VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1420 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.98
Theta: -0.98
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 19.4 | -6.95 | 17.44 | 2,207 | -102 | 2,173 | |||||||||
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| 14 Sept | 1403.60 | 21.3 | 0.6 | 23.12 | 1,199 | 55 | 1,094 | |||||||||
For Voltas Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.55
Historical price for 1420 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 19.4, which was -6.95 lower than the previous day. The implied volatity was 17.44, the open interest changed by -102 which decreased total open position to 2173
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 21.3, which was 0.6 higher than the previous day. The implied volatity was 23.12, the open interest changed by 55 which increased total open position to 1094
| VOLTAS 30SEP2025 1420 PE | |||||||
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Delta: -0.47
Vega: 0.98
Theta: -1.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 29.3 | 3.85 | 32.02 | 669 | 47 | 639 |
| 14 Sept | 1403.60 | 45.15 | -4.2 | 29.22 | 62 | -4 | 184 |
For Voltas Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -0.47
Historical price for 1420 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 29.3, which was 3.85 higher than the previous day. The implied volatity was 32.02, the open interest changed by 47 which increased total open position to 639
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 45.15, which was -4.2 lower than the previous day. The implied volatity was 29.22, the open interest changed by -4 which decreased total open position to 184
