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

1686.5 -51.75 (-2.98%)

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Historical option data for VOLTAS

20 Dec 2024 04:12 PM IST
VOLTAS 26DEC2024 1720 CE
Delta: 0.24
Vega: 0.68
Theta: -1.31
Gamma: 0.01
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
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
Delta: -0.75
Vega: 0.69
Theta: -0.93
Gamma: 0.01
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