VEDL
Vedanta Limited
Historical option data for VEDL
03 Dec 2024 04:12 PM IST
| VEDL 26DEC2024 430 CE | ||||||||||
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Delta: 0.92
Vega: 0.17
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 468.35 | 41.65 | 4.75 | 26.29 | 174 | 15 | 252 | |||
| 2 Dec | 460.55 | 36.9 | 5.05 | 30.81 | 380 | 50 | 241 | |||
| 29 Nov | 453.50 | 31.85 | 0.25 | 30.71 | 309 | 10 | 190 | |||
| 28 Nov | 451.85 | 31.6 | 4.85 | 31.90 | 485 | 61 | 187 | |||
| 27 Nov | 445.80 | 26.75 | -2.25 | 30.48 | 76 | 1 | 127 | |||
| 26 Nov | 448.40 | 29 | 2.90 | 31.99 | 127 | 0 | 125 | |||
| 25 Nov | 443.80 | 26.1 | -0.60 | 30.35 | 111 | 66 | 122 | |||
| 22 Nov | 445.35 | 26.7 | 0.90 | 28.41 | 50 | 34 | 90 | |||
| 21 Nov | 442.80 | 25.8 | -0.95 | 29.45 | 62 | 12 | 57 | |||
| 20 Nov | 443.55 | 26.75 | 0.00 | 31.54 | 13 | 7 | 45 | |||
| 19 Nov | 443.55 | 26.75 | -2.25 | 31.54 | 13 | 7 | 45 | |||
| 18 Nov | 447.50 | 29 | 9.00 | 28.44 | 26 | -1 | 37 | |||
| 14 Nov | 433.40 | 20 | -1.55 | 26.03 | 31 | 19 | 38 | |||
| 13 Nov | 434.75 | 21.55 | -31.20 | 27.25 | 36 | 21 | 21 | |||
| 12 Nov | 444.75 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 456.20 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 457.90 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 7 Nov | 457.90 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 474.00 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 469.80 | 52.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 458.80 | 52.75 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 430 expiring on 26DEC2024
Delta for 430 CE is 0.92
Historical price for 430 CE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 41.65, which was 4.75 higher than the previous day. The implied volatity was 26.29, the open interest changed by 15 which increased total open position to 252
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 36.9, which was 5.05 higher than the previous day. The implied volatity was 30.81, the open interest changed by 50 which increased total open position to 241
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 31.85, which was 0.25 higher than the previous day. The implied volatity was 30.71, the open interest changed by 10 which increased total open position to 190
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 31.6, which was 4.85 higher than the previous day. The implied volatity was 31.90, the open interest changed by 61 which increased total open position to 187
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 26.75, which was -2.25 lower than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 127
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 29, which was 2.90 higher than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 125
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 26.1, which was -0.60 lower than the previous day. The implied volatity was 30.35, the open interest changed by 66 which increased total open position to 122
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 26.7, which was 0.90 higher than the previous day. The implied volatity was 28.41, the open interest changed by 34 which increased total open position to 90
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 25.8, which was -0.95 lower than the previous day. The implied volatity was 29.45, the open interest changed by 12 which increased total open position to 57
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 31.54, the open interest changed by 7 which increased total open position to 45
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 26.75, which was -2.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 7 which increased total open position to 45
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 29, which was 9.00 higher than the previous day. The implied volatity was 28.44, the open interest changed by -1 which decreased total open position to 37
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 26.03, the open interest changed by 19 which increased total open position to 38
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 21.55, which was -31.20 lower than the previous day. The implied volatity was 27.25, the open interest changed by 21 which increased total open position to 21
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 52.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| VEDL 26DEC2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.24
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 468.35 | 2.35 | -1.10 | 32.07 | 1,685 | 19 | 848 |
| 2 Dec | 460.55 | 3.45 | -1.90 | 31.91 | 1,589 | 53 | 836 |
| 29 Nov | 453.50 | 5.35 | -0.65 | 31.72 | 1,829 | 78 | 788 |
| 28 Nov | 451.85 | 6 | -1.30 | 32.12 | 1,914 | 292 | 713 |
| 27 Nov | 445.80 | 7.3 | -0.70 | 30.83 | 297 | 67 | 421 |
| 26 Nov | 448.40 | 8 | -0.90 | 33.19 | 434 | 42 | 354 |
| 25 Nov | 443.80 | 8.9 | -0.05 | 32.41 | 429 | -50 | 323 |
| 22 Nov | 445.35 | 8.95 | -1.70 | 31.88 | 268 | 19 | 392 |
| 21 Nov | 442.80 | 10.65 | -0.10 | 33.40 | 412 | 111 | 372 |
