VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1460 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.81
Theta: -0.90
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 8.45 | -3.8 | 21.84 | 1,430 | -415 | 754 | |||||||||
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| 14 Sept | 1403.60 | 10.9 | 0.45 | 24.81 | 434 | -14 | 738 | |||||||||
For Voltas Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 CE is 0.26
Historical price for 1460 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 8.45, which was -3.8 lower than the previous day. The implied volatity was 21.84, the open interest changed by -415 which decreased total open position to 754
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 10.9, which was 0.45 higher than the previous day. The implied volatity was 24.81, the open interest changed by -14 which decreased total open position to 738
| VOLTAS 30SEP2025 1460 PE | |||||||
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Delta: -0.64
Vega: 0.93
Theta: -1.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 57.7 | 7 | 37.45 | 43 | -1 | 75 |
| 14 Sept | 1403.60 | 75.2 | -12 | 32.59 | 9 | -2 | 58 |
For Voltas Ltd - strike price 1460 expiring on 30SEP2025
Delta for 1460 PE is -0.64
Historical price for 1460 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 57.7, which was 7 higher than the previous day. The implied volatity was 37.45, the open interest changed by -1 which decreased total open position to 75
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 75.2, which was -12 lower than the previous day. The implied volatity was 32.59, the open interest changed by -2 which decreased total open position to 58
