VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1260 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||||||||
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| 21 Sept | 1419.90 | 159.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1403.60 | 137.1 | 6.45 | - | 20 | -13 | 40 | |||||||||
| 17 Aug | 1274.80 | 48.95 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.00
Historical price for 1260 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 159.3, 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 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 137.1, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 40
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 48.95, 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 1260 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.12
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 0.65 | -0.2 | 34.96 | 24 | -13 | 183 |
| 14 Sept | 1403.60 | 2.5 | -0.3 | 31.60 | 38 | -2 | 187 |
| 17 Aug | 1274.80 | 48.75 | 0 | 1.65 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.02
Historical price for 1260 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 34.96, the open interest changed by -13 which decreased total open position to 183
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 2.5, which was -0.3 lower than the previous day. The implied volatity was 31.60, the open interest changed by -2 which decreased total open position to 187
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 48.75, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
