VEDL
Vedanta Limited
416.45
3.15 (0.76%)
Option Chain for VEDL
28 Apr 2025 11:37 AM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 1150 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
- | 0 | 0 | 0 | - | 95.60 | 0.00 | 310 | -0.35 | 0.75 | 56.15 | 94 | 39 | 242 | -0.03 |
- | 0 | 0 | 0 | - | 94.20 | 0.00 | 320 | -0.25 | 1.10 | 54.95 | 38 | 7 | 216 | -0.04 |
- | 0 | 0 | 0 | - | 113.85 | 0.00 | 330 | -0.20 | 1.45 | 52.69 | 75 | 9 | 140 | -0.05 |
- | 0 | 0 | 0 | - | 77.85 | 0.00 | 340 | -0.35 | 1.90 | 50.31 | 35 | -13 | 234 | -0.07 |
- | 38 | 11 | 19 | - | 68.80 | 3.70 | 350 | -0.60 | 2.50 | 48.14 | 106 | -7 | 503 | -0.09 |
0.94 | 120 | 9 | 24 | 35.11 | 60.05 | 4.00 | 360 | -0.45 | 3.45 | 46.61 | 207 | 3 | 429 | -0.12 |
0.91 | 161 | 22 | 51 | 33.72 | 50.85 | 3.25 | 370 | -0.65 | 4.70 | 45.12 | 232 | 42 | 448 | -0.15 |
0.82 | 180 | 3 | 21 | 39.46 | 44.00 | 4.20 | 380 | -1.45 | 6.20 | 43.19 | 762 | 13 | 918 | -0.20 |
0.77 | 128 | 2 | 35 | 36.88 | 35.60 | -0.60 | 390 | -1.65 | 8.45 | 42.14 | 719 | -10 | 475 | -0.26 |
0.69 | 978 | -42 | 311 | 36.63 | 28.60 | 2.30 | 400 | -1.95 | 11.30 | 41.06 | 1,548 | -23 | 1,506 | -0.32 |
0.61 | 847 | 23 | 777 | 36.18 | 22.40 | 1.65 | 410 | -2.35 | 15.05 | 40.42 | 987 | 53 | 785 | -0.40 |
0.52 | 2,081 | 88 | 1,710 | 36.02 | 17.15 | 1.40 | 420 | -2.95 | 19.75 | 40.09 | 771 | 36 | 1,353 | -0.48 |
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0.43 | 1,958 | 12 | 1,372 | 36.09 | 12.95 | 1.15 | 430 | -2.25 | 26.00 | 41.43 | 149 | -5 | 1,182 | -0.56 |
0.34 | 1,431 | 67 | 1,295 | 36.18 | 9.55 | 0.85 | 440 | -2.85 | 31.80 | 40.15 | 81 | 4 | 483 | -0.64 |
0.27 | 3,085 | 19 | 1,577 | 35.84 | 6.75 | 0.45 | 450 | -3.40 | 40.00 | 42.89 | 48 | 14 | 1,170 | -0.69 |
0.20 | 1,545 | -145 | 794 | 35.93 | 4.75 | 0.35 | 460 | -2.80 | 46.00 | 38.65 | 24 | 4 | 409 | -0.78 |
0.15 | 1,310 | 5 | 355 | 35.70 | 3.20 | 0.20 | 470 | -0.80 | 55.35 | 42.14 | 9 | -6 | 181 | -0.81 |
0.11 | 1,102 | 55 | 311 | 36.43 | 2.30 | 0.00 | 480 | -1.90 | 63.00 | 38.81 | 18 | 0 | 395 | -0.87 |
0.08 | 404 | -23 | 77 | 36.01 | 1.45 | -0.20 | 490 | -4.95 | 73.40 | 44.95 | 24 | 1 | 294 | -0.87 |
0.06 | 1,400 | -20 | 546 | 36.86 | 1.05 | -0.15 | 500 | -3.65 | 82.00 | 42.80 | 20 | 0 | 1,281 | -0.91 |
0.00 | 0 | 0 | 0 | 0.00 | 20.05 | 0.00 | 510 | 0.00 | 51.35 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 337 | 12 | 203 | 37.80 | 0.50 | -0.15 | 520 | 1.70 | 109.35 | 77.75 | 1 | 0 | 101 | -0.80 |
17,105 | 12,745 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- Highlighted options are in-the-money.
What is an Option Chain?
- An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
- It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.
How is it Useful?
- The option chain matrix is most useful for the next trading day.
- Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
- Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.