VEDL
Vedanta Limited
446.5
-5.00 (-1.11%)
Option Chain for VEDL
23 Jan 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | - | 114.50 | 0.00 | 360 | -0.05 | 0.20 | - | 33 | -2 | 444 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 64.85 | 0.00 | 370 | 0.00 | 0.25 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 58.15 | 0.00 | 380 | 0.00 | 0.25 | - | 82 | -25 | 752 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 62.90 | 0.00 | 390 | 0.00 | 0.35 | 52.36 | 345 | -45 | 303 | -0.03 |
| - | 143 | -21 | 30 | - | 53.00 | -1.10 | 400 | -0.05 | 0.60 | 48.86 | 853 | 68 | 2,474 | -0.05 |
| 0.92 | 173 | -6 | 35 | 45.65 | 38.00 | -4.40 | 410 | 0.00 | 0.85 | 43.21 | 1,217 | -2 | 1,068 | -0.07 |
| 0.87 | 451 | -4 | 35 | 41.40 | 28.70 | -6.15 | 420 | -0.05 | 1.30 | 37.85 | 2,657 | 60 | 1,630 | -0.11 |
| 0.78 | 835 | -24 | 947 | 36.84 | 19.85 | -6.20 | 430 | 0.05 | 2.40 | 34.15 | 4,744 | -30 | 2,400 | -0.20 |
| 0.64 | 1,723 | 89 | 3,251 | 33.90 | 12.25 | -5.35 | 440 | 0.80 | 4.80 | 31.91 | 5,367 | -53 | 2,144 | -0.35 |
| 0.45 | 2,179 | 163 | 7,114 | 32.99 | 6.75 | -4.30 | 450 | 1.95 | 9.25 | 30.99 | 3,962 | -4 | 2,674 | -0.55 |
| 0.28 | 3,652 | 346 | 6,258 | 33.55 | 3.45 | -2.75 | 460 | 3.50 | 15.90 | 31.00 | 1,026 | -13 | 2,023 | -0.74 |
| 0.16 | 2,987 | 170 | 4,416 | 35.49 | 1.80 | -1.55 | 470 | 3.75 | 24.15 | 31.20 | 741 | -75 | 927 | -0.87 |
| 0.09 | 2,796 | -57 | 2,405 | 38.12 | 1.00 | -0.75 | 480 | 5.20 | 33.25 | 29.67 | 85 | -21 | 693 | -0.96 |
| 0.06 | 1,704 | 31 | 1,246 | 41.12 | 0.60 | -0.50 | 490 | 4.75 | 42.70 | - | 50 | -22 | 619 | - |
| 0.04 | 5,158 | 6 | 1,606 | 46.44 | 0.50 | -0.30 | 500 | 6.40 | 53.45 | 47.42 | 91 | -34 | 1,681 | -0.95 |
| 0.03 | 1,732 | 8 | 508 | 48.51 | 0.30 | -0.20 | 510 | 0.00 | 57.35 | 0.00 | 0 | -59 | 0 | 0.00 |
| 0.01 | 2,505 | -129 | 420 | 49.15 | 0.15 | -0.15 | 520 | 2.50 | 71.00 | - | 10 | 0 | 680 | - |
| 0.01 | 947 | -121 | 504 | 51.66 | 0.10 | -0.15 | 530 | 0.00 | 63.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 648 | -50 | 98 | - | 0.20 | 0.05 | 540 | 0.00 | 73.50 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,255 | -119 | 204 | - | 0.15 | -0.05 | 550 | 0.00 | 106.55 | 0.00 | 0 | -2 | 0 | 0.00 |
| - | 398 | -16 | 44 | - | 0.10 | -0.05 | 560 | 0.00 | 99.35 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 138 | 0 | 1 | - | 0.15 | 0.05 | 570 | 0.00 | 115.15 | 0.00 | 0 | 0 | 0 | 0.00 |
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| - | 505 | -8 | 10 | - | 0.15 | 0.00 | 580 | 0.00 | 113.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| 29,929 | 20,512 | |||||||||||||
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.
