VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.17
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 2.65 | -0.6 | 52.59 | 2,100 | 206 | 2,317 | |||
| 7 Apr | 374.05 | 3.3 | -2.35 | 54.90 | 5,914 | 172 | 2,105 | |||
| 4 Apr | 401.45 | 6.2 | -13.95 | 40.45 | 8,098 | 1,756 | 1,923 | |||
| 3 Apr | 439.50 | 20.1 | -13.25 | 31.48 | 486 | 91 | 168 | |||
| 2 Apr | 457.65 | 32.45 | -1.8 | 30.36 | 56 | -6 | 78 | |||
| 1 Apr | 457.40 | 33.95 | -6 | 32.16 | 35 | -1 | 85 | |||
| 28 Mar | 463.40 | 40.25 | -7.15 | 33.64 | 32 | 5 | 86 | |||
| 27 Mar | 472.35 | 47.4 | 4.9 | 33.69 | 52 | 1 | 81 | |||
| 26 Mar | 464.15 | 42.5 | 1.5 | 34.66 | 17 | 7 | 79 | |||
| 25 Mar | 461.80 | 41 | -11.4 | 36.65 | 33 | 3 | 72 | |||
| 24 Mar | 472.25 | 52.4 | 5.9 | 43.40 | 6 | 1 | 70 | |||
| 21 Mar | 467.30 | 46.5 | -4.25 | 31.82 | 13 | 1 | 67 | |||
| 20 Mar | 470.75 | 50.75 | 8.25 | 37.23 | 12 | 7 | 64 | |||
| 19 Mar | 460.55 | 42.5 | 2.5 | 37.69 | 10 | -2 | 55 | |||
| 18 Mar | 460.00 | 40 | 9 | 31.69 | 12 | -3 | 56 | |||
| 17 Mar | 446.95 | 31 | 2 | 32.48 | 2 | -1 | 58 | |||
| 13 Mar | 442.95 | 29 | 0 | 0.00 | 0 | -1 | 0 | |||
| 12 Mar | 444.95 | 29 | 0 | 31.09 | 75 | 0 | 60 | |||
| 11 Mar | 441.55 | 29 | -3.25 | 31.44 | 86 | 44 | 61 | |||
| 10 Mar | 437.40 | 32.25 | 0 | 0.00 | 0 | 1 | 0 | |||
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| 7 Mar | 445.45 | 32.25 | 9.8 | 32.06 | 6 | 2 | 18 | |||
| 6 Mar | 442.95 | 22.45 | 0 | 0.00 | 0 | 14 | 0 | |||
| 5 Mar | 428.95 | 22.45 | 10.55 | 32.73 | 15 | 13 | 15 | |||
| 4 Mar | 406.75 | 11.9 | -5.85 | 30.46 | 2 | 1 | 1 | |||
| 3 Mar | 409.15 | 17.75 | 0 | 2.82 | 0 | 0 | 0 | |||
| 28 Feb | 394.75 | 17.75 | 0 | 5.44 | 0 | 0 | 0 | |||
For Vedanta Limited - strike price 430 expiring on 24APR2025
Delta for 430 CE is 0.13
Historical price for 430 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 2.65, which was -0.6 lower than the previous day. The implied volatity was 52.59, the open interest changed by 206 which increased total open position to 2317
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 3.3, which was -2.35 lower than the previous day. The implied volatity was 54.90, the open interest changed by 172 which increased total open position to 2105
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 6.2, which was -13.95 lower than the previous day. The implied volatity was 40.45, the open interest changed by 1756 which increased total open position to 1923
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 20.1, which was -13.25 lower than the previous day. The implied volatity was 31.48, the open interest changed by 91 which increased total open position to 168
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 32.45, which was -1.8 lower than the previous day. The implied volatity was 30.36, the open interest changed by -6 which decreased total open position to 78
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 33.95, which was -6 lower than the previous day. The implied volatity was 32.16, the open interest changed by -1 which decreased total open position to 85
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 40.25, which was -7.15 lower than the previous day. The implied volatity was 33.64, the open interest changed by 5 which increased total open position to 86
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 47.4, which was 4.9 higher than the previous day. The implied volatity was 33.69, the open interest changed by 1 which increased total open position to 81
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 42.5, which was 1.5 higher than the previous day. The implied volatity was 34.66, the open interest changed by 7 which increased total open position to 79
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 41, which was -11.4 lower than the previous day. The implied volatity was 36.65, the open interest changed by 3 which increased total open position to 72
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 52.4, which was 5.9 higher than the previous day. The implied volatity was 43.40, the open interest changed by 1 which increased total open position to 70
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 46.5, which was -4.25 lower than the previous day. The implied volatity was 31.82, the open interest changed by 1 which increased total open position to 67
