VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 340 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.18
Theta: -0.36
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 41.05 | -1.35 | 50.25 | 135 | 59 | 302 | |||
| 7 Apr | 374.05 | 42.85 | -58.6 | 59.33 | 587 | 217 | 217 | |||
| 4 Apr | 401.45 | 101.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Apr | 439.50 | 101.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 101.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 101.45 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 464.15 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 461.80 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 467.30 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 441.55 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 101.45 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 433.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Feb | 423.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Feb | 418.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Feb | 415.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 14 Feb | 413.35 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Feb | 424.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 421.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 421.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 435.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 4 Feb | 437.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Feb | 421.70 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Feb | 439.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 340 expiring on 24APR2025
Delta for 340 CE is 0.86
Historical price for 340 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 41.05, which was -1.35 lower than the previous day. The implied volatity was 50.25, the open interest changed by 59 which increased total open position to 302
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 42.85, which was -58.6 lower than the previous day. The implied volatity was 59.33, the open interest changed by 217 which increased total open position to 217
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 26 Mar VEDL was trading at 464.15. The strike last trading price was 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 101.45, 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 11 Mar VEDL was trading at 441.55. The strike last trading price was 101.45, 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 101.45, 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 101.45, 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 Feb VEDL was trading at 433.50. 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
On 19 Feb VEDL was trading at 423.50. 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
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 0.00, 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 0.00, 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
On 13 Feb VEDL was trading at 424.55. 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
On 12 Feb VEDL was trading at 421.90. 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
On 11 Feb VEDL was trading at 421.45. 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
On 10 Feb VEDL was trading at 435.80. 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
On 4 Feb VEDL was trading at 437.70. 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
On 3 Feb VEDL was trading at 421.70. 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
On 1 Feb VEDL was trading at 439.90. 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 340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.21
Theta: -0.36
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 4.75 | -2.5 | 59.00 | 2,691 | 230 | 979 |
| 7 Apr | 374.05 | 6.75 | 5.25 | 65.88 | 3,571 | 458 | 751 |
| 4 Apr | 401.45 | 1.4 | 1 | 50.89 | 1,148 | 297 | 313 |
| 3 Apr | 439.50 | 0.4 | 0.1 | 54.30 | 4 | -1 | 16 |
| 2 Apr | 457.65 | 0.3 | -0.05 | - | 9 | 1 | 17 |
| 1 Apr | 457.40 | 0.35 | 0 | - | 2 | 1 | 16 |
| 28 Mar | 463.40 | 0.35 | -0.1 | - | 16 | 8 | 15 |
| 27 Mar | 472.35 | 0.45 | 0.05 | - | 2 | 0 | 6 |
| 26 Mar | 464.15 | 0.4 | -2.1 | - | 5 | 3 | 5 |
| 25 Mar | 461.80 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 467.30 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 470.75 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Mar | 460.55 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 460.00 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 442.95 | 2.5 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 444.95 | 2.5 | 0 | 0.00 | 0 | 1 | 0 |
| 11 Mar | 441.55 | 2.5 | 0 | 55.10 | 1 | 0 | 1 |
| 7 Mar | 445.45 | 2.5 | 0 | 0.00 | 0 | 1 | 0 |
| 4 Mar | 406.75 | 3.3 | 0 | 14.34 | 0 | 0 | 0 |
| 20 Feb | 433.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 423.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 418.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Feb | 415.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 413.35 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Feb | 424.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Feb | 421.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Feb | 421.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Feb | 435.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Feb | 437.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Feb | 421.70 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Feb | 439.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Vedanta Limited - strike price 340 expiring on 24APR2025
Delta for 340 PE is -0.18
Historical price for 340 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 4.75, which was -2.5 lower than the previous day. The implied volatity was 59.00, the open interest changed by 230 which increased total open position to 979
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 6.75, which was 5.25 higher than the previous day. The implied volatity was 65.88, the open interest changed by 458 which increased total open position to 751
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 1.4, which was 1 higher than the previous day. The implied volatity was 50.89, the open interest changed by 297 which increased total open position to 313
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 54.30, the open interest changed by -1 which decreased total open position to 16
On 2 Apr VEDL was trading at 457.65. 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 1 which increased total open position to 17
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 15
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 0.4, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 2.5, 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 21 Mar VEDL was trading at 467.30. The strike last trading price was 2.5, 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 20 Mar VEDL was trading at 470.75. The strike last trading price was 2.5, 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 19 Mar VEDL was trading at 460.55. The strike last trading price was 2.5, 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 18 Mar VEDL was trading at 460.00. The strike last trading price was 2.5, 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 13 Mar VEDL was trading at 442.95. The strike last trading price was 2.5, 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 12 Mar VEDL was trading at 444.95. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 55.10, the open interest changed by 0 which decreased total open position to 1
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 14.34, the open interest changed by 0 which decreased total open position to 0
On 20 Feb VEDL was trading at 433.50. 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
On 19 Feb VEDL was trading at 423.50. 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
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 0.00, 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 0.00, 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
On 13 Feb VEDL was trading at 424.55. 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
On 12 Feb VEDL was trading at 421.90. 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
On 11 Feb VEDL was trading at 421.45. 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
On 10 Feb VEDL was trading at 435.80. 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
On 4 Feb VEDL was trading at 437.70. 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
On 3 Feb VEDL was trading at 421.70. 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
On 1 Feb VEDL was trading at 439.90. 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
