VEDL
Vedanta Limited
Historical option data for VEDL
21 Nov 2024 04:12 PM IST
| VEDL 28NOV2024 430 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.19
Theta: -0.51
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 442.80 | 16.5 | 0.00 | 31.93 | 313 | 21 | 237 | |||
| 20 Nov | 443.55 | 16.5 | 0.00 | 30.82 | 320.5 | 0 | 214 | |||
| 19 Nov | 443.55 | 16.5 | -5.15 | 30.82 | 320.5 | -2 | 214 | |||
| 18 Nov | 447.50 | 21.65 | 9.50 | 34.43 | 651 | -98.5 | 213.5 | |||
| 14 Nov | 433.40 | 12.15 | -2.60 | 26.86 | 986 | 148.5 | 312.5 | |||
| 13 Nov | 434.75 | 14.75 | -5.60 | 31.64 | 714 | 104 | 166 | |||
| 12 Nov | 444.75 | 20.35 | -8.85 | 27.78 | 32.5 | 5.5 | 62.5 | |||
| 11 Nov | 456.20 | 29.2 | -1.45 | 26.38 | 41.5 | -10 | 57 | |||
| 8 Nov | 457.90 | 30.65 | -4.85 | 27.18 | 53 | 0 | 67 | |||
| 7 Nov | 457.90 | 35.5 | -13.10 | 37.47 | 44 | 15 | 67 | |||
| 6 Nov | 474.00 | 48.6 | 4.25 | 35.61 | 35 | 10 | 52 | |||
| 5 Nov | 469.80 | 44.35 | 0.85 | 33.21 | 7.5 | 1 | 42 | |||
| 4 Nov | 458.80 | 43.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 467.35 | 43.5 | 0.00 | 0.00 | 0 | 20 | 0 | |||
| 31 Oct | 464.05 | 43.5 | -7.00 | - | 34 | 20 | 41 | |||
| 30 Oct | 468.50 | 50.5 | 3.80 | - | 3 | 0 | 20 | |||
| 29 Oct | 472.30 | 46.7 | 0.00 | - | 0 | 5 | 0 | |||
| 28 Oct | 469.15 | 46.7 | 10.40 | - | 10 | 6 | 20 | |||
| 25 Oct | 455.40 | 36.3 | -48.70 | - | 15 | 14 | 14 | |||
| 24 Oct | 469.05 | 85 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 463.00 | 85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 460.75 | 85 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 475.00 | 85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 480.85 | 85 | 85.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 472.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 486.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 489.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 499.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 492.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 496.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 497.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 500.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 508.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 511.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 516.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 512.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 513.00 | 0 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 430 expiring on 28NOV2024
Delta for 430 CE is 0.77
Historical price for 430 CE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 31.93, the open interest changed by 42 which increased total open position to 474
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 428
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 16.5, which was -5.15 lower than the previous day. The implied volatity was 30.82, the open interest changed by -4 which decreased total open position to 428
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 21.65, which was 9.50 higher than the previous day. The implied volatity was 34.43, the open interest changed by -197 which decreased total open position to 427
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 12.15, which was -2.60 lower than the previous day. The implied volatity was 26.86, the open interest changed by 297 which increased total open position to 625
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 14.75, which was -5.60 lower than the previous day. The implied volatity was 31.64, the open interest changed by 208 which increased total open position to 332
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 20.35, which was -8.85 lower than the previous day. The implied volatity was 27.78, the open interest changed by 11 which increased total open position to 125
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 29.2, which was -1.45 lower than the previous day. The implied volatity was 26.38, the open interest changed by -20 which decreased total open position to 114
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 30.65, which was -4.85 lower than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 134
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 35.5, which was -13.10 lower than the previous day. The implied volatity was 37.47, the open interest changed by 30 which increased total open position to 134
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 48.6, which was 4.25 higher than the previous day. The implied volatity was 35.61, the open interest changed by 20 which increased total open position to 104
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 44.35, which was 0.85 higher than the previous day. The implied volatity was 33.21, the open interest changed by 2 which increased total open position to 84
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 43.5, which was 0.00 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 1 Nov VEDL was trading at 467.35. The strike last trading price was 43.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 40 which increased total open position to 0
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 43.5, which was -7.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VEDL was trading at 468.50. The strike last trading price was 50.5, which was 3.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VEDL was trading at 472.30. The strike last trading price was 46.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VEDL was trading at 469.15. The strike last trading price was 46.7, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VEDL was trading at 455.40. The strike last trading price was 36.3, which was -48.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VEDL was trading at 469.05. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct VEDL was trading at 463.00. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct VEDL was trading at 460.75. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct VEDL was trading at 475.00. The strike last trading price was 85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct VEDL was trading at 480.85. The strike last trading price was 85, which was 85.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VEDL was trading at 472.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VEDL was trading at 486.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VEDL was trading at 489.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VEDL was trading at 499.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VEDL was trading at 497.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VEDL was trading at 492.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VEDL was trading at 496.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VEDL was trading at 497.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VEDL was trading at 500.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VEDL was trading at 508.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VEDL was trading at 511.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VEDL was trading at 516.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VEDL was trading at 512.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept VEDL was trading at 513.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 28NOV2024 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.26
Vega: 0.20
