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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 1760 CE
Delta: 0.09
Vega: 0.35
Theta: -0.76
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1686.50 2.2 -14.75 24.47 2,746 136 1,017
19 Dec 1738.25 16.95 -7.05 23.48 2,060 102 873
18 Dec 1757.00 24 -10.80 24.53 1,122 105 771
17 Dec 1769.65 34.8 -30.10 26.55 582 -6 668
16 Dec 1808.10 64.9 -2.70 27.77 850 -149 743
13 Dec 1807.50 67.6 18.15 23.02 1,305 -92 899
12 Dec 1787.65 49.45 -7.25 24.67 772 -60 992
11 Dec 1797.20 56.7 15.05 20.86 2,309 -238 1,056
10 Dec 1766.55 41.65 -2.00 22.31 3,552 -235 1,303
9 Dec 1764.35 43.65 19.95 25.00 14,215 930 1,545
6 Dec 1710.90 23.7 9.60 24.26 1,665 61 611
5 Dec 1667.90 14.1 -3.90 26.14 949 127 550
4 Dec 1688.30 18 -3.45 24.71 592 45 422
3 Dec 1688.15 21.45 -12.15 26.12 936 75 375
2 Dec 1721.10 33.6 18.70 25.70 1,053 68 307
29 Nov 1658.25 14.9 -0.55 25.16 538 150 239
28 Nov 1647.25 15.45 -5.90 27.05 142 45 86
27 Nov 1663.10 21.35 -4.45 27.74 34 7 41
26 Nov 1674.10 25.8 5.05 28.49 29 13 34
25 Nov 1644.25 20.75 -3.75 30.50 22 9 11
22 Nov 1653.40 24.5 4.00 26.64 4 2 4
21 Nov 1675.50 20.5 -185.65 22.23 2 1 1
20 Nov 1686.75 206.15 0.00 3.21 0 0 0
19 Nov 1686.75 206.15 0.00 3.21 0 0 0
18 Nov 1695.95 206.15 0.00 2.63 0 0 0
14 Nov 1708.60 206.15 0.00 1.70 0 0 0
13 Nov 1685.40 206.15 0.00 2.66 0 0 0
12 Nov 1699.60 206.15 0.00 2.07 0 0 0
11 Nov 1754.10 206.15 0.00 - 0 0 0
7 Nov 1766.95 206.15 206.15 - 0 0 0
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 1760 expiring on 26DEC2024

Delta for 1760 CE is 0.09

Historical price for 1760 CE is as follows

On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 2.2, which was -14.75 lower than the previous day. The implied volatity was 24.47, the open interest changed by 136 which increased total open position to 1017


On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 16.95, which was -7.05 lower than the previous day. The implied volatity was 23.48, the open interest changed by 102 which increased total open position to 873


On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 24, which was -10.80 lower than the previous day. The implied volatity was 24.53, the open interest changed by 105 which increased total open position to 771


On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 34.8, which was -30.10 lower than the previous day. The implied volatity was 26.55, the open interest changed by -6 which decreased total open position to 668


On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 64.9, which was -2.70 lower than the previous day. The implied volatity was 27.77, the open interest changed by -149 which decreased total open position to 743


On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 67.6, which was 18.15 higher than the previous day. The implied volatity was 23.02, the open interest changed by -92 which decreased total open position to 899


On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 49.45, which was -7.25 lower than the previous day. The implied volatity was 24.67, the open interest changed by -60 which decreased total open position to 992


On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 56.7, which was 15.05 higher than the previous day. The implied volatity was 20.86, the open interest changed by -238 which decreased total open position to 1056


On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 41.65, which was -2.00 lower than the previous day. The implied volatity was 22.31, the open interest changed by -235 which decreased total open position to 1303


On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 43.65, which was 19.95 higher than the previous day. The implied volatity was 25.00, the open interest changed by 930 which increased total open position to 1545


On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 23.7, which was 9.60 higher than the previous day. The implied volatity was 24.26, the open interest changed by 61 which increased total open position to 611


On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 14.1, which was -3.90 lower than the previous day. The implied volatity was 26.14, the open interest changed by 127 which increased total open position to 550


On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 18, which was -3.45 lower than the previous day. The implied volatity was 24.71, the open interest changed by 45 which increased total open position to 422


On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 21.45, which was -12.15 lower than the previous day. The implied volatity was 26.12, the open interest changed by 75 which increased total open position to 375


On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 33.6, which was 18.70 higher than the previous day. The implied volatity was 25.70, the open interest changed by 68 which increased total open position to 307


On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 14.9, which was -0.55 lower than the previous day. The implied volatity was 25.16, the open interest changed by 150 which increased total open position to 239


On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 15.45, which was -5.90 lower than the previous day. The implied volatity was 27.05, the open interest changed by 45 which increased total open position to 86


On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 21.35, which was -4.45 lower than the previous day. The implied volatity was 27.74, the open interest changed by 7 which increased total open position to 41


On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 25.8, which was 5.05 higher than the previous day. The implied volatity was 28.49, the open interest changed by 13 which increased total open position to 34


On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 20.75, which was -3.75 lower than the previous day. The implied volatity was 30.50, the open interest changed by 9 which increased total open position to 11


On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 24.5, which was 4.00 higher than the previous day. The implied volatity was 26.64, the open interest changed by 2 which increased total open position to 4


On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 20.5, which was -185.65 lower than the previous day. The implied volatity was 22.23, the open interest changed by 1 which increased total open position to 1


