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[--[65.84.65.76]--]
VOLTAS
Voltas Ltd

1790.1 -7.10 (-0.40%)

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Historical option data for VOLTAS

12 Dec 2024 10:33 AM IST
VOLTAS 26DEC2024 1940 CE
Delta: 0.07
Vega: 0.46
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1789.50 2.6 -0.70 25.45 58 18 73
11 Dec 1797.20 3.3 -16.30 25.19 254 56 56
10 Dec 1766.55 19.6 0.00 10.62 0 0 0
9 Dec 1764.35 19.6 0.00 0.00 0 0 0
2 Dec 1721.10 19.6 0.00 14.28 0 0 0
21 Nov 1675.50 19.6 10.91 0 0 0


For Voltas Ltd - strike price 1940 expiring on 26DEC2024

Delta for 1940 CE is 0.07

Historical price for 1940 CE is as follows

On 12 Dec VOLTAS was trading at 1789.50. The strike last trading price was 2.6, which was -0.70 lower than the previous day. The implied volatity was 25.45, the open interest changed by 18 which increased total open position to 73


On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 3.3, which was -16.30 lower than the previous day. The implied volatity was 25.19, the open interest changed by 56 which increased total open position to 56


On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 19.6, which was 0.00 lower than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 0


On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 19.6, 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 19.6, which was 0.00 lower than the previous day. The implied volatity was 14.28, 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 19.6, which was lower than the previous day. The implied volatity was 10.91, the open interest changed by 0 which decreased total open position to 0


VOLTAS 26DEC2024 1940 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1789.50 288.55 0.00 - 0 0 0
11 Dec 1797.20 288.55 0.00 - 0 0 0
10 Dec 1766.55 288.55 0.00 - 0 0 0
9 Dec 1764.35 288.55 0.00 0.00 0 0 0
2 Dec 1721.10 288.55 0.00 - 0 0 0
21 Nov 1675.50 288.55 - 0 0 0


For Voltas Ltd - strike price 1940 expiring on 26DEC2024

Delta for 1940 PE is -

Historical price for 1940 PE is as follows

On 12 Dec VOLTAS was trading at 1789.50. The strike last trading price was 288.55, 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 Dec VOLTAS was trading at 1797.20. The strike last trading price was 288.55, 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 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 288.55, 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 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 288.55, 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 288.55, 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 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 288.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0