26.90 higher than the previous day. The implied volatity was 25.48, the open interest changed by 232 which increased total open position to 406
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 24.75, which was -1.25 lower than the previous day. The implied volatity was 24.76, the open interest changed by 102 which increased total open position to 174
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 26, which was -5.75 lower than the previous day. The implied volatity was 27.43, the open interest changed by 11 which increased total open position to 71
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 31.75, which was -6.30 lower than the previous day. The implied volatity was 26.88, the open interest changed by 32 which increased total open position to 59
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 38.05, which was 5.55 higher than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 27
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 32.5, which was 0.85 higher than the previous day. The implied volatity was 31.25, the open interest changed by 26 which increased total open position to 28
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 31.65, which was -2.95 lower than the previous day. The implied volatity was 23.82, the open interest changed by 9 which increased total open position to 11
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 34.6, which was -3.40 lower than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 1
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 38, 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 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 38, 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 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 38, which was -12.25 lower than the previous day. The implied volatity was 20.02, 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 50.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 50.25, which was -24.35 lower than the previous day. The implied volatity was 23.58, the open interest changed by 1 which increased total open position to 1
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 74.6, 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 74.6, 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 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 74.6, which was 74.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 1720 PE | |||||||
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Delta: -0.75
Vega: 0.69
Theta: -0.93
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
20 Dec | 1686.50 | 40.2 | 30.05 | 22.27 | 1,674 | 47 | 552 |
19 Dec | 1738.25 | 10.15 | -0.50 | 22.01 | 1,616 | -82 | 502 |
18 Dec | 1757.00 | 10.65 | 2.05 | 24.31 | 1,618 | 59 | 583 |
17 Dec | 1769.65 | 8.6 | 3.95 | 24.31 | 658 | -30 | 525 |
16 Dec | 1808.10 | 4.65 | -0.80 | 26.86 | 651 | 62 | 556 |
13 Dec | 1807.50 | 5.45 | -3.45 | 25.70 | 1,205 | -80 | 502 |
12 Dec | 1787.65 | 8.9 | -1.25 | 23.32 | 728 | 102 | 582 |
11 Dec | 1797.20 | 10.15 | -8.05 | 26.96 | 1,029 | 24 | 488 |
10 Dec | 1766.55 | 18.2 | -4.90 | 27.67 | 729 | 82 | 474 |
9 Dec | 1764.35 | 23.1 | -15.00 | 29.39 | 1,704 | 168 | 391 |
6 Dec | 1710.90 | 38.1 | -26.30 | 24.88 | 484 | 0 | 232 |
5 Dec | 1667.90 | 64.4 | 6.90 | 25.39 | 45 | 1 | 232 |
4 Dec | 1688.30 | 57.5 | 1.85 | 27.70 | 218 | 5 | 231 |
3 Dec | 1688.15 | 55.65 | 11.70 | 26.62 | 595 | -7 | 226 |
2 Dec | 1721.10 | 43.95 | -32.70 | 28.68 | 704 | 197 | 232 |
29 Nov | 1658.25 | 76.65 | -6.70 | 26.30 | 49 | 19 | 35 |
28 Nov | 1647.25 | 83.35 | -6.15 | 25.16 | 25 | 4 | 17 |
27 Nov | 1663.10 | 89.5 | -19.25 | 34.29 | 4 | 2 | 11 |
26 Nov | 1674.10 | 108.75 | 0.00 | 0.00 | 0 | 9 | 0 |
25 Nov | 1644.25 | 108.75 | 46.00 | 35.64 | 24 | 9 | 9 |
22 Nov | 1653.40 | 62.75 | 0.00 | - | 0 | 0 | 0 |
21 Nov | 1675.50 | 62.75 | 0.00 | - | 0 | 0 | 0 |
20 Nov | 1686.75 | 62.75 | 0.00 | - | 0 | 0 | 0 |
19 Nov | 1686.75 | 62.75 | 0.00 | - | 0 | 0 | 0 |
18 Nov | 1695.95 | 62.75 | 0.00 | - | 0 | 0 | 0 |
14 Nov | 1708.60 | 62.75 | 0.00 | 0.28 | 0 | 0 | 0 |
13 Nov | 1685.40 | 62.75 | 0.00 | - | 0 | 0 | 0 |
12 Nov | 1699.60 | 62.75 | 0.00 | - | 0 | 0 | 0 |
11 Nov | 1754.10 | 62.75 | 0.00 | 2.39 | 0 | 0 | 0 |
7 Nov | 1766.95 | 62.75 | 0.00 | 3.31 | 0 | 0 | 0 |
29 Oct | 1770.60 | 62.75 | 0.00 | - | 0 | 0 | 0 |
28 Oct | 1762.25 | 62.75 | 0.00 | - | 0 | 0 | 0 |
25 Oct | 1754.85 | 62.75 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 1795.10 | 62.75 | 62.75 | - | 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 1720 expiring on 26DEC2024
Delta for 1720 PE is -0.75
Historical price for 1720 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 40.2, which was 30.05 higher than the previous day. The implied volatity was 22.27, the open interest changed by 47 which increased total open position to 552
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 10.15, which was -0.50 lower than the previous day. The implied volatity was 22.01, the open interest changed by -82 which decreased total open position to 502