On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 206.15, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 206.15, which was 0.00 lower than the previous day. The implied volatity was 3.21, 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 206.15, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 206.15, which was 0.00 lower than the previous day. The implied volatity was 1.70, 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 206.15, which was 0.00 lower than the previous day. The implied volatity was 2.66, 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 206.15, which was 0.00 lower than the previous day. The implied volatity was 2.07, 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 206.15, 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 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 206.15, which was 206.15 higher than the previous day. The implied volatity was -, 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 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 1760 PE
Delta: -0.88
Vega: 0.43
Theta: -0.56
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1686.50 76.4 47.85 27.64 758 -193 384
19 Dec 1738.25 28.55 2.75 22.39 853 -29 587
18 Dec 1757.00 25.8 4.80 23.47 1,563 -169 619
17 Dec 1769.65 21 10.25 23.47 1,897 71 785
16 Dec 1808.10 10.75 -0.55 25.30 813 -56 714
13 Dec 1807.50 11.3 -7.35 23.95 2,498 56 774
12 Dec 1787.65 18.65 -0.65 22.01 1,058 -52 725
11 Dec 1797.20 19.3 -13.70 25.87 1,940 249 788
10 Dec 1766.55 33 -6.35 27.66 1,232 20 537
9 Dec 1764.35 39.35 -22.25 29.54 2,172 411 512
6 Dec 1710.90 61.6 -40.60 25.26 112 -11 101
5 Dec 1667.90 102.2 14.15 32.20 27 -6 111
4 Dec 1688.30 88.05 7.00 30.86 8 6 117
3 Dec 1688.15 81.05 14.70 26.43 57 3 111
2 Dec 1721.10 66.35 -38.30 29.33 136 71 118
29 Nov 1658.25 104.65 -10.35 25.68 11 5 46
28 Nov 1647.25 115 0.20 26.16 13 3 31
27 Nov 1663.10 114.8 17.15 33.52 31 27 28
26 Nov 1674.10 97.65 20.80 26.24 1 0 0
25 Nov 1644.25 76.85 0.00 - 0 0 0
22 Nov 1653.40 76.85 0.00 - 0 0 0
21 Nov 1675.50 76.85 0.00 - 0 0 0
20 Nov 1686.75 76.85 0.00 - 0 0 0
19 Nov 1686.75 76.85 0.00 - 0 0 0
18 Nov 1695.95 76.85 0.00 - 0 0 0
14 Nov 1708.60 76.85 0.00 - 0 0 0
13 Nov 1685.40 76.85 0.00 - 0 0 0
12 Nov 1699.60 76.85 0.00 - 0 0 0
11 Nov 1754.10 76.85 0.00 0.59 0 0 0
7 Nov 1766.95 76.85 0.00 1.62 0 0 0
29 Oct 1770.60 76.85 0.00 - 0 0 0
28 Oct 1762.25 76.85 0.00 - 0 0 0
25 Oct 1754.85 76.85 0.00 - 0 0 0
24 Oct 1795.10 76.85 76.85 - 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 1760 expiring on 26DEC2024

Delta for 1760 PE is -0.88

Historical price for 1760 PE is as follows

On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 76.4, which was 47.85 higher than the previous day. The implied volatity was 27.64, the open interest changed by -193 which decreased total open position to 384


On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 28.55, which was 2.75 higher than the previous day. The implied volatity was 22.39, the open interest changed by -29 which decreased total open position to 587


On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 25.8, which was 4.80 higher than the previous day. The implied volatity was 23.47, the open interest changed by -169 which decreased total open position to 619


On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 21, which was 10.25 higher than the previous day. The implied volatity was 23.47, the open interest changed by 71 which increased total open position to 785


On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 10.75, which was -0.55 lower than the previous day. The implied volatity was 25.30, the open interest changed by -56 which decreased total open position to 714


On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 11.3, which was -7.35 lower than the previous day. The implied volatity was 23.95, the open interest changed by 56 which increased total open position to 774


On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 18.65, which was -0.65 lower than the previous day. The implied volatity was 22.01, the open interest changed by -52 which decreased total open position to 725


On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 19.3, which was -13.70 lower than the previous day. The implied volatity was 25.87, the open interest changed by 249 which increased total open position to 788


On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 33, which was -6.35 lower than the previous day. The implied volatity was 27.66, the open interest changed by 20 which increased total open position to 537


On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 39.35, which was -22.25 lower than the previous day. The implied volatity was 29.54, the open interest changed by 411 which increased total open position to 512


On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 61.6, which was -40.60 lower than the previous day. The implied volatity was 25.26, the open interest changed by -11 which decreased total open position to 101


On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 102.2, which was 14.15 higher than the previous day. The implied volatity was 32.20, the open interest changed by -6 which decreased total open position to 111


On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 88.05, which was 7.00 higher than the previous day. The implied volatity was 30.86, the open interest changed by 6 which increased total open position to 117


On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 81.05, which was 14.70 higher than the previous day. The implied volatity was 26.43, the open interest changed by 3 which increased total open position to 111


On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 66.35, which was -38.30 lower than the previous day. The implied volatity was 29.33, the open interest changed by 71 which increased total open position to 118


On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 104.65, which was -10.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 5 which increased total open position to 46


On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 115, which was 0.20 higher than the previous day. The implied volatity was 26.16, the open interest changed by 3 which increased total open position to 31


On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 114.8, which was 17.15 higher than the previous day. The implied volatity was 33.52, the open interest changed by 27 which increased total open position to 28


On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 97.65, which was 20.80 higher than the previous day. The implied volatity was 26.24, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, 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 76.85, which was 0.00 lower than the previous day. The implied volatity was 0.59, 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 76.85, which was 0.00 lower than the previous day. The implied volatity was 1.62, 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 76.85, 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 76.85, 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 76.85, 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 76.85, which was 76.85 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