VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:22 AM IST
| VOLTAS 26DEC2024 1740 CE | ||||||||||
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Delta: 0.80
Vega: 1.00
Theta: -1.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1791.50 | 66.65 | -4.45 | 20.58 | 41 | -18 | 261 | |||
| 11 Dec | 1797.20 | 71.1 | 17.90 | 20.19 | 788 | -152 | 280 | |||
| 10 Dec | 1766.55 | 53.2 | -1.95 | 21.75 | 659 | -155 | 432 | |||
| 9 Dec | 1764.35 | 55.15 | 23.75 | 25.00 | 6,801 | -3 | 596 | |||
| 6 Dec | 1710.90 | 31.4 | 12.90 | 24.31 | 3,195 | -167 | 596 | |||
| 5 Dec | 1667.90 | 18.5 | -4.90 | 25.79 | 814 | 21 | 759 | |||
| 4 Dec | 1688.30 | 23.4 | -4.05 | 24.32 | 828 | 46 | 742 | |||
| 3 Dec | 1688.15 | 27.45 | -14.05 | 25.91 | 2,515 | 355 | 697 | |||
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| 2 Dec | 1721.10 | 41.5 | 22.00 | 25.34 | 2,136 | 186 | 360 | |||
| 29 Nov | 1658.25 | 19.5 | -0.35 | 25.09 | 505 | 31 | 173 | |||
| 28 Nov | 1647.25 | 19.85 | -5.55 | 27.00 | 160 | 55 | 141 | |||
| 27 Nov | 1663.10 | 25.4 | -6.10 | 26.91 | 64 | 42 | 85 | |||
| 26 Nov | 1674.10 | 31.5 | 9.50 | 28.30 | 26 | -1 | 43 | |||
| 25 Nov | 1644.25 | 22 | -43.45 | 28.30 | 50 | 12 | 12 | |||
| 22 Nov | 1653.40 | 65.45 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 65.45 | 0.00 | 2.60 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 65.45 | 0.00 | 2.23 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 65.45 | 0.00 | 2.23 | 0 | 0 | 0 | |||
| 18 Nov | 1695.95 | 65.45 | 0.00 | 1.65 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 65.45 | 0.00 | 0.81 | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 65.45 | 0.00 | 1.42 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 65.45 | 0.00 | 1.41 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 65.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 65.45 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 CE is 0.80
Historical price for 1740 CE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 66.65, which was -4.45 lower than the previous day. The implied volatity was 20.58, the open interest changed by -18 which decreased total open position to 261
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 71.1, which was 17.90 higher than the previous day. The implied volatity was 20.19, the open interest changed by -152 which decreased total open position to 280
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 53.2, which was -1.95 lower than the previous day. The implied volatity was 21.75, the open interest changed by -155 which decreased total open position to 432
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 55.15, which was 23.75 higher than the previous day. The implied volatity was 25.00, the open interest changed by -3 which decreased total open position to 596
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 31.4, which was 12.90 higher than the previous day. The implied volatity was 24.31, the open interest changed by -167 which decreased total open position to 596
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 18.5, which was -4.90 lower than the previous day. The implied volatity was 25.79, the open interest changed by 21 which increased total open position to 759
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 23.4, which was -4.05 lower than the previous day. The implied volatity was 24.32, the open interest changed by 46 which increased total open position to 742
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 27.45, which was -14.05 lower than the previous day. The implied volatity was 25.91, the open interest changed by 355 which increased total open position to 697
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 41.5, which was 22.00 higher than the previous day. The implied volatity was 25.34, the open interest changed by 186 which increased total open position to 360
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 19.5, which was -0.35 lower than the previous day. The implied volatity was 25.09, the open interest changed by 31 which increased total open position to 173
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 19.85, which was -5.55 lower than the previous day. The implied volatity was 27.00, the open interest changed by 55 which increased total open position to 141
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 25.4, which was -6.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 42 which increased total open position to 85
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 31.5, which was 9.50 higher than the previous day. The implied volatity was 28.30, the open interest changed by -1 which decreased total open position to 43
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 22, which was -43.45 lower than the previous day. The implied volatity was 28.30, the open interest changed by 12 which increased total open position to 12
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 65.45, which was 0.00 lower than the previous day. The implied volatity was 3.22, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 2.60, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 2.23, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 0.81, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 1.42, 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 65.45, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 65.45, 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 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 65.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 26DEC2024 1740 PE | |||||||
