VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1560 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.25
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1419.90 | 1.55 | -0.5 | 31.21 | 164 | -71 | 316 | |||||||||
| 14 Sept | 1403.60 | 2.3 | 0.05 | 29.31 | 69 | -12 | 300 | |||||||||
For Voltas Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 CE is 0.05
Historical price for 1560 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 31.21, the open interest changed by -71 which decreased total open position to 316
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 29.31, the open interest changed by -12 which decreased total open position to 300
| VOLTAS 30SEP2025 1560 PE | |||||||
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Delta: -0.81
Vega: 0.68
Theta: -1.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 149.8 | -6.5 | 57.51 | 6 | 1 | 63 |
| 14 Sept | 1403.60 | 165.85 | -14.15 | 47.57 | 3 | -1 | 57 |
For Voltas Ltd - strike price 1560 expiring on 30SEP2025
Delta for 1560 PE is -0.81
Historical price for 1560 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 149.8, which was -6.5 lower than the previous day. The implied volatity was 57.51, the open interest changed by 1 which increased total open position to 63
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 165.85, which was -14.15 lower than the previous day. The implied volatity was 47.57, the open interest changed by -1 which decreased total open position to 57
