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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 440 CE
Delta: 0.10
Vega: 0.14
Theta: -0.25
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 2 -0.3 54.59 1,678 98 2,514
7 Apr 374.05 2.45 -1.45 56.22 4,043 -174 2,415
4 Apr 401.45 4.15 -10.45 40.58 9,462 1,666 2,603
3 Apr 439.50 14.4 -11.3 31.47 4,454 733 936
2 Apr 457.65 25.1 -1.6 30.74 174 -13 205
1 Apr 457.40 26.7 -5.6 32.51 179 8 221
28 Mar 463.40 31.95 -7.8 31.77 49 8 213
27 Mar 472.35 40.65 5.95 37.22 140 19 205
26 Mar 464.15 34.8 1.75 34.24 97 20 187
25 Mar 461.80 32.9 -9.5 34.49 229 -54 166
24 Mar 472.25 42.4 4.2 37.10 158 -9 219
21 Mar 467.30 38.45 -2.65 31.34 36 22 228
20 Mar 470.75 41.7 9.2 34.09 248 91 206
19 Mar 460.55 32.5 0.55 31.29 8 1 116
18 Mar 460.00 32 8 29.80 120 29 115
17 Mar 446.95 24 1.5 30.93 20 6 83
13 Mar 442.95 22.65 -2.65 31.76 16 5 77
12 Mar 444.95 25.3 3.05 34.72 39 15 72
11 Mar 441.55 22.2 -0.8 29.72 14 0 57
10 Mar 437.40 23 -1.25 36.19 1 -1 56
7 Mar 445.45 24.25 -1.7 28.71 3 -1 57
6 Mar 442.95 25.95 8.2 34.19 118 -8 58
5 Mar 428.95 17.5 7.1 32.17 72 19 67
4 Mar 406.75 10.75 -0.2 33.92 64 16 48
3 Mar 409.15 10.85 3.2 32.80 47 14 33
28 Feb 394.75 7.65 -1.95 33.96 22 16 19
27 Feb 404.55 9.6 -24.1 31.88 4 3 3
26 Feb 410.40 33.7 0 4.06 0 0 0
25 Feb 409.25 33.7 0 4.06 0 0 0
21 Feb 438.20 33.7 0 - 0 0 0
20 Feb 433.50 33.7 0 1.05 0 0 0
19 Feb 423.50 33.7 0 1.77 0 0 0
18 Feb 418.20 33.7 0 4.16 0 0 0
17 Feb 415.15 33.7 0 2.87 0 0 0
14 Feb 413.35 33.7 0 2.94 0 0 0
13 Feb 424.55 33.7 0 1.14 0 0 0
12 Feb 421.90 33.7 0 1.48 0 0 0
11 Feb 421.45 33.7 0 1.65 0 0 0
10 Feb 435.80 33.7 0 - 0 0 0
7 Feb 455.80 33.7 0 - 0 0 0
6 Feb 443.75 33.7 0 - 0 0 0
5 Feb 444.45 33.7 0 - 0 0 0
4 Feb 437.70 33.7 0 - 0 0 0
3 Feb 421.70 33.7 0 1.24 0 0 0
1 Feb 439.90 33.7 0 - 0 0 0


For Vedanta Limited - strike price 440 expiring on 24APR2025

Delta for 440 CE is 0.10

Historical price for 440 CE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 2, which was -0.3 lower than the previous day. The implied volatity was 54.59, the open interest changed by 98 which increased total open position to 2514


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 2.45, which was -1.45 lower than the previous day. The implied volatity was 56.22, the open interest changed by -174 which decreased total open position to 2415


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 4.15, which was -10.45 lower than the previous day. The implied volatity was 40.58, the open interest changed by 1666 which increased total open position to 2603


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 14.4, which was -11.3 lower than the previous day. The implied volatity was 31.47, the open interest changed by 733 which increased total open position to 936


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 25.1, which was -1.6 lower than the previous day. The implied volatity was 30.74, the open interest changed by -13 which decreased total open position to 205


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 26.7, which was -5.6 lower than the previous day. The implied volatity was 32.51, the open interest changed by 8 which increased total open position to 221


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 31.95, which was -7.8 lower than the previous day. The implied volatity was 31.77, the open interest changed by 8 which increased total open position to 213


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 40.65, which was 5.95 higher than the previous day. The implied volatity was 37.22, the open interest changed by 19 which increased total open position to 205


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 34.8, which was 1.75 higher than the previous day. The implied volatity was 34.24, the open interest changed by 20 which increased total open position to 187


