VEDL
Vedanta Limited
Historical option data for VEDL
08 Apr 2025 05:52 PM IST
| VEDL 24APR2025 450 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.12
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 8 Apr | 376.10 | 1.55 | -0.15 | 56.75 | 2,126 | 493 | 4,295 | |||
| 7 Apr | 374.05 | 1.85 | -0.8 | 57.71 | 4,738 | -275 | 3,779 | |||
| 4 Apr | 401.45 | 2.85 | -7.25 | 41.40 | 11,284 | 2,120 | 4,068 | |||
| 3 Apr | 439.50 | 9.9 | -9.2 | 31.50 | 7,392 | 1,299 | 1,942 | |||
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| 2 Apr | 457.65 | 18.55 | -1.35 | 30.47 | 1,338 | 33 | 644 | |||
| 1 Apr | 457.40 | 19.5 | -5.2 | 30.67 | 1,074 | 252 | 611 | |||
| 28 Mar | 463.40 | 24.8 | -6.75 | 31.12 | 221 | 40 | 359 | |||
| 27 Mar | 472.35 | 31.85 | 4.3 | 33.34 | 303 | 28 | 318 | |||
| 26 Mar | 464.15 | 27.7 | 1.45 | 33.56 | 284 | 26 | 290 | |||
| 25 Mar | 461.80 | 25.85 | -7.55 | 33.35 | 137 | 43 | 264 | |||
| 24 Mar | 472.25 | 33.45 | 2.65 | 33.04 | 79 | -1 | 221 | |||
| 21 Mar | 467.30 | 31 | -1.9 | 30.76 | 23 | 6 | 221 | |||
| 20 Mar | 470.75 | 33 | 7.4 | 30.59 | 73 | 2 | 213 | |||
| 19 Mar | 460.55 | 25.2 | 0.15 | 29.73 | 86 | -2 | 211 | |||
| 18 Mar | 460.00 | 25.4 | 6.95 | 29.85 | 215 | 21 | 212 | |||
| 17 Mar | 446.95 | 18.5 | 1.7 | 30.66 | 76 | 13 | 193 | |||
| 13 Mar | 442.95 | 17.05 | -1.75 | 30.62 | 73 | 10 | 180 | |||
| 12 Mar | 444.95 | 18.75 | 1.6 | 32.10 | 81 | 32 | 168 | |||
| 11 Mar | 441.55 | 17.3 | 1.2 | 29.86 | 66 | 21 | 136 | |||
| 10 Mar | 437.40 | 16.1 | -4.85 | 32.21 | 36 | 7 | 115 | |||
| 7 Mar | 445.45 | 20.95 | 0.3 | 31.74 | 35 | 3 | 108 | |||
| 6 Mar | 442.95 | 19.2 | 5.4 | 31.30 | 182 | 19 | 106 | |||
| 5 Mar | 428.95 | 13.5 | 5.65 | 31.95 | 118 | 41 | 87 | |||
| 4 Mar | 406.75 | 8 | -0.35 | 33.58 | 41 | 20 | 46 | |||
| 3 Mar | 409.15 | 8.35 | 2.4 | 33.08 | 48 | 23 | 24 | |||
| 28 Feb | 394.75 | 5.95 | -5.9 | 34.45 | 1 | 0 | 0 | |||
For Vedanta Limited - strike price 450 expiring on 24APR2025
Delta for 450 CE is 0.08
Historical price for 450 CE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 56.75, the open interest changed by 493 which increased total open position to 4295
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 1.85, which was -0.8 lower than the previous day. The implied volatity was 57.71, the open interest changed by -275 which decreased total open position to 3779
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 2.85, which was -7.25 lower than the previous day. The implied volatity was 41.40, the open interest changed by 2120 which increased total open position to 4068
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 9.9, which was -9.2 lower than the previous day. The implied volatity was 31.50, the open interest changed by 1299 which increased total open position to 1942
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 18.55, which was -1.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by 33 which increased total open position to 644
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 19.5, which was -5.2 lower than the previous day. The implied volatity was 30.67, the open interest changed by 252 which increased total open position to 611
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 24.8, which was -6.75 lower than the previous day. The implied volatity was 31.12, the open interest changed by 40 which increased total open position to 359
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 31.85, which was 4.3 higher than the previous day. The implied volatity was 33.34, the open interest changed by 28 which increased total open position to 318
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 27.7, which was 1.45 higher than the previous day. The implied volatity was 33.56, the open interest changed by 26 which increased total open position to 290
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 25.85, which was -7.55 lower than the previous day. The implied volatity was 33.35, the open interest changed by 43 which increased total open position to 264
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 33.45, which was 2.65 higher than the previous day. The implied volatity was 33.04, the open interest changed by -1 which decreased total open position to 221
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 31, which was -1.9 lower than the previous day. The implied volatity was 30.76, the open interest changed by 6 which increased total open position to 221
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 33, which was 7.4 higher than the previous day. The implied volatity was 30.59, the open interest changed by 2 which increased total open position to 213
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 25.2, which was 0.15 higher than the previous day. The implied volatity was 29.73, the open interest changed by -2 which decreased total open position to 211
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 25.4, which was 6.95 higher than the previous day. The implied volatity was 29.85, the open interest changed by 21 which increased total open position to 212
