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[--[65.84.65.76]--]
VOLTAS
Voltas Ltd

1675.5 -11.25 (-0.67%)

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Historical option data for VOLTAS

21 Nov 2024 04:12 PM IST
VOLTAS 28NOV2024 1820 CE
Delta: 0.05
Vega: 0.23
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1675.50 1.6 -0.80 34.79 192 -30.5 184
20 Nov 1686.75 2.4 0.00 32.23 371.5 -12 214.5
19 Nov 1686.75 2.4 -0.35 32.23 371.5 -12 214.5
18 Nov 1695.95 2.75 -1.55 29.49 657.5 16 225
14 Nov 1708.60 4.3 -0.40 24.98 471 18 210.5
13 Nov 1685.40 4.7 -0.10 28.22 364.5 27.5 206
12 Nov 1699.60 4.8 -8.85 26.44 735 23 186.5
11 Nov 1754.10 13.65 -2.70 23.78 692 23 163.5
8 Nov 1766.00 16.35 -6.60 23.03 652 32 139.5
7 Nov 1766.95 22.95 4.35 22.53 845 -1.5 102.5
6 Nov 1737.85 18.6 5.90 26.54 343 3 107.5
5 Nov 1694.70 12.7 0.80 29.73 339.5 -8 104.5
4 Nov 1665.05 11.9 0.70 32.23 282.5 19.5 112
1 Nov 1642.85 11.2 -1.55 32.71 11 3.5 94.5
31 Oct 1649.50 12.75 -10.45 - 229 4 90
30 Oct 1697.90 23.2 -45.80 - 264 37 86
29 Oct 1770.60 69 11.00 - 73 40 49
28 Oct 1762.25 58 8.00 - 7 3 8
25 Oct 1754.85 50 -20.00 - 3 0 5
24 Oct 1795.10 70 -3.80 - 4 2 5
23 Oct 1795.65 73.8 -70.60 - 4 2 2
22 Oct 1794.65 144.4 0.00 - 0 0 0
21 Oct 1813.95 144.4 0.00 - 0 0 0
18 Oct 1865.30 144.4 0.00 - 0 0 0
17 Oct 1834.60 144.4 0.00 - 0 0 0
16 Oct 1881.30 144.4 0.00 - 0 0 0
15 Oct 1811.10 144.4 0.00 - 0 0 0
14 Oct 1794.50 144.4 0.00 - 0 0 0
11 Oct 1789.45 144.4 0.00 - 0 0 0
10 Oct 1776.70 144.4 0.00 - 0 0 0
9 Oct 1786.50 144.4 0.00 - 0 0 0
7 Oct 1757.20 144.4 0.00 - 0 0 0
4 Oct 1809.60 144.4 0.00 - 0 0 0
3 Oct 1845.65 144.4 0.00 - 0 0 0
1 Oct 1854.55 144.4 0.00 - 0 0 0
30 Sept 1845.10 144.4 - 0 0 0


For Voltas Ltd - strike price 1820 expiring on 28NOV2024

Delta for 1820 CE is 0.05

Historical price for 1820 CE is as follows

On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 1.6, which was -0.80 lower than the previous day. The implied volatity was 34.79, the open interest changed by -61 which decreased total open position to 368


On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 32.23, the open interest changed by -24 which decreased total open position to 429


On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 32.23, the open interest changed by -24 which decreased total open position to 429


On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 2.75, which was -1.55 lower than the previous day. The implied volatity was 29.49, the open interest changed by 32 which increased total open position to 450


On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 4.3, which was -0.40 lower than the previous day. The implied volatity was 24.98, the open interest changed by 36 which increased total open position to 421


On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 4.7, which was -0.10 lower than the previous day. The implied volatity was 28.22, the open interest changed by 55 which increased total open position to 412


On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 4.8, which was -8.85 lower than the previous day. The implied volatity was 26.44, the open interest changed by 46 which increased total open position to 373


On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 13.65, which was -2.70 lower than the previous day. The implied volatity was 23.78, the open interest changed by 46 which increased total open position to 327


On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 16.35, which was -6.60 lower than the previous day. The implied volatity was 23.03, the open interest changed by 64 which increased total open position to 279


On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 22.95, which was 4.35 higher than the previous day. The implied volatity was 22.53, the open interest changed by -3 which decreased total open position to 205


On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 18.6, which was 5.90 higher than the previous day. The implied volatity was 26.54, the open interest changed by 6 which increased total open position to 215


On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 12.7, which was 0.80 higher than the previous day. The implied volatity was 29.73, the open interest changed by -16 which decreased total open position to 209


On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 11.9, which was 0.70 higher than the previous day. The implied volatity was 32.23, the open interest changed by 39 which increased total open position to 224


On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 11.2, which was -1.55 lower than the previous day. The implied volatity was 32.71, the open interest changed by 7 which increased total open position to 189


