VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 410 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 0.25
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 5.5 | -0.9 | 51.33 | 3,590 | 432 | 1,801 | |||
| 7 Apr | 374.05 | 6.8 | -5.25 | 55.19 | 6,334 | 128 | 1,383 | |||
| 4 Apr | 401.45 | 12.8 | -22.05 | 40.42 | 5,311 | 1,130 | 1,274 | |||
| 3 Apr | 439.50 | 34.45 | -15.85 | 30.07 | 104 | 42 | 142 | |||
| 2 Apr | 457.65 | 49.8 | -2.35 | 30.27 | 19 | 8 | 96 | |||
| 1 Apr | 457.40 | 51.7 | -5.6 | 36.05 | 88 | 41 | 87 | |||
| 28 Mar | 463.40 | 57.3 | -4.7 | 33.33 | 4 | 1 | 46 | |||
| 27 Mar | 472.35 | 62 | 0 | - | 2 | 0 | 43 | |||
| 26 Mar | 464.15 | 62 | 2 | 45.21 | 5 | 2 | 43 | |||
| 25 Mar | 461.80 | 60 | -7 | 46.45 | 9 | 6 | 41 | |||
| 24 Mar | 472.25 | 67 | -1.8 | 35.63 | 11 | 3 | 33 | |||
| 21 Mar | 467.30 | 68.8 | 0 | 0.00 | 0 | 2 | 0 | |||
| 20 Mar | 470.75 | 68.8 | 11.8 | 42.24 | 2 | 1 | 29 | |||
| 19 Mar | 460.55 | 57 | 14.75 | 34.02 | 9 | 5 | 24 | |||
| 18 Mar | 460.00 | 42.25 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 446.95 | 42.25 | -0.7 | 20.58 | 1 | 0 | 19 | |||
| 13 Mar | 442.95 | 42.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 444.95 | 42.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 441.55 | 42.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 437.40 | 42.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 445.45 | 42.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 442.95 | 42.95 | 11.2 | 30.18 | 2 | 1 | 20 | |||
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| 5 Mar | 428.95 | 31.75 | 9.75 | 28.75 | 8 | -1 | 19 | |||
| 4 Mar | 406.75 | 22 | -1.5 | 33.30 | 10 | 3 | 19 | |||
| 3 Mar | 409.15 | 23.5 | -2.2 | 33.88 | 16 | 15 | 15 | |||
| 28 Feb | 394.75 | 25.7 | 0 | 1.85 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 410 expiring on 24APR2025
Delta for 410 CE is 0.24
Historical price for 410 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 5.5, which was -0.9 lower than the previous day. The implied volatity was 51.33, the open interest changed by 432 which increased total open position to 1801
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 6.8, which was -5.25 lower than the previous day. The implied volatity was 55.19, the open interest changed by 128 which increased total open position to 1383
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 12.8, which was -22.05 lower than the previous day. The implied volatity was 40.42, the open interest changed by 1130 which increased total open position to 1274
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 34.45, which was -15.85 lower than the previous day. The implied volatity was 30.07, the open interest changed by 42 which increased total open position to 142
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 49.8, which was -2.35 lower than the previous day. The implied volatity was 30.27, the open interest changed by 8 which increased total open position to 96
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 51.7, which was -5.6 lower than the previous day. The implied volatity was 36.05, the open interest changed by 41 which increased total open position to 87
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 57.3, which was -4.7 lower than the previous day. The implied volatity was 33.33, the open interest changed by 1 which increased total open position to 46
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 62, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 62, which was 2 higher than the previous day. The implied volatity was 45.21, the open interest changed by 2 which increased total open position to 43
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 60, which was -7 lower than the previous day. The implied volatity was 46.45, the open interest changed by 6 which increased total open position to 41
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 67, which was -1.8 lower than the previous day. The implied volatity was 35.63, the open interest changed by 3 which increased total open position to 33
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 68.8, 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 20 Mar VEDL was trading at 470.75. The strike last trading price was 68.8, which was 11.8 higher than the previous day. The implied volatity was 42.24, the open interest changed by 1 which increased total open position to 29
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 57, which was 14.75 higher than the previous day. The implied volatity was 34.02, the open interest changed by 5 which increased total open position to 24
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 42.25, 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 17 Mar VEDL was trading at 446.95. The strike last trading price was 42.25, which was -0.7 lower than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 19
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 42.95, 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 42.95, 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 11 Mar VEDL was trading at 441.55. The strike last trading price was 42.95, 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 10 Mar VEDL was trading at 437.40. The strike last trading price was 42.95, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 42.95, 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 6 Mar VEDL was trading at 442.95. The strike last trading price was 42.95, which was 11.2 higher than the previous day. The implied volatity was 30.18, the open interest changed by 1 which increased total open position to 20
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 31.75, which was 9.75 higher than the previous day. The implied volatity was 28.75, the open interest changed by -1 which decreased total open position to 19
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 22, which was -1.5 lower than the previous day. The implied volatity was 33.30, the open interest changed by 3 which increased total open position to 19
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 23.5, which was -2.2 lower than the previous day. The implied volatity was 33.88, the open interest changed by 15 which increased total open position to 15
On 28 Feb VEDL was trading at 394.75. The strike last trading price was 25.7, which was 0 lower than the previous day. The implied volatity was 1.85, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.26
