VEDL
Vedanta Limited
Historical option data for VEDL
03 Dec 2024 04:12 PM IST
| VEDL 26DEC2024 440 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.26
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 468.35 | 32.7 | 3.65 | 25.38 | 376 | -11 | 592 | |||
| 2 Dec | 460.55 | 29.05 | 4.85 | 30.56 | 963 | -82 | 602 | |||
| 29 Nov | 453.50 | 24.2 | -0.05 | 29.29 | 659 | -13 | 686 | |||
| 28 Nov | 451.85 | 24.25 | 4.25 | 30.71 | 1,932 | 38 | 703 | |||
| 27 Nov | 445.80 | 20 | -1.55 | 29.53 | 660 | 64 | 665 | |||
| 26 Nov | 448.40 | 21.55 | 2.05 | 29.75 | 601 | 50 | 601 | |||
| 25 Nov | 443.80 | 19.5 | -0.50 | 29.37 | 450 | 97 | 548 | |||
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| 22 Nov | 445.35 | 20 | 0.55 | 27.55 | 298 | 46 | 497 | |||
| 21 Nov | 442.80 | 19.45 | 0.05 | 28.73 | 477 | 83 | 449 | |||
| 20 Nov | 443.55 | 19.4 | 0.00 | 28.67 | 71 | 3 | 366 | |||
| 19 Nov | 443.55 | 19.4 | -3.20 | 28.67 | 71 | 3 | 366 | |||
| 18 Nov | 447.50 | 22.6 | 7.40 | 28.36 | 181 | 0 | 363 | |||
| 14 Nov | 433.40 | 15.2 | -1.40 | 26.67 | 150 | 17 | 356 | |||
| 13 Nov | 434.75 | 16.6 | -19.40 | 27.76 | 507 | 337 | 339 | |||
| 12 Nov | 444.75 | 36 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 456.20 | 36 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 457.90 | 36 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 7 Nov | 457.90 | 36 | -48.15 | 33.89 | 4 | 2 | 2 | |||
| 6 Nov | 474.00 | 84.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 469.80 | 84.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 458.80 | 84.15 | 84.15 | - | 0 | 0 | 0 | |||
| 31 Oct | 464.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 472.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 499.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 497.50 | 0 | - | 0 | 0 | 0 | ||||
For Vedanta Limited - strike price 440 expiring on 26DEC2024
Delta for 440 CE is 0.86
Historical price for 440 CE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 32.7, which was 3.65 higher than the previous day. The implied volatity was 25.38, the open interest changed by -11 which decreased total open position to 592
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 29.05, which was 4.85 higher than the previous day. The implied volatity was 30.56, the open interest changed by -82 which decreased total open position to 602
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 24.2, which was -0.05 lower than the previous day. The implied volatity was 29.29, the open interest changed by -13 which decreased total open position to 686
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 24.25, which was 4.25 higher than the previous day. The implied volatity was 30.71, the open interest changed by 38 which increased total open position to 703
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 29.53, the open interest changed by 64 which increased total open position to 665
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 21.55, which was 2.05 higher than the previous day. The implied volatity was 29.75, the open interest changed by 50 which increased total open position to 601
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 19.5, which was -0.50 lower than the previous day. The implied volatity was 29.37, the open interest changed by 97 which increased total open position to 548
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 20, which was 0.55 higher than the previous day. The implied volatity was 27.55, the open interest changed by 46 which increased total open position to 497
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 19.45, which was 0.05 higher than the previous day. The implied volatity was 28.73, the open interest changed by 83 which increased total open position to 449
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 19.4, which was 0.00 lower than the previous day. The implied volatity was 28.67, the open interest changed by 3 which increased total open position to 366
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 19.4, which was -3.20 lower than the previous day. The implied volatity was 28.67, the open interest changed by 3 which increased total open position to 366
