VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1740 CE | ||||||||||
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Delta: 0.15
Vega: 0.55
Theta: -1.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 4.55 | -3.95 | 25.06 | 1,334 | 45.5 | 507.5 | |||
| 20 Nov | 1686.75 | 8.5 | 0.00 | 26.14 | 1,839.5 | -43 | 462 | |||
| 19 Nov | 1686.75 | 8.5 | -2.30 | 26.14 | 1,839.5 | -43 | 462 | |||
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| 18 Nov | 1695.95 | 10.8 | -5.00 | 24.47 | 3,284 | 91 | 522 | |||
| 14 Nov | 1708.60 | 15.8 | 0.95 | 20.62 | 1,825 | 41.5 | 431 | |||
| 13 Nov | 1685.40 | 14.85 | -1.45 | 24.45 | 1,046.5 | -99.5 | 390.5 | |||
| 12 Nov | 1699.60 | 16.3 | -24.25 | 23.29 | 1,996 | 135 | 491.5 | |||
| 11 Nov | 1754.10 | 40.55 | -4.00 | 20.46 | 531.5 | -17 | 360 | |||
| 8 Nov | 1766.00 | 44.55 | -11.60 | 19.70 | 495 | -49 | 380 | |||
| 7 Nov | 1766.95 | 56.15 | 8.50 | 18.37 | 2,507 | 131.5 | 429 | |||
| 6 Nov | 1737.85 | 47.65 | 16.65 | 25.98 | 1,601.5 | -4.5 | 305 | |||
| 5 Nov | 1694.70 | 31 | 3.30 | 28.30 | 906.5 | -36.5 | 308 | |||
| 4 Nov | 1665.05 | 27.7 | 3.45 | 31.24 | 756.5 | -37.5 | 347.5 | |||
| 1 Nov | 1642.85 | 24.25 | -2.95 | 31.00 | 85 | -4.5 | 385.5 | |||
| 31 Oct | 1649.50 | 27.2 | -20.80 | - | 1,105 | 139 | 390 | |||
| 30 Oct | 1697.90 | 48 | -60.50 | - | 1,093 | 222 | 249 | |||
| 29 Oct | 1770.60 | 108.5 | 10.50 | - | 28 | 21 | 28 | |||
| 28 Oct | 1762.25 | 98 | 7.00 | - | 2 | 1 | 6 | |||
| 25 Oct | 1754.85 | 91 | -101.70 | - | 7 | 5 | 5 | |||
| 24 Oct | 1795.10 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1795.65 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1813.95 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1865.30 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1834.60 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1881.30 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1789.45 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1800.90 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1757.20 | 192.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1809.60 | 192.7 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 CE is 0.15
Historical price for 1740 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 4.55, which was -3.95 lower than the previous day. The implied volatity was 25.06, the open interest changed by 91 which increased total open position to 1015
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 8.5, which was 0.00 lower than the previous day. The implied volatity was 26.14, the open interest changed by -86 which decreased total open position to 924
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 8.5, which was -2.30 lower than the previous day. The implied volatity was 26.14, the open interest changed by -86 which decreased total open position to 924
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 10.8, which was -5.00 lower than the previous day. The implied volatity was 24.47, the open interest changed by 182 which increased total open position to 1044
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 15.8, which was 0.95 higher than the previous day. The implied volatity was 20.62, the open interest changed by 83 which increased total open position to 862
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 14.85, which was -1.45 lower than the previous day. The implied volatity was 24.45, the open interest changed by -199 which decreased total open position to 781
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 16.3, which was -24.25 lower than the previous day. The implied volatity was 23.29, the open interest changed by 270 which increased total open position to 983
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 40.55, which was -4.00 lower than the previous day. The implied volatity was 20.46, the open interest changed by -34 which decreased total open position to 720
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 44.55, which was -11.60 lower than the previous day. The implied volatity was 19.70, the open interest changed by -98 which decreased total open position to 760
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 56.15, which was 8.50 higher than the previous day. The implied volatity was 18.37, the open interest changed by 263 which increased total open position to 858
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 47.65, which was 16.65 higher than the previous day. The implied volatity was 25.98, the open interest changed by -9 which decreased total open position to 610
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 31, which was 3.30 higher than the previous day. The implied volatity was 28.30, the open interest changed by -73 which decreased total open position to 616
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 27.7, which was 3.45 higher than the previous day. The implied volatity was 31.24, the open interest changed by -75 which decreased total open position to 695
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 24.25, which was -2.95 lower than the previous day. The implied volatity was 31.00, the open interest changed by -9 which decreased total open position to 771
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 27.2, which was -20.80 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 48, which was -60.50 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 108.5, which was 10.50 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 98, which was 7.00 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 91, which was -101.70 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 192.7, 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 192.7, 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 192.7, 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 21 Oct VOLTAS was trading at 1813.95. The strike last trading price was 192.7, 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 192.7, 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 192.7, 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 192.7, 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 192.7, 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 192.7, 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 192.7, 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 192.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.85
