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[--[65.84.65.76]--]
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
VEDL 24APR2025 420 CE
Delta: 0.18
Vega: 0.21
Theta: -0.36
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 3.85 -0.55 52.00 4,702 763 3,383
7 Apr 374.05 4.8 -3.7 55.08 6,570 97 2,613
4 Apr 401.45 9.05 -18 40.44 9,738 2,126 2,472
3 Apr 439.50 26.8 -14.85 31.05 270 61 346
2 Apr 457.65 41 0.45 31.26 76 39 285
1 Apr 457.40 40.55 -8.4 23.38 65 35 245
28 Mar 463.40 47.65 -6.15 29.82 109 62 210
27 Mar 472.35 53.8 1.6 - 69 41 146
26 Mar 464.15 52.2 2.4 39.85 47 15 105
25 Mar 461.80 49.75 -9.75 39.49 13 9 90
24 Mar 472.25 59.5 4.15 40.76 2 1 81
21 Mar 467.30 55.35 6.55 33.30 7 1 80
20 Mar 470.75 48.8 5.3 - 1 0 79
19 Mar 460.55 43.5 0 0.00 0 0 0
18 Mar 460.00 43.5 6.7 - 1 0 79
17 Mar 446.95 36.8 0 0.00 0 0 0
13 Mar 442.95 36.8 0 0.00 0 0 0
12 Mar 444.95 36.8 6.85 33.42 4 0 79
11 Mar 441.55 29.95 -6.15 18.85 1 0 79
10 Mar 437.40 36.1 0 0.00 0 -1 0
7 Mar 445.45 36.1 0.2 26.37 2 0 80
6 Mar 442.95 35.9 7.65 30.58 32 -27 80
5 Mar 428.95 27.95 10.95 32.98 160 -7 108
4 Mar 406.75 17 -0.7 32.62 7 -2 115
3 Mar 409.15 18 5.85 32.67 48 21 117
28 Feb 394.75 12.15 -3.3 32.38 91 70 97
27 Feb 404.55 15.45 -2.55 30.65 33 25 27
26 Feb 410.40 18 -11.25 29.72 1 1 1
25 Feb 409.25 18 -11.25 29.72 1 0 1
20 Feb 433.50 29.25 0 0.00 0 1 0
19 Feb 423.50 29.25 -14.4 32.55 1 0 0
18 Feb 418.20 43.65 0 - 0 0 0
17 Feb 415.15 43.65 0 0.09 0 0 0
14 Feb 413.35 43.65 0 0.07 0 0 0
13 Feb 424.55 43.65 0 - 0 0 0
12 Feb 421.90 43.65 0 - 0 0 0
11 Feb 421.45 43.65 0 - 0 0 0
10 Feb 435.80 43.65 0 - 0 0 0
6 Feb 443.75 43.65 0 - 0 0 0
5 Feb 444.45 43.65 0 - 0 0 0
4 Feb 437.70 43.65 0 - 0 0 0
3 Feb 421.70 43.65 0 - 0 0 0
1 Feb 439.90 43.65 0 - 0 0 0


For Vedanta Limited - strike price 420 expiring on 24APR2025

Delta for 420 CE is 0.18

Historical price for 420 CE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 3.85, which was -0.55 lower than the previous day. The implied volatity was 52.00, the open interest changed by 763 which increased total open position to 3383


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 4.8, which was -3.7 lower than the previous day. The implied volatity was 55.08, the open interest changed by 97 which increased total open position to 2613


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 9.05, which was -18 lower than the previous day. The implied volatity was 40.44, the open interest changed by 2126 which increased total open position to 2472


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 26.8, which was -14.85 lower than the previous day. The implied volatity was 31.05, the open interest changed by 61 which increased total open position to 346


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 41, which was 0.45 higher than the previous day. The implied volatity was 31.26, the open interest changed by 39 which increased total open position to 285


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 40.55, which was -8.4 lower than the previous day. The implied volatity was 23.38, the open interest changed by 35 which increased total open position to 245


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 47.65, which was -6.15 lower than the previous day. The implied volatity was 29.82, the open interest changed by 62 which increased total open position to 210


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 53.8, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 41 which increased total open position to 146


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 52.2, which was 2.4 higher than the previous day. The implied volatity was 39.85, the open interest changed by 15 which increased total open position to 105


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 49.75, which was -9.75 lower than the previous day. The implied volatity was 39.49, the open interest changed by 9 which increased total open position to 90


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 59.5, which was 4.15 higher than the previous day. The implied volatity was 40.76, the open interest changed by 1 which increased total open position to 81


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 55.35, which was 6.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by 1 which increased total open position to 80


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 48.8, which was 5.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 43.5, 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 18 Mar VEDL was trading at 460.00. The strike last trading price was 43.5, which was 6.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 79


