VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
VOLTAS 26DEC2024 1760 CE | ||||||||||
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Delta: 0.09
Vega: 0.35
Theta: -0.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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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 | |||||||
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Delta: -0.88
Vega: 0.43
Theta: -0.56
Gamma: 0.00
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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