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 10.65, which was 2.05 higher than the previous day. The implied volatity was 24.31, the open interest changed by 59 which increased total open position to 583
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 8.6, which was 3.95 higher than the previous day. The implied volatity was 24.31, the open interest changed by -30 which decreased total open position to 525
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 4.65, which was -0.80 lower than the previous day. The implied volatity was 26.86, the open interest changed by 62 which increased total open position to 556
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 5.45, which was -3.45 lower than the previous day. The implied volatity was 25.70, the open interest changed by -80 which decreased total open position to 502
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 8.9, which was -1.25 lower than the previous day. The implied volatity was 23.32, the open interest changed by 102 which increased total open position to 582
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 10.15, which was -8.05 lower than the previous day. The implied volatity was 26.96, the open interest changed by 24 which increased total open position to 488
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 18.2, which was -4.90 lower than the previous day. The implied volatity was 27.67, the open interest changed by 82 which increased total open position to 474
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 23.1, which was -15.00 lower than the previous day. The implied volatity was 29.39, the open interest changed by 168 which increased total open position to 391
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 38.1, which was -26.30 lower than the previous day. The implied volatity was 24.88, the open interest changed by 0 which decreased total open position to 232
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 64.4, which was 6.90 higher than the previous day. The implied volatity was 25.39, the open interest changed by 1 which increased total open position to 232
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 57.5, which was 1.85 higher than the previous day. The implied volatity was 27.70, the open interest changed by 5 which increased total open position to 231
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 55.65, which was 11.70 higher than the previous day. The implied volatity was 26.62, the open interest changed by -7 which decreased total open position to 226
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 43.95, which was -32.70 lower than the previous day. The implied volatity was 28.68, the open interest changed by 197 which increased total open position to 232
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 76.65, which was -6.70 lower than the previous day. The implied volatity was 26.30, the open interest changed by 19 which increased total open position to 35
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 83.35, which was -6.15 lower than the previous day. The implied volatity was 25.16, the open interest changed by 4 which increased total open position to 17
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 89.5, which was -19.25 lower than the previous day. The implied volatity was 34.29, the open interest changed by 2 which increased total open position to 11
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 108.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 108.75, which was 46.00 higher than the previous day. The implied volatity was 35.64, the open interest changed by 9 which increased total open position to 9
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 62.75, 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 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 62.75, 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 62.75, 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 62.75, 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 62.75, 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 62.75, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 62.75, 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 62.75, 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 62.75, which was 0.00 lower than the previous day. The implied volatity was 2.39, the open interest changed by 0 which decreased total open position to 0
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 62.75, which was 0.00 lower than the previous day. The implied volatity was 3.31, 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 62.75, 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 62.75, 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 62.75, 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 62.75, which was 62.75 higher 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