VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Nov 2024 04:12 PM IST
| VOLTAS 28NOV2024 1900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.12
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1675.50 | 0.8 | -0.30 | 43.72 | 59.5 | -19 | 433.5 | |||
| 20 Nov | 1686.75 | 1.1 | 0.00 | 39.56 | 162.5 | -2 | 457 | |||
| 19 Nov | 1686.75 | 1.1 | -0.15 | 39.56 | 162.5 | 2.5 | 457 | |||
| 18 Nov | 1695.95 | 1.25 | -0.35 | 36.63 | 154.5 | -25.5 | 454.5 | |||
| 14 Nov | 1708.60 | 1.6 | -0.30 | 30.03 | 237 | -9 | 479.5 | |||
| 13 Nov | 1685.40 | 1.9 | 0.05 | 32.77 | 166 | 9 | 492.5 | |||
| 12 Nov | 1699.60 | 1.85 | -2.40 | 30.73 | 657.5 | 87 | 494.5 | |||
| 11 Nov | 1754.10 | 4.25 | -1.05 | 26.59 | 529 | -3.5 | 415 | |||
| 8 Nov | 1766.00 | 5.3 | -2.90 | 25.35 | 667.5 | 25 | 418 | |||
| 7 Nov | 1766.95 | 8.2 | 1.35 | 25.19 | 832.5 | -44 | 382.5 | |||
| 6 Nov | 1737.85 | 6.85 | 1.80 | 28.20 | 666 | -88 | 431 | |||
| 5 Nov | 1694.70 | 5.05 | 0.00 | 31.47 | 466 | -2 | 519 | |||
| 4 Nov | 1665.05 | 5.05 | -0.65 | 33.84 | 733 | -68.5 | 522.5 | |||
| 1 Nov | 1642.85 | 5.7 | -0.35 | 35.32 | 122.5 | 5 | 593 | |||
| 31 Oct | 1649.50 | 6.05 | -5.35 | - | 962 | 136 | 585 | |||
| 30 Oct | 1697.90 | 11.4 | -29.10 | - | 3,161 | 167 | 451 | |||
| 29 Oct | 1770.60 | 40.5 | 9.30 | - | 484 | 180 | 284 | |||
| 28 Oct | 1762.25 | 31.2 | 1.25 | - | 84 | 5 | 103 | |||
| 25 Oct | 1754.85 | 29.95 | -10.05 | - | 23 | 10 | 98 | |||
| 24 Oct | 1795.10 | 40 | 0.10 | - | 44 | -3 | 90 | |||
| 23 Oct | 1795.65 | 39.9 | 1.90 | - | 78 | 11 | 91 | |||
| 22 Oct | 1794.65 | 38 | -8.00 | - | 28 | 8 | 83 | |||
| 21 Oct | 1813.95 | 46 | -16.45 | - | 85 | -6 | 76 | |||
| 18 Oct | 1865.30 | 62.45 | 11.60 | - | 116 | 20 | 81 | |||
| 17 Oct | 1834.60 | 50.85 | -20.65 | - | 68 | 17 | 61 | |||
| 16 Oct | 1881.30 | 71.5 | -33.45 | - | 98 | 42 | 43 | |||
| 4 Oct | 1809.60 | 104.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 1845.65 | 104.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1854.55 | 104.95 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 1845.10 | 104.95 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1900 expiring on 28NOV2024
Delta for 1900 CE is 0.02
Historical price for 1900 CE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 43.72, the open interest changed by -38 which decreased total open position to 867
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 39.56, the open interest changed by -4 which decreased total open position to 914
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 39.56, the open interest changed by 5 which increased total open position to 914
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 1.25, which was -0.35 lower than the previous day. The implied volatity was 36.63, the open interest changed by -51 which decreased total open position to 909
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 30.03, the open interest changed by -18 which decreased total open position to 959
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 1.9, which was 0.05 higher than the previous day. The implied volatity was 32.77, the open interest changed by 18 which increased total open position to 985
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 1.85, which was -2.40 lower than the previous day. The implied volatity was 30.73, the open interest changed by 174 which increased total open position to 989
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 4.25, which was -1.05 lower than the previous day. The implied volatity was 26.59, the open interest changed by -7 which decreased total open position to 830
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 5.3, which was -2.90 lower than the previous day. The implied volatity was 25.35, the open interest changed by 50 which increased total open position to 836
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 8.2, which was 1.35 higher than the previous day. The implied volatity was 25.19, the open interest changed by -88 which decreased total open position to 765
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 6.85, which was 1.80 higher than the previous day. The implied volatity was 28.20, the open interest changed by -176 which decreased total open position to 862
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 5.05, which was 0.00 lower than the previous day. The implied volatity was 31.47, the open interest changed by -4 which decreased total open position to 1038
On 4 Nov VOLTAS was trading at 1665.05. The strike last trading price was 5.05, which was -0.65 lower than the previous day. The implied volatity was 33.84, the open interest changed by -137 which decreased total open position to 1045
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 5.7, which was -0.35 lower than the previous day. The implied volatity was 35.32, the open interest changed by 10 which increased total open position to 1186
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 6.05, which was -5.35 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 11.4, which was -29.10 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 40.5, which was 9.30 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 31.2, which was 1.25 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 29.95, which was -10.05 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 40, 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 23 Oct VOLTAS was trading at 1795.65. The strike last trading price was 39.9, which was 1.90 higher 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 38, which was -8.00 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 46, which was -16.45 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 62.45, which was 11.60 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 50.85, which was -20.65 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 71.5, which was -33.45 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 104.95, 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 104.95, 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 104.95, 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 104.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 28NOV2024 1900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 | 224 | 0.00 | 0.00 | 0 | -3.5 | 0 |
