VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
VEDL 24APR2025 380 CE | ||||||||||
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Delta: 0.50
Vega: 0.31
Theta: -0.53
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
8 Apr | 376.10 | 14.7 | -1.65 | 49.51 | 6,331 | 540 | 1,440 | |||
7 Apr | 374.05 | 16.85 | -12.75 | 55.30 | 6,450 | 849 | 910 | |||
4 Apr | 401.45 | 30.15 | -39.05 | 40.40 | 128 | 60 | 60 | |||
3 Apr | 439.50 | 69.2 | 0 | 0.00 | 0 | 0 | 0 | |||
2 Apr | 457.65 | 69.2 | 0 | 0.00 | 0 | 0 | 0 | |||
1 Apr | 457.40 | 69.2 | 0 | 0.00 | 0 | 0 | 0 | |||
28 Mar | 463.40 | 69.2 | 0 | - | 0 | 0 | 0 | |||
27 Mar | 472.35 | 69.2 | 0 | - | 0 | 0 | 0 | |||
26 Mar | 464.15 | 69.2 | 0 | - | 0 | 0 | 0 | |||
25 Mar | 461.80 | 69.2 | 0 | - | 0 | 0 | 0 | |||
24 Mar | 472.25 | 69.2 | 0 | - | 0 | 0 | 0 | |||
21 Mar | 467.30 | 69.2 | 0 | - | 0 | 0 | 0 | |||
20 Mar | 470.75 | 69.2 | 0 | - | 0 | 0 | 0 | |||
19 Mar | 460.55 | 69.2 | 0 | - | 0 | 0 | 0 | |||
18 Mar | 460.00 | 69.2 | 0 | - | 0 | 0 | 0 | |||
17 Mar | 446.95 | 69.2 | 0 | - | 0 | 0 | 0 | |||
13 Mar | 442.95 | 69.2 | 0 | - | 0 | 0 | 0 | |||
12 Mar | 444.95 | 69.2 | 0 | - | 0 | 0 | 0 | |||
11 Mar | 441.55 | 69.2 | 0 | - | 0 | 0 | 0 | |||
10 Mar | 437.40 | 69.2 | 0 | - | 0 | 0 | 0 | |||
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7 Mar | 445.45 | 69.2 | 0 | - | 0 | 0 | 0 | |||
6 Mar | 442.95 | 69.2 | 0 | - | 0 | 0 | 0 | |||
5 Mar | 428.95 | 69.2 | 0 | - | 0 | 0 | 0 | |||
4 Mar | 406.75 | 69.2 | 0 | - | 0 | 0 | 0 | |||
3 Mar | 409.15 | 69.2 | 0 | - | 0 | 0 | 0 | |||
28 Feb | 394.75 | 69.2 | 0 | - | 0 | 0 | 0 | |||
20 Feb | 433.50 | 0 | 0 | - | 0 | 0 | 0 | |||
19 Feb | 423.50 | 0 | 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 | 0 | 0 | |||
13 Feb | 424.55 | 0 | 0 | - | 0 | 0 | 0 | |||
12 Feb | 421.90 | 0 | 0 | - | 0 | 0 | 0 | |||
11 Feb | 421.45 | 0 | 0 | - | 0 | 0 | 0 | |||
10 Feb | 435.80 | 0 | 0 | - | 0 | 0 | 0 | |||
6 Feb | 443.75 | 0 | 0 | - | 0 | 0 | 0 | |||
5 Feb | 444.45 | 0 | 0 | - | 0 | 0 | 0 | |||
4 Feb | 437.70 | 0 | 0 | - | 0 | 0 | 0 | |||
3 Feb | 421.70 | 0 | 0 | - | 0 | 0 | 0 | |||
1 Feb | 439.90 | 0 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 380 expiring on 24APR2025
Delta for 380 CE is 0.50
Historical price for 380 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 14.7, which was -1.65 lower than the previous day. The implied volatity was 49.51, the open interest changed by 540 which increased total open position to 1440
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 16.85, which was -12.75 lower than the previous day. The implied volatity was 55.30, the open interest changed by 849 which increased total open position to 910
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 30.15, which was -39.05 lower than the previous day. The implied volatity was 40.40, the open interest changed by 60 which increased total open position to 60
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 24 Mar VEDL was trading at 472.25. The strike last trading price was 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 Mar VEDL was trading at 446.95. The strike last trading price was 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 Mar VEDL was trading at 442.95. The strike last trading price was 69.2, 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 69.2, 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 69.2, 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 69.2, 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 69.2, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 -, 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 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 5 Feb VEDL was trading at 444.45. 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 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 -, 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 -, 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 380 PE | |||||||
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Delta: -0.49
Vega: 0.31
Theta: -0.48
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
8 Apr | 376.10 | 18.1 | -3.6 | 54.48 | 2,195 | 137 | 1,227 |
