VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:12 AM IST
| VOLTAS 26DEC2024 1820 CE | ||||||||||
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Delta: 0.45
Vega: 1.41
Theta: -1.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1801.90 | 25.1 | -0.35 | 21.38 | 714 | 33 | 626 | |||
| 11 Dec | 1797.20 | 25.45 | 7.75 | 22.52 | 1,787 | 324 | 582 | |||
| 10 Dec | 1766.55 | 17.7 | -2.60 | 23.55 | 712 | -3 | 259 | |||
| 9 Dec | 1764.35 | 20.3 | 10.95 | 25.99 | 1,476 | 70 | 262 | |||
| 6 Dec | 1710.90 | 9.35 | 3.50 | 24.61 | 701 | 32 | 187 | |||
| 5 Dec | 1667.90 | 5.85 | -1.80 | 27.08 | 325 | -14 | 157 | |||
| 4 Dec | 1688.30 | 7.65 | -1.85 | 25.70 | 273 | 20 | 175 | |||
| 3 Dec | 1688.15 | 9.5 | -6.50 | 26.69 | 475 | 39 | 154 | |||
| 2 Dec | 1721.10 | 16 | 9.40 | 26.06 | 474 | 66 | 112 | |||
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| 29 Nov | 1658.25 | 6.6 | -1.90 | 25.92 | 229 | 17 | 47 | |||
| 28 Nov | 1647.25 | 8.5 | -4.80 | 29.03 | 85 | 19 | 29 | |||
| 27 Nov | 1663.10 | 13.3 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 26 Nov | 1674.10 | 13.3 | -4.05 | 28.79 | 18 | 9 | 10 | |||
| 25 Nov | 1644.25 | 17.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 1653.40 | 17.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 17.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 17.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 17.35 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 1708.60 | 17.35 | -24.35 | 21.63 | 4 | 1 | 1 | |||
| 12 Nov | 1699.60 | 41.7 | 0.00 | 4.62 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 41.7 | 2.18 | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.45
Historical price for 1820 CE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 25.1, which was -0.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by 33 which increased total open position to 626
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 25.45, which was 7.75 higher than the previous day. The implied volatity was 22.52, the open interest changed by 324 which increased total open position to 582
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 17.7, which was -2.60 lower than the previous day. The implied volatity was 23.55, the open interest changed by -3 which decreased total open position to 259
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 20.3, which was 10.95 higher than the previous day. The implied volatity was 25.99, the open interest changed by 70 which increased total open position to 262
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 9.35, which was 3.50 higher than the previous day. The implied volatity was 24.61, the open interest changed by 32 which increased total open position to 187
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 5.85, which was -1.80 lower than the previous day. The implied volatity was 27.08, the open interest changed by -14 which decreased total open position to 157
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 7.65, which was -1.85 lower than the previous day. The implied volatity was 25.70, the open interest changed by 20 which increased total open position to 175
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 9.5, which was -6.50 lower than the previous day. The implied volatity was 26.69, the open interest changed by 39 which increased total open position to 154
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 16, which was 9.40 higher than the previous day. The implied volatity was 26.06, the open interest changed by 66 which increased total open position to 112
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 6.6, which was -1.90 lower than the previous day. The implied volatity was 25.92, the open interest changed by 17 which increased total open position to 47
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 8.5, which was -4.80 lower than the previous day. The implied volatity was 29.03, the open interest changed by 19 which increased total open position to 29
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 13.3, which was -4.05 lower than the previous day. The implied volatity was 28.79, the open interest changed by 9 which increased total open position to 10
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 17.35, which was -24.35 lower than the previous day. The implied volatity was 21.63, the open interest changed by 1 which increased total open position to 1
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 41.7, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 41.7, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 26DEC2024 1820 PE | |||||||
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Delta: -0.54
Vega: 1.41
Theta: -0.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1801.90 | 41.25 | -4.90 | 24.81 | 57 | 8 | 72 |
| 11 Dec | 1797.20 | 46.15 | -22.25 | 25.74 | 125 | 24 | 65 |
| 10 Dec | 1766.55 | 68.4 | -8.25 | 28.98 | 40 | 12 | 41 |
| 9 Dec | 1764.35 | 76.65 | -95.35 | 31.55 | 51 | 25 | 27 |
| 6 Dec | 1710.90 | 172 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1667.90 | 172 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1688.30 | 172 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1688.15 | 172 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1721.10 | 172 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1658.25 | 172 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 1647.25 | 172 | 12.00 | 32.11 | 1 | 0 | 1 |
| 27 Nov | 1663.10 | 160 | 0.00 | 0.00 | 0 | 1 | 0 |
| 26 Nov | 1674.10 | 160 | -31.95 | 37.04 | 1 | 0 | 0 |
| 25 Nov | 1644.25 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1686.75 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1708.60 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 191.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 191.95 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.54
Historical price for 1820 PE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 41.25, which was -4.90 lower than the previous day. The implied volatity was 24.81, the open interest changed by 8 which increased total open position to 72
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 46.15, which was -22.25 lower than the previous day. The implied volatity was 25.74, the open interest changed by 24 which increased total open position to 65
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 68.4, which was -8.25 lower than the previous day. The implied volatity was 28.98, the open interest changed by 12 which increased total open position to 41
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 76.65, which was -95.35 lower than the previous day. The implied volatity was 31.55, the open interest changed by 25 which increased total open position to 27
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 172, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 172, which was 12.00 higher than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 1
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 160, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 160, which was -31.95 lower than the previous day. The implied volatity was 37.04, 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 191.95, 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 191.95, 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 191.95, 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 191.95, 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 191.95, 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 191.95, 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 191.95, 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 191.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
