VOLTAS
Voltas Ltd
Historical option data for VOLTAS
21 Sep 2025 04:12 PM IST
| VOLTAS 30SEP2025 1640 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.12
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1419.90 | 0.7 | 0 | 38.99 | 3 | 0 | 67 | |||||||||
| 14 Sept | 1403.60 | 0.9 | -0.4 | 34.04 | 36 | 6 | 64 | |||||||||
For Voltas Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 CE is 0.02
Historical price for 1640 CE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 67
On 14 Sept VOLTAS was trading at 1403.60. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 34.04, the open interest changed by 6 which increased total open position to 64
| VOLTAS 30SEP2025 1640 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1419.90 | 324.6 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 1403.60 | 324.6 | 0 | - | 0 | 0 | 0 |
For Voltas Ltd - strike price 1640 expiring on 30SEP2025
Delta for 1640 PE is -
Historical price for 1640 PE is as follows
On 21 Sept VOLTAS was trading at 1419.90. The strike last trading price was 324.6, which was 0 lower than the previous day. The implied volatity was -, 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 324.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
