VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.74
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1419.90 | 28.55 | -8.6 | 13.24 | 855 | -56 | 712 | |||||||||
| 14 Sept | 1403.60 | 29.5 | 0.85 | 20.94 | 2,782 | 54 | 1,034 | |||||||||
| 17 Aug | 1274.80 | 6 | -1 | 20.45 | 4 | 0 | 19 | |||||||||
For Voltas Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.78
Historical price for 1400 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 28.55, which was -8.6 lower than the previous day. The implied volatity was 13.24, the open interest changed by -56 which decreased total open position to 712
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 29.5, which was 0.85 higher than the previous day. The implied volatity was 20.94, the open interest changed by 54 which increased total open position to 1034
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 20.45, the open interest changed by 0 which decreased total open position to 19
| VOLTAS 30SEP2025 1400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 0.92
Theta: -1.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 18.7 | 2.35 | 30.02 | 765 | -23 | 606 |
| 14 Sept | 1403.60 | 33.8 | -2.3 | 30.03 | 576 | 62 | 543 |
| 17 Aug | 1274.80 | 144 | 5 | 39.57 | 7 | 7 | 26 |
For Voltas Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.36
Historical price for 1400 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 18.7, which was 2.35 higher than the previous day. The implied volatity was 30.02, the open interest changed by -23 which decreased total open position to 606
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 33.8, which was -2.3 lower than the previous day. The implied volatity was 30.03, the open interest changed by 62 which increased total open position to 543
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 144, which was 5 higher than the previous day. The implied volatity was 39.57, the open interest changed by 7 which increased total open position to 26