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 50.75, which was 8.25 higher than the previous day. The implied volatity was 37.23, the open interest changed by 7 which increased total open position to 64
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 42.5, which was 2.5 higher than the previous day. The implied volatity was 37.69, the open interest changed by -2 which decreased total open position to 55
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 40, which was 9 higher than the previous day. The implied volatity was 31.69, the open interest changed by -3 which decreased total open position to 56
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 31, which was 2 higher than the previous day. The implied volatity was 32.48, the open interest changed by -1 which decreased total open position to 58
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 29, 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 12 Mar VEDL was trading at 444.95. The strike last trading price was 29, which was 0 lower than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 60
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 29, which was -3.25 lower than the previous day. The implied volatity was 31.44, the open interest changed by 44 which increased total open position to 61
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 32.25, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 32.25, which was 9.8 higher than the previous day. The implied volatity was 32.06, the open interest changed by 2 which increased total open position to 18
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 22.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 22.45, which was 10.55 higher than the previous day. The implied volatity was 32.73, the open interest changed by 13 which increased total open position to 15
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 11.9, which was -5.85 lower than the previous day. The implied volatity was 30.46, the open interest changed by 1 which increased total open position to 1
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 17.75, which was 0 lower than the previous day. The implied volatity was 2.82, 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 17.75, which was 0 lower than the previous day. The implied volatity was 5.44, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.78
Vega: 0.23
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 58.4 | -0.3 | 72.70 | 128 | 8 | 1,034 |
| 7 Apr | 374.05 | 56.7 | 24.15 | 61.79 | 205 | -41 | 1,028 |
| 4 Apr | 401.45 | 32.55 | 23.4 | 44.19 | 2,296 | 148 | 1,166 |
| 3 Apr | 439.50 | 9.2 | 4.45 | 34.99 | 4,095 | 281 | 1,019 |
| 2 Apr | 457.65 | 4.9 | 0.2 | 35.16 | 1,199 | 49 | 739 |
| 1 Apr | 457.40 | 4.6 | 0.05 | 34.05 | 1,994 | -57 | 689 |
| 28 Mar | 463.40 | 4.6 | 1.15 | 34.91 | 1,058 | 287 | 746 |
| 27 Mar | 472.35 | 3.55 | -1.15 | 35.20 | 808 | 67 | 459 |
| 26 Mar | 464.15 | 4.75 | -0.45 | 35.10 | 249 | 71 | 393 |
| 25 Mar | 461.80 | 5.15 | 1.35 | 34.04 | 247 | 46 | 321 |
| 24 Mar | 472.25 | 3.7 | -1 | 34.59 | 136 | 44 | 277 |
| 21 Mar | 467.30 | 4.4 | 0.2 | 33.81 | 93 | 44 | 233 |
| 20 Mar | 470.75 | 4.2 | -1.2 | 33.93 | 126 | 3 | 190 |
| 19 Mar | 460.55 | 5.4 | -0.25 | 31.54 | 72 | 37 | 187 |
| 18 Mar | 460.00 | 5.5 | -4.55 | 31.30 | 191 | 120 | 150 |
| 17 Mar | 446.95 | 10.05 | -2.35 | 33.68 | 20 | 6 | 28 |
| 13 Mar | 442.95 | 12.5 | -2.4 | 33.93 | 21 | 14 | 19 |
| 12 Mar | 444.95 | 14.9 | 0.9 | 38.51 | 1 | 0 | 4 |
| 11 Mar | 441.55 | 14 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 437.40 | 14 | 0 | 0.00 | 0 | 2 | 0 |
| 7 Mar | 445.45 | 14 | -2.35 | 36.47 | 4 | 2 | 4 |
| 6 Mar | 442.95 | 16.35 | -22.1 | 38.24 | 2 | 1 | 1 |
| 5 Mar | 428.95 | 38.45 | 0 | 0.79 | 0 | 0 | 0 |
| 4 Mar | 406.75 | 38.45 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 409.15 | 38.45 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 394.75 | 38.45 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 430 expiring on 24APR2025
Delta for 430 PE is -0.78
Historical price for 430 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 58.4, which was -0.3 lower than the previous day. The implied volatity was 72.70, the open interest changed by 8 which increased total open position to 1034
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 56.7, which was 24.15 higher than the previous day. The implied volatity was 61.79, the open interest changed by -41 which decreased total open position to 1028
