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Related Pages for VEDL
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VEDL
Vedanta Limited
376.1 2.05 (0.55%)

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Historical option data for VEDL

08 Apr 2025 05:52 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
VEDL 24APR2025 400 CE
Delta: 0.32
Vega: 0.28
Theta: -0.47
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 7.7 -1.25 50.48 8,159 832 3,190
7 Apr 374.05 9.3 -7.55 54.89 10,649 1,422 2,372
4 Apr 401.45 17.7 -25.75 40.81 3,689 743 961
3 Apr 439.50 43.15 -18.3 29.65 163 23 215
2 Apr 457.65 61.45 0.2 46.11 27 -9 193
1 Apr 457.40 61.25 -5.4 39.39 45 7 201
28 Mar 463.40 66.65 -8.05 34.02 26 9 194
27 Mar 472.35 74.7 4.65 34.90 93 63 184
26 Mar 464.15 70.25 3.35 44.01 59 5 122
25 Mar 461.80 66.9 -10.1 40.58 53 -10 117
24 Mar 472.25 77 5.05 40.69 24 4 126
21 Mar 467.30 71.95 -4.05 - 16 4 122
20 Mar 470.75 76 8.45 34.94 26 18 116
19 Mar 460.55 67.1 1.1 39.58 9 1 98
18 Mar 460.00 66 12.2 34.37 5 2 97
17 Mar 446.95 53.8 2.75 32.06 16 5 85
13 Mar 442.95 51.2 -2.2 34.48 2 0 80
12 Mar 444.95 53.4 5.4 37.49 6 0 79
11 Mar 441.55 48 -7.35 20.48 6 5 78
10 Mar 437.40 55.35 0 0.00 0 -1 0
7 Mar 445.45 55.35 2 35.08 1 0 74
6 Mar 442.95 53.35 13.1 36.43 19 0 74
5 Mar 428.95 40.25 13 31.71 48 -8 73
4 Mar 406.75 27.25 -1.05 33.12 18 13 81
3 Mar 409.15 28.3 8.3 32.86 88 40 68
28 Feb 394.75 19.95 -35.55 32.13 56 27 27
20 Feb 433.50 55.5 0 - 0 0 0
19 Feb 423.50 55.5 0 - 0 0 0
18 Feb 418.20 55.5 0 - 0 0 0
17 Feb 415.15 55.5 0 - 0 0 0
14 Feb 413.35 55.5 0 - 0 0 0
13 Feb 424.55 55.5 0 - 0 0 0
12 Feb 421.90 55.5 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 400 expiring on 24APR2025

Delta for 400 CE is 0.32

Historical price for 400 CE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 7.7, which was -1.25 lower than the previous day. The implied volatity was 50.48, the open interest changed by 832 which increased total open position to 3190


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 9.3, which was -7.55 lower than the previous day. The implied volatity was 54.89, the open interest changed by 1422 which increased total open position to 2372


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 17.7, which was -25.75 lower than the previous day. The implied volatity was 40.81, the open interest changed by 743 which increased total open position to 961


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 43.15, which was -18.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 23 which increased total open position to 215


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 61.45, which was 0.2 higher than the previous day. The implied volatity was 46.11, the open interest changed by -9 which decreased total open position to 193


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 61.25, which was -5.4 lower than the previous day. The implied volatity was 39.39, the open interest changed by 7 which increased total open position to 201


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 66.65, which was -8.05 lower than the previous day. The implied volatity was 34.02, the open interest changed by 9 which increased total open position to 194


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 74.7, which was 4.65 higher than the previous day. The implied volatity was 34.90, the open interest changed by 63 which increased total open position to 184


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 70.25, which was 3.35 higher than the previous day. The implied volatity was 44.01, the open interest changed by 5 which increased total open position to 122


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 66.9, which was -10.1 lower than the previous day. The implied volatity was 40.58, the open interest changed by -10 which decreased total open position to 117


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 77, which was 5.05 higher than the previous day. The implied volatity was 40.69, the open interest changed by 4 which increased total open position to 126


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 71.95, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 122


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 76, which was 8.45 higher than the previous day. The implied volatity was 34.94, the open interest changed by 18 which increased total open position to 116


