VEDL
Vedanta Limited
Historical option data for VEDL
09 Apr 2025 04:12 PM IST
| VEDL 24APR2025 370 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0.30
Theta: -0.60
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 9 Apr | 370.55 | 17.45 | -2.5 | 55.07 | 3,976 | 251 | 1,328 | |||
| 8 Apr | 376.10 | 19.8 | -1.5 | 49.53 | 3,647 | 409 | 1,076 | |||
| 7 Apr | 374.05 | 22 | -14.75 | 55.83 | 4,378 | 657 | 666 | |||
| 4 Apr | 401.45 | 37.55 | -11.3 | 39.01 | 23 | 9 | 9 | |||
| 3 Apr | 439.50 | 48.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 48.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 48.85 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 48.85 | 0 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 26 Mar | 464.15 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 461.80 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 467.30 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 441.55 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 437.40 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 428.95 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 409.15 | 48.85 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 394.75 | 48.85 | 0 | - | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 370 expiring on 24APR2025
Delta for 370 CE is 0.54
Historical price for 370 CE is as follows
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 17.45, which was -2.5 lower than the previous day. The implied volatity was 55.07, the open interest changed by 251 which increased total open position to 1328
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 19.8, which was -1.5 lower than the previous day. The implied volatity was 49.53, the open interest changed by 409 which increased total open position to 1076
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 22, which was -14.75 lower than the previous day. The implied volatity was 55.83, the open interest changed by 657 which increased total open position to 666
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 37.55, which was -11.3 lower than the previous day. The implied volatity was 39.01, the open interest changed by 9 which increased total open position to 9
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 48.85, 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 48.85, 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 48.85, 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 48.85, 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 27 Mar VEDL was trading at 472.35. The strike last trading price was 48.85, 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 26 Mar VEDL was trading at 464.15. The strike last trading price was 48.85, 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 25 Mar VEDL was trading at 461.80. The strike last trading price was 48.85, 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 21 Mar VEDL was trading at 467.30. The strike last trading price was 48.85, 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 20 Mar VEDL was trading at 470.75. The strike last trading price was 48.85, 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 19 Mar VEDL was trading at 460.55. The strike last trading price was 48.85, 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 18 Mar VEDL was trading at 460.00. The strike last trading price was 48.85, 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 13 Mar VEDL was trading at 442.95. The strike last trading price was 48.85, 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 12 Mar VEDL was trading at 444.95. The strike last trading price was 48.85, 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 11 Mar VEDL was trading at 441.55. The strike last trading price was 48.85, 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 10 Mar VEDL was trading at 437.40. The strike last trading price was 48.85, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 48.85, 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 5 Mar VEDL was trading at 428.95. The strike last trading price was 48.85, 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 4 Mar VEDL was trading at 406.75. The strike last trading price was 48.85, 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 3 Mar VEDL was trading at 409.15. The strike last trading price was 48.85, 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 48.85, 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 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0.30
Theta: -0.50
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 9 Apr | 370.55 | 15.6 | 2 | 55.47 | 4,852 | 157 | 1,746 |
| 8 Apr | 376.10 | 13.35 | -3.4 | 55.01 | 5,914 | 334 | 1,589 |
| 7 Apr | 374.05 | 15.95 | 11.2 | 61.12 | 10,359 | 294 | 1,251 |
| 4 Apr | 401.45 | 4.5 | 3.75 | 45.22 | 4,220 | 893 | 980 |
| 3 Apr | 439.50 | 0.75 | 0.1 | 43.55 | 122 | 2 | 87 |
| 2 Apr | 457.65 | 0.65 | 0 | 48.22 | 38 | -10 | 84 |
| 1 Apr | 457.40 | 0.65 | 0.05 | 47.52 | 93 | 19 | 96 |
| 28 Mar | 463.40 | 0.6 | -0.15 | 45.39 | 19 | -11 | 77 |
| 27 Mar | 472.35 | 0.7 | -0.1 | 48.57 | 44 | 33 | 84 |
| 26 Mar | 464.15 | 0.8 | -0.3 | 46.73 | 45 | 16 | 49 |
| 25 Mar | 461.80 | 1.1 | 0 | 47.74 | 20 | 11 | 32 |
| 21 Mar | 467.30 | 1.1 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Mar | 470.75 | 1.1 | 0 | 0.00 | 0 | 1 | 0 |
| 19 Mar | 460.55 | 1.1 | -2.85 | 43.37 | 10 | 1 | 21 |
| 18 Mar | 460.00 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 442.95 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 444.95 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 11 Mar | 441.55 | 3.95 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 437.40 | 3.95 | 0 | 44.50 | 1 | 20 | 20 |
| 7 Mar | 445.45 | 4.2 | 0.25 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 428.95 | 4.2 | -3.3 | 39.92 | 10 | 2 | 20 |
| 4 Mar | 406.75 | 7.5 | 0.55 | 39.75 | 1 | 0 | 17 |
| 3 Mar | 409.15 | 7.3 | -2.95 | 39.65 | 38 | 17 | 17 |
| 28 Feb | 394.75 | 10.25 | 0 | 6.02 | 0 | 0 | 0 |
For Vedanta Limited - strike price 370 expiring on 24APR2025
Delta for 370 PE is -0.46
Historical price for 370 PE is as follows
On 9 Apr VEDL was trading at 370.55. The strike last trading price was 15.6, which was 2 higher than the previous day. The implied volatity was 55.47, the open interest changed by 157 which increased total open position to 1746
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 13.35, which was -3.4 lower than the previous day. The implied volatity was 55.01, the open interest changed by 334 which increased total open position to 1589
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 15.95, which was 11.2 higher than the previous day. The implied volatity was 61.12, the open interest changed by 294 which increased total open position to 1251
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 4.5, which was 3.75 higher than the previous day. The implied volatity was 45.22, the open interest changed by 893 which increased total open position to 980
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 43.55, the open interest changed by 2 which increased total open position to 87
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 48.22, the open interest changed by -10 which decreased total open position to 84
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 47.52, the open interest changed by 19 which increased total open position to 96
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 45.39, the open interest changed by -11 which decreased total open position to 77
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 48.57, the open interest changed by 33 which increased total open position to 84
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 0.8, which was -0.3 lower than the previous day. The implied volatity was 46.73, the open interest changed by 16 which increased total open position to 49
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 47.74, the open interest changed by 11 which increased total open position to 32
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 1.1, 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 1.1, 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 19 Mar VEDL was trading at 460.55. The strike last trading price was 1.1, which was -2.85 lower than the previous day. The implied volatity was 43.37, the open interest changed by 1 which increased total open position to 21
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 3.95, 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 3.95, 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 3.95, 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 3.95, 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 Mar VEDL was trading at 437.40. The strike last trading price was 3.95, which was 0 lower than the previous day. The implied volatity was 44.50, the open interest changed by 20 which increased total open position to 20
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 4.2, which was 0.25 higher 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 4.2, which was -3.3 lower than the previous day. The implied volatity was 39.92, the open interest changed by 2 which increased total open position to 20
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 7.5, which was 0.55 higher than the previous day. The implied volatity was 39.75, the open interest changed by 0 which decreased total open position to 17
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 7.3, which was -2.95 lower than the previous day. The implied volatity was 39.65, the open interest changed by 17 which increased total open position to 17
On 28 Feb VEDL was trading at 394.75. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
