VOLTAS
Voltas Ltd
Historical option data for VOLTAS
20 Dec 2024 04:12 PM IST
| VOLTAS 26DEC2024 1900 CE | ||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 1686.50 | 0.5 | -0.65 | 42.51 | 221 | -33 | 433 | |||
| 19 Dec | 1738.25 | 1.15 | -0.70 | 33.31 | 236 | -63 | 467 | |||
| 18 Dec | 1757.00 | 1.85 | -0.60 | 32.25 | 549 | -76 | 523 | |||
| 17 Dec | 1769.65 | 2.45 | -3.40 | 29.78 | 1,259 | -109 | 597 | |||
| 16 Dec | 1808.10 | 5.85 | -1.30 | 26.61 | 1,967 | 259 | 706 | |||
| 13 Dec | 1807.50 | 7.15 | 2.80 | 23.89 | 1,877 | -136 | 445 | |||
| 12 Dec | 1787.65 | 4.35 | -1.95 | 24.66 | 1,222 | -106 | 579 | |||
| 11 Dec | 1797.20 | 6.3 | 1.65 | 23.69 | 1,329 | 224 | 705 | |||
| 10 Dec | 1766.55 | 4.65 | -1.70 | 25.22 | 805 | 18 | 489 | |||
| 9 Dec | 1764.35 | 6.35 | 3.75 | 27.57 | 2,556 | 158 | 472 | |||
| 6 Dec | 1710.90 | 2.6 | 0.80 | 26.15 | 370 | 15 | 322 | |||
| 5 Dec | 1667.90 | 1.8 | -0.40 | 28.78 | 59 | -10 | 307 | |||
| 4 Dec | 1688.30 | 2.2 | -0.80 | 26.96 | 167 | 20 | 317 | |||
| 3 Dec | 1688.15 | 3 | -2.35 | 27.87 | 814 | -93 | 299 | |||
| 2 Dec | 1721.10 | 5.35 | 3.10 | 26.97 | 1,180 | 198 | 361 | |||
| 29 Nov | 1658.25 | 2.25 | -1.50 | 27.41 | 335 | 86 | 175 | |||
| 28 Nov | 1647.25 | 3.75 | -1.50 | 31.17 | 181 | 18 | 88 | |||
| 27 Nov | 1663.10 | 5.25 | -1.15 | 31.10 | 78 | 31 | 69 | |||
| 26 Nov | 1674.10 | 6.4 | 4.30 | 31.11 | 56 | 34 | 37 | |||
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| 25 Nov | 1644.25 | 2.1 | -23.35 | 26.12 | 3 | 2 | 2 | |||
| 21 Nov | 1675.50 | 25.45 | 9.46 | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 CE is 0.02
Historical price for 1900 CE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 0.5, which was -0.65 lower than the previous day. The implied volatity was 42.51, the open interest changed by -33 which decreased total open position to 433
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 1.15, which was -0.70 lower than the previous day. The implied volatity was 33.31, the open interest changed by -63 which decreased total open position to 467
On 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 1.85, which was -0.60 lower than the previous day. The implied volatity was 32.25, the open interest changed by -76 which decreased total open position to 523
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 2.45, which was -3.40 lower than the previous day. The implied volatity was 29.78, the open interest changed by -109 which decreased total open position to 597
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 5.85, which was -1.30 lower than the previous day. The implied volatity was 26.61, the open interest changed by 259 which increased total open position to 706
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 7.15, which was 2.80 higher than the previous day. The implied volatity was 23.89, the open interest changed by -136 which decreased total open position to 445
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 4.35, which was -1.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by -106 which decreased total open position to 579
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 6.3, which was 1.65 higher than the previous day. The implied volatity was 23.69, the open interest changed by 224 which increased total open position to 705
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 4.65, which was -1.70 lower than the previous day. The implied volatity was 25.22, the open interest changed by 18 which increased total open position to 489
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 6.35, which was 3.75 higher than the previous day. The implied volatity was 27.57, the open interest changed by 158 which increased total open position to 472
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 2.6, which was 0.80 higher than the previous day. The implied volatity was 26.15, the open interest changed by 15 which increased total open position to 322
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 28.78, the open interest changed by -10 which decreased total open position to 307
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 26.96, the open interest changed by 20 which increased total open position to 317
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 3, which was -2.35 lower than the previous day. The implied volatity was 27.87, the open interest changed by -93 which decreased total open position to 299
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 5.35, which was 3.10 higher than the previous day. The implied volatity was 26.97, the open interest changed by 198 which increased total open position to 361
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 2.25, which was -1.50 lower than the previous day. The implied volatity was 27.41, the open interest changed by 86 which increased total open position to 175
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 3.75, which was -1.50 lower than the previous day. The implied volatity was 31.17, the open interest changed by 18 which increased total open position to 88
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 5.25, which was -1.15 lower than the previous day. The implied volatity was 31.10, the open interest changed by 31 which increased total open position to 69