| 20 Nov | 1686.75 | 224 | 0.00 | 61.40 | 6.5 | -3.5 | 28 |
| 19 Nov | 1686.75 | 224 | 26.60 | 61.40 | 6.5 | -2 | 28 |
| 18 Nov | 1695.95 | 197.4 | 2.25 | 5897240.00 | 2 | 0 | 30 |
| 14 Nov | 1708.60 | 195.15 | -17.25 | 42.41 | 5.5 | -3 | 29.5 |
| 13 Nov | 1685.40 | 212.4 | 14.65 | 38.99 | 2 | 0 | 32.5 |
| 12 Nov | 1699.60 | 197.75 | 44.90 | - | 1.5 | 1 | 32.5 |
| 11 Nov | 1754.10 | 152.85 | 3.60 | 35.87 | 6 | 0.5 | 31.5 |
| 8 Nov | 1766.00 | 149.25 | 5.00 | 33.26 | 4 | -2 | 31 |
| 7 Nov | 1766.95 | 144.25 | -21.20 | 40.41 | 27 | -2 | 33 |
| 6 Nov | 1737.85 | 165.45 | -88.70 | 34.85 | 2.5 | 0 | 35 |
| 5 Nov | 1694.70 | 254.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 1665.05 | 254.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1642.85 | 254.15 | 0.00 | 0.00 | 0 | 5 | 0 |
| 31 Oct | 1649.50 | 254.15 | 59.15 | - | 5 | 3 | 33 |
| 30 Oct | 1697.90 | 195 | 42.90 | - | 13 | 1 | 27 |
| 29 Oct | 1770.60 | 152.1 | 7.10 | - | 4 | 1 | 25 |
| 28 Oct | 1762.25 | 145 | -12.00 | - | 2 | 23 | 23 |
| 25 Oct | 1754.85 | 157 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 157 | 29.10 | - | 2 | 1 | 24 |
| 23 Oct | 1795.65 | 127.9 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 1794.65 | 127.9 | 6.25 | - | 1 | 0 | 23 |
| 21 Oct | 1813.95 | 121.65 | 22.40 | - | 3 | 2 | 23 |
| 18 Oct | 1865.30 | 99.25 | 0.00 | - | 0 | 7 | 0 |
| 17 Oct | 1834.60 | 99.25 | 22.25 | - | 10 | 4 | 18 |
| 16 Oct | 1881.30 | 77 | -46.65 | - | 26 | 13 | 13 |
| 4 Oct | 1809.60 | 123.65 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 1845.65 | 123.65 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1854.55 | 123.65 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1845.10 | 123.65 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1900 expiring on 28NOV2024
Delta for 1900 PE is 0.00
Historical price for 1900 PE is as follows
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 224, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 20 Nov VOLTAS was trading at 1686.75. The strike last trading price was 224, which was 0.00 lower than the previous day. The implied volatity was 61.40, the open interest changed by -7 which decreased total open position to 56
On 19 Nov VOLTAS was trading at 1686.75. The strike last trading price was 224, which was 26.60 higher than the previous day. The implied volatity was 61.40, the open interest changed by -4 which decreased total open position to 56
On 18 Nov VOLTAS was trading at 1695.95. The strike last trading price was 197.4, which was 2.25 higher than the previous day. The implied volatity was 5897240.00, the open interest changed by 0 which decreased total open position to 60
On 14 Nov VOLTAS was trading at 1708.60. The strike last trading price was 195.15, which was -17.25 lower than the previous day. The implied volatity was 42.41, the open interest changed by -6 which decreased total open position to 59
On 13 Nov VOLTAS was trading at 1685.40. The strike last trading price was 212.4, which was 14.65 higher than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 65
On 12 Nov VOLTAS was trading at 1699.60. The strike last trading price was 197.75, which was 44.90 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 65
On 11 Nov VOLTAS was trading at 1754.10. The strike last trading price was 152.85, which was 3.60 higher than the previous day. The implied volatity was 35.87, the open interest changed by 1 which increased total open position to 63
On 8 Nov VOLTAS was trading at 1766.00. The strike last trading price was 149.25, which was 5.00 higher than the previous day. The implied volatity was 33.26, the open interest changed by -4 which decreased total open position to 62
On 7 Nov VOLTAS was trading at 1766.95. The strike last trading price was 144.25, which was -21.20 lower than the previous day. The implied volatity was 40.41, the open interest changed by -4 which decreased total open position to 66
On 6 Nov VOLTAS was trading at 1737.85. The strike last trading price was 165.45, which was -88.70 lower than the previous day. The implied volatity was 34.85, the open interest changed by 0 which decreased total open position to 70
On 5 Nov VOLTAS was trading at 1694.70. The strike last trading price was 254.15, 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 Nov VOLTAS was trading at 1665.05. The strike last trading price was 254.15, 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 254.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 254.15, which was 59.15 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 195, which was 42.90 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 152.1, which was 7.10 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 145, which was -12.00 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 157, 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 157, which was 29.10 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 127.9, 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 127.9, which was 6.25 higher 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 121.65, which was 22.40 higher 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 99.25, 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 99.25, which was 22.25 higher 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 77, which was -46.65 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 123.65, 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 123.65, 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 123.65, 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 123.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
