VEDL
VEDANTA LIMITED
Historical option data for VEDL
02 Jul 2024 10:43 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 2 Jul | 464.90 | 33.3 | -2.70 | - | 2,30,000 | -57,500 | 17,15,800 | |||
| 1 Jul | 465.00 | 36 | - | 13,89,200 | -2,66,800 | 17,73,300 | ||||
| 28 Jun | 454.00 | 27.2 | - | 50,00,200 | -5,95,700 | 20,40,100 | ||||
| 27 Jun | 443.30 | 21.65 | - | 50,89,900 | 5,08,300 | 26,35,800 | ||||
| 26 Jun | 442.10 | 23.7 | - | 88,91,800 | 19,32,000 | 21,25,200 | ||||
| 25 Jun | 454.05 | 30.5 | - | 3,65,700 | 78,200 | 1,93,200 | ||||
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| 24 Jun | 463.35 | 38.05 | - | 34,500 | 13,800 | 1,15,000 | ||||
| 21 Jun | 470.25 | 42.20 | - | 16,100 | 2,300 | 98,900 | ||||
| 20 Jun | 469.95 | 44.35 | - | 2,59,900 | 2,300 | 96,600 | ||||
| 19 Jun | 448.45 | 29.05 | - | 52,900 | 4,600 | 94,300 | ||||
| 18 Jun | 452.30 | 31.70 | - | 20,700 | 0 | 92,000 | ||||
| 14 Jun | 447.60 | 30.00 | - | 41,400 | 16,100 | 92,000 | ||||
| 13 Jun | 439.80 | 25.75 | - | 32,200 | 16,100 | 62,100 | ||||
| 12 Jun | 444.25 | 30.25 | - | 29,900 | 18,400 | 43,700 | ||||
| 11 Jun | 443.75 | 30.60 | - | 34,500 | 13,800 | 23,000 | ||||
| 10 Jun | 444.10 | 32.50 | - | 9,200 | 4,600 | 4,600 | ||||
| 7 Jun | 460.65 | 46.55 | - | 0 | 0 | 0 | ||||
| 6 Jun | 449.90 | 46.55 | - | 0 | 0 | 0 | ||||
| 5 Jun | 440.70 | 46.55 | - | 0 | 0 | 0 | ||||
| 4 Jun | 417.85 | 46.55 | - | 0 | 0 | 0 | ||||
| 3 Jun | 457.85 | 46.55 | - | 0 | 0 | 0 | ||||
| 31 May | 450.00 | 46.55 | - | 0 | 0 | 0 | ||||
| 30 May | 440.80 | 46.55 | - | 0 | 0 | 0 | ||||
| 29 May | 454.25 | 0.00 | - | 0 | 0 | 0 | ||||
| 28 May | 454.95 | 0.00 | - | 0 | 0 | 0 | ||||
| 27 May | 459.70 | 0.00 | - | 0 | 0 | 0 | ||||
| 23 May | 472.70 | 14.60 | - | 0 | 0 | 0 | ||||
| 22 May | 487.00 | 14.60 | - | 0 | 0 | 0 | ||||
| 21 May | 491.70 | 14.60 | - | 0 | 0 | 0 | ||||
| 16 May | 433.05 | 14.60 | - | 0 | 0 | 0 | ||||
For VEDANTA LIMITED - strike price 440 expiring on 25JUL2024
Delta for 440 CE is -
Historical price for 440 CE is as follows
On 2 Jul VEDL was trading at 464.90. The strike last trading price was 33.3, which was -2.70 lower than the previous day. The implied volatity was -, the open interest changed by -57500 which decreased total open position to 1715800
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 36, which was lower than the previous day. The implied volatity was -, the open interest changed by -266800 which decreased total open position to 1773300
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 27.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -595700 which decreased total open position to 2040100
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 21.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 508300 which increased total open position to 2635800
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 1932000 which increased total open position to 2125200
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 30.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 78200 which increased total open position to 193200
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 38.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 115000
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 42.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 98900
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 44.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 96600
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 29.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 94300
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 31.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 92000
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 92000
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 25.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 62100
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 30.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 18400 which increased total open position to 43700
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 30.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 23000
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 32.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 4600 which increased total open position to 4600
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May VEDL was trading at 440.80. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May VEDL was trading at 454.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May VEDL was trading at 454.95. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May VEDL was trading at 459.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May VEDL was trading at 433.05. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 2 Jul | 464.90 | 6.4 | 0.40 | - | 11,61,500 | 16,100 | 40,45,700 |
| 1 Jul | 465.00 | 6 | - | 32,79,800 | 1,63,300 | 40,29,600 | |
| 28 Jun | 454.00 | 10.05 | - | 71,11,600 | 1,54,100 | 38,66,300 | |
| 27 Jun | 443.30 | 16.1 | - | 30,19,900 | 9,66,000 | 37,12,200 | |
| 26 Jun | 442.10 | 16.6 | - | 59,50,100 | 17,36,500 | 27,46,200 | |
| 25 Jun | 454.05 | 16.9 | - | 12,35,100 | 4,07,100 | 10,09,700 | |
| 24 Jun | 463.35 | 10.35 | - | 4,53,100 | 1,03,500 | 6,02,600 | |
| 21 Jun | 470.25 | 10.50 | - | 2,48,400 | 43,700 | 4,99,100 | |
| 20 Jun | 469.95 | 10.50 | - | 6,02,600 | 2,71,400 | 4,53,100 | |
| 19 Jun | 448.45 | 16.45 | - | 1,44,900 | 20,700 | 1,81,700 | |
| 18 Jun | 452.30 | 14.50 | - | 94,300 | 13,800 | 1,61,000 | |
