VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
VOLTAS 28NOV2024 1860 CE | ||||||||||
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Delta: 0.03
Vega: 0.16
Theta: -0.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 1675.50 | 1.05 | -0.45 | 39.06 | 58 | -20.5 | 102 | |||
20 Nov | 1686.75 | 1.5 | 0.00 | 35.63 | 82.5 | -7 | 124 | |||
19 Nov | 1686.75 | 1.5 | -0.20 | 35.63 | 82.5 | -5.5 | 124 | |||
18 Nov | 1695.95 | 1.7 | -0.65 | 32.78 | 97.5 | -7.5 | 129.5 | |||
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14 Nov | 1708.60 | 2.35 | -0.50 | 27.06 | 221.5 | -11.5 | 136.5 | |||
13 Nov | 1685.40 | 2.85 | 0.00 | 30.35 | 410 | -113.5 | 149.5 | |||
12 Nov | 1699.60 | 2.85 | -4.50 | 28.46 | 580 | 31.5 | 267.5 | |||
11 Nov | 1754.10 | 7.35 | -1.90 | 24.90 | 379 | 13.5 | 236 | |||
8 Nov | 1766.00 | 9.25 | -4.55 | 24.11 | 304.5 | 11.5 | 223 | |||
7 Nov | 1766.95 | 13.8 | 2.50 | 23.98 | 735 | 93 | 210 | |||
6 Nov | 1737.85 | 11.3 | 3.25 | 27.30 | 321 | -52.5 | 116.5 | |||
5 Nov | 1694.70 | 8.05 | 0.15 | 30.62 | 260.5 | -5.5 | 171 | |||
4 Nov | 1665.05 | 7.9 | -0.10 | 33.34 | 213 | 19.5 | 179.5 | |||
1 Nov | 1642.85 | 8 | 0.00 | 34.09 | 22 | 8.5 | 157.5 | |||
31 Oct | 1649.50 | 8 | -8.25 | - | 302 | 61 | 151 | |||
30 Oct | 1697.90 | 16.25 | -37.45 | - | 267 | 45 | 89 | |||
29 Oct | 1770.60 | 53.7 | 9.70 | - | 29 | 2 | 43 | |||
28 Oct | 1762.25 | 44 | 1.00 | - | 24 | 11 | 40 | |||
25 Oct | 1754.85 | 43 | -3.40 | - | 7 | -5 | 29 | |||
24 Oct | 1795.10 | 46.4 | 9.40 | - | 6 | 0 | 34 | |||
23 Oct | 1795.65 | 37 | -13.15 | - | 29 | -3 | 34 | |||
22 Oct | 1794.65 | 50.15 | -9.15 | - | 13 | 1 | 37 | |||
21 Oct | 1813.95 | 59.3 | -20.90 | - | 31 | 0 | 36 | |||
18 Oct | 1865.30 | 80.2 | 11.70 | - | 38 | 7 | 34 | |||
17 Oct | 1834.60 | 68.5 | -23.50 | - | 19 | 10 | 29 | |||
16 Oct | 1881.30 | 92 | 36.45 | - | 11 | 1 | 19 | |||
15 Oct | 1811.10 | 55.55 | 4.30 | - | 2 | 0 | 18 | |||
14 Oct | 1794.50 | 51.25 | 2.25 | - | 2 | 1 | 18 | |||
11 Oct | 1789.45 | 49 | 0.10 | - | 2 | 0 | 16 | |||
10 Oct | 1776.70 | 48.9 | -2.00 | - | 1 | 0 | 16 | |||
9 Oct | 1786.50 | 50.9 | -72.65 | - | 17 | 16 | 16 | |||
4 Oct | 1809.60 | 123.55 | 0.00 | - | 0 | 0 | 0 | |||
3 Oct | 1845.65 | 123.55 | 0.00 | - | 0 | 0 | 0 | |||
1 Oct | 1854.55 | 123.55 | 0.00 | - | 0 | 0 | 0 | |||
30 Sept | 1845.10 | 123.55 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1860 expiring on 28NOV2024
Delta for 1860 CE is 0.03
Historical price for 1860 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 39.06, the open interest changed by -41 which decreased total open position to 204
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.5, which was 0.00 lower than the previous day. The implied volatity was 35.63, the open interest changed by -14 which decreased total open position to 248
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 35.63, the open interest changed by -11 which decreased total open position to 248
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 32.78, the open interest changed by -15 which decreased total open position to 259
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 2.35, which was -0.50 lower than the previous day. The implied volatity was 27.06, the open interest changed by -23 which decreased total open position to 273
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 2.85, which was 0.00 lower than the previous day. The implied volatity was 30.35, the open interest changed by -227 which decreased total open position to 299
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 2.85, which was -4.50 lower than the previous day. The implied volatity was 28.46, the open interest changed by 63 which increased total open position to 535
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 7.35, which was -1.90 lower than the previous day. The implied volatity was 24.90, the open interest changed by 27 which increased total open position to 472
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 9.25, which was -4.55 lower than the previous day. The implied volatity was 24.11, the open interest changed by 23 which increased total open position to 446
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 13.8, which was 2.50 higher than the previous day. The implied volatity was 23.98, the open interest changed by 186 which increased total open position to 420
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 11.3, which was 3.25 higher than the previous day. The implied volatity was 27.30, the open interest changed by -105 which decreased total open position to 233
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 8.05, which was 0.15 higher than the previous day. The implied volatity was 30.62, the open interest changed by -11 which decreased total open position to 342
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 7.9, which was -0.10 lower than the previous day. The implied volatity was 33.34, the open interest changed by 39 which increased total open position to 359
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 34.09, the open interest changed by 17 which increased total open position to 315