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 32.9, which was -9.5 lower than the previous day. The implied volatity was 34.49, the open interest changed by -54 which decreased total open position to 166


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 42.4, which was 4.2 higher than the previous day. The implied volatity was 37.10, the open interest changed by -9 which decreased total open position to 219


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 38.45, which was -2.65 lower than the previous day. The implied volatity was 31.34, the open interest changed by 22 which increased total open position to 228


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 41.7, which was 9.2 higher than the previous day. The implied volatity was 34.09, the open interest changed by 91 which increased total open position to 206


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 32.5, which was 0.55 higher than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 116


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 32, which was 8 higher than the previous day. The implied volatity was 29.80, the open interest changed by 29 which increased total open position to 115


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 24, which was 1.5 higher than the previous day. The implied volatity was 30.93, the open interest changed by 6 which increased total open position to 83


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 22.65, which was -2.65 lower than the previous day. The implied volatity was 31.76, the open interest changed by 5 which increased total open position to 77


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 25.3, which was 3.05 higher than the previous day. The implied volatity was 34.72, the open interest changed by 15 which increased total open position to 72


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 22.2, which was -0.8 lower than the previous day. The implied volatity was 29.72, the open interest changed by 0 which decreased total open position to 57


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 23, which was -1.25 lower than the previous day. The implied volatity was 36.19, the open interest changed by -1 which decreased total open position to 56


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 24.25, which was -1.7 lower than the previous day. The implied volatity was 28.71, the open interest changed by -1 which decreased total open position to 57


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 25.95, which was 8.2 higher than the previous day. The implied volatity was 34.19, the open interest changed by -8 which decreased total open position to 58


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 17.5, which was 7.1 higher than the previous day. The implied volatity was 32.17, the open interest changed by 19 which increased total open position to 67


On 4 Mar VEDL was trading at 406.75. The strike last trading price was 10.75, which was -0.2 lower than the previous day. The implied volatity was 33.92, the open interest changed by 16 which increased total open position to 48


On 3 Mar VEDL was trading at 409.15. The strike last trading price was 10.85, which was 3.2 higher than the previous day. The implied volatity was 32.80, the open interest changed by 14 which increased total open position to 33


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 7.65, which was -1.95 lower than the previous day. The implied volatity was 33.96, the open interest changed by 16 which increased total open position to 19


On 27 Feb VEDL was trading at 404.55. The strike last trading price was 9.6, which was -24.1 lower than the previous day. The implied volatity was 31.88, the open interest changed by 3 which increased total open position to 3


On 26 Feb VEDL was trading at 410.40. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 4.06, the open interest changed by 0 which decreased total open position to 0