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 18.5, which was 1.7 higher than the previous day. The implied volatity was 30.66, the open interest changed by 13 which increased total open position to 193
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 17.05, which was -1.75 lower than the previous day. The implied volatity was 30.62, the open interest changed by 10 which increased total open position to 180
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 18.75, which was 1.6 higher than the previous day. The implied volatity was 32.10, the open interest changed by 32 which increased total open position to 168
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 17.3, which was 1.2 higher than the previous day. The implied volatity was 29.86, the open interest changed by 21 which increased total open position to 136
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 16.1, which was -4.85 lower than the previous day. The implied volatity was 32.21, the open interest changed by 7 which increased total open position to 115
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 20.95, which was 0.3 higher than the previous day. The implied volatity was 31.74, the open interest changed by 3 which increased total open position to 108
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 19.2, which was 5.4 higher than the previous day. The implied volatity was 31.30, the open interest changed by 19 which increased total open position to 106
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 13.5, which was 5.65 higher than the previous day. The implied volatity was 31.95, the open interest changed by 41 which increased total open position to 87
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 8, which was -0.35 lower than the previous day. The implied volatity was 33.58, the open interest changed by 20 which increased total open position to 46
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 8.35, which was 2.4 higher than the previous day. The implied volatity was 33.08, the open interest changed by 23 which increased total open position to 24
On 28 Feb VEDL was trading at 394.75. The strike last trading price was 5.95, which was -5.9 lower than the previous day. The implied volatity was 34.45, the open interest changed by 0 which decreased total open position to 0
| VEDL 24APR2025 450 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.15
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 8 Apr | 376.10 | 74.2 | -3.3 | 65.05 | 66 | -19 | 1,394 |
| 7 Apr | 374.05 | 75.05 | 25.35 | 66.33 | 786 | -187 | 1,413 |
| 4 Apr | 401.45 | 49.15 | 30.25 | 46.80 | 706 | -27 | 1,598 |
| 3 Apr | 439.50 | 19 | 8.65 | 35.07 | 3,151 | 79 | 1,623 |
| 2 Apr | 457.65 | 10.6 | 0.5 | 33.28 | 2,137 | 15 | 1,548 |
| 1 Apr | 457.40 | 10.3 | 1.05 | 32.68 | 3,160 | 300 | 1,534 |
| 28 Mar | 463.40 | 9.35 | 2.5 | 32.81 | 1,980 | -1 | 1,234 |
| 27 Mar | 472.35 | 6.9 | -2.45 | 32.14 | 1,822 | 132 | 1,237 |
| 26 Mar | 464.15 | 9.5 | -0.75 | 33.26 | 1,156 | 273 | 1,106 |
| 25 Mar | 461.80 | 10.15 | 2.7 | 31.98 | 522 | 35 | 834 |
| 24 Mar | 472.25 | 7.35 | -1.4 | 32.38 | 400 | 90 | 800 |
| 21 Mar | 467.30 | 8.4 | 0.65 | 31.53 | 231 | 57 | 709 |
| 20 Mar | 470.75 | 7.7 | -3.2 | 31.01 | 424 | 148 | 640 |
| 19 Mar | 460.55 | 11.2 | 0.45 | 30.98 | 307 | 178 | 492 |
| 18 Mar | 460.00 | 10.8 | -6.5 | 29.74 | 283 | 146 | 313 |
| 17 Mar | 446.95 | 17.3 | -3.7 | 31.64 | 66 | 25 | 163 |
| 13 Mar | 442.95 | 21.15 | 0.85 | 32.96 | 30 | 19 | 139 |
| 12 Mar | 444.95 | 20.3 | -2.3 | 32.13 | 21 | 11 | 119 |
| 11 Mar | 441.55 | 22.6 | -1.4 | 35.06 | 6 | -2 | 106 |
| 10 Mar | 437.40 | 24 | 2.5 | 31.98 | 23 | 6 | 97 |
| 7 Mar | 445.45 | 22 | -2.8 | 35.05 | 18 | 11 | 91 |
| 6 Mar | 442.95 | 25.6 | -5.35 | 37.89 | 35 | 3 | 81 |
| 5 Mar | 428.95 | 31 | -17.45 | 34.27 | 82 | 67 | 72 |
| 4 Mar | 406.75 | 48.45 | -3.9 | 42.26 | 5 | 4 | 4 |
| 3 Mar | 409.15 | 52.35 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Feb | 394.75 | 52.35 | 0 | - | 0 | 0 | 0 |
For Vedanta Limited - strike price 450 expiring on 24APR2025
Delta for 450 PE is -0.89
Historical price for 450 PE is as follows
On 8 Apr VEDL was trading at 376.10. The strike last trading price was 74.2, which was -3.3 lower than the previous day. The implied volatity was 65.05, the open interest changed by -19 which decreased total open position to 1394
On 7 Apr VEDL was trading at 374.05. The strike last trading price was 75.05, which was 25.35 higher than the previous day. The implied volatity was 66.33, the open interest changed by -187 which decreased total open position to 1413
On 4 Apr VEDL was trading at 401.45. The strike last trading price was 49.15, which was 30.25 higher than the previous day. The implied volatity was 46.80, the open interest changed by -27 which decreased total open position to 1598
