VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:03 AM IST
| VOLTAS 26DEC2024 1860 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 1.16
Theta: -1.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1800.35 | 12.2 | -0.80 | 21.83 | 280 | 16 | 279 | |||
| 11 Dec | 1797.20 | 13 | 3.80 | 22.96 | 996 | -4 | 272 | |||
| 10 Dec | 1766.55 | 9.2 | -2.25 | 24.31 | 640 | -63 | 276 | |||
| 9 Dec | 1764.35 | 11.45 | 6.55 | 26.69 | 1,609 | 222 | 335 | |||
| 6 Dec | 1710.90 | 4.9 | 1.60 | 25.26 | 287 | 21 | 113 | |||
| 5 Dec | 1667.90 | 3.3 | -0.75 | 28.02 | 81 | -22 | 96 | |||
| 4 Dec | 1688.30 | 4.05 | -1.30 | 26.18 | 74 | 16 | 115 | |||
| 3 Dec | 1688.15 | 5.35 | -3.85 | 27.22 | 223 | -15 | 98 | |||
| 2 Dec | 1721.10 | 9.2 | 5.20 | 26.32 | 271 | 74 | 129 | |||
| 29 Nov | 1658.25 | 4 | -2.50 | 26.88 | 122 | 33 | 48 | |||
| 28 Nov | 1647.25 | 6.5 | -2.50 | 31.24 | 1 | 0 | 15 | |||
| 27 Nov | 1663.10 | 9 | 0.00 | 0.00 | 0 | 1 | 0 | |||
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| 26 Nov | 1674.10 | 9 | 3.65 | 29.77 | 6 | 1 | 15 | |||
| 25 Nov | 1644.25 | 5.35 | -0.65 | 29.12 | 17 | 6 | 13 | |||
| 22 Nov | 1653.40 | 6 | -3.00 | 25.32 | 7 | 3 | 10 | |||
| 21 Nov | 1675.50 | 9 | 0.00 | 26.71 | 2 | 1 | 8 | |||
| 20 Nov | 1686.75 | 9 | 0.00 | 25.47 | 10 | 4 | 6 | |||
| 19 Nov | 1686.75 | 9 | -1.25 | 25.47 | 10 | 3 | 6 | |||
| 12 Nov | 1699.60 | 10.25 | -11.95 | 22.71 | 2 | 1 | 4 | |||
| 11 Nov | 1754.10 | 22.2 | 21.98 | 7 | 3 | 4 | ||||
For Voltas Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 CE is 0.26
Historical price for 1860 CE is as follows
On 12 Dec VOLTAS was trading at 1800.35. The strike last trading price was 12.2, which was -0.80 lower than the previous day. The implied volatity was 21.83, the open interest changed by 16 which increased total open position to 279
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 13, which was 3.80 higher than the previous day. The implied volatity was 22.96, the open interest changed by -4 which decreased total open position to 272
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 9.2, which was -2.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by -63 which decreased total open position to 276
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 11.45, which was 6.55 higher than the previous day. The implied volatity was 26.69, the open interest changed by 222 which increased total open position to 335
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 4.9, which was 1.60 higher than the previous day. The implied volatity was 25.26, the open interest changed by 21 which increased total open position to 113
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 28.02, the open interest changed by -22 which decreased total open position to 96
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 4.05, which was -1.30 lower than the previous day. The implied volatity was 26.18, the open interest changed by 16 which increased total open position to 115
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 5.35, which was -3.85 lower than the previous day. The implied volatity was 27.22, the open interest changed by -15 which decreased total open position to 98
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 9.2, which was 5.20 higher than the previous day. The implied volatity was 26.32, the open interest changed by 74 which increased total open position to 129
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 4, which was -2.50 lower than the previous day. The implied volatity was 26.88, the open interest changed by 33 which increased total open position to 48
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 6.5, which was -2.50 lower than the previous day. The implied volatity was 31.24, the open interest changed by 0 which decreased total open position to 15
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 9, 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 9, which was 3.65 higher than the previous day. The implied volatity was 29.77, the open interest changed by 1 which increased total open position to 15
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 29.12, the open interest changed by 6 which increased total open position to 13
On 22 Nov VOLTAS was trading at 1653.40. The strike last trading price was 6, which was -3.00 lower than the previous day. The implied volatity was 25.32, the open interest changed by 3 which increased total open position to 10
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by 1 which increased total open position to 8
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 9, which was 0.00 lower than the previous day. The implied volatity was 25.47, the open interest changed by 4 which increased total open position to 6
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 9, which was -1.25 lower than the previous day. The implied volatity was 25.47, the open interest changed by 3 which increased total open position to 6
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 10.25, which was -11.95 lower than the previous day. The implied volatity was 22.71, the open interest changed by 1 which increased total open position to 4
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 22.2, which was lower than the previous day. The implied volatity was 21.98, the open interest changed by 3 which increased total open position to 4
| VOLTAS 26DEC2024 1860 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.69
Vega: 1.25
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1800.35 | 70 | -2.95 | 27.18 | 4 | 0 | 18 |
| 11 Dec | 1797.20 | 72.95 | -33.05 | 26.26 | 20 | 8 | 17 |
| 10 Dec | 1766.55 | 106 | 0.00 | 0.00 | 0 | -1 | 0 |
| 9 Dec | 1764.35 | 106 | -38.45 | 32.02 | 5 | -1 | 9 |
| 6 Dec | 1710.90 | 144.45 | -14.45 | 29.78 | 2 | 1 | 9 |
| 5 Dec | 1667.90 | 158.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 1688.30 | 158.9 | -6.15 | - | 1 | 0 | 7 |
| 3 Dec | 1688.15 | 165.05 | -55.15 | 28.73 | 2 | 1 | 6 |
| 2 Dec | 1721.10 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1658.25 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1647.25 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1663.10 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1674.10 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1644.25 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 1653.40 | 220.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 220.2 | 0.00 | 0.00 | 0 | 5 | 0 |
| 20 Nov | 1686.75 | 220.2 | 0.00 | 54.64 | 5 | 5 | 4 |
| 19 Nov | 1686.75 | 220.2 | -2.35 | 54.64 | 5 | 4 | 4 |
| 12 Nov | 1699.60 | 222.55 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1754.10 | 222.55 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1860 expiring on 26DEC2024
Delta for 1860 PE is -0.69
Historical price for 1860 PE is as follows
On 12 Dec VOLTAS was trading at 1800.35. The strike last trading price was 70, which was -2.95 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 18
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 72.95, which was -33.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 8 which increased total open position to 17
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 106, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 106, which was -38.45 lower than the previous day. The implied volatity was 32.02, the open interest changed by -1 which decreased total open position to 9
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 144.45, which was -14.45 lower than the previous day. The implied volatity was 29.78, the open interest changed by 1 which increased total open position to 9
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 158.9, 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 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 158.9, which was -6.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 165.05, which was -55.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1 which increased total open position to 6
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 220.2, 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 220.2, 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 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 220.2, 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 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 220.2, 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 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 220.2, 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 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 220.2, 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 220.2, 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 220.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 220.2, which was 0.00 lower than the previous day. The implied volatity was 54.64, the open interest changed by 5 which increased total open position to 4
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 220.2, which was -2.35 lower than the previous day. The implied volatity was 54.64, the open interest changed by 4 which increased total open position to 4
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 222.55, 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 222.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
