VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:03 AM IST
| VOLTAS 26DEC2024 1780 CE | ||||||||||
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Delta: 0.67
Vega: 1.30
Theta: -1.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1800.35 | 44.15 | -0.85 | 19.69 | 379 | -18 | 451 | |||
| 11 Dec | 1797.20 | 45 | 12.85 | 21.98 | 3,211 | -228 | 470 | |||
| 10 Dec | 1766.55 | 32.15 | -2.35 | 22.91 | 3,122 | 68 | 702 | |||
| 9 Dec | 1764.35 | 34.5 | 16.95 | 25.46 | 4,547 | 334 | 632 | |||
| 6 Dec | 1710.90 | 17.55 | 7.00 | 24.27 | 1,611 | 29 | 301 | |||
| 5 Dec | 1667.90 | 10.55 | -3.25 | 26.40 | 702 | 106 | 278 | |||
| 4 Dec | 1688.30 | 13.8 | -2.75 | 25.15 | 362 | -6 | 172 | |||
| 3 Dec | 1688.15 | 16.55 | -9.85 | 26.32 | 556 | 15 | 178 | |||
| 2 Dec | 1721.10 | 26.4 | 15.05 | 25.71 | 861 | 39 | 177 | |||
| 29 Nov | 1658.25 | 11.35 | -2.35 | 25.34 | 353 | 62 | 142 | |||
| 28 Nov | 1647.25 | 13.7 | -3.20 | 28.57 | 79 | 22 | 79 | |||
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| 27 Nov | 1663.10 | 16.9 | -3.75 | 27.81 | 37 | 3 | 58 | |||
| 26 Nov | 1674.10 | 20.65 | 4.80 | 28.46 | 88 | 13 | 56 | |||
| 25 Nov | 1644.25 | 15.85 | -1.05 | 29.88 | 41 | 19 | 43 | |||
| 22 Nov | 1653.40 | 16.9 | -0.95 | 24.96 | 15 | -1 | 23 | |||
| 21 Nov | 1675.50 | 17.85 | -5.80 | 23.56 | 322 | 21 | 23 | |||
| 20 Nov | 1686.75 | 23.65 | 0.00 | 26.09 | 4 | 2 | 1 | |||
| 19 Nov | 1686.75 | 23.65 | -28.80 | 26.09 | 4 | 1 | 1 | |||
| 18 Nov | 1695.95 | 52.45 | 0.00 | 3.33 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 52.45 | 0.00 | 2.63 | 0 | 0 | 0 | |||
| 13 Nov | 1685.40 | 52.45 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 52.45 | 0.00 | 3.22 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 52.45 | 0.00 | 0.42 | 0 | 0 | 0 | |||
| 7 Nov | 1766.95 | 52.45 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 CE is 0.67
Historical price for 1780 CE is as follows
On 12 Dec VOLTAS was trading at 1800.35. The strike last trading price was 44.15, which was -0.85 lower than the previous day. The implied volatity was 19.69, the open interest changed by -18 which decreased total open position to 451
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 45, which was 12.85 higher than the previous day. The implied volatity was 21.98, the open interest changed by -228 which decreased total open position to 470
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 32.15, which was -2.35 lower than the previous day. The implied volatity was 22.91, the open interest changed by 68 which increased total open position to 702
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 34.5, which was 16.95 higher than the previous day. The implied volatity was 25.46, the open interest changed by 334 which increased total open position to 632
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 17.55, which was 7.00 higher than the previous day. The implied volatity was 24.27, the open interest changed by 29 which increased total open position to 301
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 10.55, which was -3.25 lower than the previous day. The implied volatity was 26.40, the open interest changed by 106 which increased total open position to 278
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 13.8, which was -2.75 lower than the previous day. The implied volatity was 25.15, the open interest changed by -6 which decreased total open position to 172
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 16.55, which was -9.85 lower than the previous day. The implied volatity was 26.32, the open interest changed by 15 which increased total open position to 178
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 26.4, which was 15.05 higher than the previous day. The implied volatity was 25.71, the open interest changed by 39 which increased total open position to 177
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 11.35, which was -2.35 lower than the previous day. The implied volatity was 25.34, the open interest changed by 62 which increased total open position to 142
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 13.7, which was -3.20 lower than the previous day. The implied volatity was 28.57, the open interest changed by 22 which increased total open position to 79
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 16.9, which was -3.75 lower than the previous day. The implied volatity was 27.81, the open interest changed by 3 which increased total open position to 58
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 20.65, which was 4.80 higher than the previous day. The implied volatity was 28.46, the open interest changed by 13 which increased total open position to 56
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 15.85, which was -1.05 lower than the previous day. The implied volatity was 29.88, the open interest changed by 19 which increased total open position to 43
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 16.9, which was -0.95 lower than the previous day. The implied volatity was 24.96, the open interest changed by -1 which decreased total open position to 23