On 21 Feb VEDL was trading at 438.20. The strike last trading price was 33.7, 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 20 Feb VEDL was trading at 433.50. The strike last trading price was 33.7, which was 0 lower than the previous day. The implied volatity was 1.05, 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 33.7, which was 0 lower than the previous day. The implied volatity was 1.77, 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 33.7, which was 0 lower than the previous day. The implied volatity was 4.16, 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 33.7, which was 0 lower than the previous day. The implied volatity was 2.87, 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 33.7, which was 0 lower than the previous day. The implied volatity was 2.94, 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 33.7, which was 0 lower than the previous day. The implied volatity was 1.14, 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 33.7, which was 0 lower than the previous day. The implied volatity was 1.48, 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 33.7, which was 0 lower than the previous day. The implied volatity was 1.65, 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 33.7, 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 7 Feb VEDL was trading at 455.80. The strike last trading price was 33.7, 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 33.7, 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 33.7, 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 33.7, 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 33.7, which was 0 lower than the previous day. The implied volatity was 1.24, 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 33.7, 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 440 PE
Delta: -0.86
Vega: 0.18
Theta: -0.24
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
8 Apr 376.10 65 -1.8 63.52 36 -20 1,103
7 Apr 374.05 65.75 24.65 63.93 227 -92 1,122
4 Apr 401.45 40.4 26.85 44.77 1,502 -194 1,217
3 Apr 439.50 13.55 6.6 34.99 6,010 615 1,418
2 Apr 457.65 7.3 0.4 34.16 1,661 141 812
1 Apr 457.40 6.85 0.3 32.94 2,118 22 679
28 Mar 463.40 6.6 1.7 33.78 1,721 83 657
27 Mar 472.35 4.85 -1.75 33.33 1,789 127 572
26 Mar 464.15 6.6 -0.8 33.71 378 80 445
25 Mar 461.80 7.35 2.1 33.12 365 59 365
24 Mar 472.25 5.15 -1.2 33.20 314 84 306
21 Mar 467.30 6.3 0.5 33.09 97 19 221
20 Mar 470.75 5.85 -2.1 32.78 292 14 202
19 Mar 460.55 7.75 0.1 30.91 113 31 188
18 Mar 460.00 7.85 -5.4 30.71 114 37 157
17 Mar 446.95 13.2 -2.8 32.49 92 48 120
13 Mar 442.95 16 0 32.67 55 18 72
12 Mar 444.95 16.2 -2.85 33.46 57 29 54
11 Mar 441.55 19.05 -1 37.43 3 1 24
10 Mar 437.40 20.3 4.05 34.78 18 12 22
7 Mar 445.45 16.25 -2.7 33.47 8 6 10
6 Mar 442.95 18.95 -28.4 35.33 1 0 3
5 Mar 428.95 47.35 0 0.00 0 0 0
4 Mar 406.75 47.35 0 0.00 0 0 0
3 Mar 409.15 47.35 31.15 53.02 2 0 3
28 Feb 394.75 16.2 0 0.00 0 0 0
27 Feb 404.55 16.2 0 0.00 0 0 0
26 Feb 410.40 16.2 0 0.00 0 0 3
25 Feb 409.25 16.2 0 0.00 0 0 3
21 Feb 438.20 16.2 0 25.58 1 0 2
20 Feb 433.50 16.2 0 0.00 0 0 0
19 Feb 423.50 16.2 0 0.00 0 0 0
18 Feb 418.20 16.2 0 0.00 0 0 0
17 Feb 415.15 16.2 0 0.00 0 0 0
14 Feb 413.35 16.2 0 0.00 0 0 0
13 Feb 424.55 16.2 0 0.00 0 0 0
12 Feb 421.90 16.2 0 0.00 0 0 0
11 Feb 421.45 16.2 0 0.00 0 0 0
10 Feb 435.80 16.2 0 0.00 0 2 0
7 Feb 455.80 16.2 -17.7 33.36 3 1 1
6 Feb 443.75 0 0 2.13 0 0 0
5 Feb 444.45 0 0 1.97 0 0 0
4 Feb 437.70 0 0 1.17 0 0 0
3 Feb 421.70 0 0 - 0 0 0
1 Feb 439.90 0 0 1.54 0 0 0


For Vedanta Limited - strike price 440 expiring on 24APR2025

Delta for 440 PE is -0.86

Historical price for 440 PE is as follows

On 8 Apr VEDL was trading at 376.10. The strike last trading price was 65, which was -1.8 lower than the previous day. The implied volatity was 63.52, the open interest changed by -20 which decreased total open position to 1103


On 7 Apr VEDL was trading at 374.05. The strike last trading price was 65.75, which was 24.65 higher than the previous day. The implied volatity was 63.93, the open interest changed by -92 which decreased total open position to 1122


On 4 Apr VEDL was trading at 401.45. The strike last trading price was 40.4, which was 26.85 higher than the previous day. The implied volatity was 44.77, the open interest changed by -194 which decreased total open position to 1217


On 3 Apr VEDL was trading at 439.50. The strike last trading price was 13.55, which was 6.6 higher than the previous day. The implied volatity was 34.99, the open interest changed by 615 which increased total open position to 1418


On 2 Apr VEDL was trading at 457.65. The strike last trading price was 7.3, which was 0.4 higher than the previous day. The implied volatity was 34.16, the open interest changed by 141 which increased total open position to 812


On 1 Apr VEDL was trading at 457.40. The strike last trading price was 6.85, which was 0.3 higher than the previous day. The implied volatity was 32.94, the open interest changed by 22 which increased total open position to 679


On 28 Mar VEDL was trading at 463.40. The strike last trading price was 6.6, which was 1.7 higher than the previous day. The implied volatity was 33.78, the open interest changed by 83 which increased total open position to 657


On 27 Mar VEDL was trading at 472.35. The strike last trading price was 4.85, which was -1.75 lower than the previous day. The implied volatity was 33.33, the open interest changed by 127 which increased total open position to 572


On 26 Mar VEDL was trading at 464.15. The strike last trading price was 6.6, which was -0.8 lower than the previous day. The implied volatity was 33.71, the open interest changed by 80 which increased total open position to 445


