VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 74.25 | -9 | - | 31 | -1 | 88 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1403.60 | 68.85 | 4.1 | 21.38 | 21 | 4 | 94 | |||||||||
| 17 Aug | 1274.80 | 86.05 | 0 | 3.19 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is -
Historical price for 1340 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 74.25, which was -9 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 88
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 68.85, which was 4.1 higher than the previous day. The implied volatity was 21.38, the open interest changed by 4 which increased total open position to 94
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 86.05, which was 0 lower than the previous day. The implied volatity was 3.19, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30SEP2025 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.42
Theta: -0.49
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 3.15 | -0.25 | 27.55 | 261 | -16 | 676 |
| 14 Sept | 1403.60 | 11.1 | -1.55 | 27.86 | 238 | 15 | 332 |
| 17 Aug | 1274.80 | 84.75 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.10
Historical price for 1340 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 3.15, which was -0.25 lower than the previous day. The implied volatity was 27.55, the open interest changed by -16 which decreased total open position to 676
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 11.1, which was -1.55 lower than the previous day. The implied volatity was 27.86, the open interest changed by 15 which increased total open position to 332
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 84.75, 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