| 14 Jun | 447.60 | 16.80 | - | 73,600 | -18,400 | 1,47,200 | |
| 13 Jun | 439.80 | 22.25 | - | 66,700 | 23,000 | 1,61,000 | |
| 12 Jun | 444.25 | 20.80 | - | 80,500 | 34,500 | 1,38,000 | |
| 11 Jun | 443.75 | 22.95 | - | 43,700 | 9,200 | 98,900 | |
| 10 Jun | 444.10 | 25.25 | - | 87,400 | 29,900 | 85,100 | |
| 7 Jun | 460.65 | 19.95 | - | 48,300 | 2,300 | 50,600 | |
| 6 Jun | 449.90 | 22.25 | - | 6,900 | -2,300 | 48,300 | |
| 5 Jun | 440.70 | 27.70 | - | 32,200 | 23,000 | 50,600 | |
| 4 Jun | 417.85 | 35.20 | - | 50,600 | 27,600 | 27,600 | |
| 3 Jun | 457.85 | 14.00 | - | 6,900 | 0 | 0 | |
| 31 May | 450.00 | 20.50 | - | 0 | 0 | 0 | |
| 30 May | 440.80 | 20.50 | - | 0 | 0 | 0 | |
| 29 May | 454.25 | 0.00 | - | 0 | 0 | 0 | |
| 28 May | 454.95 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 459.70 | 0.00 | - | 0 | 0 | 0 | |
| 23 May | 472.70 | 65.60 | - | 0 | 0 | 0 | |
| 22 May | 487.00 | 65.60 | - | 0 | 0 | 0 | |
| 21 May | 491.70 | 0.00 | - | 0 | 0 | 0 | |
| 16 May | 433.05 | 0.00 | - | 0 | 0 | 0 | |
For VEDANTA LIMITED - strike price 440 expiring on 25JUL2024
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 2 Jul VEDL was trading at 464.90. The strike last trading price was 6.4, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by 16100 which increased total open position to 4045700
On 1 Jul VEDL was trading at 465.00. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 163300 which increased total open position to 4029600
On 28 Jun VEDL was trading at 454.00. The strike last trading price was 10.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 154100 which increased total open position to 3866300
On 27 Jun VEDL was trading at 443.30. The strike last trading price was 16.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 966000 which increased total open position to 3712200
On 26 Jun VEDL was trading at 442.10. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1736500 which increased total open position to 2746200
On 25 Jun VEDL was trading at 454.05. The strike last trading price was 16.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 407100 which increased total open position to 1009700
On 24 Jun VEDL was trading at 463.35. The strike last trading price was 10.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 103500 which increased total open position to 602600
On 21 Jun VEDL was trading at 470.25. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 43700 which increased total open position to 499100
On 20 Jun VEDL was trading at 469.95. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 271400 which increased total open position to 453100
On 19 Jun VEDL was trading at 448.45. The strike last trading price was 16.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 20700 which increased total open position to 181700
On 18 Jun VEDL was trading at 452.30. The strike last trading price was 14.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 13800 which increased total open position to 161000
On 14 Jun VEDL was trading at 447.60. The strike last trading price was 16.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -18400 which decreased total open position to 147200
On 13 Jun VEDL was trading at 439.80. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 161000
On 12 Jun VEDL was trading at 444.25. The strike last trading price was 20.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 34500 which increased total open position to 138000
On 11 Jun VEDL was trading at 443.75. The strike last trading price was 22.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 9200 which increased total open position to 98900
On 10 Jun VEDL was trading at 444.10. The strike last trading price was 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 29900 which increased total open position to 85100
On 7 Jun VEDL was trading at 460.65. The strike last trading price was 19.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 2300 which increased total open position to 50600
On 6 Jun VEDL was trading at 449.90. The strike last trading price was 22.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -2300 which decreased total open position to 48300
On 5 Jun VEDL was trading at 440.70. The strike last trading price was 27.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 23000 which increased total open position to 50600
On 4 Jun VEDL was trading at 417.85. The strike last trading price was 35.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 27600 which increased total open position to 27600
On 3 Jun VEDL was trading at 457.85. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 May VEDL was trading at 450.00. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 May VEDL was trading at 440.80. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 May VEDL was trading at 454.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 May VEDL was trading at 454.95. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 May VEDL was trading at 459.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 May VEDL was trading at 472.70. The strike last trading price was 65.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 May VEDL was trading at 487.00. The strike last trading price was 65.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May VEDL was trading at 491.70. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 May VEDL was trading at 433.05. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0