VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 320 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 56 | -3.1 | - | 7 | -1 | 33 | |||
| 7 Apr | 374.05 | 60 | -59.4 | 62.90 | 44 | 30 | 30 | |||
| 4 Apr | 401.45 | 119.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 439.50 | 119.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 119.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 119.4 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 461.80 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 467.30 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 119.4 | 0 | - | 0 | 0 | 0 | |||
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| 12 Mar | 444.95 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 119.4 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 418.20 | 0 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 415.15 | 0 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 413.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 320 expiring on 24APR2025
Delta for 320 CE is -
Historical price for 320 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 56, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 33
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 60, which was -59.4 lower than the previous day. The implied volatity was 62.90, the open interest changed by 30 which increased total open position to 30
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 119.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 119.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 119.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 119.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 119.4, 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 27 Mar VEDL was trading at 472.35. The strike last trading price was 119.4, 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 25 Mar VEDL was trading at 461.80. The strike last trading price was 119.4, 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 21 Mar VEDL was trading at 467.30. The strike last trading price was 119.4, 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 20 Mar VEDL was trading at 470.75. The strike last trading price was 119.4, 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 19 Mar VEDL was trading at 460.55. The strike last trading price was 119.4, 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 18 Mar VEDL was trading at 460.00. The strike last trading price was 119.4, 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 13 Mar VEDL was trading at 442.95. The strike last trading price was 119.4, 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 12 Mar VEDL was trading at 444.95. The strike last trading price was 119.4, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 119.4, 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 4 Mar VEDL was trading at 406.75. The strike last trading price was 119.4, 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 18 Feb VEDL was trading at 418.20. The strike last trading price was 0, 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 17 Feb VEDL was trading at 415.15. The strike last trading price was 0, 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 Feb VEDL was trading at 413.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 320 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 0.13
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 2.4 | -1.65 | 64.28 | 1,860 | 222 | 1,377 |
| 7 Apr | 374.05 | 3.85 | 3.15 | 71.57 | 4,842 | 862 | 1,162 |
| 4 Apr | 401.45 | 0.65 | 0.35 | 55.50 | 695 | 214 | 299 |
| 3 Apr | 439.50 | 0.3 | 0 | - | 35 | 7 | 80 |
| 2 Apr | 457.65 | 0.3 | 0 | - | 12 | 4 | 68 |
| 1 Apr | 457.40 | 0.3 | -0.05 | - | 34 | 0 | 64 |
| 28 Mar | 463.40 | 0.35 | -0.05 | - | 51 | 11 | 64 |
| 27 Mar | 472.35 | 0.4 | -0.2 | - | 1 | 0 | 53 |
| 25 Mar | 461.80 | 0.6 | 0.1 | - | 4 | -1 | 52 |
| 21 Mar | 467.30 | 0.5 | -0.05 | - | 3 | 0 | 53 |
| 20 Mar | 470.75 | 0.55 | -0.1 | - | 6 | 0 | 51 |
| 19 Mar | 460.55 | 0.65 | -0.05 | - | 36 | 0 | 51 |
| 18 Mar | 460.00 | 0.7 | -0.35 | - | 18 | 11 | 49 |
| 13 Mar | 442.95 | 1.05 | 0.05 | - | 6 | 5 | 37 |
| 12 Mar | 444.95 | 1 | -1.2 | 54.64 | 36 | 23 | 30 |
| 7 Mar | 445.45 | 2.2 | 0.1 | 61.28 | 2 | 0 | 5 |
| 4 Mar | 406.75 | 2.1 | -0.2 | 47.47 | 3 | 2 | 4 |
| 18 Feb | 418.20 | 0 | 0 | 18.20 | 0 | 0 | 0 |
| 17 Feb | 415.15 | 0 | 0 | 17.79 | 0 | 0 | 0 |
| 14 Feb | 413.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 320 expiring on 24APR2025
Delta for 320 PE is -0.10
Historical price for 320 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 2.4, which was -1.65 lower than the previous day. The implied volatity was 64.28, the open interest changed by 222 which increased total open position to 1377
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 3.85, which was 3.15 higher than the previous day. The implied volatity was 71.57, the open interest changed by 862 which increased total open position to 1162
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 0.65, which was 0.35 higher than the previous day. The implied volatity was 55.50, the open interest changed by 214 which increased total open position to 299
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 80
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 68
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 64
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 64
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 52
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 0.55, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 51
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 49
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 37
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 1, which was -1.2 lower than the previous day. The implied volatity was 54.64, the open interest changed by 23 which increased total open position to 30
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 61.28, the open interest changed by 0 which decreased total open position to 5
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 2.1, which was -0.2 lower than the previous day. The implied volatity was 47.47, the open interest changed by 2 which increased total open position to 4
On 18 Feb VEDL was trading at 418.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 18.20, the open interest changed by 0 which decreased total open position to 0
On 17 Feb VEDL was trading at 415.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 17.79, the open interest changed by 0 which decreased total open position to 0
On 14 Feb VEDL was trading at 413.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
