VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
| VOLTAS 26DEC2024 1840 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.11
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.50 | 0.55 | -2.35 | 33.02 | 1,548 | -429 | 590 | |||
| 19 Dec | 1738.25 | 2.9 | -2.20 | 27.88 | 916 | -36 | 1,021 | |||
| 18 Dec | 1757.00 | 5.1 | -2.20 | 28.21 | 1,332 | -35 | 1,063 | |||
| 17 Dec | 1769.65 | 7.3 | -11.20 | 26.67 | 1,805 | 104 | 1,101 | |||
| 16 Dec | 1808.10 | 18.5 | -3.15 | 25.34 | 3,537 | 161 | 994 | |||
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| 13 Dec | 1807.50 | 21.65 | 8.65 | 23.05 | 2,301 | 151 | 839 | |||
| 12 Dec | 1787.65 | 13 | -5.30 | 23.19 | 1,311 | 37 | 692 | |||
| 11 Dec | 1797.20 | 18.3 | 5.25 | 22.66 | 1,502 | 201 | 664 | |||
| 10 Dec | 1766.55 | 13.05 | -2.25 | 24.10 | 739 | -31 | 465 | |||
| 9 Dec | 1764.35 | 15.3 | 8.40 | 26.31 | 1,689 | 160 | 493 | |||
| 6 Dec | 1710.90 | 6.9 | 2.45 | 25.05 | 743 | 25 | 333 | |||
| 5 Dec | 1667.90 | 4.45 | -1.10 | 27.63 | 350 | -22 | 314 | |||
| 4 Dec | 1688.30 | 5.55 | -1.50 | 25.88 | 298 | 2 | 325 | |||
| 3 Dec | 1688.15 | 7.05 | -5.05 | 26.83 | 637 | 34 | 332 | |||
| 2 Dec | 1721.10 | 12.1 | 7.20 | 26.10 | 670 | 182 | 300 | |||
| 29 Nov | 1658.25 | 4.9 | -1.65 | 26.09 | 228 | 42 | 118 | |||
| 28 Nov | 1647.25 | 6.55 | -2.55 | 29.15 | 140 | 12 | 76 | |||
| 27 Nov | 1663.10 | 9.1 | 0.65 | 29.21 | 78 | 58 | 62 | |||
| 26 Nov | 1674.10 | 8.45 | -152.90 | 27.00 | 5 | 2 | 2 | |||
| 25 Nov | 1644.25 | 161.35 | 0.00 | 9.58 | 0 | 0 | 0 | |||
| 22 Nov | 1653.40 | 161.35 | 0.00 | 7.88 | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 161.35 | 0.00 | 7.28 | 0 | 0 | 0 | |||
| 20 Nov | 1686.75 | 161.35 | 0.00 | 6.82 | 0 | 0 | 0 | |||
| 19 Nov | 1686.75 | 161.35 | 0.00 | 6.82 | 0 | 0 | 0 | |||
| 12 Nov | 1699.60 | 161.35 | 0.00 | 4.93 | 0 | 0 | 0 | |||
| 11 Nov | 1754.10 | 161.35 | 0.00 | 3.03 | 0 | 0 | 0 | |||
| 30 Oct | 1697.90 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1754.85 | 161.35 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 161.35 | 161.35 | - | 0 | 0 | 0 | |||
| 17 Oct | 1834.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1811.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1789.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1809.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 CE is 0.02
Historical price for 1840 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 0.55, which was -2.35 lower than the previous day. The implied volatity was 33.02, the open interest changed by -429 which decreased total open position to 590
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 2.9, which was -2.20 lower than the previous day. The implied volatity was 27.88, the open interest changed by -36 which decreased total open position to 1021
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 5.1, which was -2.20 lower than the previous day. The implied volatity was 28.21, the open interest changed by -35 which decreased total open position to 1063
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 7.3, which was -11.20 lower than the previous day. The implied volatity was 26.67, the open interest changed by 104 which increased total open position to 1101
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 18.5, which was -3.15 lower than the previous day. The implied volatity was 25.34, the open interest changed by 161 which increased total open position to 994
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 21.65, which was 8.65 higher than the previous day. The implied volatity was 23.05, the open interest changed by 151 which increased total open position to 839
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 13, which was -5.30 lower than the previous day. The implied volatity was 23.19, the open interest changed by 37 which increased total open position to 692
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 18.3, which was 5.25 higher than the previous day. The implied volatity was 22.66, the open interest changed by 201 which increased total open position to 664
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 13.05, which was -2.25 lower than the previous day. The implied volatity was 24.10, the open interest changed by -31 which decreased total open position to 465
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 15.3, which was 8.40 higher than the previous day. The implied volatity was 26.31, the open interest changed by 160 which increased total open position to 493
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 6.9, which was 2.45 higher than the previous day. The implied volatity was 25.05, the open interest changed by 25 which increased total open position to 333
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 4.45, which was -1.10 lower than the previous day. The implied volatity was 27.63, the open interest changed by -22 which decreased total open position to 314
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 5.55, which was -1.50 lower than the previous day. The implied volatity was 25.88, the open interest changed by 2 which increased total open position to 325
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 7.05, which was -5.05 lower than the previous day. The implied volatity was 26.83, the open interest changed by 34 which increased total open position to 332
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 12.1, which was 7.20 higher than the previous day. The implied volatity was 26.10, the open interest changed by 182 which increased total open position to 300
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 4.9, which was -1.65 lower than the previous day. The implied volatity was 26.09, the open interest changed by 42 which increased total open position to 118
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 6.55, which was -2.55 lower than the previous day. The implied volatity was 29.15, the open interest changed by 12 which increased total open position to 76
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 9.1, which was 0.65 higher than the previous day. The implied volatity was 29.21, the open interest changed by 58 which increased total open position to 62
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 8.45, which was -152.90 lower than the previous day. The implied volatity was 27.00, the open interest changed by 2 which increased total open position to 2
