VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.51
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1419.90 | 3.9 | -1.8 | 25.58 | 1,378 | 0 | 1,342 | |||||||||
| 14 Sept | 1403.60 | 5.65 | 0.05 | 26.73 | 929 | 37 | 1,316 | |||||||||
For Voltas Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.13
Historical price for 1500 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 3.9, which was -1.8 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 1342
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 5.65, which was 0.05 higher than the previous day. The implied volatity was 26.73, the open interest changed by 37 which increased total open position to 1316
| VOLTAS 30SEP2025 1500 PE | |||||||
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Delta: -0.73
Vega: 0.81
Theta: -1.37
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 93 | 8.4 | 45.35 | 18 | 0 | 104 |
| 14 Sept | 1403.60 | 109.95 | -4.3 | 36.90 | 24 | -6 | 111 |
For Voltas Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -0.73
Historical price for 1500 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 93, which was 8.4 higher than the previous day. The implied volatity was 45.35, the open interest changed by 0 which decreased total open position to 104
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 109.95, which was -4.3 lower than the previous day. The implied volatity was 36.90, the open interest changed by -6 which decreased total open position to 111