7 Apr | 374.05 | 20.9 | 13.9 | 60.91 | 6,342 | -152 | 1,091 |
4 Apr | 401.45 | 6.75 | 5.65 | 44.35 | 5,348 | 1,098 | 1,269 |
3 Apr | 439.50 | 1.05 | 0.2 | 40.92 | 235 | 62 | 174 |
2 Apr | 457.65 | 0.9 | 0 | 45.93 | 55 | 13 | 115 |
1 Apr | 457.40 | 0.85 | -0.1 | 44.80 | 74 | -15 | 106 |
28 Mar | 463.40 | 0.95 | 0.05 | 44.57 | 122 | -9 | 121 |
27 Mar | 472.35 | 0.85 | -0.1 | 45.73 | 54 | 42 | 128 |
26 Mar | 464.15 | 0.9 | -0.4 | 43.21 | 16 | 1 | 84 |
25 Mar | 461.80 | 1.3 | 0.25 | 44.65 | 9 | 6 | 84 |
24 Mar | 472.25 | 1 | -0.3 | 45.30 | 11 | 1 | 82 |
21 Mar | 467.30 | 1.3 | 0.05 | 44.66 | 30 | 7 | 61 |
20 Mar | 470.75 | 1.25 | -0.25 | 44.45 | 16 | 8 | 53 |
19 Mar | 460.55 | 1.5 | -0.05 | 41.95 | 17 | 10 | 45 |
18 Mar | 460.00 | 1.55 | -1 | 41.69 | 17 | 9 | 34 |
17 Mar | 446.95 | 3 | 0.3 | 43.45 | 9 | 3 | 24 |
13 Mar | 442.95 | 2.7 | -0.8 | 38.44 | 1 | 0 | 22 |
12 Mar | 444.95 | 3.5 | -0.3 | 42.51 | 2 | 1 | 23 |
11 Mar | 441.55 | 3.8 | 0 | 0.00 | 0 | 2 | 0 |
10 Mar | 437.40 | 3.8 | 0.05 | 39.04 | 9 | 3 | 22 |
7 Mar | 445.45 | 3.75 | -0.35 | 41.04 | 4 | 3 | 19 |
6 Mar | 442.95 | 4.1 | -4.25 | 40.55 | 13 | 12 | 15 |
5 Mar | 428.95 | 8.35 | -1.15 | 45.60 | 2 | 0 | 1 |
4 Mar | 406.75 | 9.5 | -0.95 | 38.21 | 1 | 0 | 0 |
3 Mar | 409.15 | 10.45 | 0 | 6.83 | 0 | 0 | 0 |
28 Feb | 394.75 | 10.45 | 0 | 4.11 | 0 | 0 | 0 |
20 Feb | 433.50 | 10.45 | 0 | 10.11 | 0 | 0 | 0 |
19 Feb | 423.50 | 10.45 | 0 | 8.64 | 0 | 0 | 0 |
18 Feb | 418.20 | 10.45 | 0 | 7.48 | 0 | 0 | 0 |
17 Feb | 415.15 | 10.45 | 0 | 7.22 | 0 | 0 | 0 |
14 Feb | 413.35 | 10.45 | 0 | 6.77 | 0 | 0 | 0 |
13 Feb | 424.55 | 10.45 | 0 | 8.39 | 0 | 0 | 0 |
12 Feb | 421.90 | 10.45 | 0 | 8.09 | 0 | 0 | 0 |
11 Feb | 421.45 | 10.45 | 0 | 7.91 | 0 | 0 | 0 |
10 Feb | 435.80 | 10.45 | 0 | 9.71 | 0 | 0 | 0 |
6 Feb | 443.75 | 10.45 | 0 | 10.59 | 0 | 0 | 0 |
5 Feb | 444.45 | 10.45 | 0 | 10.42 | 0 | 0 | 0 |
4 Feb | 437.70 | 10.45 | 0 | 9.81 | 0 | 0 | 0 |
3 Feb | 421.70 | 10.45 | 0 | 6.50 | 0 | 0 | 0 |
1 Feb | 439.90 | 10.45 | 0 | 10.15 | 0 | 0 | 0 |
For Vedanta Limited - strike price 380 expiring on 24APR2025
Delta for 380 PE is -0.49
Historical price for 380 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 18.1, which was -3.6 lower than the previous day. The implied volatity was 54.48, the open interest changed by 137 which increased total open position to 1227
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 20.9, which was 13.9 higher than the previous day. The implied volatity was 60.91, the open interest changed by -152 which decreased total open position to 1091
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 6.75, which was 5.65 higher than the previous day. The implied volatity was 44.35, the open interest changed by 1098 which increased total open position to 1269
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 40.92, the open interest changed by 62 which increased total open position to 174
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 45.93, the open interest changed by 13 which increased total open position to 115
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 44.80, the open interest changed by -15 which decreased total open position to 106
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 44.57, the open interest changed by -9 which decreased total open position to 121
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 45.73, the open interest changed by 42 which increased total open position to 128
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 0.9, which was -0.4 lower than the previous day. The implied volatity was 43.21, the open interest changed by 1 which increased total open position to 84
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 44.65, the open interest changed by 6 which increased total open position to 84
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 45.30, the open interest changed by 1 which increased total open position to 82
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 44.66, the open interest changed by 7 which increased total open position to 61