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 17.85, which was -5.80 lower than the previous day. The implied volatity was 23.56, the open interest changed by 21 which increased total open position to 23
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 23.65, which was 0.00 lower than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 1
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 23.65, which was -28.80 lower than the previous day. The implied volatity was 26.09, the open interest changed by 1 which increased total open position to 1
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 3.33, 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 52.45, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 52.45, 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 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 52.45, which was 0.00 lower than the previous day. The implied volatity was 0.42, 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 52.45, 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 1780 PE | |||||||
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Delta: -0.36
Vega: 1.34
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1800.35 | 22.55 | -4.25 | 24.81 | 277 | 20 | 477 |
| 11 Dec | 1797.20 | 26.8 | -16.20 | 25.98 | 1,566 | 265 | 455 |
| 10 Dec | 1766.55 | 43 | -7.85 | 27.88 | 469 | 86 | 190 |
| 9 Dec | 1764.35 | 50.85 | -26.15 | 30.45 | 338 | 25 | 114 |
| 6 Dec | 1710.90 | 77 | -34.30 | 26.53 | 33 | 5 | 91 |
| 5 Dec | 1667.90 | 111.3 | 13.80 | 27.01 | 5 | 0 | 86 |
| 4 Dec | 1688.30 | 97.5 | -0.80 | 27.30 | 2 | 0 | 85 |
| 3 Dec | 1688.15 | 98.3 | 19.85 | 28.30 | 16 | -2 | 82 |
| 2 Dec | 1721.10 | 78.45 | -53.15 | 29.15 | 78 | 10 | 84 |
| 29 Nov | 1658.25 | 131.6 | 0.00 | 0.00 | 0 | 51 | 0 |
| 28 Nov | 1647.25 | 131.6 | 8.60 | 26.36 | 57 | 51 | 74 |
| 27 Nov | 1663.10 | 123 | -40.20 | 29.32 | 23 | 13 | 13 |
| 26 Nov | 1674.10 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1644.25 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1686.75 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 1695.95 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1708.60 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1685.40 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 163.2 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1766.95 | 163.2 | 0.81 | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1780 expiring on 26DEC2024
Delta for 1780 PE is -0.36
Historical price for 1780 PE is as follows
On 12 Dec VOLTAS was trading at 1800.35. The strike last trading price was 22.55, which was -4.25 lower than the previous day. The implied volatity was 24.81, the open interest changed by 20 which increased total open position to 477
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 26.8, which was -16.20 lower than the previous day. The implied volatity was 25.98, the open interest changed by 265 which increased total open position to 455
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 43, which was -7.85 lower than the previous day. The implied volatity was 27.88, the open interest changed by 86 which increased total open position to 190
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 50.85, which was -26.15 lower than the previous day. The implied volatity was 30.45, the open interest changed by 25 which increased total open position to 114
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 77, which was -34.30 lower than the previous day. The implied volatity was 26.53, the open interest changed by 5 which increased total open position to 91
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 111.3, which was 13.80 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 86
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 97.5, which was -0.80 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 85
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 98.3, which was 19.85 higher than the previous day. The implied volatity was 28.30, the open interest changed by -2 which decreased total open position to 82
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 78.45, which was -53.15 lower than the previous day. The implied volatity was 29.15, the open interest changed by 10 which increased total open position to 84
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 131.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 51 which increased total open position to 0
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 131.6, which was 8.60 higher than the previous day. The implied volatity was 26.36, the open interest changed by 51 which increased total open position to 74
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 123, which was -40.20 lower than the previous day. The implied volatity was 29.32, the open interest changed by 13 which increased total open position to 13
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, 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 163.2, which was lower than the previous day. The implied volatity was 0.81, the open interest changed by 0 which decreased total open position to 0
