VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1480 CE | ||||||||||||||||
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Delta: 0.18
Vega: 0.65
Theta: -0.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 5.6 | -2.6 | 23.62 | 502 | 36 | 876 | |||||||||
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| 14 Sept | 1403.60 | 7.9 | 0.15 | 25.09 | 234 | 19 | 448 | |||||||||
For Voltas Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 CE is 0.18
Historical price for 1480 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 5.6, which was -2.6 lower than the previous day. The implied volatity was 23.62, the open interest changed by 36 which increased total open position to 876
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 7.9, which was 0.15 higher than the previous day. The implied volatity was 25.09, the open interest changed by 19 which increased total open position to 448
| VOLTAS 30SEP2025 1480 PE | |||||||
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Delta: -0.69
Vega: 0.87
Theta: -1.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 74.95 | 0.45 | 41.36 | 30 | 2 | 63 |
| 14 Sept | 1403.60 | 92.15 | 0.4 | 37.06 | 33 | -13 | 68 |
For Voltas Ltd - strike price 1480 expiring on 30SEP2025
Delta for 1480 PE is -0.69
Historical price for 1480 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 74.95, which was 0.45 higher than the previous day. The implied volatity was 41.36, the open interest changed by 2 which increased total open position to 63
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 92.15, which was 0.4 higher than the previous day. The implied volatity was 37.06, the open interest changed by -13 which decreased total open position to 68
