VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 11:13 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 464.70 | 67.85 | -2.15 | - | 25,300 | -18,400 | 4,53,100 | |||
| 1 Jul | 465.00 | 70 | - | 1,84,000 | -66,700 | 4,71,500 | ||||
| 28 Jun | 454.00 | 58.6 | - | 3,35,800 | -92,000 | 5,38,200 | ||||
| 27 Jun | 443.30 | 49.9 | - | 5,12,900 | 39,100 | 6,30,200 | ||||
| 26 Jun | 442.10 | 50.4 | - | 7,29,100 | 3,88,700 | 5,91,100 | ||||
| 25 Jun | 454.05 | 59.55 | - | 2,09,300 | 1,08,100 | 2,02,400 | ||||
| 24 Jun | 463.35 | 69.6 | - | 62,100 | 29,900 | 94,300 | ||||
| 21 Jun | 470.25 | 74.50 | - | 34,500 | 6,900 | 62,100 | ||||
| 20 Jun | 469.95 | 76.50 | - | 64,400 | -11,500 | 55,200 | ||||
| 19 Jun | 448.45 | 56.10 | - | 34,500 | 18,400 | 66,700 | ||||
| 18 Jun | 452.30 | 59.00 | - | 62,100 | 32,200 | 48,300 | ||||
| 14 Jun | 447.60 | 56.55 | - | 16,100 | 9,200 | 16,100 | ||||
| 13 Jun | 439.80 | 55.50 | - | 0 | 4,600 | 0 | ||||
| 12 Jun | 444.25 | 55.50 | - | 4,600 | 2,300 | 4,600 | ||||
| 11 Jun | 443.75 | 59.00 | - | 0 | 2,300 | 0 | ||||
| 10 Jun | 444.10 | 59.00 | - | 2,300 | 0 | 0 | ||||
| 7 Jun | 460.65 | 73.80 | - | 0 | 0 | 0 | ||||
| 6 Jun | 449.90 | 73.80 | - | 0 | 0 | 0 | ||||
| 5 Jun | 440.70 | 73.80 | - | 0 | 0 | 0 | ||||
| 4 Jun | 417.85 | 73.80 | - | 0 | 0 | 0 | ||||
| 3 Jun | 457.85 | 73.80 | - | 0 | 0 | 0 | ||||
| 31 May | 450.00 | 73.80 | - | 0 | 0 | 0 | ||||
| 30 May | 440.80 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 May | 454.25 | 0.00 | - | 0 | 0 | 0 | ||||
| 28 May | 454.95 | 0.00 | - | 0 | 0 | 0 | ||||
| 27 May | 459.70 | 0.00 | - | 0 | 0 | 0 | ||||
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| 23 May | 472.70 | 27.10 | - | 0 | 0 | 0 | ||||
| 22 May | 487.00 | 27.10 | - | 0 | 0 | 0 | ||||
| 21 May | 491.70 | 27.10 | - | 0 | 0 | 0 | ||||
| 17 May | 442.65 | 27.10 | - | 0 | 0 | 0 | ||||
| 16 May | 433.05 | 27.10 | - | 0 | 0 | 0 | ||||
For VEDANTA LIMITED - strike price 400 expiring on 25JUL2024
Delta for 400 CE is -
Historical price for 400 CE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 67.85, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by -18400 which decreased total open position to 453100
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 70, which was lower than the previous day. The implied volatity was -, the open interest changed by -66700 which decreased total open position to 471500
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 58.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -92000 which decreased total open position to 538200
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 49.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 39100 which increased total open position to 630200
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 50.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 388700 which increased total open position to 591100
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 59.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 108100 which increased total open position to 202400
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 69.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 29900 which increased total open position to 94300
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 74.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 62100
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 76.50, which was lower than the previous day. The implied volatity was -, the open interest changed by -11500 which decreased total open position to 55200
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 56.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 66700
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 48300
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 56.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 16100
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 55.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 0
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 55.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 4600
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 0
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 59.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 73.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May VEDL was trading at 440.80. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May VEDL was trading at 454.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May VEDL was trading at 454.95. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May VEDL was trading at 459.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 May VEDL was trading at 442.65. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May VEDL was trading at 433.05. The strike last trading price was 27.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 464.70 | 1.25 | 0.10 | - | 5,01,400 | -71,300 | 34,10,900 |
| 1 Jul | 465.00 | 1.15 | - | 11,38,500 | -62,100 | 34,82,200 | |
| 28 Jun | 454.00 | 1.95 | - | 38,93,900 | -2,32,300 | 35,44,300 | |
| 27 Jun | 443.30 | 5.6 | - | 24,67,900 | 1,74,800 | 37,76,600 | |
| 26 Jun | 442.10 | 5.25 | - | 69,94,300 | 23,09,200 | 35,92,600 | |
| 25 Jun | 454.05 | 6.05 | - | 14,19,100 | 5,52,000 | 12,83,400 | |
| 24 Jun | 463.35 | 2.6 | - | 5,54,300 | 1,40,300 | 7,24,500 | |
