VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 28OCT2025 1400 CE | ||||||||||||||||
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Delta: 0.73
Vega: 1.53
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 45 | -6 | 12.84 | 51 | -4 | 241 | |||||||||
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| 14 Sept | 1403.60 | 43.6 | 1.45 | 18.34 | 41 | 8 | 173 | |||||||||
| 17 Aug | 1274.80 | 0 | 0 | 4.13 | 0 | 0 | 0 | |||||||||
For Voltas Ltd - strike price 1400 expiring on 28OCT2025
Delta for 1400 CE is 0.73
Historical price for 1400 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 45, which was -6 lower than the previous day. The implied volatity was 12.84, the open interest changed by -4 which decreased total open position to 241
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 43.6, which was 1.45 higher than the previous day. The implied volatity was 18.34, the open interest changed by 8 which increased total open position to 173
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.13, the open interest changed by 0 which decreased total open position to 0
| VOLTAS 28OCT2025 1400 PE | |||||||
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Delta: -0.39
Vega: 1.78
Theta: -0.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 46 | 2.35 | 33.87 | 23 | 4 | 153 |
| 14 Sept | 1403.60 | 56.3 | -1.8 | 32.09 | 66 | 53 | 181 |
| 17 Aug | 1274.80 | 133 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1400 expiring on 28OCT2025
Delta for 1400 PE is -0.39
Historical price for 1400 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 46, which was 2.35 higher than the previous day. The implied volatity was 33.87, the open interest changed by 4 which increased total open position to 153
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 56.3, which was -1.8 lower than the previous day. The implied volatity was 32.09, the open interest changed by 53 which increased total open position to 181
On 17 Aug VOLTAS was trading at 1274.80. The strike last trading price was 133, 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
