VOLTAS
Voltas Ltd
Historical option data for VOLTAS
27 Dec 2024 04:12 PM IST
| VOLTAS 30JAN2025 1720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 2.07
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1705.30 | 44.55 | -7.45 | 21.73 | 722 | 73 | 167 | |||
| 26 Dec | 1711.30 | 52 | 18.30 | 23.82 | 270 | 61 | 94 | |||
| 24 Dec | 1675.00 | 33.7 | -13.30 | 22.11 | 48 | 15 | 33 | |||
| 23 Dec | 1695.55 | 47 | -3.00 | 22.03 | 26 | 1 | 13 | |||
| 20 Dec | 1686.50 | 50 | -49.00 | 25.61 | 14 | 10 | 14 | |||
| 19 Dec | 1738.25 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 1757.00 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 1769.65 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 1808.10 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1807.50 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 1787.65 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 1797.20 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1766.55 | 99 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1764.35 | 99 | 28.50 | 22.82 | 2 | 0 | 4 | |||
| 6 Dec | 1710.90 | 70.5 | 0.50 | 23.86 | 2 | 1 | 4 | |||
| 4 Dec | 1688.30 | 70 | -20.00 | 27.31 | 1 | 0 | 2 | |||
| 3 Dec | 1688.15 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1721.10 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 1647.25 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 1663.10 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1674.10 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1644.25 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1653.40 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 90 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 14 Nov | 1708.60 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 90 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 12 Nov | 1699.60 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 90 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 8 Nov | 1766.00 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 90 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Nov | 1737.85 | 90 | 0.00 | 0.00 | 2 | 0 | 2 | |||
| 5 Nov | 1694.70 | 90 | 90.00 | 25.63 | 2 | 0 | 0 | |||
| 4 Nov | 1665.05 | 0 | 0.59 | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1720 expiring on 30JAN2025
Delta for 1720 CE is 0.51
Historical price for 1720 CE is as follows
On 27 Dec VOLTAS was trading at 1705.30. The strike last trading price was 44.55, which was -7.45 lower than the previous day. The implied volatity was 21.73, the open interest changed by 73 which increased total open position to 167
On 26 Dec VOLTAS was trading at 1711.30. The strike last trading price was 52, which was 18.30 higher than the previous day. The implied volatity was 23.82, the open interest changed by 61 which increased total open position to 94
On 24 Dec VOLTAS was trading at 1675.00. The strike last trading price was 33.7, which was -13.30 lower than the previous day. The implied volatity was 22.11, the open interest changed by 15 which increased total open position to 33
On 23 Dec VOLTAS was trading at 1695.55. The strike last trading price was 47, which was -3.00 lower than the previous day. The implied volatity was 22.03, the open interest changed by 1 which increased total open position to 13
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 50, which was -49.00 lower than the previous day. The implied volatity was 25.61, the open interest changed by 10 which increased total open position to 14
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 99, 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 Dec VOLTAS was trading at 1757.00. The strike last trading price was 99, 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 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 99, 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 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 99, 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 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 99, 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 Dec VOLTAS was trading at 1787.65. The strike last trading price was 99, 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 Dec VOLTAS was trading at 1797.20. The strike last trading price was 99, 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 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 99, 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 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 99, which was 28.50 higher than the previous day. The implied volatity was 22.82, the open interest changed by 0 which decreased total open position to 4
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 70.5, which was 0.50 higher than the previous day. The implied volatity was 23.86, the open interest changed by 1 which increased total open position to 4
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 70, which was -20.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 2
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 90, 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 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 90, 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 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 90, 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 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 90, 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 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 90, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 90, 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 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 90, 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 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 90, 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 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 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 90, 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 90, 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 2
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 90, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 90, 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 2
