VOLTAS
Voltas Ltd
Historical option data for VOLTAS
28 Sep 2025 10:08 PM IST
| VOLTAS 28-OCT-2025 1380 CE | ||||||||||||||||
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Delta: 0.35
Vega: 1.47
Theta: -0.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1340.20 | 18.9 | -10 | 20.66 | 346 | 23 | 202 | |||||||||
| 21 Sept | 1419.90 | 50.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1403.60 | 50.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1380 expiring on 28OCT2025
Delta for 1380 CE is 0.35
Historical price for 1380 CE is as follows
On 28 Sept VOLTAS was trading at 1340.20. The strike last trading price was 18.9, which was -10 lower than the previous day. The implied volatity was 20.66, the open interest changed by 23 which increased total open position to 202
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 50.8, 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 50.8, 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 28OCT2025 1380 PE | |||||||
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Delta: -0.55
Vega: 1.56
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1340.20 | 87.4 | 23.65 | 43.51 | 90 | 34 | 81 |
| 21 Sept | 1419.90 | 35 | -0.8 | 32.14 | 1 | 0 | 7 |
| 14 Sept | 1403.60 | 90.8 | 0 | 1.97 | 0 | 0 | 0 |
For Voltas Ltd - strike price 1380 expiring on 28OCT2025
Delta for 1380 PE is -0.55
Historical price for 1380 PE is as follows
On 28 Sept VOLTAS was trading at 1340.20. The strike last trading price was 87.4, which was 23.65 higher than the previous day. The implied volatity was 43.51, the open interest changed by 34 which increased total open position to 81
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 35, which was -0.8 lower than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 7
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 90.8, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