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 67.1, which was 1.1 higher than the previous day. The implied volatity was 39.58, the open interest changed by 1 which increased total open position to 98


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 66, which was 12.2 higher than the previous day. The implied volatity was 34.37, the open interest changed by 2 which increased total open position to 97


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 53.8, which was 2.75 higher than the previous day. The implied volatity was 32.06, the open interest changed by 5 which increased total open position to 85


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 51.2, which was -2.2 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 80


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 53.4, which was 5.4 higher than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 79


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 48, which was -7.35 lower than the previous day. The implied volatity was 20.48, the open interest changed by 5 which increased total open position to 78


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 55.35, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 55.35, which was 2 higher than the previous day. The implied volatity was 35.08, the open interest changed by 0 which decreased total open position to 74


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 53.35, which was 13.1 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 74


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 40.25, which was 13 higher than the previous day. The implied volatity was 31.71, the open interest changed by -8 which decreased total open position to 73


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 27.25, which was -1.05 lower than the previous day. The implied volatity was 33.12, the open interest changed by 13 which increased total open position to 81


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 28.3, which was 8.3 higher than the previous day. The implied volatity was 32.86, the open interest changed by 40 which increased total open position to 68


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 19.95, which was -35.55 lower than the previous day. The implied volatity was 32.13, the open interest changed by 27 which increased total open position to 27


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 55.5, 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 400 PE
Delta: -0.66
Vega: 0.29
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 31.15 -3.1 56.45 705 -22 1,169
7 Apr 374.05 33.1 18.7 60.44 2,798 -269 1,198
4 Apr 401.45 14 11.5 43.47 12,962 566 1,490
3 Apr 439.50 2.6 1 38.03 1,729 118 924
2 Apr 457.65 1.65 0.05 40.86 345 38 813
1 Apr 457.40 1.6 -0.1 40.09 469 70 775
28 Mar 463.40 1.65 0.2 39.89 716 34 705
27 Mar 472.35 1.45 -0.4 41.22 498 100 693
26 Mar 464.15 1.85 -0.2 40.34 280 75 593
25 Mar 461.80 2.1 0.35 39.73 358 -1 516
24 Mar 472.25 1.65 -0.5 40.88 302 154 512
21 Mar 467.30 2.1 0.15 40.34 47 4 358
20 Mar 470.75 1.9 -0.65 39.66 237 85 349
19 Mar 460.55 2.6 0.2 38.29 49 2 263
18 Mar 460.00 2.4 -1.75 36.96 164 80 260
17 Mar 446.95 4.1 -1.15 37.23 61 14 178
13 Mar 442.95 5.25 0.2 36.70 39 6 163
12 Mar 444.95 5 -1.2 36.13 67 5 174
11 Mar 441.55 6.2 -0.8 38.53 76 45 168
10 Mar 437.40 6.95 0.85 37.18 59 9 123
7 Mar 445.45 6.2 -0.4 38.26 43 -11 114
6 Mar 442.95 6.45 -3 37.10 225 25 126
5 Mar 428.95 9.65 -6.85 37.05 93 24 101
4 Mar 406.75 16.5 0.9 37.80 38 7 76
3 Mar 409.15 15.7 -5.15 37.10 56 25 69
28 Feb 394.75 20.85 4.45 34.72 52 43 43
20 Feb 433.50 16.4 0 7.10 0 0 0
19 Feb 423.50 16.4 0 5.29 0 0 0
18 Feb 418.20 16.4 0 4.15 0 0 0
17 Feb 415.15 16.4 0 3.91 0 0 0
14 Feb 413.35 16.4 0 3.36 0 0 0
13 Feb 424.55 16.4 0 5.30 0 0 0
12 Feb 421.90 16.4 0 4.99 0 0 0
11 Feb 421.45 16.4 0 4.81 0 0 0
10 Feb 435.80 16.4 0 6.84 0 0 0
6 Feb 443.75 16.4 0 7.72 0 0 0
5 Feb 444.45 16.4 0 7.74 0 0 0
4 Feb 437.70 16.4 0 6.78 0 0 0
3 Feb 421.70 16.4 0 4.18 0 0 0
1 Feb 439.90 16.4 0 7.51 0 0 0