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 6.4, which was 4.30 higher than the previous day. The implied volatity was 31.11, the open interest changed by 34 which increased total open position to 37
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 2.1, which was -23.35 lower than the previous day. The implied volatity was 26.12, the open interest changed by 2 which increased total open position to 2
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 25.45, which was lower than the previous day. The implied volatity was 9.46, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 26DEC2024 1900 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 | 170 | 26.10 | - | 1 | 0 | 78 |
| 19 Dec | 1738.25 | 143.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Dec | 1757.00 | 143.9 | 17.05 | 30.15 | 2 | 0 | 78 |
| 17 Dec | 1769.65 | 126.85 | 34.95 | - | 36 | 13 | 78 |
| 16 Dec | 1808.10 | 91.9 | 2.60 | 23.88 | 13 | 8 | 64 |
| 13 Dec | 1807.50 | 89.3 | -24.55 | 23.77 | 24 | 9 | 54 |
| 12 Dec | 1787.65 | 113.85 | 9.05 | 19.72 | 1 | 0 | 45 |
| 11 Dec | 1797.20 | 104.8 | -28.05 | 26.77 | 27 | 15 | 46 |
| 10 Dec | 1766.55 | 132.85 | -9.00 | 31.69 | 14 | 10 | 30 |
| 9 Dec | 1764.35 | 141.85 | -80.15 | 35.50 | 11 | 5 | 19 |
| 6 Dec | 1710.90 | 222 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 1667.90 | 222 | -18.00 | 30.87 | 1 | 0 | 13 |
| 4 Dec | 1688.30 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1688.15 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1721.10 | 240 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1658.25 | 240 | 0.00 | 0.00 | 0 | 4 | 0 |
| 28 Nov | 1647.25 | 240 | -10.85 | 26.10 | 4 | 3 | 12 |
| 27 Nov | 1663.10 | 250.85 | 21.85 | 51.89 | 3 | 2 | 8 |
| 26 Nov | 1674.10 | 229 | 4.00 | 38.96 | 3 | 2 | 5 |
| 25 Nov | 1644.25 | 225 | -29.85 | - | 3 | 2 | 2 |
| 21 Nov | 1675.50 | 254.85 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1900 expiring on 26DEC2024
Delta for 1900 PE is -
Historical price for 1900 PE is as follows
On 20 Dec VOLTAS was trading at 1686.50. The strike last trading price was 170, which was 26.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 78
On 19 Dec VOLTAS was trading at 1738.25. The strike last trading price was 143.9, 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 18 Dec VOLTAS was trading at 1757.00. The strike last trading price was 143.9, which was 17.05 higher than the previous day. The implied volatity was 30.15, the open interest changed by 0 which decreased total open position to 78
On 17 Dec VOLTAS was trading at 1769.65. The strike last trading price was 126.85, which was 34.95 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 78
On 16 Dec VOLTAS was trading at 1808.10. The strike last trading price was 91.9, which was 2.60 higher than the previous day. The implied volatity was 23.88, the open interest changed by 8 which increased total open position to 64
On 13 Dec VOLTAS was trading at 1807.50. The strike last trading price was 89.3, which was -24.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by 9 which increased total open position to 54
On 12 Dec VOLTAS was trading at 1787.65. The strike last trading price was 113.85, which was 9.05 higher than the previous day. The implied volatity was 19.72, the open interest changed by 0 which decreased total open position to 45
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 104.8, which was -28.05 lower than the previous day. The implied volatity was 26.77, the open interest changed by 15 which increased total open position to 46
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 132.85, which was -9.00 lower than the previous day. The implied volatity was 31.69, the open interest changed by 10 which increased total open position to 30
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 141.85, which was -80.15 lower than the previous day. The implied volatity was 35.50, the open interest changed by 5 which increased total open position to 19
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 222, 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 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 222, which was -18.00 lower than the previous day. The implied volatity was 30.87, the open interest changed by 0 which decreased total open position to 13
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 240, 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 240, 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 240, 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 240, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 240, which was -10.85 lower than the previous day. The implied volatity was 26.10, the open interest changed by 3 which increased total open position to 12
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 250.85, which was 21.85 higher than the previous day. The implied volatity was 51.89, the open interest changed by 2 which increased total open position to 8
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 229, which was 4.00 higher than the previous day. The implied volatity was 38.96, the open interest changed by 2 which increased total open position to 5
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 225, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 254.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