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 44.45, the open interest changed by 8 which increased total open position to 53
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 41.95, the open interest changed by 10 which increased total open position to 45
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 1.55, which was -1 lower than the previous day. The implied volatity was 41.69, the open interest changed by 9 which increased total open position to 34
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 3, which was 0.3 higher than the previous day. The implied volatity was 43.45, the open interest changed by 3 which increased total open position to 24
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 2.7, which was -0.8 lower than the previous day. The implied volatity was 38.44, the open interest changed by 0 which decreased total open position to 22
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 3.5, which was -0.3 lower than the previous day. The implied volatity was 42.51, the open interest changed by 1 which increased total open position to 23
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 3.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 39.04, the open interest changed by 3 which increased total open position to 22
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 41.04, the open interest changed by 3 which increased total open position to 19
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 4.1, which was -4.25 lower than the previous day. The implied volatity was 40.55, the open interest changed by 12 which increased total open position to 15
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 8.35, which was -1.15 lower than the previous day. The implied volatity was 45.60, the open interest changed by 0 which decreased total open position to 1
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 9.5, which was -0.95 lower than the previous day. The implied volatity was 38.21, 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 10.45, which was 0 lower than the previous day. The implied volatity was 6.83, 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 10.45, which was 0 lower than the previous day. The implied volatity was 4.11, 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 10.45, which was 0 lower than the previous day. The implied volatity was 10.11, 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 10.45, which was 0 lower than the previous day. The implied volatity was 8.64, 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 10.45, which was 0 lower than the previous day. The implied volatity was 7.48, 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 10.45, which was 0 lower than the previous day. The implied volatity was 7.22, 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 10.45, which was 0 lower than the previous day. The implied volatity was 6.77, 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 10.45, which was 0 lower than the previous day. The implied volatity was 8.39, 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 10.45, which was 0 lower than the previous day. The implied volatity was 8.09, 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 10.45, which was 0 lower than the previous day. The implied volatity was 7.91, 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 10.45, which was 0 lower than the previous day. The implied volatity was 9.71, 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 10.45, 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 5 Feb VEDL was trading at 444.45. The strike last trading price was 10.45, which was 0 lower than the previous day. The implied volatity was 10.42, 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 10.45, which was 0 lower than the previous day. The implied volatity was 9.81, 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 10.45, which was 0 lower than the previous day. The implied volatity was 6.50, 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 10.45, which was 0 lower than the previous day. The implied volatity was 10.15, the open interest changed by 0 which decreased total open position to 0