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 8, which was -8.25 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 16.25, which was -37.45 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 53.7, which was 9.70 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 44, which was 1.00 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 43, which was -3.40 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 46.4, which was 9.40 higher 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 37, which was -13.15 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 50.15, which was -9.15 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 59.3, which was -20.90 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 80.2, which was 11.70 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 68.5, which was -23.50 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 92, which was 36.45 higher 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 55.55, which was 4.30 higher 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 51.25, which was 2.25 higher 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 49, which was 0.10 higher 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 48.9, which was -2.00 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 50.9, which was -72.65 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 123.55, 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 123.55, 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 123.55, 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 123.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
VOLTAS 28NOV2024 1860 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 1675.50 | 180.25 | 0.00 | 0.00 | 0 | -2.5 | 0 |
20 Nov | 1686.75 | 180.25 | 0.00 | 42.07 | 4.5 | -2.5 | 28.5 |
19 Nov | 1686.75 | 180.25 | 42.05 | 42.07 | 4.5 | 0 | 28.5 |
18 Nov | 1695.95 | 138.2 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Nov | 1708.60 | 138.2 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Nov | 1685.40 | 138.2 | 0.00 | 0.00 | 0 | 0.5 | 0 |
12 Nov | 1699.60 | 138.2 | 15.75 | - | 1.5 | 1 | 29 |
11 Nov | 1754.10 | 122.45 | 4.80 | 37.61 | 7 | -2 | 28.5 |
8 Nov | 1766.00 | 117.65 | -10.95 | 33.61 | 7 | 3 | 30.5 |
7 Nov | 1766.95 | 128.6 | 6.50 | 48.68 | 24 | 16 | 27.5 |
6 Nov | 1737.85 | 122.1 | -44.20 | 25.93 | 8.5 | 4 | 11 |
5 Nov | 1694.70 | 166.3 | -45.10 | 29.38 | 3 | 0 | 7 |
4 Nov | 1665.05 | 211.4 | 0.00 | 0.00 | 0 | 0 | 0 |
1 Nov | 1642.85 | 211.4 | 0.00 | 0.00 | 0 | 1 | 0 |
31 Oct | 1649.50 | 211.4 | 56.10 | - | 1 | 0 | 6 |
30 Oct | 1697.90 | 155.3 | 21.70 | - | 3 | 0 | 5 |
29 Oct | 1770.60 | 133.6 | 13.00 | - | 2 | 0 | 3 |
28 Oct | 1762.25 | 120.6 | 17.85 | - | 3 | 2 | 2 |
25 Oct | 1754.85 | 102.75 | 0.00 | - | 0 | 0 | 0 |
24 Oct | 1795.10 | 102.75 | 0.00 | - | 0 | 0 | 0 |
23 Oct | 1795.65 | 102.75 | 0.00 | - | 0 | 0 | 0 |
22 Oct | 1794.65 | 102.75 | 0.00 | - | 0 | 0 | 0 |
21 Oct | 1813.95 | 102.75 | 0.00 | - | 0 | 0 | 0 |
18 Oct | 1865.30 | 102.75 | 0.00 | - | 0 | 0 | 0 |
17 Oct | 1834.60 | 102.75 | 0.00 | - | 0 | 0 | 0 |
16 Oct | 1881.30 | 102.75 | 0.00 | - | 0 | 0 | 0 |
15 Oct | 1811.10 | 102.75 | 0.00 | - | 0 | 0 | 0 |
14 Oct | 1794.50 | 102.75 | 0.00 | - | 0 | 0 | 0 |
11 Oct | 1789.45 | 102.75 | 0.00 | - | 0 | 0 | 0 |
10 Oct | 1776.70 | 102.75 | 0.00 | - | 0 | 0 | 0 |
9 Oct | 1786.50 | 102.75 | 0.00 | - | 0 | 0 | 0 |
4 Oct | 1809.60 | 102.75 | 0.00 | - | 0 | 0 | 0 |
3 Oct | 1845.65 | 102.75 | 0.00 | - | 0 | 0 | 0 |
1 Oct | 1854.55 | 102.75 | 0.00 | - | 0 | 0 | 0 |
30 Sept | 1845.10 | 102.75 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1860 expiring on 28NOV2024
Delta for 1860 PE is 0.00
Historical price for 1860 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 180.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 180.25, which was 0.00 lower than the previous day. The implied volatity was 42.07, the open interest changed by -5 which decreased total open position to 57
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 180.25, which was 42.05 higher than the previous day. The implied volatity was 42.07, the open interest changed by 0 which decreased total open position to 57
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 138.2, 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 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 138.2, 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 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 138.2, 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 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 138.2, which was 15.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 58
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 122.45, which was 4.80 higher than the previous day. The implied volatity was 37.61, the open interest changed by -4 which decreased total open position to 57
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 117.65, which was -10.95 lower than the previous day. The implied volatity was 33.61, the open interest changed by 6 which increased total open position to 61
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 128.6, which was 6.50 higher than the previous day. The implied volatity was 48.68, the open interest changed by 32 which increased total open position to 55
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 122.1, which was -44.20 lower than the previous day. The implied volatity was 25.93, the open interest changed by 8 which increased total open position to 22
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 166.3, which was -45.10 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 14
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 211.4, 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 211.4, 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 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 211.4, which was 56.10 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 155.3, which was 21.70 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 133.6, which was 13.00 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 120.6, which was 17.85 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, 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 102.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to