VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.27
Theta: -0.49
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 25.9 | -1.2 | 49.50 | 574 | 11 | 238 | |||
| 7 Apr | 374.05 | 27.95 | -56.65 | 56.13 | 894 | 226 | 226 | |||
| 4 Apr | 401.45 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 439.50 | 84.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 84.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 84.6 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 464.15 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 461.80 | 84.6 | 0 | - | 0 | 0 | 0 | |||
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| 21 Mar | 467.30 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 441.55 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 428.95 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 409.15 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 394.75 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 433.50 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 423.50 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 418.20 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 415.15 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 413.35 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 424.55 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 421.90 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 421.45 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 435.80 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 443.75 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 444.45 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 437.70 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 421.70 | 84.6 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 439.90 | 0 | 0 | - | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 360 expiring on 24APR2025
Delta for 360 CE is 0.70
Historical price for 360 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 25.9, which was -1.2 lower than the previous day. The implied volatity was 49.50, the open interest changed by 11 which increased total open position to 238
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 27.95, which was -56.65 lower than the previous day. The implied volatity was 56.13, the open interest changed by 226 which increased total open position to 226
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 84.6, 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 3 Apr VEDL was trading at 439.50. The strike last trading price was 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 84.6, 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 5 Mar VEDL was trading at 428.95. The strike last trading price was 84.6, 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 84.6, 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 3 Mar VEDL was trading at 409.15. The strike last trading price was 84.6, 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 84.6, 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 84.6, 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 Feb VEDL was trading at 423.50. The strike last trading price was 84.6, 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 84.6, 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 84.6, 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 84.6, 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 Feb VEDL was trading at 424.55. The strike last trading price was 84.6, 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 Feb VEDL was trading at 421.90. The strike last trading price was 84.6, 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 Feb VEDL was trading at 421.45. The strike last trading price was 84.6, 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 10 Feb VEDL was trading at 435.80. The strike last trading price was 84.6, 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 6 Feb VEDL was trading at 443.75. The strike last trading price was 84.6, 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 5 Feb VEDL was trading at 444.45. The strike last trading price was 84.6, 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 Feb VEDL was trading at 437.70. The strike last trading price was 84.6, 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 3 Feb VEDL was trading at 421.70. The strike last trading price was 84.6, 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 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 -, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 0.28
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 9.6 | -3.2 | 55.90 | 5,148 | 321 | 1,349 |
| 7 Apr | 374.05 | 12 | 8.8 | 62.00 | 7,477 | 430 | 1,030 |
| 4 Apr | 401.45 | 3.1 | 2.55 | 47.14 | 2,123 | 601 | 609 |
| 3 Apr | 439.50 | 0.55 | 0.1 | 46.35 | 7 | 0 | 8 |
| 2 Apr | 457.65 | 0.45 | -0.05 | 50.22 | 2 | 1 | 7 |
| 1 Apr | 457.40 | 0.5 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 463.40 | 0.5 | -0.2 | 48.49 | 1 | 0 | 5 |
| 27 Mar | 472.35 | 0.7 | 0.05 | 53.60 | 10 | 2 | 5 |
| 26 Mar | 464.15 | 0.65 | -5.5 | 49.36 | 3 | 2 | 2 |
| 25 Mar | 461.80 | 6.15 | 0 | 23.66 | 0 | 0 | 0 |
| 21 Mar | 467.30 | 6.15 | 0 | 23.27 | 0 | 0 | 0 |
| 20 Mar | 470.75 | 6.15 | 0 | 23.78 | 0 | 0 | 0 |
| 19 Mar | 460.55 | 6.15 | 0 | 21.36 | 0 | 0 | 0 |
| 18 Mar | 460.00 | 6.15 | 0 | 21.21 | 0 | 0 | 0 |
| 13 Mar | 442.95 | 6.15 | 0 | 17.97 | 0 | 0 | 0 |
| 12 Mar | 444.95 | 6.15 | 0 | 17.20 | 0 | 0 | 0 |
| 11 Mar | 441.55 | 6.15 | 0 | 17.37 | 0 | 0 | 0 |
| 7 Mar | 445.45 | 6.15 | 0 | 17.25 | 0 | 0 | 0 |
| 5 Mar | 428.95 | 6.15 | 0 | 13.91 | 0 | 0 | 0 |
| 4 Mar | 406.75 | 6.15 | 0 | 10.21 | 0 | 0 | 0 |
| 3 Mar | 409.15 | 6.15 | 0 | 10.36 | 0 | 0 | 0 |
