VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.34
Theta: -0.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 2.45 | -1.95 | 29.77 | 841.5 | 13.5 | 380.5 | |||
| 20 Nov | 1686.75 | 4.4 | 0.00 | 29.24 | 866.5 | -37.5 | 380 | |||
| 19 Nov | 1686.75 | 4.4 | -0.95 | 29.24 | 866.5 | -24.5 | 380 | |||
| 18 Nov | 1695.95 | 5.35 | -2.85 | 27.00 | 818.5 | -12.5 | 403.5 | |||
| 14 Nov | 1708.60 | 8.2 | 0.00 | 22.89 | 866.5 | -6 | 416 | |||
| 13 Nov | 1685.40 | 8.2 | -0.85 | 26.24 | 671 | 1.5 | 421.5 | |||
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| 12 Nov | 1699.60 | 9.05 | -15.15 | 25.08 | 1,364.5 | 99.5 | 437 | |||
| 11 Nov | 1754.10 | 24.2 | -3.50 | 22.41 | 1,424 | 2.5 | 337 | |||
| 8 Nov | 1766.00 | 27.7 | -9.30 | 21.69 | 1,897 | 58 | 335 | |||
| 7 Nov | 1766.95 | 37 | 6.90 | 21.21 | 1,999.5 | 82.5 | 274 | |||
| 6 Nov | 1737.85 | 30.1 | 9.85 | 25.98 | 573.5 | -36.5 | 192 | |||
| 5 Nov | 1694.70 | 20.25 | 2.15 | 29.14 | 460 | -14.5 | 229.5 | |||
| 4 Nov | 1665.05 | 18.1 | 0.95 | 31.44 | 495 | 31 | 245 | |||
| 1 Nov | 1642.85 | 17.15 | -1.85 | 32.32 | 80 | 10 | 214 | |||
| 31 Oct | 1649.50 | 19 | -14.55 | - | 653 | 77 | 202 | |||
| 30 Oct | 1697.90 | 33.55 | -55.50 | - | 908 | 104 | 124 | |||
| 29 Oct | 1770.60 | 89.05 | -78.40 | - | 32 | 19 | 19 | |||
| 28 Oct | 1762.25 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1754.85 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 1795.65 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 1794.65 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 1813.95 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 1865.30 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1834.60 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1881.30 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1794.50 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1789.45 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1786.50 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1800.90 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1757.20 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1809.60 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1845.65 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1854.55 | 167.45 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1845.10 | 167.45 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 CE is 0.08
Historical price for 1780 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 2.45, which was -1.95 lower than the previous day. The implied volatity was 29.77, the open interest changed by 27 which increased total open position to 761
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 4.4, which was 0.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by -75 which decreased total open position to 760
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 4.4, which was -0.95 lower than the previous day. The implied volatity was 29.24, the open interest changed by -49 which decreased total open position to 760
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 5.35, which was -2.85 lower than the previous day. The implied volatity was 27.00, the open interest changed by -25 which decreased total open position to 807
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 8.2, which was 0.00 lower than the previous day. The implied volatity was 22.89, the open interest changed by -12 which decreased total open position to 832
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 8.2, which was -0.85 lower than the previous day. The implied volatity was 26.24, the open interest changed by 3 which increased total open position to 843
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 9.05, which was -15.15 lower than the previous day. The implied volatity was 25.08, the open interest changed by 199 which increased total open position to 874
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 24.2, which was -3.50 lower than the previous day. The implied volatity was 22.41, the open interest changed by 5 which increased total open position to 674
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 27.7, which was -9.30 lower than the previous day. The implied volatity was 21.69, the open interest changed by 116 which increased total open position to 670
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 37, which was 6.90 higher than the previous day. The implied volatity was 21.21, the open interest changed by 165 which increased total open position to 548
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 30.1, which was 9.85 higher than the previous day. The implied volatity was 25.98, the open interest changed by -73 which decreased total open position to 384
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 20.25, which was 2.15 higher than the previous day. The implied volatity was 29.14, the open interest changed by -29 which decreased total open position to 459
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 18.1, which was 0.95 higher than the previous day. The implied volatity was 31.44, the open interest changed by 62 which increased total open position to 490
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 17.15, which was -1.85 lower than the previous day. The implied volatity was 32.32, the open interest changed by 20 which increased total open position to 428
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 19, which was -14.55 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 33.55, which was -55.50 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 89.05, which was -78.40 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 14 Oct VOLTAS was trading at 1794.50. The strike last trading price was 167.45, 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 167.45, 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 9 Oct VOLTAS was trading at 1786.50. The strike last trading price was 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, 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 167.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1780 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.72
Vega: 0.78
Theta: -3.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1675.50 | 127 | 2.70 | 66.89 | 26.5 | -16.5 | 151 |
| 20 Nov | 1686.75 | 124.3 | 0.00 | 60.76 | 24 | -4.5 | 167.5 |
| 19 Nov | 1686.75 | 124.3 | 13.50 | 60.76 | 24 | -4.5 | 167.5 |
| 18 Nov | 1695.95 | 110.8 | 10.45 | 51.49 | 56.5 | -4.5 | 173 |
