VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 212.35 | 8.5 | - | 4 | -1 | 38 | |||||||||
| 14 Sept | 1403.60 | 178.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 1274.80 | 82.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is -
Historical price for 1200 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 212.35, which was 8.5 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 38
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 178.25, which was 0 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 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 82.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.08
Theta: -0.16
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 0.5 | 0 | 44.93 | 71 | -17 | 242 |
| 14 Sept | 1403.60 | 1.1 | -0.3 | 37.18 | 724 | 30 | 266 |
| 17 Aug | 1274.80 | 20.55 | 1.3 | 29.95 | 15 | 5 | 77 |
For Voltas Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.01
Historical price for 1200 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 44.93, the open interest changed by -17 which decreased total open position to 242
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 37.18, the open interest changed by 30 which increased total open position to 266
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 20.55, which was 1.3 higher than the previous day. The implied volatity was 29.95, the open interest changed by 5 which increased total open position to 77