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 38.65 | -3.2 | 57.03 | 136 | -5 | 607 |
| 7 Apr | 374.05 | 40.25 | 20.75 | 60.19 | 1,258 | -346 | 613 |
| 4 Apr | 401.45 | 19.2 | 15.3 | 43.46 | 8,603 | 380 | 959 |
| 3 Apr | 439.50 | 3.9 | 1.65 | 36.32 | 1,409 | 355 | 578 |
| 2 Apr | 457.65 | 2.3 | 0.1 | 38.55 | 233 | 58 | 224 |
| 1 Apr | 457.40 | 2.2 | -0.05 | 37.69 | 277 | 42 | 166 |
| 28 Mar | 463.40 | 2.25 | 0.35 | 37.83 | 127 | 33 | 124 |
| 27 Mar | 472.35 | 1.9 | -0.5 | 38.95 | 75 | 8 | 90 |
| 26 Mar | 464.15 | 2.4 | -0.35 | 37.98 | 17 | 4 | 82 |
| 25 Mar | 461.80 | 2.7 | 0.5 | 37.29 | 98 | 13 | 78 |
| 24 Mar | 472.25 | 2.2 | -0.6 | 39.01 | 23 | -5 | 65 |
| 21 Mar | 467.30 | 2.8 | 0.3 | 38.50 | 1 | 0 | 70 |
| 20 Mar | 470.75 | 2.5 | -0.65 | 37.91 | 37 | 6 | 70 |
| 19 Mar | 460.55 | 3.15 | -0.1 | 35.53 | 8 | 4 | 63 |
| 18 Mar | 460.00 | 3.25 | -2 | 35.34 | 28 | -5 | 60 |
| 17 Mar | 446.95 | 5.25 | -1.6 | 35.14 | 10 | 1 | 64 |
| 13 Mar | 442.95 | 6.85 | -0.25 | 35.15 | 5 | 2 | 62 |
| 12 Mar | 444.95 | 6.75 | -1.9 | 35.08 | 35 | -2 | 62 |
| 11 Mar | 441.55 | 8.65 | -0.1 | 38.55 | 46 | -12 | 66 |
| 10 Mar | 437.40 | 8.75 | 0.95 | 35.35 | 71 | 5 | 78 |
| 7 Mar | 445.45 | 8.1 | -0.8 | 37.28 | 44 | 18 | 73 |
| 6 Mar | 442.95 | 8.9 | -3.55 | 37.04 | 40 | 37 | 54 |
| 5 Mar | 428.95 | 12.45 | -14.25 | 36.18 | 19 | 17 | 17 |
| 4 Mar | 406.75 | 26.7 | 0 | 0.81 | 0 | 0 | 0 |
| 3 Mar | 409.15 | 26.7 | 0 | 1.00 | 0 | 0 | 0 |
| 28 Feb | 394.75 | 26.7 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 410 expiring on 24APR2025
Delta for 410 PE is -0.73
Historical price for 410 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 38.65, which was -3.2 lower than the previous day. The implied volatity was 57.03, the open interest changed by -5 which decreased total open position to 607
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 40.25, which was 20.75 higher than the previous day. The implied volatity was 60.19, the open interest changed by -346 which decreased total open position to 613
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 19.2, which was 15.3 higher than the previous day. The implied volatity was 43.46, the open interest changed by 380 which increased total open position to 959
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 3.9, which was 1.65 higher than the previous day. The implied volatity was 36.32, the open interest changed by 355 which increased total open position to 578
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 38.55, the open interest changed by 58 which increased total open position to 224
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 37.69, the open interest changed by 42 which increased total open position to 166
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 37.83, the open interest changed by 33 which increased total open position to 124
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 1.9, which was -0.5 lower than the previous day. The implied volatity was 38.95, the open interest changed by 8 which increased total open position to 90
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 37.98, the open interest changed by 4 which increased total open position to 82
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 2.7, which was 0.5 higher than the previous day. The implied volatity was 37.29, the open interest changed by 13 which increased total open position to 78
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 2.2, which was -0.6 lower than the previous day. The implied volatity was 39.01, the open interest changed by -5 which decreased total open position to 65
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 2.8, which was 0.3 higher than the previous day. The implied volatity was 38.50, the open interest changed by 0 which decreased total open position to 70
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 2.5, which was -0.65 lower than the previous day. The implied volatity was 37.91, the open interest changed by 6 which increased total open position to 70
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 3.15, which was -0.1 lower than the previous day. The implied volatity was 35.53, the open interest changed by 4 which increased total open position to 63
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 3.25, which was -2 lower than the previous day. The implied volatity was 35.34, the open interest changed by -5 which decreased total open position to 60
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 5.25, which was -1.6 lower than the previous day. The implied volatity was 35.14, the open interest changed by 1 which increased total open position to 64
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 35.15, the open interest changed by 2 which increased total open position to 62
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 6.75, which was -1.9 lower than the previous day. The implied volatity was 35.08, the open interest changed by -2 which decreased total open position to 62
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 8.65, which was -0.1 lower than the previous day. The implied volatity was 38.55, the open interest changed by -12 which decreased total open position to 66
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 8.75, which was 0.95 higher than the previous day. The implied volatity was 35.35, the open interest changed by 5 which increased total open position to 78
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 8.1, which was -0.8 lower than the previous day. The implied volatity was 37.28, the open interest changed by 18 which increased total open position to 73
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 8.9, which was -3.55 lower than the previous day. The implied volatity was 37.04, the open interest changed by 37 which increased total open position to 54
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 12.45, which was -14.25 lower than the previous day. The implied volatity was 36.18, the open interest changed by 17 which increased total open position to 17
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.81, 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 26.7, which was 0 lower than the previous day. The implied volatity was 1.00, 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 26.7, 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