| 20 Nov | 443.55 | 10.75 | 0.00 | 32.20 | 305 | 57 | 265 |
| 19 Nov | 443.55 | 10.75 | 2.10 | 32.20 | 305 | 61 | 265 |
| 18 Nov | 447.50 | 8.65 | -4.95 | 30.89 | 224 | 83 | 204 |
| 14 Nov | 433.40 | 13.6 | 0.60 | 30.47 | 53 | 33 | 121 |
| 13 Nov | 434.75 | 13 | 2.30 | 29.85 | 116 | 20 | 89 |
| 12 Nov | 444.75 | 10.7 | 2.60 | 31.45 | 57 | 25 | 69 |
| 11 Nov | 456.20 | 8.1 | -0.45 | 32.12 | 12 | 4 | 40 |
| 8 Nov | 457.90 | 8.55 | -2.35 | 32.41 | 42 | 24 | 38 |
| 7 Nov | 457.90 | 10.9 | -3.00 | 37.41 | 19 | 13 | 13 |
| 6 Nov | 474.00 | 13.9 | 0.00 | 8.46 | 0 | 0 | 0 |
| 5 Nov | 469.80 | 13.9 | 0.00 | 7.76 | 0 | 0 | 0 |
| 4 Nov | 458.80 | 13.9 | 6.06 | 0 | 0 | 0 | |
For Vedanta Limited - strike price 430 expiring on 26DEC2024
Delta for 430 PE is -0.12
Historical price for 430 PE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 2.35, which was -1.10 lower than the previous day. The implied volatity was 32.07, the open interest changed by 19 which increased total open position to 848
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 3.45, which was -1.90 lower than the previous day. The implied volatity was 31.91, the open interest changed by 53 which increased total open position to 836
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 5.35, which was -0.65 lower than the previous day. The implied volatity was 31.72, the open interest changed by 78 which increased total open position to 788
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 6, which was -1.30 lower than the previous day. The implied volatity was 32.12, the open interest changed by 292 which increased total open position to 713
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 7.3, which was -0.70 lower than the previous day. The implied volatity was 30.83, the open interest changed by 67 which increased total open position to 421
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 8, which was -0.90 lower than the previous day. The implied volatity was 33.19, the open interest changed by 42 which increased total open position to 354
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 8.9, which was -0.05 lower than the previous day. The implied volatity was 32.41, the open interest changed by -50 which decreased total open position to 323
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 8.95, which was -1.70 lower than the previous day. The implied volatity was 31.88, the open interest changed by 19 which increased total open position to 392
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 10.65, which was -0.10 lower than the previous day. The implied volatity was 33.40, the open interest changed by 111 which increased total open position to 372
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 32.20, the open interest changed by 57 which increased total open position to 265
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 10.75, which was 2.10 higher than the previous day. The implied volatity was 32.20, the open interest changed by 61 which increased total open position to 265
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 8.65, which was -4.95 lower than the previous day. The implied volatity was 30.89, the open interest changed by 83 which increased total open position to 204
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 13.6, which was 0.60 higher than the previous day. The implied volatity was 30.47, the open interest changed by 33 which increased total open position to 121
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 13, which was 2.30 higher than the previous day. The implied volatity was 29.85, the open interest changed by 20 which increased total open position to 89
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 10.7, which was 2.60 higher than the previous day. The implied volatity was 31.45, the open interest changed by 25 which increased total open position to 69
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 8.1, which was -0.45 lower than the previous day. The implied volatity was 32.12, the open interest changed by 4 which increased total open position to 40
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 8.55, which was -2.35 lower than the previous day. The implied volatity was 32.41, the open interest changed by 24 which increased total open position to 38
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 10.9, which was -3.00 lower than the previous day. The implied volatity was 37.41, the open interest changed by 13 which increased total open position to 13
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 8.46, the open interest changed by 0 which decreased total open position to 0
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 13.9, which was 0.00 lower than the previous day. The implied volatity was 7.76, the open interest changed by 0 which decreased total open position to 0
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 13.9, which was lower than the previous day. The implied volatity was 6.06, the open interest changed by 0 which decreased total open position to 0
