VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1360 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1419.90 | 56.5 | -9.85 | - | 77 | 14 | 164 | |||||||||
| 14 Sept | 1403.60 | 52.3 | 2.5 | 17.46 | 81 | -4 | 172 | |||||||||
| 17 Aug | 1274.80 | 102.05 | 0 | 4.30 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is -
Historical price for 1360 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 56.5, which was -9.85 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 164
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 52.3, which was 2.5 higher than the previous day. The implied volatity was 17.46, the open interest changed by -4 which decreased total open position to 172
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 102.05, which was 0 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30SEP2025 1360 PE | |||||||
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Delta: -0.16
Vega: 0.60
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 5.95 | 0.15 | 27.66 | 469 | 104 | 546 |
| 14 Sept | 1403.60 | 16.7 | -2.2 | 28.90 | 303 | 12 | 388 |
| 17 Aug | 1274.80 | 108 | 0 | 0.00 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.16
Historical price for 1360 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 5.95, which was 0.15 higher than the previous day. The implied volatity was 27.66, the open interest changed by 104 which increased total open position to 546
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 16.7, which was -2.2 lower than the previous day. The implied volatity was 28.90, the open interest changed by 12 which increased total open position to 388
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 108, 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
