Voltas Limited

Consumer Durables · Consumer Durables

NSE: VOLTAS BSE: 500575
₹1070.00
Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +15.40

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

ExpiryClosePrice ChgOIChg OIBuildup
Oct. 27, 2026 1076.3000 -26.10 10695750 36000 Short Buildup
Nov. 23, 2026 1080.8000 -28.20 276000 20625 Short Buildup
DateExpiryOpenHighLowCloseOIChange in OI
Sept. 30, 2026 Dec. 29, 2026 1098.0000 1098.2000 1085.4000 1085.4000 2250 2250
Sept. 30, 2026 Nov. 23, 2026 1103.2000 1109.5000 1074.2000 1080.8000 276000 20625
Sept. 30, 2026 Oct. 27, 2026 1090.3000 1103.6000 1069.3000 1076.3000 10695750 36000
Sept. 29, 2026 Nov. 23, 2026 1135.1000 1139.0000 1103.2000 1109.0000 255375 57375
Sept. 29, 2026 Oct. 27, 2026 1136.2000 1140.5000 1096.8000 1102.4000 10659750 2037750
Sept. 29, 2026 Sept. 29, 2026 1125.2000 1130.1000 1086.4000 1094.6000 1111500 -1617375
Sept. 28, 2026 Nov. 23, 2026 1134.5000 1154.0000 1133.0000 1141.4000 198000 -750
Sept. 28, 2026 Oct. 27, 2026 1130.0000 1150.5000 1126.3000 1135.9000 8622000 1614375
Sept. 28, 2026 Sept. 29, 2026 1122.8000 1144.1000 1121.0000 1130.7000 2728875 -1912875
Sept. 25, 2026 Nov. 23, 2026 1120.1000 1131.2000 1117.8000 1127.1000 198750 25500

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

PCR (OI) 0.837
Max Pain 1120.0000

Open Interest by Strike (Max Pain: 1120.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS Strike PUTS
OIChg OILTPIV%Delta DeltaIV%LTPChg OIOI
0 0 187.0000 83.01 0.790 920.0000 -0.051 36.25 2.3500 9750 9750
7125 6375 118.9000 31.98 0.912 960.0000 -0.096 33.24 4.5500 28500 32250
0 0 277.7000 207.49 0.673 980.0000 -0.135 32.27 6.6500 22500 47250
9750 8625 85.0000 31.66 0.813 1000.0000 -0.184 31.29 9.5500 80625 283875
1500 0 106.0500 66.6 0.649 1020.0000 -0.249 30.59 13.7500 22500 94500
0 0 297.9000 249.85 0.651 1040.0000 -0.324 29.79 19.2000 20625 156000
67500 60750 42.0500 29.29 0.588 1060.0000 -0.412 29.31 26.6000 9750 122250
103125 94875 32.0500 29.42 0.495 1080.0000 -0.505 28.8 35.7500 33375 130500
484500 204750 23.7500 29.44 0.405 1100.0000 -0.597 28.89 47.4500 31875 609375
401250 68625 17.2500 29.55 0.321 1120.0000 -0.696 27.11 58.9500 1500 406500
649500 72000 12.4000 29.84 0.249 1140.0000 -0.759 28.78 75.5500 -3750 192375
244500 36000 9.2500 30.73 0.194 1160.0000 -0.852 25.72 89.5500 4125 64500
102000 11625 6.4000 30.86 0.144 1180.0000 -0.860 30.4 110.0000 -375 33750
644625 90375 4.8000 31.84 0.111 1200.0000 -0.881 32.89 129.2000 0 249375
66750 750 3.5500 32.64 0.085 1220.0000 -0.928 30.88 146.5000 750 14250
73500 -9375 2.8000 33.87 0.067 1240.0000 — 161.8000 0 39000
81375 -2625 2.0500 34.5 0.051 1260.0000 — 156.4000 0 25875
24375 -18750 1.5500 35.31 0.039 1280.0000 — 145.0000 0 3750
223875 55875 1.3500 36.93 0.033 1300.0000 — 212.0000 375 94875
17625 1500 1.1500 38.32 0.028 1320.0000 — 191.4000 0 7875
12375 -375 1.1000 40.34 0.026 1340.0000 — 234.0000 0 9375
3000 375 1.0500 42.27 0.024 1360.0000 -0.979 41.12 283.8500 375 4500
55500 2625 0.3500 40.19 0.009 1400.0000 — 304.0000 375 108375