Theta: -3.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 91.85 | 4.15 | 59.09 | 81.5 | -16 | 100 |
| 20 Nov | 1686.75 | 87.7 | 0.00 | 51.84 | 262.5 | -3.5 | 116.5 |
| 19 Nov | 1686.75 | 87.7 | 10.50 | 51.84 | 262.5 | -3 | 116.5 |
| 18 Nov | 1695.95 | 77.2 | 7.20 | 45.65 | 399 | 0 | 120 |
| 14 Nov | 1708.60 | 70 | -8.60 | 40.71 | 179.5 | 6 | 119 |
| 13 Nov | 1685.40 | 78.6 | 2.50 | 36.57 | 385 | -134 | 112.5 |
| 12 Nov | 1699.60 | 76.1 | 38.60 | 36.52 | 769.5 | -37.5 | 248 |
| 11 Nov | 1754.10 | 37.5 | -1.50 | 30.68 | 823 | 0 | 286 |
| 8 Nov | 1766.00 | 39 | 4.05 | 30.40 | 549.5 | -15 | 286.5 |
| 7 Nov | 1766.95 | 34.95 | -9.15 | 31.82 | 1,390.5 | 140 | 304.5 |
| 6 Nov | 1737.85 | 44.1 | -32.00 | 27.99 | 458 | 81 | 166.5 |
| 5 Nov | 1694.70 | 76.1 | -20.15 | 31.39 | 82 | 2.5 | 86 |
| 4 Nov | 1665.05 | 96.25 | -16.80 | 33.39 | 56 | -3 | 84.5 |
| 1 Nov | 1642.85 | 113.05 | 8.90 | 34.28 | 1 | 0 | 87 |
| 31 Oct | 1649.50 | 104.15 | 20.10 | - | 49 | -2 | 86 |
| 30 Oct | 1697.90 | 84.05 | 14.45 | - | 397 | 45 | 83 |
| 29 Oct | 1770.60 | 69.6 | 8.40 | - | 128 | 13 | 38 |
| 28 Oct | 1762.25 | 61.2 | -1.95 | - | 30 | 3 | 23 |
| 25 Oct | 1754.85 | 63.15 | 10.50 | - | 17 | 12 | 20 |
| 24 Oct | 1795.10 | 52.65 | 16.25 | - | 18 | 1 | 7 |
| 23 Oct | 1795.65 | 36.4 | -7.40 | - | 4 | 1 | 7 |
| 22 Oct | 1794.65 | 43.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 1813.95 | 43.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 1865.30 | 43.8 | 0.00 | - | 0 | 6 | 0 |
| 17 Oct | 1834.60 | 43.8 | -9.55 | - | 93 | 6 | 6 |
| 16 Oct | 1881.30 | 53.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1789.45 | 53.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1800.90 | 53.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1757.20 | 53.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1809.60 | 53.35 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1740 expiring on 28NOV2024
Delta for 1740 PE is -0.66
Historical price for 1740 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 91.85, which was 4.15 higher than the previous day. The implied volatity was 59.09, the open interest changed by -32 which decreased total open position to 200
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 87.7, which was 0.00 lower than the previous day. The implied volatity was 51.84, the open interest changed by -7 which decreased total open position to 233
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 87.7, which was 10.50 higher than the previous day. The implied volatity was 51.84, the open interest changed by -6 which decreased total open position to 233
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 77.2, which was 7.20 higher than the previous day. The implied volatity was 45.65, the open interest changed by 0 which decreased total open position to 240
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 70, which was -8.60 lower than the previous day. The implied volatity was 40.71, the open interest changed by 12 which increased total open position to 238
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 78.6, which was 2.50 higher than the previous day. The implied volatity was 36.57, the open interest changed by -268 which decreased total open position to 225
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 76.1, which was 38.60 higher than the previous day. The implied volatity was 36.52, the open interest changed by -75 which decreased total open position to 496
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 37.5, which was -1.50 lower than the previous day. The implied volatity was 30.68, the open interest changed by 0 which decreased total open position to 572
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 39, which was 4.05 higher than the previous day. The implied volatity was 30.40, the open interest changed by -30 which decreased total open position to 573
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 34.95, which was -9.15 lower than the previous day. The implied volatity was 31.82, the open interest changed by 280 which increased total open position to 609
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 44.1, which was -32.00 lower than the previous day. The implied volatity was 27.99, the open interest changed by 162 which increased total open position to 333
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 76.1, which was -20.15 lower than the previous day. The implied volatity was 31.39, the open interest changed by 5 which increased total open position to 172
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 96.25, which was -16.80 lower than the previous day. The implied volatity was 33.39, the open interest changed by -6 which decreased total open position to 169
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 113.05, which was 8.90 higher than the previous day. The implied volatity was 34.28, the open interest changed by 0 which decreased total open position to 174
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 104.15, which was 20.10 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 84.05, which was 14.45 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 69.6, which was 8.40 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 61.2, which was -1.95 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 63.15, which was 10.50 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 52.65, which was 16.25 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 36.4, which was -7.40 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 43.8, 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 21 Oct VOLTAS was trading at 1813.95. The strike last trading price was 43.8, 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 43.8, 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 43.8, which was -9.55 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 53.35, 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 53.35, 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 53.35, 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 53.35, 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 53.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