| 21 Jun | 470.25 | 2.90 | - | 4,20,900 | 78,200 | 5,81,900 | |
| 20 Jun | 469.95 | 2.85 | - | 9,54,500 | 1,33,400 | 5,15,200 | |
| 19 Jun | 448.45 | 4.70 | - | 2,41,500 | 48,300 | 3,81,800 | |
| 18 Jun | 452.30 | 4.30 | - | 1,44,900 | 27,600 | 3,28,900 | |
| 14 Jun | 447.60 | 4.85 | - | 1,35,700 | -20,700 | 3,01,300 | |
| 13 Jun | 439.80 | 7.15 | - | 89,700 | 48,300 | 3,22,000 | |
| 12 Jun | 444.25 | 6.75 | - | 1,17,300 | 64,400 | 2,69,100 | |
| 11 Jun | 443.75 | 8.65 | - | 87,400 | 32,200 | 2,02,400 | |
| 10 Jun | 444.10 | 10.00 | - | 1,31,100 | 80,500 | 1,58,700 | |
| 7 Jun | 460.65 | 8.05 | - | 4,600 | 0 | 75,900 | |
| 6 Jun | 449.90 | 9.90 | - | 52,900 | 27,600 | 75,900 | |
| 5 Jun | 440.70 | 11.70 | - | 1,90,900 | -41,400 | 48,300 | |
| 4 Jun | 417.85 | 24.00 | - | 36,800 | -2,300 | 89,700 | |
| 3 Jun | 457.85 | 6.70 | - | 11,500 | 4,600 | 92,000 | |
| 31 May | 450.00 | 9.90 | - | 69,000 | 57,500 | 85,100 | |
| 30 May | 440.80 | 14.50 | - | 23,000 | 13,800 | 27,600 | |
| 29 May | 454.25 | 11.55 | - | 9,200 | 2,300 | 13,800 | |
| 28 May | 454.95 | 12.00 | - | 11,500 | 6,900 | 6,900 | |
| 27 May | 459.70 | 8.25 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 10.70 | - | 23,000 | 18,400 | 87,400 | |
| 22 May | 487.00 | 9.50 | - | 69,000 | 29,900 | 66,700 | |
| 21 May | 491.70 | 7.00 | - | 46,000 | 27,600 | 36,800 | |
| 17 May | 442.65 | 15.00 | - | 4,600 | 2,300 | 4,600 | |
| 16 May | 433.05 | 19.00 | - | 4,600 | 2,300 | 2,300 | |
For VEDANTA LIMITED - strike price 400 expiring on 25JUL2024
Delta for 400 PE is -
Historical price for 400 PE is as follows
On 2 Jul VEDL was trading at 464.70. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by -71300 which decreased total open position to 3410900
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -62100 which decreased total open position to 3482200
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -232300 which decreased total open position to 3544300
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 174800 which increased total open position to 3776600
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 2309200 which increased total open position to 3592600
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 552000 which increased total open position to 1283400
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 140300 which increased total open position to 724500
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 2.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 78200 which increased total open position to 581900
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 133400 which increased total open position to 515200
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 4.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 381800
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 4.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 328900
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -20700 which decreased total open position to 301300
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 48300 which increased total open position to 322000
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 64400 which increased total open position to 269100
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 32200 which increased total open position to 202400
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 80500 which increased total open position to 158700
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75900
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 75900
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 11.70, which was lower than the previous day. The implied volatity was -, the open interest changed by -41400 which decreased total open position to 48300
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 24.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 89700
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 6.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 92000
On 31 May VEDL was trading at 450.00. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 57500 which increased total open position to 85100
On 30 May VEDL was trading at 440.80. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 27600
On 29 May VEDL was trading at 454.25. The strike last trading price was 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 13800
On 28 May VEDL was trading at 454.95. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 6900 which increased total open position to 6900
On 27 May VEDL was trading at 459.70. The strike last trading price was 8.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 10.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 87400
On 22 May VEDL was trading at 487.00. The strike last trading price was 9.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 29900 which increased total open position to 66700
On 21 May VEDL was trading at 491.70. The strike last trading price was 7.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 36800
On 17 May VEDL was trading at 442.65. The strike last trading price was 15.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 4600
On 16 May VEDL was trading at 433.05. The strike last trading price was 19.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 2300