VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.40
Vega: 0.31
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 10.7 | -1.45 | 49.83 | 4,761 | 371 | 1,069 | |||
| 7 Apr | 374.05 | 12.65 | -10.1 | 55.04 | 4,910 | 659 | 695 | |||
| 4 Apr | 401.45 | 23.15 | -12.9 | 39.82 | 132 | 34 | 34 | |||
| 3 Apr | 439.50 | 36.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 457.65 | 36.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 457.40 | 36.05 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 463.40 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 472.35 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 464.15 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 461.80 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 472.25 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 467.30 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 470.75 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 460.55 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 460.00 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 446.95 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 442.95 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 36.05 | 0 | - | 0 | 0 | 0 | |||
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| 11 Mar | 441.55 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 437.40 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 442.95 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 428.95 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 406.75 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 409.15 | 36.05 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 394.75 | 36.05 | 0 | - | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 390 expiring on 24APR2025
Delta for 390 CE is 0.40
Historical price for 390 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 10.7, which was -1.45 lower than the previous day. The implied volatity was 49.83, the open interest changed by 371 which increased total open position to 1069
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 12.65, which was -10.1 lower than the previous day. The implied volatity was 55.04, the open interest changed by 659 which increased total open position to 695
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 23.15, which was -12.9 lower than the previous day. The implied volatity was 39.82, the open interest changed by 34 which increased total open position to 34
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 36.05, 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 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0.31
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 23.8 | -3.85 | 54.09 | 726 | 90 | 565 |
| 7 Apr | 374.05 | 26.45 | 16.4 | 60.12 | 2,409 | -47 | 472 |
| 4 Apr | 401.45 | 9.85 | 8.25 | 43.71 | 4,205 | 347 | 517 |
| 3 Apr | 439.50 | 1.6 | 0.5 | 39.05 | 476 | 62 | 170 |
| 2 Apr | 457.65 | 1.1 | -0.05 | 42.46 | 99 | 10 | 108 |
| 1 Apr | 457.40 | 1.1 | -0.1 | 41.93 | 152 | 20 | 100 |
| 28 Mar | 463.40 | 1.25 | 0.15 | 42.23 | 120 | 20 | 80 |
| 27 Mar | 472.35 | 1.1 | -0.25 | 43.40 | 25 | -4 | 52 |
| 26 Mar | 464.15 | 1.3 | -0.45 | 41.80 | 34 | 24 | 54 |
| 25 Mar | 461.80 | 1.75 | -0.55 | 42.79 | 14 | -4 | 33 |
| 24 Mar | 472.25 | 2.3 | 0 | 0.00 | 0 | -1 | 0 |
| 21 Mar | 467.30 | 2.3 | 0.9 | 44.11 | 1 | 0 | 38 |
| 20 Mar | 470.75 | 1.4 | -0.55 | 41.25 | 77 | 24 | 36 |
| 19 Mar | 460.55 | 1.95 | -0.35 | 39.97 | 13 | -4 | 12 |
| 18 Mar | 460.00 | 2.3 | -0.6 | 41.07 | 58 | 2 | 16 |
| 17 Mar | 446.95 | 2.9 | -1.1 | 38.16 | 7 | 2 | 14 |
| 13 Mar | 442.95 | 4 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 444.95 | 4 | -1.15 | 38.27 | 3 | 0 | 12 |
| 11 Mar | 441.55 | 5.15 | 0 | 0.00 | 0 | 5 | 0 |
| 10 Mar | 437.40 | 5.15 | -3.2 | 38.04 | 9 | 7 | 13 |
| 7 Mar | 445.45 | 8.35 | -0.3 | 48.58 | 1 | 0 | 6 |
| 6 Mar | 442.95 | 8.65 | 0 | 0.00 | 0 | 6 | 0 |
| 5 Mar | 428.95 | 8.65 | -8.6 | 40.72 | 6 | 0 | 0 |
| 4 Mar | 406.75 | 17.25 | 0 | 4.71 | 0 | 0 | 0 |
| 3 Mar | 409.15 | 17.25 | 0 | 4.96 | 0 | 0 | 0 |
| 28 Feb | 394.75 | 17.25 | 0 | 2.14 | 0 | 0 | 0 |
For Vedanta Limited - strike price 390 expiring on 24APR2025
Delta for 390 PE is -0.59
Historical price for 390 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 23.8, which was -3.85 lower than the previous day. The implied volatity was 54.09, the open interest changed by 90 which increased total open position to 565
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 26.45, which was 16.4 higher than the previous day. The implied volatity was 60.12, the open interest changed by -47 which decreased total open position to 472
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 9.85, which was 8.25 higher than the previous day. The implied volatity was 43.71, the open interest changed by 347 which increased total open position to 517
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 1.6, which was 0.5 higher than the previous day. The implied volatity was 39.05, the open interest changed by 62 which increased total open position to 170
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 42.46, the open interest changed by 10 which increased total open position to 108
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 1.1, which was -0.1 lower than the previous day. The implied volatity was 41.93, the open interest changed by 20 which increased total open position to 100
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 42.23, the open interest changed by 20 which increased total open position to 80
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 1.1, which was -0.25 lower than the previous day. The implied volatity was 43.40, the open interest changed by -4 which decreased total open position to 52
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 1.3, which was -0.45 lower than the previous day. The implied volatity was 41.80, the open interest changed by 24 which increased total open position to 54
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 1.75, which was -0.55 lower than the previous day. The implied volatity was 42.79, the open interest changed by -4 which decreased total open position to 33
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 2.3, 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 21 Mar VEDL was trading at 467.30. The strike last trading price was 2.3, which was 0.9 higher than the previous day. The implied volatity was 44.11, the open interest changed by 0 which decreased total open position to 38
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 1.4, which was -0.55 lower than the previous day. The implied volatity was 41.25, the open interest changed by 24 which increased total open position to 36
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 1.95, which was -0.35 lower than the previous day. The implied volatity was 39.97, the open interest changed by -4 which decreased total open position to 12
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 2.3, which was -0.6 lower than the previous day. The implied volatity was 41.07, the open interest changed by 2 which increased total open position to 16
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 38.16, the open interest changed by 2 which increased total open position to 14
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 4, 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, which was -1.15 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 12
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 5.15, which was -3.2 lower than the previous day. The implied volatity was 38.04, the open interest changed by 7 which increased total open position to 13
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 8.35, which was -0.3 lower than the previous day. The implied volatity was 48.58, the open interest changed by 0 which decreased total open position to 6
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 8.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 8.65, which was -8.6 lower than the previous day. The implied volatity was 40.72, 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 17.25, which was 0 lower than the previous day. The implied volatity was 4.71, 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 17.25, which was 0 lower than the previous day. The implied volatity was 4.96, 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 17.25, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
