VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1440 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.94
Theta: -0.99
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 12.75 | -5.5 | 19.78 | 1,646 | 94 | 1,344 | |||||||||
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| 14 Sept | 1403.60 | 15.15 | 0.6 | 22.83 | 768 | 76 | 1,182 | |||||||||
For Voltas Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 CE is 0.38
Historical price for 1440 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 12.75, which was -5.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 94 which increased total open position to 1344
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 15.15, which was 0.6 higher than the previous day. The implied volatity was 22.83, the open interest changed by 76 which increased total open position to 1182
| VOLTAS 30SEP2025 1440 PE | |||||||
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Delta: -0.56
Vega: 0.97
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 42.75 | 5.7 | 34.80 | 231 | 31 | 178 |
| 14 Sept | 1403.60 | 59.7 | -1.95 | 32.81 | 57 | 9 | 113 |
For Voltas Ltd - strike price 1440 expiring on 30SEP2025
Delta for 1440 PE is -0.56
Historical price for 1440 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 42.75, which was 5.7 higher than the previous day. The implied volatity was 34.80, the open interest changed by 31 which increased total open position to 178
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 59.7, which was -1.95 lower than the previous day. The implied volatity was 32.81, the open interest changed by 9 which increased total open position to 113
