VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.24
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 33.65 | -0.5 | 52.38 | 262 | 60 | 131 | |||
| 7 Apr | 374.05 | 35.1 | -79.9 | 57.84 | 175 | 69 | 69 | |||
| 4 Apr | 401.45 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 3 Apr | 439.50 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 115 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 464.15 | 115 | 0 | 0.00 | 0 | -1 | 0 | |||
| 25 Mar | 461.80 | 115 | 53 | 51.92 | 2 | 0 | 1 | |||
| 21 Mar | 467.30 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 441.55 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 62 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 428.95 | 62 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 406.75 | 62 | -1.85 | 23.50 | 1 | 0 | 0 | |||
| 3 Mar | 409.15 | 63.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 394.75 | 63.85 | 0 | - | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 350 expiring on 24APR2025
Delta for 350 CE is 0.78
Historical price for 350 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 33.65, which was -0.5 lower than the previous day. The implied volatity was 52.38, the open interest changed by 60 which increased total open position to 131
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 35.1, which was -79.9 lower than the previous day. The implied volatity was 57.84, the open interest changed by 69 which increased total open position to 69
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 115, 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 115, 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 115, 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 115, 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 115, 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 27 Mar VEDL was trading at 472.35. The strike last trading price was 115, 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 26 Mar VEDL was trading at 464.15. The strike last trading price was 115, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 115, which was 53 higher than the previous day. The implied volatity was 51.92, the open interest changed by 0 which decreased total open position to 1
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 62, 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 62, 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 62, 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 62, 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 62, 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 62, 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 Mar VEDL was trading at 441.55. The strike last trading price was 62, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 62, 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 5 Mar VEDL was trading at 428.95. The strike last trading price was 62, 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 62, which was -1.85 lower than the previous day. The implied volatity was 23.50, the open interest changed by 0 which decreased total open position to 0
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 63.85, 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 28 Feb VEDL was trading at 394.75. The strike last trading price was 63.85, 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
| VEDL 24APR2025 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.25
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 6.8 | -2.8 | 57.29 | 4,210 | 370 | 1,049 |
| 7 Apr | 374.05 | 9 | 6.85 | 63.66 | 5,744 | 156 | 679 |
| 4 Apr | 401.45 | 2.1 | 1.65 | 49.02 | 1,544 | 495 | 516 |
| 3 Apr | 439.50 | 0.45 | 0.05 | 49.98 | 11 | 0 | 18 |
| 2 Apr | 457.65 | 0.4 | -0.1 | 54.18 | 1 | 0 | 17 |
| 1 Apr | 457.40 | 0.5 | 0 | 55.72 | 2 | -1 | 18 |
| 28 Mar | 463.40 | 0.5 | 0.15 | - | 5 | 0 | 19 |
| 27 Mar | 472.35 | 0.35 | -0.05 | 52.09 | 6 | 2 | 20 |
| 26 Mar | 464.15 | 0.4 | -0.35 | 49.96 | 13 | -2 | 16 |
| 25 Mar | 461.80 | 0.75 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Mar | 467.30 | 0.75 | 0 | 0.00 | 0 | -4 | 0 |
| 20 Mar | 470.75 | 0.75 | -0.2 | 52.28 | 4 | -3 | 19 |
| 19 Mar | 460.55 | 0.95 | -3.6 | 50.72 | 3 | -2 | 21 |
| 18 Mar | 460.00 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 442.95 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 444.95 | 4.55 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 441.55 | 4.55 | 2.1 | 59.49 | 2 | 0 | 23 |
| 7 Mar | 445.45 | 2.45 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 428.95 | 2.45 | -1.75 | 42.73 | 8 | 6 | 23 |
| 4 Mar | 406.75 | 4.2 | -0.15 | 41.59 | 4 | 2 | 16 |
| 3 Mar | 409.15 | 4.35 | -1 | 42.30 | 19 | 1 | 12 |
| 28 Feb | 394.75 | 5.35 | -0.1 | 38.14 | 11 | 8 | 8 |
For Vedanta Limited - strike price 350 expiring on 24APR2025
Delta for 350 PE is -0.24
Historical price for 350 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 6.8, which was -2.8 lower than the previous day. The implied volatity was 57.29, the open interest changed by 370 which increased total open position to 1049
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 9, which was 6.85 higher than the previous day. The implied volatity was 63.66, the open interest changed by 156 which increased total open position to 679
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 2.1, which was 1.65 higher than the previous day. The implied volatity was 49.02, the open interest changed by 495 which increased total open position to 516
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 49.98, the open interest changed by 0 which decreased total open position to 18
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.4, which was -0.1 lower than the previous day. The implied volatity was 54.18, the open interest changed by 0 which decreased total open position to 17
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 55.72, the open interest changed by -1 which decreased total open position to 18
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 52.09, the open interest changed by 2 which increased total open position to 20
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 0.4, which was -0.35 lower than the previous day. The implied volatity was 49.96, the open interest changed by -2 which decreased total open position to 16
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 0.75, 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 0.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 52.28, the open interest changed by -3 which decreased total open position to 19
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 0.95, which was -3.6 lower than the previous day. The implied volatity was 50.72, the open interest changed by -2 which decreased total open position to 21
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 4.55, 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 4.55, 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 4.55, 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 Mar VEDL was trading at 441.55. The strike last trading price was 4.55, which was 2.1 higher than the previous day. The implied volatity was 59.49, the open interest changed by 0 which decreased total open position to 23
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 2.45, 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 5 Mar VEDL was trading at 428.95. The strike last trading price was 2.45, which was -1.75 lower than the previous day. The implied volatity was 42.73, the open interest changed by 6 which increased total open position to 23
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 4.2, which was -0.15 lower than the previous day. The implied volatity was 41.59, the open interest changed by 2 which increased total open position to 16
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 4.35, which was -1 lower than the previous day. The implied volatity was 42.30, the open interest changed by 1 which increased total open position to 12
On 28 Feb VEDL was trading at 394.75. The strike last trading price was 5.35, which was -0.1 lower than the previous day. The implied volatity was 38.14, the open interest changed by 8 which increased total open position to 8
