VEDL
Vedanta Limited
Historical option data for VEDL
11 Dec 2024 04:12 PM IST
| VEDL 26DEC2024 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Dec | 514.35 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 500.25 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 497.05 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 501.40 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 472.50 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 468.40 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 468.35 | 132.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 460.55 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 453.50 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 451.85 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 445.80 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 448.40 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 443.80 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 445.35 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 442.80 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 443.55 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
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| 19 Nov | 443.55 | 132.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 447.50 | 132.2 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.00
Historical price for 380 CE is as follows
On 11 Dec VEDL was trading at 514.35. The strike last trading price was 132.2, which was 0.00 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 Dec VEDL was trading at 500.25. The strike last trading price was 132.2, which was 0.00 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 9 Dec VEDL was trading at 497.05. The strike last trading price was 132.2, which was 0.00 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 6 Dec VEDL was trading at 501.40. The strike last trading price was 132.2, which was 0.00 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 Dec VEDL was trading at 472.50. The strike last trading price was 132.2, which was 0.00 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 Dec VEDL was trading at 468.40. The strike last trading price was 132.2, which was 0.00 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 Dec VEDL was trading at 468.35. The strike last trading price was 132.2, which was 0.00 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 Dec VEDL was trading at 460.55. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 132.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 132.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VEDL 26DEC2024 380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Dec | 514.35 | 0.15 | -0.10 | - | 483 | -45 | 394 |
| 10 Dec | 500.25 | 0.25 | -0.10 | - | 53 | -16 | 445 |
| 9 Dec | 497.05 | 0.35 | 0.00 | - | 109 | -3 | 462 |
| 6 Dec | 501.40 | 0.35 | 0.00 | - | 239 | -32 | 467 |
| 5 Dec | 472.50 | 0.35 | -0.10 | 45.76 | 81 | 24 | 499 |
| 4 Dec | 468.40 | 0.45 | 0.00 | 44.86 | 50 | -9 | 474 |
| 3 Dec | 468.35 | 0.45 | -0.10 | 43.81 | 77 | 15 | 495 |
| 2 Dec | 460.55 | 0.55 | -0.40 | 41.89 | 286 | 42 | 483 |
| 29 Nov | 453.50 | 0.95 | -0.50 | 41.11 | 599 | 218 | 445 |
| 28 Nov | 451.85 | 1.45 | -0.15 | 43.71 | 318 | 46 | 227 |
| 27 Nov | 445.80 | 1.6 | 0.10 | 41.47 | 294 | 21 | 181 |
| 26 Nov | 448.40 | 1.5 | -0.30 | 40.91 | 56 | 13 | 158 |
| 25 Nov | 443.80 | 1.8 | -0.25 | 40.68 | 152 | 42 | 144 |
| 22 Nov | 445.35 | 2.05 | -0.50 | 40.64 | 104 | 63 | 165 |
| 21 Nov | 442.80 | 2.55 | -0.05 | 41.50 | 111 | 85 | 102 |
| 20 Nov | 443.55 | 2.6 | 0.00 | 40.28 | 15 | 11 | 16 |
| 19 Nov | 443.55 | 2.6 | 0.50 | 40.28 | 15 | 10 | 16 |
| 18 Nov | 447.50 | 2.1 | 39.51 | 10 | 6 | 6 | |
For Vedanta Limited - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -
Historical price for 380 PE is as follows
On 11 Dec VEDL was trading at 514.35. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 394
On 10 Dec VEDL was trading at 500.25. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 445
On 9 Dec VEDL was trading at 497.05. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 462
On 6 Dec VEDL was trading at 501.40. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 467
On 5 Dec VEDL was trading at 472.50. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 45.76, the open interest changed by 24 which increased total open position to 499
On 4 Dec VEDL was trading at 468.40. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 44.86, the open interest changed by -9 which decreased total open position to 474
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 43.81, the open interest changed by 15 which increased total open position to 495
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 0.55, which was -0.40 lower than the previous day. The implied volatity was 41.89, the open interest changed by 42 which increased total open position to 483
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 41.11, the open interest changed by 218 which increased total open position to 445
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 43.71, the open interest changed by 46 which increased total open position to 227
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 41.47, the open interest changed by 21 which increased total open position to 181
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 1.5, which was -0.30 lower than the previous day. The implied volatity was 40.91, the open interest changed by 13 which increased total open position to 158
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 40.68, the open interest changed by 42 which increased total open position to 144
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 2.05, which was -0.50 lower than the previous day. The implied volatity was 40.64, the open interest changed by 63 which increased total open position to 165
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 41.50, the open interest changed by 85 which increased total open position to 102
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 2.6, which was 0.00 lower than the previous day. The implied volatity was 40.28, the open interest changed by 11 which increased total open position to 16
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 2.6, which was 0.50 higher than the previous day. The implied volatity was 40.28, the open interest changed by 10 which increased total open position to 16
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was 39.51, the open interest changed by 6 which increased total open position to 6
