VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1520 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.40
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1419.90 | 2.8 | -1.15 | 27.51 | 381 | 125 | 390 | |||||||||
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| 14 Sept | 1403.60 | 4.1 | 0.15 | 27.07 | 65 | -2 | 260 | |||||||||
For Voltas Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 CE is 0.09
Historical price for 1520 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 2.8, which was -1.15 lower than the previous day. The implied volatity was 27.51, the open interest changed by 125 which increased total open position to 390
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 4.1, which was 0.15 higher than the previous day. The implied volatity was 27.07, the open interest changed by -2 which decreased total open position to 260
| VOLTAS 30SEP2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 127.95 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1403.60 | 127.95 | -2.05 | 41.93 | 16 | -6 | 25 |
For Voltas Ltd - strike price 1520 expiring on 30SEP2025
Delta for 1520 PE is 0.00
Historical price for 1520 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 127.95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 127.95, which was -2.05 lower than the previous day. The implied volatity was 41.93, the open interest changed by -6 which decreased total open position to 25