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 442.80 | 3.7 | -0.75 | 37.23 | 2,179.5 | 18.5 | 758 |
| 20 Nov | 443.55 | 4.45 | 0.00 | 35.20 | 1,028.5 | -21 | 745 |
| 19 Nov | 443.55 | 4.45 | 0.95 | 35.20 | 1,028.5 | -15.5 | 745 |
| 18 Nov | 447.50 | 3.5 | -4.50 | 35.00 | 1,991 | -8.5 | 764 |
| 14 Nov | 433.40 | 8 | -0.05 | 31.43 | 2,065 | 7 | 783.5 |
| 13 Nov | 434.75 | 8.05 | 2.30 | 31.82 | 2,827 | -1.5 | 778 |
| 12 Nov | 444.75 | 5.75 | 3.15 | 33.59 | 1,672.5 | 4.5 | 826 |
| 11 Nov | 456.20 | 2.6 | -1.40 | 30.14 | 1,235.5 | 239 | 822 |
| 8 Nov | 457.90 | 4 | -2.10 | 33.41 | 1,626.5 | 51.5 | 583.5 |
| 7 Nov | 457.90 | 6.1 | 2.95 | 40.62 | 992 | 31.5 | 530.5 |
| 6 Nov | 474.00 | 3.15 | -0.55 | 39.16 | 882 | 115 | 508 |
| 5 Nov | 469.80 | 3.7 | -2.55 | 38.04 | 526.5 | 9.5 | 403 |
| 4 Nov | 458.80 | 6.25 | 0.50 | 39.00 | 624 | 44 | 396.5 |
| 1 Nov | 467.35 | 5.75 | -0.15 | 41.33 | 26.5 | 7 | 354 |
| 31 Oct | 464.05 | 5.9 | 0.55 | - | 421 | 102 | 347 |
| 30 Oct | 468.50 | 5.35 | 0.35 | - | 200 | 72 | 244 |
| 29 Oct | 472.30 | 5 | -0.15 | - | 295 | 16 | 171 |
| 28 Oct | 469.15 | 5.15 | -3.95 | - | 240 | 75 | 150 |
| 25 Oct | 455.40 | 9.1 | 3.50 | - | 97 | 9 | 75 |
| 24 Oct | 469.05 | 5.6 | -1.95 | - | 37 | 3 | 66 |
| 23 Oct | 463.00 | 7.55 | -0.85 | - | 97 | 48 | 63 |
| 22 Oct | 460.75 | 8.4 | 0.55 | - | 31 | 16 | 16 |
| 21 Oct | 475.00 | 7.85 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 480.85 | 7.85 | 7.85 | - | 0 | 0 | 0 |
| 17 Oct | 472.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 486.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 489.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 499.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 492.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 496.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 497.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 500.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 508.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 511.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 516.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 512.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 513.00 | 0 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 430 expiring on 28NOV2024
Delta for 430 PE is -0.26
Historical price for 430 PE is as follows
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 3.7, which was -0.75 lower than the previous day. The implied volatity was 37.23, the open interest changed by 37 which increased total open position to 1516
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 4.45, which was 0.00 lower than the previous day. The implied volatity was 35.20, the open interest changed by -42 which decreased total open position to 1490
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 4.45, which was 0.95 higher than the previous day. The implied volatity was 35.20, the open interest changed by -31 which decreased total open position to 1490
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 3.5, which was -4.50 lower than the previous day. The implied volatity was 35.00, the open interest changed by -17 which decreased total open position to 1528
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 8, which was -0.05 lower than the previous day. The implied volatity was 31.43, the open interest changed by 14 which increased total open position to 1567
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 8.05, which was 2.30 higher than the previous day. The implied volatity was 31.82, the open interest changed by -3 which decreased total open position to 1556
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 5.75, which was 3.15 higher than the previous day. The implied volatity was 33.59, the open interest changed by 9 which increased total open position to 1652
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 2.6, which was -1.40 lower than the previous day. The implied volatity was 30.14, the open interest changed by 478 which increased total open position to 1644
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 4, which was -2.10 lower than the previous day. The implied volatity was 33.41, the open interest changed by 103 which increased total open position to 1167
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 6.1, which was 2.95 higher than the previous day. The implied volatity was 40.62, the open interest changed by 63 which increased total open position to 1061
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 39.16, the open interest changed by 230 which increased total open position to 1016
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 3.7, which was -2.55 lower than the previous day. The implied volatity was 38.04, the open interest changed by 19 which increased total open position to 806
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 6.25, which was 0.50 higher than the previous day. The implied volatity was 39.00, the open interest changed by 88 which increased total open position to 793
On 1 Nov VEDL was trading at 467.35. The strike last trading price was 5.75, which was -0.15 lower than the previous day. The implied volatity was 41.33, the open interest changed by 14 which increased total open position to 708
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 5.9, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VEDL was trading at 468.50. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VEDL was trading at 472.30. The strike last trading price was 5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VEDL was trading at 469.15. The strike last trading price was 5.15, which was -3.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VEDL was trading at 455.40. The strike last trading price was 9.1, which was 3.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VEDL was trading at 469.05. The strike last trading price was 5.6, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct VEDL was trading at 463.00. The strike last trading price was 7.55, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct VEDL was trading at 460.75. The strike last trading price was 8.4, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct VEDL was trading at 475.00. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct VEDL was trading at 480.85. The strike last trading price was 7.85, which was 7.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VEDL was trading at 472.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VEDL was trading at 486.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VEDL was trading at 489.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VEDL was trading at 499.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VEDL was trading at 497.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VEDL was trading at 492.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VEDL was trading at 496.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VEDL was trading at 497.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VEDL was trading at 500.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VEDL was trading at 508.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VEDL was trading at 511.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VEDL was trading at 516.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VEDL was trading at 512.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept VEDL was trading at 513.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