On 25 Mar VEDL was trading at 461.80. The strike last trading price was 7.35, which was 2.1 higher than the previous day. The implied volatity was 33.12, the open interest changed by 59 which increased total open position to 365


On 24 Mar VEDL was trading at 472.25. The strike last trading price was 5.15, which was -1.2 lower than the previous day. The implied volatity was 33.20, the open interest changed by 84 which increased total open position to 306


On 21 Mar VEDL was trading at 467.30. The strike last trading price was 6.3, which was 0.5 higher than the previous day. The implied volatity was 33.09, the open interest changed by 19 which increased total open position to 221


On 20 Mar VEDL was trading at 470.75. The strike last trading price was 5.85, which was -2.1 lower than the previous day. The implied volatity was 32.78, the open interest changed by 14 which increased total open position to 202


On 19 Mar VEDL was trading at 460.55. The strike last trading price was 7.75, which was 0.1 higher than the previous day. The implied volatity was 30.91, the open interest changed by 31 which increased total open position to 188


On 18 Mar VEDL was trading at 460.00. The strike last trading price was 7.85, which was -5.4 lower than the previous day. The implied volatity was 30.71, the open interest changed by 37 which increased total open position to 157


On 17 Mar VEDL was trading at 446.95. The strike last trading price was 13.2, which was -2.8 lower than the previous day. The implied volatity was 32.49, the open interest changed by 48 which increased total open position to 120


On 13 Mar VEDL was trading at 442.95. The strike last trading price was 16, which was 0 lower than the previous day. The implied volatity was 32.67, the open interest changed by 18 which increased total open position to 72


On 12 Mar VEDL was trading at 444.95. The strike last trading price was 16.2, which was -2.85 lower than the previous day. The implied volatity was 33.46, the open interest changed by 29 which increased total open position to 54


On 11 Mar VEDL was trading at 441.55. The strike last trading price was 19.05, which was -1 lower than the previous day. The implied volatity was 37.43, the open interest changed by 1 which increased total open position to 24


On 10 Mar VEDL was trading at 437.40. The strike last trading price was 20.3, which was 4.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by 12 which increased total open position to 22


On 7 Mar VEDL was trading at 445.45. The strike last trading price was 16.25, which was -2.7 lower than the previous day. The implied volatity was 33.47, the open interest changed by 6 which increased total open position to 10


On 6 Mar VEDL was trading at 442.95. The strike last trading price was 18.95, which was -28.4 lower than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 3


On 5 Mar VEDL was trading at 428.95. The strike last trading price was 47.35, 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 4 Mar VEDL was trading at 406.75. The strike last trading price was 47.35, 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 3 Mar VEDL was trading at 409.15. The strike last trading price was 47.35, which was 31.15 higher than the previous day. The implied volatity was 53.02, the open interest changed by 0 which decreased total open position to 3


On 28 Feb VEDL was trading at 394.75. The strike last trading price was 16.2, 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 27 Feb VEDL was trading at 404.55. The strike last trading price was 16.2, 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 26 Feb VEDL was trading at 410.40. The strike last trading price was 16.2, 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 3


On 25 Feb VEDL was trading at 409.25. The strike last trading price was 16.2, 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 3


On 21 Feb VEDL was trading at 438.20. The strike last trading price was 16.2, which was 0 lower than the previous day. The implied volatity was 25.58, the open interest changed by 0 which decreased total open position to 2


On 20 Feb VEDL was trading at 433.50. The strike last trading price was 16.2, 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 19 Feb VEDL was trading at 423.50. The strike last trading price was 16.2, 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 Feb VEDL was trading at 418.20. The strike last trading price was 16.2, 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 17 Feb VEDL was trading at 415.15. The strike last trading price was 16.2, 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 14 Feb VEDL was trading at 413.35. The strike last trading price was 16.2, 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 Feb VEDL was trading at 424.55. The strike last trading price was 16.2, 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 Feb VEDL was trading at 421.90. The strike last trading price was 16.2, 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 11 Feb VEDL was trading at 421.45. The strike last trading price was 16.2, 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 Feb VEDL was trading at 435.80. The strike last trading price was 16.2, 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 Feb VEDL was trading at 455.80. The strike last trading price was 16.2, which was -17.7 lower than the previous day. The implied volatity was 33.36, the open interest changed by 1 which increased total open position to 1


On 6 Feb VEDL was trading at 443.75. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.13, 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 0, which was 0 lower than the previous day. The implied volatity was 1.97, 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 0, which was 0 lower than the previous day. The implied volatity was 1.17, 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 0, 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 0, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0