On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 12.75, which was -10.45 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 23.2, which was -45.80 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 69, which was 11.00 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 58, which was 8.00 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 50, which was -20.00 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 70, which was -3.80 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 73.8, which was -70.60 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 144.4, 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 21 Oct VOLTAS was trading at 1813.95. The strike last trading price was 144.4, 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 18 Oct VOLTAS was trading at 1865.30. The strike last trading price was 144.4, 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 17 Oct VOLTAS was trading at 1834.60. The strike last trading price was 144.4, 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 16 Oct VOLTAS was trading at 1881.30. The strike last trading price was 144.4, 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 15 Oct VOLTAS was trading at 1811.10. The strike last trading price was 144.4, 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 14 Oct VOLTAS was trading at 1794.50. The strike last trading price was 144.4, 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 11 Oct VOLTAS was trading at 1789.45. The strike last trading price was 144.4, 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 10 Oct VOLTAS was trading at 1776.70. The strike last trading price was 144.4, 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 9 Oct VOLTAS was trading at 1786.50. The strike last trading price was 144.4, 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 7 Oct VOLTAS was trading at 1757.20. The strike last trading price was 144.4, 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 4 Oct VOLTAS was trading at 1809.60. The strike last trading price was 144.4, 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 3 Oct VOLTAS was trading at 1845.65. The strike last trading price was 144.4, 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 1 Oct VOLTAS was trading at 1854.55. The strike last trading price was 144.4, 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 30 Sept VOLTAS was trading at 1845.10. The strike last trading price was 144.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


VOLTAS 28NOV2024 1820 PE
Delta: -0.76
Vega: 0.73
Theta: -3.69
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 1675.50 166.55 31.25 78.52 4.5 -3 29.5
20 Nov 1686.75 135.3 0.00 0.00 0 0 0
19 Nov 1686.75 135.3 0.00 0.00 0 0.5 0
18 Nov 1695.95 135.3 -1.65 43.23 2.5 0 32
14 Nov 1708.60 136.95 -10.60 51.03 2.5 1 32.5
13 Nov 1685.40 147.55 7.10 45.15 3 -0.5 32
12 Nov 1699.60 140.45 51.10 41.71 4 0.5 32
11 Nov 1754.10 89.35 -0.55 34.57 17.5 4.5 32.5
8 Nov 1766.00 89.9 11.10 34.20 38 2.5 28.5
7 Nov 1766.95 78.8 -17.80 33.88 42.5 14 26
6 Nov 1737.85 96.6 -40.20 30.27 8 1.5 11.5
5 Nov 1694.70 136.8 -41.20 33.49 11 7.5 10.5
4 Nov 1665.05 178 0.00 0.00 0 0 0
1 Nov 1642.85 178 0.00 0.00 0 -1 0
31 Oct 1649.50 178 72.00 - 1 0 4
30 Oct 1697.90 106 68.00 - 6 0 2
29 Oct 1770.60 38 0.00 - 0 0 0
28 Oct 1762.25 38 0.00 - 0 0 0
25 Oct 1754.85 38 0.00 - 0 0 0
24 Oct 1795.10 38 0.00 - 0 0 0
23 Oct 1795.65 38 0.00 - 0 0 0
22 Oct 1794.65 38 0.00 - 0 0 0
21 Oct 1813.95 38 0.00 - 0 0 0
18 Oct 1865.30 38 0.00 - 0 0 0
17 Oct 1834.60 38 0.00 - 0 2 0
16 Oct 1881.30 38 -46.05 - 2 1 1
15 Oct 1811.10 84.05 0.00 - 0 0 0
14 Oct 1794.50 84.05 0.00 - 0 0 0
11 Oct 1789.45 84.05 0.00 - 0 0 0
10 Oct 1776.70 84.05 0.00 - 0 0 0
9 Oct 1786.50 84.05 0.00 - 0 0 0
7 Oct 1757.20 84.05 0.00 - 0 0 0
4 Oct 1809.60 84.05 0.00 - 0 0 0
3 Oct 1845.65 84.05 0.00 - 0 0 0
1 Oct 1854.55 84.05 0.00 - 0 0 0
30 Sept 1845.10 84.05 - 0 0 0


For Voltas Ltd - strike price 1820 expiring on 28NOV2024

Delta for 1820 PE is -0.76

Historical price for 1820 PE is as follows

On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 166.55, which was 31.25 higher than the previous day. The implied volatity was 78.52, the open interest changed by -6 which decreased total open position to 59


On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 135.3, 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 135.3, 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 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 135.3, which was -1.65 lower than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 64


On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 136.95, which was -10.60 lower than the previous day. The implied volatity was 51.03, the open interest changed by 2 which increased total open position to 65


On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 147.55, which was 7.10 higher than the previous day. The implied volatity was 45.15, the open interest changed by -1 which decreased total open position to 64


On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 140.45, which was 51.10 higher than the previous day. The implied volatity was 41.71, the open interest changed by 1 which increased total open position to 64


On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 89.35, which was -0.55 lower than the previous day. The implied volatity was 34.57, the open interest changed by 9 which increased total open position to 65


On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 89.9, which was 11.10 higher than the previous day. The implied volatity was 34.20, the open interest changed by 5 which increased total open position to 57


On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 78.8, which was -17.80 lower than the previous day. The implied volatity was 33.88, the open interest changed by 28 which increased total open position to 52


On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 96.6, which was -40.20 lower than the previous day. The implied volatity was 30.27, the open interest changed by 3 which increased total open position to 23


On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 136.8, which was -41.20 lower than the previous day. The implied volatity was 33.49, the open interest changed by 15 which increased total open position to 21


On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 178, 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 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 178, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0


On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 178, which was 72.00 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, which was 68.00 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 38, 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 38, 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 38, 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 38, 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 38, 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 38, 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 38, 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 38, 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 38, 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 38, which was -46.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct VOLTAS was trading at 1811.10. The strike last trading price was 84.05, 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 84.05, 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 84.05, 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 10 Oct VOLTAS was trading at 1776.70. The strike last trading price was 84.05, 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 84.05, 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 84.05, 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 84.05, 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 84.05, 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 84.05, 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 84.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to