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 161.35, which was 0.00 lower than the previous day. The implied volatity was 9.58, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 7.88, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 7.28, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 6.82, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 6.82, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 161.35, which was 0.00 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 161.35, 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 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 161.35, 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 161.35, 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 161.35, 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 161.35, which was 161.35 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 26DEC2024 1840 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.94
Vega: 0.25
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 1686.50 | 155 | 66.80 | 42.16 | 4 | 0 | 104 |
| 19 Dec | 1738.25 | 88.2 | -3.30 | - | 5 | -2 | 105 |
| 18 Dec | 1757.00 | 91.5 | 20.15 | 33.96 | 11 | -8 | 108 |
| 17 Dec | 1769.65 | 71.35 | 26.55 | 17.91 | 110 | -2 | 117 |
| 16 Dec | 1808.10 | 44.8 | -0.85 | 23.85 | 465 | 24 | 119 |
| 13 Dec | 1807.50 | 45.65 | -15.30 | 24.22 | 122 | 8 | 93 |
| 12 Dec | 1787.65 | 60.95 | 1.65 | 19.20 | 54 | 9 | 85 |
| 11 Dec | 1797.20 | 59.3 | -32.00 | 26.35 | 45 | 12 | 67 |
| 10 Dec | 1766.55 | 91.3 | 0.00 | 0.00 | 0 | 1 | 0 |
| 9 Dec | 1764.35 | 91.3 | -51.00 | 32.15 | 9 | 2 | 56 |
| 6 Dec | 1710.90 | 142.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1667.90 | 142.3 | 0.00 | 0.00 | 0 | 2 | 0 |
| 4 Dec | 1688.30 | 142.3 | -5.95 | 19.74 | 6 | 0 | 52 |
| 3 Dec | 1688.15 | 148.25 | 19.00 | 29.54 | 5 | 0 | 52 |
| 2 Dec | 1721.10 | 129.25 | -57.55 | 34.45 | 18 | 4 | 52 |
| 29 Nov | 1658.25 | 186.8 | 1.80 | 39.20 | 46 | 19 | 22 |
| 28 Nov | 1647.25 | 185 | 3.00 | 26.99 | 1 | 0 | 2 |
| 27 Nov | 1663.10 | 182 | 71.40 | 37.24 | 2 | 0 | 0 |
| 26 Nov | 1674.10 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 1644.25 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1686.75 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 1686.75 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1699.60 | 110.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 110.6 | 110.60 | - | 0 | 0 | 0 |
| 30 Oct | 1697.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 1770.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1754.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1834.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 1811.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 1789.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 1809.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1840 expiring on 26DEC2024
Delta for 1840 PE is -0.94
Historical price for 1840 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 155, which was 66.80 higher than the previous day. The implied volatity was 42.16, the open interest changed by 0 which decreased total open position to 104
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 88.2, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 105
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 91.5, which was 20.15 higher than the previous day. The implied volatity was 33.96, the open interest changed by -8 which decreased total open position to 108
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 71.35, which was 26.55 higher than the previous day. The implied volatity was 17.91, the open interest changed by -2 which decreased total open position to 117
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 44.8, which was -0.85 lower than the previous day. The implied volatity was 23.85, the open interest changed by 24 which increased total open position to 119
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 45.65, which was -15.30 lower than the previous day. The implied volatity was 24.22, the open interest changed by 8 which increased total open position to 93
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 60.95, which was 1.65 higher than the previous day. The implied volatity was 19.20, the open interest changed by 9 which increased total open position to 85
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 59.3, which was -32.00 lower than the previous day. The implied volatity was 26.35, the open interest changed by 12 which increased total open position to 67
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 91.3, 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 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 91.3, which was -51.00 lower than the previous day. The implied volatity was 32.15, the open interest changed by 2 which increased total open position to 56
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 142.3, 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 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 142.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 142.3, which was -5.95 lower than the previous day. The implied volatity was 19.74, the open interest changed by 0 which decreased total open position to 52
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 148.25, which was 19.00 higher than the previous day. The implied volatity was 29.54, the open interest changed by 0 which decreased total open position to 52
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 129.25, which was -57.55 lower than the previous day. The implied volatity was 34.45, the open interest changed by 4 which increased total open position to 52
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 186.8, which was 1.80 higher than the previous day. The implied volatity was 39.20, the open interest changed by 19 which increased total open position to 22
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 185, which was 3.00 higher than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 2
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 182, which was 71.40 higher than the previous day. The implied volatity was 37.24, the open interest changed by 0 which decreased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 110.6, 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 110.6, 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 110.6, 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 110.6, 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 110.6, 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 110.6, 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 110.6, 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 110.6, which was 110.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 0, 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 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