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 22.6, which was 7.40 higher than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 363
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 15.2, which was -1.40 lower than the previous day. The implied volatity was 26.67, the open interest changed by 17 which increased total open position to 356
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 16.6, which was -19.40 lower than the previous day. The implied volatity was 27.76, the open interest changed by 337 which increased total open position to 339
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 36, 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 11 Nov VEDL was trading at 456.20. The strike last trading price was 36, 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 8 Nov VEDL was trading at 457.90. The strike last trading price was 36, which was 0.00 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 Nov VEDL was trading at 457.90. The strike last trading price was 36, which was -48.15 lower than the previous day. The implied volatity was 33.89, the open interest changed by 2 which increased total open position to 2
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 84.15, 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 84.15, 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 84.15, which was 84.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct VEDL was trading at 464.05. 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 29 Oct VEDL was trading at 472.30. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VEDL 26DEC2024 440 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 0.31
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 468.35 | 3.6 | -1.65 | 30.54 | 2,566 | -2 | 1,632 |
| 2 Dec | 460.55 | 5.25 | -2.45 | 30.65 | 3,851 | 37 | 1,636 |
| 29 Nov | 453.50 | 7.7 | -0.75 | 30.31 | 3,119 | 237 | 1,598 |
| 28 Nov | 451.85 | 8.45 | -2.05 | 30.62 | 3,033 | 199 | 1,354 |
| 27 Nov | 445.80 | 10.5 | -0.75 | 29.91 | 599 | 82 | 1,155 |
| 26 Nov | 448.40 | 11.25 | -1.10 | 32.44 | 1,064 | 125 | 1,060 |
| 25 Nov | 443.80 | 12.35 | 0.15 | 31.51 | 582 | 107 | 924 |
| 22 Nov | 445.35 | 12.2 | -1.80 | 30.78 | 400 | 168 | 985 |
| 21 Nov | 442.80 | 14 | -0.60 | 32.00 | 475 | -2 | 818 |
| 20 Nov | 443.55 | 14.6 | 0.00 | 31.65 | 318 | 141 | 815 |
| 19 Nov | 443.55 | 14.6 | 2.60 | 31.65 | 318 | 136 | 815 |
| 18 Nov | 447.50 | 12 | -6.60 | 30.30 | 412 | 188 | 676 |
| 14 Nov | 433.40 | 18.6 | 1.05 | 30.82 | 65 | 18 | 488 |
| 13 Nov | 434.75 | 17.55 | 3.10 | 29.61 | 515 | 327 | 471 |
| 12 Nov | 444.75 | 14.45 | 4.20 | 31.12 | 121 | 46 | 143 |
| 11 Nov | 456.20 | 10.25 | -1.45 | 30.29 | 31 | 17 | 91 |
| 8 Nov | 457.90 | 11.7 | -1.80 | 32.31 | 50 | 4 | 74 |
| 7 Nov | 457.90 | 13.5 | 5.50 | 36.10 | 79 | 29 | 80 |
| 6 Nov | 474.00 | 8 | -2.05 | 33.60 | 13 | 2 | 51 |
| 5 Nov | 469.80 | 10.05 | -3.95 | 35.06 | 24 | 15 | 48 |
| 4 Nov | 458.80 | 14 | 0.55 | 36.22 | 14 | 13 | 33 |
| 31 Oct | 464.05 | 13.45 | 4.45 | - | 2 | 0 | 20 |
| 29 Oct | 472.30 | 9 | -5.45 | - | 20 | 18 | 18 |
| 14 Oct | 499.15 | 14.45 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 497.50 | 14.45 | - | 0 | 0 | 0 | |
For Vedanta Limited - strike price 440 expiring on 26DEC2024
Delta for 440 PE is -0.18
Historical price for 440 PE is as follows
On 3 Dec VEDL was trading at 468.35. The strike last trading price was 3.6, which was -1.65 lower than the previous day. The implied volatity was 30.54, the open interest changed by -2 which decreased total open position to 1632
On 2 Dec VEDL was trading at 460.55. The strike last trading price was 5.25, which was -2.45 lower than the previous day. The implied volatity was 30.65, the open interest changed by 37 which increased total open position to 1636
On 29 Nov VEDL was trading at 453.50. The strike last trading price was 7.7, which was -0.75 lower than the previous day. The implied volatity was 30.31, the open interest changed by 237 which increased total open position to 1598
On 28 Nov VEDL was trading at 451.85. The strike last trading price was 8.45, which was -2.05 lower than the previous day. The implied volatity was 30.62, the open interest changed by 199 which increased total open position to 1354
