VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1320 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 | 97.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 1403.60 | 82.7 | 2.45 | - | 2 | 0 | 41 | |||||||||
| 17 Aug | 1274.80 | 120 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.00
Historical price for 1320 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 97.4, 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 82.7, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 120, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.31
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 2.05 | -0.05 | 29.29 | 197 | 76 | 302 |
| 14 Sept | 1403.60 | 7.45 | -1.3 | 29.05 | 134 | -6 | 178 |
| 17 Aug | 1274.80 | 101.75 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.06
Historical price for 1320 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by 76 which increased total open position to 302
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 7.45, which was -1.3 lower than the previous day. The implied volatity was 29.05, the open interest changed by -6 which decreased total open position to 178
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 101.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