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 32.55, which was 23.4 higher than the previous day. The implied volatity was 44.19, the open interest changed by 148 which increased total open position to 1166
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 9.2, which was 4.45 higher than the previous day. The implied volatity was 34.99, the open interest changed by 281 which increased total open position to 1019
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 4.9, which was 0.2 higher than the previous day. The implied volatity was 35.16, the open interest changed by 49 which increased total open position to 739
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 4.6, which was 0.05 higher than the previous day. The implied volatity was 34.05, the open interest changed by -57 which decreased total open position to 689
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 4.6, which was 1.15 higher than the previous day. The implied volatity was 34.91, the open interest changed by 287 which increased total open position to 746
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 3.55, which was -1.15 lower than the previous day. The implied volatity was 35.20, the open interest changed by 67 which increased total open position to 459
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 4.75, which was -0.45 lower than the previous day. The implied volatity was 35.10, the open interest changed by 71 which increased total open position to 393
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 5.15, which was 1.35 higher than the previous day. The implied volatity was 34.04, the open interest changed by 46 which increased total open position to 321
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 3.7, which was -1 lower than the previous day. The implied volatity was 34.59, the open interest changed by 44 which increased total open position to 277
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 4.4, which was 0.2 higher than the previous day. The implied volatity was 33.81, the open interest changed by 44 which increased total open position to 233
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 4.2, which was -1.2 lower than the previous day. The implied volatity was 33.93, the open interest changed by 3 which increased total open position to 190
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 37 which increased total open position to 187
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 5.5, which was -4.55 lower than the previous day. The implied volatity was 31.30, the open interest changed by 120 which increased total open position to 150
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 10.05, which was -2.35 lower than the previous day. The implied volatity was 33.68, the open interest changed by 6 which increased total open position to 28
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 12.5, which was -2.4 lower than the previous day. The implied volatity was 33.93, the open interest changed by 14 which increased total open position to 19
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 14.9, which was 0.9 higher than the previous day. The implied volatity was 38.51, the open interest changed by 0 which decreased total open position to 4
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 14, 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 14, 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 7 Mar VEDL was trading at 445.45. The strike last trading price was 14, which was -2.35 lower than the previous day. The implied volatity was 36.47, the open interest changed by 2 which increased total open position to 4
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 16.35, which was -22.1 lower than the previous day. The implied volatity was 38.24, the open interest changed by 1 which increased total open position to 1
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 38.45, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 38.45, 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 Mar VEDL was trading at 409.15. The strike last trading price was 38.45, 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 28 Feb VEDL was trading at 394.75. The strike last trading price was 38.45, 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