On 27 Nov VEDL was trading at 445.80. The strike last trading price was 10.5, which was -0.75 lower than the previous day. The implied volatity was 29.91, the open interest changed by 82 which increased total open position to 1155
On 26 Nov VEDL was trading at 448.40. The strike last trading price was 11.25, which was -1.10 lower than the previous day. The implied volatity was 32.44, the open interest changed by 125 which increased total open position to 1060
On 25 Nov VEDL was trading at 443.80. The strike last trading price was 12.35, which was 0.15 higher than the previous day. The implied volatity was 31.51, the open interest changed by 107 which increased total open position to 924
On 22 Nov VEDL was trading at 445.35. The strike last trading price was 12.2, which was -1.80 lower than the previous day. The implied volatity was 30.78, the open interest changed by 168 which increased total open position to 985
On 21 Nov VEDL was trading at 442.80. The strike last trading price was 14, which was -0.60 lower than the previous day. The implied volatity was 32.00, the open interest changed by -2 which decreased total open position to 818
On 20 Nov VEDL was trading at 443.55. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 31.65, the open interest changed by 141 which increased total open position to 815
On 19 Nov VEDL was trading at 443.55. The strike last trading price was 14.6, which was 2.60 higher than the previous day. The implied volatity was 31.65, the open interest changed by 136 which increased total open position to 815
On 18 Nov VEDL was trading at 447.50. The strike last trading price was 12, which was -6.60 lower than the previous day. The implied volatity was 30.30, the open interest changed by 188 which increased total open position to 676
On 14 Nov VEDL was trading at 433.40. The strike last trading price was 18.6, which was 1.05 higher than the previous day. The implied volatity was 30.82, the open interest changed by 18 which increased total open position to 488
On 13 Nov VEDL was trading at 434.75. The strike last trading price was 17.55, which was 3.10 higher than the previous day. The implied volatity was 29.61, the open interest changed by 327 which increased total open position to 471
On 12 Nov VEDL was trading at 444.75. The strike last trading price was 14.45, which was 4.20 higher than the previous day. The implied volatity was 31.12, the open interest changed by 46 which increased total open position to 143
On 11 Nov VEDL was trading at 456.20. The strike last trading price was 10.25, which was -1.45 lower than the previous day. The implied volatity was 30.29, the open interest changed by 17 which increased total open position to 91
On 8 Nov VEDL was trading at 457.90. The strike last trading price was 11.7, which was -1.80 lower than the previous day. The implied volatity was 32.31, the open interest changed by 4 which increased total open position to 74
On 7 Nov VEDL was trading at 457.90. The strike last trading price was 13.5, which was 5.50 higher than the previous day. The implied volatity was 36.10, the open interest changed by 29 which increased total open position to 80
On 6 Nov VEDL was trading at 474.00. The strike last trading price was 8, which was -2.05 lower than the previous day. The implied volatity was 33.60, the open interest changed by 2 which increased total open position to 51
On 5 Nov VEDL was trading at 469.80. The strike last trading price was 10.05, which was -3.95 lower than the previous day. The implied volatity was 35.06, the open interest changed by 15 which increased total open position to 48
On 4 Nov VEDL was trading at 458.80. The strike last trading price was 14, which was 0.55 higher than the previous day. The implied volatity was 36.22, the open interest changed by 13 which increased total open position to 33
On 31 Oct VEDL was trading at 464.05. The strike last trading price was 13.45, which was 4.45 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 9, which was -5.45 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 14.45, 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 14.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