For Vedanta Limited - strike price 400 expiring on 24APR2025

Delta for 400 PE is -0.66

Historical price for 400 PE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 31.15, which was -3.1 lower than the previous day. The implied volatity was 56.45, the open interest changed by -22 which decreased total open position to 1169


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 33.1, which was 18.7 higher than the previous day. The implied volatity was 60.44, the open interest changed by -269 which decreased total open position to 1198


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 14, which was 11.5 higher than the previous day. The implied volatity was 43.47, the open interest changed by 566 which increased total open position to 1490


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 2.6, which was 1 higher than the previous day. The implied volatity was 38.03, the open interest changed by 118 which increased total open position to 924


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 40.86, the open interest changed by 38 which increased total open position to 813


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 40.09, the open interest changed by 70 which increased total open position to 775


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 1.65, which was 0.2 higher than the previous day. The implied volatity was 39.89, the open interest changed by 34 which increased total open position to 705


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 1.45, which was -0.4 lower than the previous day. The implied volatity was 41.22, the open interest changed by 100 which increased total open position to 693


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 40.34, the open interest changed by 75 which increased total open position to 593


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 39.73, the open interest changed by -1 which decreased total open position to 516


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 40.88, the open interest changed by 154 which increased total open position to 512


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 40.34, the open interest changed by 4 which increased total open position to 358


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 39.66, the open interest changed by 85 which increased total open position to 349


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 2.6, which was 0.2 higher than the previous day. The implied volatity was 38.29, the open interest changed by 2 which increased total open position to 263


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 2.4, which was -1.75 lower than the previous day. The implied volatity was 36.96, the open interest changed by 80 which increased total open position to 260


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 4.1, which was -1.15 lower than the previous day. The implied volatity was 37.23, the open interest changed by 14 which increased total open position to 178


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 5.25, which was 0.2 higher than the previous day. The implied volatity was 36.70, the open interest changed by 6 which increased total open position to 163


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 5, which was -1.2 lower than the previous day. The implied volatity was 36.13, the open interest changed by 5 which increased total open position to 174


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 6.2, which was -0.8 lower than the previous day. The implied volatity was 38.53, the open interest changed by 45 which increased total open position to 168


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 6.95, which was 0.85 higher than the previous day. The implied volatity was 37.18, the open interest changed by 9 which increased total open position to 123


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 6.2, which was -0.4 lower than the previous day. The implied volatity was 38.26, the open interest changed by -11 which decreased total open position to 114


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 6.45, which was -3 lower than the previous day. The implied volatity was 37.10, the open interest changed by 25 which increased total open position to 126


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 9.65, which was -6.85 lower than the previous day. The implied volatity was 37.05, the open interest changed by 24 which increased total open position to 101


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 16.5, which was 0.9 higher than the previous day. The implied volatity was 37.80, the open interest changed by 7 which increased total open position to 76


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 15.7, which was -5.15 lower than the previous day. The implied volatity was 37.10, the open interest changed by 25 which increased total open position to 69


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 20.85, which was 4.45 higher than the previous day. The implied volatity was 34.72, the open interest changed by 43 which increased total open position to 43


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was 7.10, 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 16.4, which was 0 lower than the previous day. The implied volatity was 5.29, 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 16.4, which was 0 lower than the previous day. The implied volatity was 4.15, 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 16.4, which was 0 lower than the previous day. The implied volatity was 3.91, 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 16.4, which was 0 lower than the previous day. The implied volatity was 3.36, 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 16.4, which was 0 lower than the previous day. The implied volatity was 5.30, 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 16.4, which was 0 lower than the previous day. The implied volatity was 4.99, 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 16.4, which was 0 lower than the previous day. The implied volatity was 4.81, 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 16.4, which was 0 lower than the previous day. The implied volatity was 6.84, 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 16.4, which was 0 lower than the previous day. The implied volatity was 7.72, 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 16.4, which was 0 lower than the previous day. The implied volatity was 7.74, 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 16.4, which was 0 lower than the previous day. The implied volatity was 6.78, 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 16.4, which was 0 lower than the previous day. The implied volatity was 4.18, 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 16.4, which was 0 lower than the previous day. The implied volatity was 7.51, the open interest changed by 0 which decreased total open position to 0