VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:22 AM IST
VOLTAS 26DEC2024 1940 CE | ||||||||||
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Delta: 0.07
Vega: 0.48
Theta: -0.46
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 1791.50 | 2.75 | -0.55 | 25.58 | 56 | 19 | 74 | |||
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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 1791.50. The strike last trading price was 2.75, which was -0.55 lower than the previous day. The implied volatity was 25.58, the open interest changed by 19 which increased total open position to 74
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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 1791.50 | 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 1791.50. 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