| 28 Feb | 394.75 | 6.15 | 0 | 7.89 | 0 | 0 | 0 |
| 20 Feb | 433.50 | 6.15 | 0 | 13.73 | 0 | 0 | 0 |
| 19 Feb | 423.50 | 6.15 | 0 | 11.62 | 0 | 0 | 0 |
| 18 Feb | 418.20 | 6.15 | 0 | 10.59 | 0 | 0 | 0 |
| 17 Feb | 415.15 | 6.15 | 0 | 10.33 | 0 | 0 | 0 |
| 14 Feb | 413.35 | 6.15 | 0 | 9.87 | 0 | 0 | 0 |
| 13 Feb | 424.55 | 6.15 | 0 | 11.28 | 0 | 0 | 0 |
| 12 Feb | 421.90 | 6.15 | 0 | 10.60 | 0 | 0 | 0 |
| 11 Feb | 421.45 | 6.15 | 0 | 10.82 | 0 | 0 | 0 |
| 10 Feb | 435.80 | 6.15 | 0 | 12.41 | 0 | 0 | 0 |
| 6 Feb | 443.75 | 6.15 | 0 | 13.97 | 0 | 0 | 0 |
| 5 Feb | 444.45 | 6.15 | 0 | 13.80 | 0 | 0 | 0 |
| 4 Feb | 437.70 | 6.15 | 0 | 12.37 | 0 | 0 | 0 |
| 3 Feb | 421.70 | 6.15 | 0 | 9.49 | 0 | 0 | 0 |
| 1 Feb | 439.90 | 6.15 | 0 | 12.63 | 0 | 0 | 0 |
For Vedanta Limited - strike price 360 expiring on 24APR2025
Delta for 360 PE is -0.32
Historical price for 360 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 9.6, which was -3.2 lower than the previous day. The implied volatity was 55.90, the open interest changed by 321 which increased total open position to 1349
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 12, which was 8.8 higher than the previous day. The implied volatity was 62.00, the open interest changed by 430 which increased total open position to 1030
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 3.1, which was 2.55 higher than the previous day. The implied volatity was 47.14, the open interest changed by 601 which increased total open position to 609
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.55, which was 0.1 higher than the previous day. The implied volatity was 46.35, the open interest changed by 0 which decreased total open position to 8
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 50.22, the open interest changed by 1 which increased total open position to 7
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 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 0.5, which was -0.2 lower than the previous day. The implied volatity was 48.49, the open interest changed by 0 which decreased total open position to 5
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 53.60, the open interest changed by 2 which increased total open position to 5
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 0.65, which was -5.5 lower than the previous day. The implied volatity was 49.36, the open interest changed by 2 which increased total open position to 2
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 23.66, 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 6.15, which was 0 lower than the previous day. The implied volatity was 23.27, 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 6.15, which was 0 lower than the previous day. The implied volatity was 23.78, 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 6.15, which was 0 lower than the previous day. The implied volatity was 21.36, 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 6.15, which was 0 lower than the previous day. The implied volatity was 21.21, 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 6.15, which was 0 lower than the previous day. The implied volatity was 17.97, 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 6.15, which was 0 lower than the previous day. The implied volatity was 17.20, 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 6.15, which was 0 lower than the previous day. The implied volatity was 17.37, 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 6.15, which was 0 lower than the previous day. The implied volatity was 17.25, 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 6.15, which was 0 lower than the previous day. The implied volatity was 13.91, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.21, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.36, 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 6.15, which was 0 lower than the previous day. The implied volatity was 7.89, 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 6.15, which was 0 lower than the previous day. The implied volatity was 13.73, 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 6.15, which was 0 lower than the previous day. The implied volatity was 11.62, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.59, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.33, 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 6.15, which was 0 lower than the previous day. The implied volatity was 9.87, 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 6.15, which was 0 lower than the previous day. The implied volatity was 11.28, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.60, 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 6.15, which was 0 lower than the previous day. The implied volatity was 10.82, 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 6.15, which was 0 lower than the previous day. The implied volatity was 12.41, the open interest changed by 0 which decreased total open position to 0
On 6 Feb VEDL was trading at 443.75. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 13.97, the open interest changed by 0 which decreased total open position to 0
On 5 Feb VEDL was trading at 444.45. The strike last trading price was 6.15, which was 0 lower than the previous day. The implied volatity was 13.80, 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 6.15, which was 0 lower than the previous day. The implied volatity was 12.37, 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 6.15, which was 0 lower than the previous day. The implied volatity was 9.49, 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 6.15, which was 0 lower than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 0