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 90, 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 90, 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 2
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 90, 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 90, 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 2
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 90, 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 2
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 90, which was 90.00 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.59, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30JAN2025 1720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 2.07
Theta: -0.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1705.30 | 52.95 | 6.20 | 25.28 | 347 | 75 | 130 |
| 26 Dec | 1711.30 | 46.75 | -25.70 | 23.04 | 105 | 53 | 63 |
| 24 Dec | 1675.00 | 72.45 | 12.45 | 26.09 | 14 | 5 | 10 |
| 23 Dec | 1695.55 | 60 | -10.20 | 26.84 | 4 | 2 | 5 |
| 20 Dec | 1686.50 | 70.2 | 34.70 | 27.20 | 13 | 4 | 5 |
| 19 Dec | 1738.25 | 35.5 | 10.95 | 23.43 | 1 | 0 | 0 |
| 18 Dec | 1757.00 | 24.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 1769.65 | 24.55 | 1.55 | 21.31 | 2 | 0 | 0 |
| 16 Dec | 1808.10 | 23 | -120.15 | 25.59 | 2 | 0 | 0 |
| 13 Dec | 1807.50 | 143.15 | 0.00 | 4.61 | 0 | 0 | 0 |
| 12 Dec | 1787.65 | 143.15 | 0.00 | 3.43 | 0 | 0 | 0 |
| 11 Dec | 1797.20 | 143.15 | 0.00 | 4.03 | 0 | 0 | 0 |
| 10 Dec | 1766.55 | 143.15 | 0.00 | 3.15 | 0 | 0 | 0 |
| 9 Dec | 1764.35 | 143.15 | 0.00 | 2.91 | 0 | 0 | 0 |
| 6 Dec | 1710.90 | 143.15 | 0.00 | 0.75 | 0 | 0 | 0 |
| 4 Dec | 1688.30 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 1688.15 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 1721.10 | 143.15 | 0.00 | 1.24 | 0 | 0 | 0 |
| 28 Nov | 1647.25 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 1663.10 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 1674.10 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1644.25 | 143.15 | 0.00 | 0.65 | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 143.15 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 143.15 | 143.15 | - | 0 | 0 | 0 |
| 20 Nov | 1686.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1695.95 | 0 | 0.00 | 0.46 | 0 | 0 | 0 |
| 14 Nov | 1708.60 | 0 | 0.00 | 0.94 | 0 | 0 | 0 |
| 13 Nov | 1685.40 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 0 | 0.00 | 0.72 | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 0 | 0.00 | 2.47 | 0 | 0 | 0 |
| 8 Nov | 1766.00 | 0 | 0.00 | 2.85 | 0 | 0 | 0 |
| 7 Nov | 1766.95 | 0 | 0.00 | 2.64 | 0 | 0 | 0 |
| 6 Nov | 1737.85 | 0 | 0.00 | 2.04 | 0 | 0 | 0 |
| 5 Nov | 1694.70 | 0 | 0.00 | 0.69 | 0 | 0 | 0 |
| 4 Nov | 1665.05 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1720 expiring on 30JAN2025
Delta for 1720 PE is -0.49
Historical price for 1720 PE is as follows
On 27 Dec VOLTAS was trading at 1705.30. The strike last trading price was 52.95, which was 6.20 higher than the previous day. The implied volatity was 25.28, the open interest changed by 75 which increased total open position to 130
On 26 Dec VOLTAS was trading at 1711.30. The strike last trading price was 46.75, which was -25.70 lower than the previous day. The implied volatity was 23.04, the open interest changed by 53 which increased total open position to 63
On 24 Dec VOLTAS was trading at 1675.00. The strike last trading price was 72.45, which was 12.45 higher than the previous day. The implied volatity was 26.09, the open interest changed by 5 which increased total open position to 10
On 23 Dec VOLTAS was trading at 1695.55. The strike last trading price was 60, which was -10.20 lower than the previous day. The implied volatity was 26.84, the open interest changed by 2 which increased total open position to 5
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 70.2, which was 34.70 higher than the previous day. The implied volatity was 27.20, the open interest changed by 4 which increased total open position to 5
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 35.5, which was 10.95 higher than the previous day. The implied volatity was 23.43, the open interest changed by 0 which decreased total open position to 0
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 24.55, 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 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 24.55, which was 1.55 higher than the previous day. The implied volatity was 21.31, the open interest changed by 0 which decreased total open position to 0
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 23, which was -120.15 lower than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 0
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 4.61, the open interest changed by 0 which decreased total open position to 0
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 3.43, the open interest changed by 0 which decreased total open position to 0
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 143.15, 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 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 143.15, 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 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 1.24, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 143.15, 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 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 143.15, 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 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 143.15, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 143.15, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 143.15, 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 143.15, which was 143.15 higher 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 0, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.46, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 0, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.72, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.47, the open interest changed by 0 which decreased total open position to 0
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.85, 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 0, which was 0.00 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.69, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