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 36.8, 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 13 Mar VEDL was trading at 442.95. The strike last trading price was 36.8, 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 36.8, which was 6.85 higher than the previous day. The implied volatity was 33.42, 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 29.95, which was -6.15 lower than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 79


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 36.1, 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 36.1, which was 0.2 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 80


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 35.9, which was 7.65 higher than the previous day. The implied volatity was 30.58, the open interest changed by -27 which decreased total open position to 80


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 27.95, which was 10.95 higher than the previous day. The implied volatity was 32.98, the open interest changed by -7 which decreased total open position to 108


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 17, which was -0.7 lower than the previous day. The implied volatity was 32.62, the open interest changed by -2 which decreased total open position to 115


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 18, which was 5.85 higher than the previous day. The implied volatity was 32.67, the open interest changed by 21 which increased total open position to 117


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 12.15, which was -3.3 lower than the previous day. The implied volatity was 32.38, the open interest changed by 70 which increased total open position to 97


On 27 Feb VEDL was trading at 404.55. The strike last trading price was 15.45, which was -2.55 lower than the previous day. The implied volatity was 30.65, the open interest changed by 25 which increased total open position to 27


On 26 Feb VEDL was trading at 410.40. The strike last trading price was 18, which was -11.25 lower than the previous day. The implied volatity was 29.72, the open interest changed by 1 which increased total open position to 1


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 18, which was -11.25 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 1


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 29.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 19 Feb VEDL was trading at 423.50. The strike last trading price was 29.25, which was -14.4 lower than the previous day. The implied volatity was 32.55, 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 43.65, 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 43.65, which was 0 lower than the previous day. The implied volatity was 0.09, 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 43.65, which was 0 lower than the previous day. The implied volatity was 0.07, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 43.65, 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 420 PE
Delta: -0.79
Vega: 0.23
Theta: -0.32
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 46.85 -3.2 58.13 112 -22 1,247
7 Apr 374.05 48.35 22.75 61.38 584 -131 1,269
4 Apr 401.45 25.3 19.3 43.37 7,561 375 1,401
3 Apr 439.50 6.1 2.85 35.60 3,553 120 1,024
2 Apr 457.65 3.4 0.2 36.95 1,171 29 906
1 Apr 457.40 3.15 0 35.71 1,103 195 879
28 Mar 463.40 3.2 0.65 36.24 715 -29 684
27 Mar 472.35 2.6 -0.75 37.32 731 113 713
26 Mar 464.15 3.4 -0.3 36.56 341 94 600
25 Mar 461.80 3.7 0.85 35.53 336 77 506
24 Mar 472.25 2.75 -0.7 36.42 161 39 426
21 Mar 467.30 3.4 0.15 35.92 100 38 387
20 Mar 470.75 3.2 -0.9 35.73 192 18 349
19 Mar 460.55 4.3 0.1 34.06 107 16 332
18 Mar 460.00 4.1 -3.15 33.05 491 149 317
17 Mar 446.95 7.25 -1.85 34.20 131 -68 165
13 Mar 442.95 9.1 -0.05 34.02 56 41 233
12 Mar 444.95 9.25 -2.6 34.55 43 -2 175
11 Mar 441.55 11.85 -0.4 38.85 33 2 177
10 Mar 437.40 12.5 2.9 36.26 10 6 174
7 Mar 445.45 9.6 -1.4 34.70 34 14 168
6 Mar 442.95 11 -5.6 35.29 120 92 154
5 Mar 428.95 16.6 -10.55 36.58 68 55 62
4 Mar 406.75 27.15 1.9 39.00 2 0 7
3 Mar 409.15 25.25 -5.75 36.88 5 3 7
28 Feb 394.75 31 6.55 32.09 1 4 4
27 Feb 404.55 24.45 0 0.00 0 3 0
26 Feb 410.40 24.45 14.05 35.03 4 3 3
25 Feb 409.25 24.45 14.05 35.03 4 2 3
20 Feb 433.50 24.2 0 3.87 0 0 0
19 Feb 423.50 24.2 0 1.91 0 0 0
18 Feb 418.20 24.2 0 0.77 0 0 0
17 Feb 415.15 24.2 0 0.50 0 0 0
14 Feb 413.35 24.2 0 - 0 0 0
13 Feb 424.55 24.2 0 2.08 0 0 0
12 Feb 421.90 24.2 0 1.76 0 0 0
11 Feb 421.45 24.2 0 1.59 0 0 0
10 Feb 435.80 24.2 0 3.84 0 0 0
6 Feb 443.75 24.2 0 4.71 0 0 0
5 Feb 444.45 24.2 0 4.55 0 0 0
4 Feb 437.70 24.2 0 4.15 0 0 0
3 Feb 421.70 24.2 0 1.70 0 0 0
1 Feb 439.90 24.2 0 4.39 0 0 0