On 3 Apr VEDL was trading at 439.50. The strike last trading price was 19, which was 8.65 higher than the previous day. The implied volatity was 35.07, the open interest changed by 79 which increased total open position to 1623
On 2 Apr VEDL was trading at 457.65. The strike last trading price was 10.6, which was 0.5 higher than the previous day. The implied volatity was 33.28, the open interest changed by 15 which increased total open position to 1548
On 1 Apr VEDL was trading at 457.40. The strike last trading price was 10.3, which was 1.05 higher than the previous day. The implied volatity was 32.68, the open interest changed by 300 which increased total open position to 1534
On 28 Mar VEDL was trading at 463.40. The strike last trading price was 9.35, which was 2.5 higher than the previous day. The implied volatity was 32.81, the open interest changed by -1 which decreased total open position to 1234
On 27 Mar VEDL was trading at 472.35. The strike last trading price was 6.9, which was -2.45 lower than the previous day. The implied volatity was 32.14, the open interest changed by 132 which increased total open position to 1237
On 26 Mar VEDL was trading at 464.15. The strike last trading price was 9.5, which was -0.75 lower than the previous day. The implied volatity was 33.26, the open interest changed by 273 which increased total open position to 1106
On 25 Mar VEDL was trading at 461.80. The strike last trading price was 10.15, which was 2.7 higher than the previous day. The implied volatity was 31.98, the open interest changed by 35 which increased total open position to 834
On 24 Mar VEDL was trading at 472.25. The strike last trading price was 7.35, which was -1.4 lower than the previous day. The implied volatity was 32.38, the open interest changed by 90 which increased total open position to 800
On 21 Mar VEDL was trading at 467.30. The strike last trading price was 8.4, which was 0.65 higher than the previous day. The implied volatity was 31.53, the open interest changed by 57 which increased total open position to 709
On 20 Mar VEDL was trading at 470.75. The strike last trading price was 7.7, which was -3.2 lower than the previous day. The implied volatity was 31.01, the open interest changed by 148 which increased total open position to 640
On 19 Mar VEDL was trading at 460.55. The strike last trading price was 11.2, which was 0.45 higher than the previous day. The implied volatity was 30.98, the open interest changed by 178 which increased total open position to 492
On 18 Mar VEDL was trading at 460.00. The strike last trading price was 10.8, which was -6.5 lower than the previous day. The implied volatity was 29.74, the open interest changed by 146 which increased total open position to 313
On 17 Mar VEDL was trading at 446.95. The strike last trading price was 17.3, which was -3.7 lower than the previous day. The implied volatity was 31.64, the open interest changed by 25 which increased total open position to 163
On 13 Mar VEDL was trading at 442.95. The strike last trading price was 21.15, which was 0.85 higher than the previous day. The implied volatity was 32.96, the open interest changed by 19 which increased total open position to 139
On 12 Mar VEDL was trading at 444.95. The strike last trading price was 20.3, which was -2.3 lower than the previous day. The implied volatity was 32.13, the open interest changed by 11 which increased total open position to 119
On 11 Mar VEDL was trading at 441.55. The strike last trading price was 22.6, which was -1.4 lower than the previous day. The implied volatity was 35.06, the open interest changed by -2 which decreased total open position to 106
On 10 Mar VEDL was trading at 437.40. The strike last trading price was 24, which was 2.5 higher than the previous day. The implied volatity was 31.98, the open interest changed by 6 which increased total open position to 97
On 7 Mar VEDL was trading at 445.45. The strike last trading price was 22, which was -2.8 lower than the previous day. The implied volatity was 35.05, the open interest changed by 11 which increased total open position to 91
On 6 Mar VEDL was trading at 442.95. The strike last trading price was 25.6, which was -5.35 lower than the previous day. The implied volatity was 37.89, the open interest changed by 3 which increased total open position to 81
On 5 Mar VEDL was trading at 428.95. The strike last trading price was 31, which was -17.45 lower than the previous day. The implied volatity was 34.27, the open interest changed by 67 which increased total open position to 72
On 4 Mar VEDL was trading at 406.75. The strike last trading price was 48.45, which was -3.9 lower than the previous day. The implied volatity was 42.26, the open interest changed by 4 which increased total open position to 4
On 3 Mar VEDL was trading at 409.15. The strike last trading price was 52.35, 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 28 Feb VEDL was trading at 394.75. The strike last trading price was 52.35, 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