| 14 Nov | 1708.60 | 100.35 | -8.90 | 44.34 | 40.5 | 1.5 | 177.5 |
| 13 Nov | 1685.40 | 109.25 | -0.75 | 38.45 | 40 | -17 | 175.5 |
| 12 Nov | 1699.60 | 110 | 49.85 | 41.63 | 100 | 1 | 193.5 |
| 11 Nov | 1754.10 | 60.15 | -1.65 | 32.01 | 315 | 6 | 194.5 |
| 8 Nov | 1766.00 | 61.8 | 6.15 | 32.05 | 445 | 32 | 189 |
| 7 Nov | 1766.95 | 55.65 | -10.80 | 33.47 | 301 | 73.5 | 156.5 |
| 6 Nov | 1737.85 | 66.45 | -33.10 | 28.13 | 77.5 | 19.5 | 83 |
| 5 Nov | 1694.70 | 99.55 | -26.95 | 28.77 | 19 | 11 | 62.5 |
| 4 Nov | 1665.05 | 126.5 | -7.95 | 34.20 | 18.5 | 4 | 51 |
| 1 Nov | 1642.85 | 134.45 | 0.00 | 0.00 | 0 | 24 | 0 |
| 31 Oct | 1649.50 | 134.45 | 27.65 | - | 32 | 24 | 47 |
| 30 Oct | 1697.90 | 106.8 | 17.55 | - | 62 | 1 | 24 |
| 29 Oct | 1770.60 | 89.25 | 13.25 | - | 22 | 11 | 22 |
| 28 Oct | 1762.25 | 76 | 14.00 | - | 1 | 11 | 11 |
| 25 Oct | 1754.85 | 62 | 0.00 | - | 0 | -1 | 0 |
| 24 Oct | 1795.10 | 62 | -2.40 | - | 6 | 0 | 12 |
| 23 Oct | 1795.65 | 64.4 | 0.00 | - | 0 | 2 | 0 |
| 22 Oct | 1794.65 | 64.4 | 24.30 | - | 3 | 0 | 10 |
| 21 Oct | 1813.95 | 40.1 | -27.50 | - | 11 | 1 | 1 |
| 18 Oct | 1865.30 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1834.60 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 1881.30 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 1794.50 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1789.45 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 1786.50 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 1800.90 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 1757.20 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1809.60 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1845.65 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1854.55 | 67.6 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1845.10 | 67.6 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1780 expiring on 28NOV2024
Delta for 1780 PE is -0.72
Historical price for 1780 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 127, which was 2.70 higher than the previous day. The implied volatity was 66.89, the open interest changed by -33 which decreased total open position to 302
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 124.3, which was 0.00 lower than the previous day. The implied volatity was 60.76, the open interest changed by -9 which decreased total open position to 335
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 124.3, which was 13.50 higher than the previous day. The implied volatity was 60.76, the open interest changed by -9 which decreased total open position to 335
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 110.8, which was 10.45 higher than the previous day. The implied volatity was 51.49, the open interest changed by -9 which decreased total open position to 346
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 100.35, which was -8.90 lower than the previous day. The implied volatity was 44.34, the open interest changed by 3 which increased total open position to 355
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 109.25, which was -0.75 lower than the previous day. The implied volatity was 38.45, the open interest changed by -34 which decreased total open position to 351
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 110, which was 49.85 higher than the previous day. The implied volatity was 41.63, the open interest changed by 2 which increased total open position to 387
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 60.15, which was -1.65 lower than the previous day. The implied volatity was 32.01, the open interest changed by 12 which increased total open position to 389
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 61.8, which was 6.15 higher than the previous day. The implied volatity was 32.05, the open interest changed by 64 which increased total open position to 378
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 55.65, which was -10.80 lower than the previous day. The implied volatity was 33.47, the open interest changed by 147 which increased total open position to 313
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 66.45, which was -33.10 lower than the previous day. The implied volatity was 28.13, the open interest changed by 39 which increased total open position to 166
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 99.55, which was -26.95 lower than the previous day. The implied volatity was 28.77, the open interest changed by 22 which increased total open position to 125
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 126.5, which was -7.95 lower than the previous day. The implied volatity was 34.20, the open interest changed by 8 which increased total open position to 102
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 134.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 48 which increased total open position to 0
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 134.45, which was 27.65 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 106.8, which was 17.55 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 89.25, which was 13.25 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 76, which was 14.00 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 62, 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 62, which was -2.40 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 64.4, 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 64.4, which was 24.30 higher 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 40.1, which was -27.50 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 67.6, 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 67.6, 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 67.6, 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 14 Oct VOLTAS was trading at 1794.50. The strike last trading price was 67.6, 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 67.6, 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 9 Oct VOLTAS was trading at 1786.50. The strike last trading price was 67.6, 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 67.6, 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 67.6, 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 67.6, 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 67.6, 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 67.6, 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 67.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
