VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
| VOLTAS 26DEC2024 1820 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.13
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.50 | 0.65 | -3.95 | 30.30 | 1,290 | -87 | 582 | |||
| 19 Dec | 1738.25 | 4.6 | -3.00 | 26.89 | 1,023 | -7 | 674 | |||
| 18 Dec | 1757.00 | 7.6 | -3.60 | 27.24 | 1,488 | -165 | 683 | |||
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| 17 Dec | 1769.65 | 11.2 | -15.45 | 26.36 | 2,041 | 56 | 868 | |||
| 16 Dec | 1808.10 | 26.65 | -3.70 | 25.50 | 3,890 | 108 | 814 | |||
| 13 Dec | 1807.50 | 30.35 | 10.95 | 23.16 | 2,290 | 113 | 709 | |||
| 12 Dec | 1787.65 | 19.4 | -6.05 | 23.60 | 1,422 | 2 | 595 | |||
| 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 | |||
| 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 0.03
Historical price for 1820 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 0.65, which was -3.95 lower than the previous day. The implied volatity was 30.30, the open interest changed by -87 which decreased total open position to 582
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 4.6, which was -3.00 lower than the previous day. The implied volatity was 26.89, the open interest changed by -7 which decreased total open position to 674
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 7.6, which was -3.60 lower than the previous day. The implied volatity was 27.24, the open interest changed by -165 which decreased total open position to 683
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 11.2, which was -15.45 lower than the previous day. The implied volatity was 26.36, the open interest changed by 56 which increased total open position to 868
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 26.65, which was -3.70 lower than the previous day. The implied volatity was 25.50, the open interest changed by 108 which increased total open position to 814
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 30.35, which was 10.95 higher than the previous day. The implied volatity was 23.16, the open interest changed by 113 which increased total open position to 709
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 19.4, which was -6.05 lower than the previous day. The implied volatity was 23.60, the open interest changed by 2 which increased total open position to 595
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.50 | 122.45 | 42.45 | - | 16 | -6 | 173 |
| 19 Dec | 1738.25 | 80 | 10.00 | 31.76 | 52 | -19 | 179 |
| 18 Dec | 1757.00 | 70 | 12.85 | 26.73 | 97 | -9 | 198 |
| 17 Dec | 1769.65 | 57.15 | 24.70 | 22.34 | 800 | -13 | 207 |
| 16 Dec | 1808.10 | 32.45 | -0.55 | 23.63 | 1,113 | 104 | 221 |
| 13 Dec | 1807.50 | 33 | -15.25 | 23.25 | 244 | 51 | 128 |
| 12 Dec | 1787.65 | 48.25 | 2.10 | 20.81 | 205 | 14 | 78 |
| 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 -
Historical price for 1820 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 122.45, which was 42.45 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 173
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 80, which was 10.00 higher than the previous day. The implied volatity was 31.76, the open interest changed by -19 which decreased total open position to 179
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 70, which was 12.85 higher than the previous day. The implied volatity was 26.73, the open interest changed by -9 which decreased total open position to 198
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 57.15, which was 24.70 higher than the previous day. The implied volatity was 22.34, the open interest changed by -13 which decreased total open position to 207
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 32.45, which was -0.55 lower than the previous day. The implied volatity was 23.63, the open interest changed by 104 which increased total open position to 221
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 33, which was -15.25 lower than the previous day. The implied volatity was 23.25, the open interest changed by 51 which increased total open position to 128
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 48.25, which was 2.10 higher than the previous day. The implied volatity was 20.81, the open interest changed by 14 which increased total open position to 78
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
