VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1380 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 | 41.05 | -9.7 | - | 69 | 9 | 256 | |||||||||
| 14 Sept | 1403.60 | 39.75 | 1.2 | 21.54 | 319 | -9 | 314 | |||||||||
| 17 Aug | 1274.80 | 68.85 | 0 | 5.36 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is -
Historical price for 1380 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 41.05, which was -9.7 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 256
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 39.75, which was 1.2 higher than the previous day. The implied volatity was 21.54, the open interest changed by -9 which decreased total open position to 314
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 68.85, which was 0 lower than the previous day. The implied volatity was 5.36, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 30SEP2025 1380 PE | |||||||
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Delta: -0.25
Vega: 0.78
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 10.4 | 0.35 | 27.83 | 369 | 57 | 535 |
| 14 Sept | 1403.60 | 24.1 | -2.65 | 28.16 | 491 | 79 | 446 |
| 17 Aug | 1274.80 | 107.2 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is -0.25
Historical price for 1380 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 10.4, which was 0.35 higher than the previous day. The implied volatity was 27.83, the open interest changed by 57 which increased total open position to 535
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 24.1, which was -2.65 lower than the previous day. The implied volatity was 28.16, the open interest changed by 79 which increased total open position to 446
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 107.2, 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