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Delta: -0.24
Vega: 1.11
Theta: -0.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1791.50 | 13 | -0.85 | 24.95 | 369 | 0 | 546 |
| 11 Dec | 1797.20 | 13.85 | -10.85 | 26.17 | 1,393 | 157 | 548 |
| 10 Dec | 1766.55 | 24.7 | -5.85 | 27.55 | 935 | 49 | 389 |
| 9 Dec | 1764.35 | 30.55 | -19.85 | 29.49 | 2,219 | 228 | 355 |
| 6 Dec | 1710.90 | 50.4 | -28.20 | 25.89 | 137 | -8 | 128 |
| 5 Dec | 1667.90 | 78.6 | 8.15 | 25.63 | 33 | 3 | 137 |
| 4 Dec | 1688.30 | 70.45 | 1.65 | 28.11 | 62 | -4 | 134 |
| 3 Dec | 1688.15 | 68.8 | 14.80 | 27.20 | 241 | 42 | 135 |
| 2 Dec | 1721.10 | 54 | -42.00 | 28.69 | 171 | 82 | 87 |
| 29 Nov | 1658.25 | 96 | 4.40 | 29.73 | 2 | 1 | 4 |
| 28 Nov | 1647.25 | 91.6 | -1.90 | 20.56 | 2 | 0 | 1 |
| 27 Nov | 1663.10 | 93.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 1674.10 | 93.5 | -43.15 | 31.76 | 1 | 0 | 0 |
| 25 Nov | 1644.25 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1686.75 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1695.95 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1708.60 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1685.40 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 136.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 136.65 | 0.00 | 1.47 | 0 | 0 | 0 |
| 7 Nov | 1766.95 | 136.65 | 2.44 | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1740 expiring on 26DEC2024
Delta for 1740 PE is -0.24
Historical price for 1740 PE is as follows
On 12 Dec VOLTAS was trading at 1791.50. The strike last trading price was 13, which was -0.85 lower than the previous day. The implied volatity was 24.95, the open interest changed by 0 which decreased total open position to 546
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 13.85, which was -10.85 lower than the previous day. The implied volatity was 26.17, the open interest changed by 157 which increased total open position to 548
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 24.7, which was -5.85 lower than the previous day. The implied volatity was 27.55, the open interest changed by 49 which increased total open position to 389
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 30.55, which was -19.85 lower than the previous day. The implied volatity was 29.49, the open interest changed by 228 which increased total open position to 355
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 50.4, which was -28.20 lower than the previous day. The implied volatity was 25.89, the open interest changed by -8 which decreased total open position to 128
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 78.6, which was 8.15 higher than the previous day. The implied volatity was 25.63, the open interest changed by 3 which increased total open position to 137
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 70.45, which was 1.65 higher than the previous day. The implied volatity was 28.11, the open interest changed by -4 which decreased total open position to 134
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 68.8, which was 14.80 higher than the previous day. The implied volatity was 27.20, the open interest changed by 42 which increased total open position to 135
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 54, which was -42.00 lower than the previous day. The implied volatity was 28.69, the open interest changed by 82 which increased total open position to 87
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 96, which was 4.40 higher than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 4
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 91.6, which was -1.90 lower than the previous day. The implied volatity was 20.56, the open interest changed by 0 which decreased total open position to 1
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 93.5, 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 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 93.5, which was -43.15 lower than the previous day. The implied volatity was 31.76, 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 136.65, 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 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 136.65, 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 136.65, 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 136.65, 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 136.65, 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 136.65, 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 136.65, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 136.65, 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 136.65, 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 136.65, which was 0.00 lower than the previous day. The implied volatity was 1.47, 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 136.65, which was lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0