For Vedanta Limited - strike price 420 expiring on 24APR2025

Delta for 420 PE is -0.79

Historical price for 420 PE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 46.85, which was -3.2 lower than the previous day. The implied volatity was 58.13, the open interest changed by -22 which decreased total open position to 1247


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 48.35, which was 22.75 higher than the previous day. The implied volatity was 61.38, the open interest changed by -131 which decreased total open position to 1269


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 25.3, which was 19.3 higher than the previous day. The implied volatity was 43.37, the open interest changed by 375 which increased total open position to 1401


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 6.1, which was 2.85 higher than the previous day. The implied volatity was 35.60, the open interest changed by 120 which increased total open position to 1024


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 3.4, which was 0.2 higher than the previous day. The implied volatity was 36.95, the open interest changed by 29 which increased total open position to 906


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 3.15, which was 0 lower than the previous day. The implied volatity was 35.71, the open interest changed by 195 which increased total open position to 879


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 3.2, which was 0.65 higher than the previous day. The implied volatity was 36.24, the open interest changed by -29 which decreased total open position to 684


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 2.6, which was -0.75 lower than the previous day. The implied volatity was 37.32, the open interest changed by 113 which increased total open position to 713


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 3.4, which was -0.3 lower than the previous day. The implied volatity was 36.56, the open interest changed by 94 which increased total open position to 600


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 3.7, which was 0.85 higher than the previous day. The implied volatity was 35.53, the open interest changed by 77 which increased total open position to 506


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 2.75, which was -0.7 lower than the previous day. The implied volatity was 36.42, the open interest changed by 39 which increased total open position to 426


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 3.4, which was 0.15 higher than the previous day. The implied volatity was 35.92, the open interest changed by 38 which increased total open position to 387


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 3.2, which was -0.9 lower than the previous day. The implied volatity was 35.73, the open interest changed by 18 which increased total open position to 349


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 34.06, the open interest changed by 16 which increased total open position to 332


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 4.1, which was -3.15 lower than the previous day. The implied volatity was 33.05, the open interest changed by 149 which increased total open position to 317


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 7.25, which was -1.85 lower than the previous day. The implied volatity was 34.20, the open interest changed by -68 which decreased total open position to 165


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 9.1, which was -0.05 lower than the previous day. The implied volatity was 34.02, the open interest changed by 41 which increased total open position to 233


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 9.25, which was -2.6 lower than the previous day. The implied volatity was 34.55, the open interest changed by -2 which decreased total open position to 175


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 11.85, which was -0.4 lower than the previous day. The implied volatity was 38.85, the open interest changed by 2 which increased total open position to 177


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 12.5, which was 2.9 higher than the previous day. The implied volatity was 36.26, the open interest changed by 6 which increased total open position to 174


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 9.6, which was -1.4 lower than the previous day. The implied volatity was 34.70, the open interest changed by 14 which increased total open position to 168


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 11, which was -5.6 lower than the previous day. The implied volatity was 35.29, the open interest changed by 92 which increased total open position to 154


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 16.6, which was -10.55 lower than the previous day. The implied volatity was 36.58, the open interest changed by 55 which increased total open position to 62


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 27.15, which was 1.9 higher than the previous day. The implied volatity was 39.00, the open interest changed by 0 which decreased total open position to 7


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 25.25, which was -5.75 lower than the previous day. The implied volatity was 36.88, the open interest changed by 3 which increased total open position to 7


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 31, which was 6.55 higher than the previous day. The implied volatity was 32.09, the open interest changed by 4 which increased total open position to 4


On 27 Feb VEDL was trading at 404.55. The strike last trading price was 24.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 26 Feb VEDL was trading at 410.40. The strike last trading price was 24.45, which was 14.05 higher than the previous day. The implied volatity was 35.03, the open interest changed by 3 which increased total open position to 3


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 24.45, which was 14.05 higher than the previous day. The implied volatity was 35.03, the open interest changed by 2 which increased total open position to 3


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was 3.87, 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 24.2, which was 0 lower than the previous day. The implied volatity was 1.91, 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 24.2, which was 0 lower than the previous day. The implied volatity was 0.77, 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 24.2, which was 0 lower than the previous day. The implied volatity was 0.50, 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 24.2, 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 24.2, which was 0 lower than the previous day. The implied volatity was 2.08, 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 24.2, which was 0 lower than the previous day. The implied volatity was 1.76, 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 24.2, which was 0 lower than the previous day. The implied volatity was 1.59, 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 24.2, which was 0 lower than the previous day. The implied volatity was 3.84, 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 24.2, 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 5 Feb VEDL was trading at 444.45. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was 4.55, 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 24.2, 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 3 Feb VEDL was trading at 421.70. The strike last trading price was 24.2, which was 0 lower than the previous day. The implied volatity was 1.70, 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 24.2, which was 0 lower than the previous day. The implied volatity was 4.39, the open interest changed by 0 which decreased total open position to 0